Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.692713 | 6.3488 | 0 |
2 | 0.385427 | 3.5325 | 0.000336 |
3 | 0.07814 | 0.7162 | 0.237938 |
4 | 0.089104 | 0.8166 | 0.208219 |
5 | 0.100068 | 0.9171 | 0.180849 |
6 | 0.111031 | 1.0176 | 0.15589 |
7 | 0.063954 | 0.5862 | 0.279672 |
8 | 0.016878 | 0.1547 | 0.43872 |
9 | -0.030199 | -0.2768 | 0.391314 |
10 | 0.033159 | 0.3039 | 0.380975 |
11 | 0.096517 | 0.8846 | 0.18945 |
12 | 0.159876 | 1.4653 | 0.073288 |
13 | 0.028927 | 0.2651 | 0.395783 |
14 | -0.102022 | -0.935 | 0.176223 |
15 | -0.23297 | -2.1352 | 0.017828 |
16 | -0.208942 | -1.915 | 0.029449 |
17 | -0.184914 | -1.6948 | 0.046912 |
18 | -0.160886 | -1.4745 | 0.072036 |
19 | -0.254091 | -2.3288 | 0.011137 |
20 | -0.347295 | -3.183 | 0.001022 |
21 | -0.440499 | -4.0372 | 5.9e-05 |
22 | -0.27337 | -2.5055 | 0.007079 |
23 | -0.106241 | -0.9737 | 0.166498 |
24 | 0.060889 | 0.5581 | 0.289146 |
25 | -0.026736 | -0.245 | 0.403511 |
26 | -0.114361 | -1.0481 | 0.148791 |
27 | -0.201986 | -1.8512 | 0.033825 |
28 | -0.139699 | -1.2804 | 0.10197 |
29 | -0.077413 | -0.7095 | 0.239989 |
30 | -0.015127 | -0.1386 | 0.445034 |
31 | -0.029419 | -0.2696 | 0.394054 |
32 | -0.043711 | -0.4006 | 0.34486 |
33 | -0.058003 | -0.5316 | 0.298201 |
34 | 0.04039 | 0.3702 | 0.356091 |
35 | 0.138782 | 1.272 | 0.103449 |
36 | 0.237175 | 2.1737 | 0.016269 |
37 | 0.156054 | 1.4303 | 0.078177 |
38 | 0.074932 | 0.6868 | 0.247061 |
39 | -0.006189 | -0.0567 | 0.477451 |
40 | 0.050482 | 0.4627 | 0.322398 |
41 | 0.107152 | 0.9821 | 0.164443 |
42 | 0.163823 | 1.5015 | 0.068493 |
43 | 0.095802 | 0.878 | 0.191213 |
44 | 0.027781 | 0.2546 | 0.399819 |
45 | -0.040239 | -0.3688 | 0.356603 |
46 | 0.047837 | 0.4384 | 0.331099 |
47 | 0.135913 | 1.2457 | 0.108175 |
48 | 0.22399 | 2.0529 | 0.021597 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.692713 | 6.3488 | 0 |
2 | -0.181535 | -1.6638 | 0.04994 |
3 | -0.221799 | -2.0328 | 0.022614 |
4 | 0.380417 | 3.4866 | 0.00039 |
5 | -0.099552 | -0.9124 | 0.182082 |
6 | -0.110558 | -1.0133 | 0.156917 |
7 | 0.142574 | 1.3067 | 0.097438 |
8 | -0.082967 | -0.7604 | 0.224572 |
9 | -0.090473 | -0.8292 | 0.204672 |
10 | 0.28596 | 2.6209 | 0.005204 |
11 | -0.050236 | -0.4604 | 0.323203 |
12 | -0.052893 | -0.4848 | 0.31455 |
13 | -0.139809 | -1.2814 | 0.101795 |
14 | -0.070086 | -0.6424 | 0.261197 |
15 | -0.075369 | -0.6908 | 0.245808 |
16 | -0.010259 | -0.094 | 0.462655 |
17 | -0.076931 | -0.7051 | 0.241353 |
18 | -0.083343 | -0.7639 | 0.223548 |
19 | -0.203995 | -1.8696 | 0.032508 |
20 | -0.12606 | -1.1554 | 0.125609 |
21 | -0.144244 | -1.322 | 0.094876 |
22 | 0.319617 | 2.9293 | 0.002186 |
23 | -0.074371 | -0.6816 | 0.248677 |
24 | -0.080346 | -0.7364 | 0.231774 |
25 | 0.034799 | 0.3189 | 0.375281 |
26 | -0.074942 | -0.6869 | 0.247032 |
27 | -0.081014 | -0.7425 | 0.229927 |
28 | 0.142657 | 1.3075 | 0.09731 |
29 | -0.060785 | -0.5571 | 0.289469 |
30 | -0.064719 | -0.5932 | 0.277334 |
31 | 0.133811 | 1.2264 | 0.111738 |
32 | -0.049443 | -0.4532 | 0.325804 |
33 | -0.052015 | -0.4767 | 0.317399 |
34 | 0.122616 | 1.1238 | 0.13215 |
35 | -0.040652 | -0.3726 | 0.355198 |
36 | -0.042375 | -0.3884 | 0.349362 |
37 | -0.000367 | -0.0034 | 0.49866 |
38 | -0.042406 | -0.3887 | 0.349257 |
39 | -0.044284 | -0.4059 | 0.342936 |
40 | 0.034819 | 0.3191 | 0.375214 |
41 | -0.041304 | -0.3786 | 0.352986 |
42 | -0.043083 | -0.3949 | 0.346972 |
43 | 0.050073 | 0.4589 | 0.323735 |
44 | -0.038974 | -0.3572 | 0.360917 |
45 | -0.040555 | -0.3717 | 0.355529 |
46 | 0.141142 | 1.2936 | 0.099676 |
47 | -0.030523 | -0.2797 | 0.39018 |
48 | -0.031484 | -0.2886 | 0.386817 |