Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.827507 | 7.0216 | 0 |
2 | 0.597332 | 5.0685 | 1e-06 |
3 | 0.327517 | 2.7791 | 0.003474 |
4 | 0.075678 | 0.6421 | 0.261408 |
5 | -0.125142 | -1.0619 | 0.145923 |
6 | -0.258862 | -2.1965 | 0.015638 |
7 | -0.264649 | -2.2456 | 0.013899 |
8 | -0.196809 | -1.67 | 0.049633 |
9 | -0.110822 | -0.9404 | 0.175089 |
10 | 0.000932 | 0.0079 | 0.496857 |
11 | 0.106058 | 0.8999 | 0.185577 |
12 | 0.169758 | 1.4404 | 0.077038 |
13 | 0.126598 | 1.0742 | 0.143155 |
14 | 0.02161 | 0.1834 | 0.427512 |
15 | -0.075381 | -0.6396 | 0.262221 |
16 | -0.203308 | -1.7251 | 0.044397 |
17 | -0.308724 | -2.6196 | 0.005364 |
18 | -0.31868 | -2.7041 | 0.004271 |
19 | -0.261891 | -2.2222 | 0.014705 |
20 | -0.172756 | -1.4659 | 0.073517 |
21 | -0.073707 | -0.6254 | 0.266836 |
22 | 0.037716 | 0.32 | 0.374937 |
23 | 0.15829 | 1.3431 | 0.091723 |
24 | 0.234766 | 1.9921 | 0.025079 |
25 | 0.20272 | 1.7201 | 0.044852 |
26 | 0.131023 | 1.1118 | 0.134968 |
27 | 0.054222 | 0.4601 | 0.323419 |
28 | -0.00692 | -0.0587 | 0.47667 |
29 | -0.074846 | -0.6351 | 0.263691 |
30 | -0.114368 | -0.9704 | 0.167536 |
31 | -0.117706 | -0.9988 | 0.160625 |
32 | -0.112565 | -0.9551 | 0.17135 |
33 | -0.104974 | -0.8907 | 0.18802 |
34 | -0.086666 | -0.7354 | 0.232247 |
35 | -0.071624 | -0.6077 | 0.272634 |
36 | -0.052497 | -0.4455 | 0.328664 |
37 | -0.075892 | -0.644 | 0.260821 |
38 | -0.124631 | -1.0575 | 0.146903 |
39 | -0.163598 | -1.3882 | 0.084682 |
40 | -0.210369 | -1.785 | 0.039233 |
41 | -0.238399 | -2.0229 | 0.0234 |
42 | -0.225562 | -1.914 | 0.0298 |
43 | -0.167161 | -1.4184 | 0.080193 |
44 | -0.074826 | -0.6349 | 0.263746 |
45 | -0.027837 | -0.2362 | 0.406973 |
46 | 0.046364 | 0.3934 | 0.347588 |
47 | 0.095982 | 0.8144 | 0.209041 |
48 | 0.124582 | 1.0571 | 0.146997 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.827507 | 7.0216 | 0 |
2 | -0.277372 | -2.3536 | 0.010664 |
3 | -0.255536 | -2.1683 | 0.016721 |
4 | -0.115853 | -0.983 | 0.164438 |
5 | -0.054461 | -0.4621 | 0.322696 |
6 | -0.03432 | -0.2912 | 0.385864 |
7 | 0.195357 | 1.6577 | 0.050868 |
8 | 0.053848 | 0.4569 | 0.324553 |
9 | -0.086239 | -0.7318 | 0.233343 |
10 | 0.071305 | 0.605 | 0.273526 |
11 | 0.054503 | 0.4625 | 0.322567 |
12 | -0.046392 | -0.3937 | 0.3475 |
13 | -0.225403 | -1.9126 | 0.029888 |
14 | -0.096234 | -0.8166 | 0.208434 |
15 | 0.077469 | 0.6573 | 0.256527 |
16 | -0.158728 | -1.3469 | 0.091126 |
17 | -0.052775 | -0.4478 | 0.327817 |
18 | 0.216187 | 1.8344 | 0.035362 |
19 | -0.023146 | -0.1964 | 0.422424 |
20 | -0.139454 | -1.1833 | 0.120291 |
21 | 0.069031 | 0.5857 | 0.279938 |
22 | 0.063668 | 0.5402 | 0.295349 |
23 | 0.022518 | 0.1911 | 0.424503 |
24 | 0.062223 | 0.528 | 0.299568 |
25 | -0.18521 | -1.5716 | 0.060219 |
26 | -0.047885 | -0.4063 | 0.342858 |
27 | 0.103217 | 0.8758 | 0.19202 |
28 | 0.16252 | 1.379 | 0.086077 |
29 | -0.083748 | -0.7106 | 0.239807 |
30 | -0.165354 | -1.4031 | 0.082446 |
31 | -0.052938 | -0.4492 | 0.327321 |
32 | 0.012381 | 0.1051 | 0.458311 |
33 | -0.081622 | -0.6926 | 0.245398 |
34 | -0.017592 | -0.1493 | 0.440878 |
35 | -0.042036 | -0.3567 | 0.361186 |
36 | -0.039331 | -0.3337 | 0.369775 |
37 | -0.069418 | -0.589 | 0.278841 |
38 | -0.081066 | -0.6879 | 0.246874 |
39 | -0.048606 | -0.4124 | 0.340623 |
40 | -0.034983 | -0.2968 | 0.383723 |
41 | 0.005417 | 0.046 | 0.481733 |
42 | -0.034996 | -0.297 | 0.38368 |
43 | -0.024129 | -0.2047 | 0.419177 |
44 | 0.148061 | 1.2563 | 0.106527 |
45 | -0.121414 | -1.0302 | 0.153176 |
46 | 0.044534 | 0.3779 | 0.353315 |
47 | -0.084885 | -0.7203 | 0.236845 |
48 | -0.049239 | -0.4178 | 0.338666 |