Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.551146 | 4.6766 | 7e-06 |
2 | 0.076714 | 0.6509 | 0.258579 |
3 | -0.19625 | -1.6652 | 0.050106 |
4 | -0.286128 | -2.4279 | 0.008844 |
5 | -0.271716 | -2.3056 | 0.012009 |
6 | -0.421235 | -3.5743 | 0.000316 |
7 | -0.335881 | -2.85 | 0.002849 |
8 | -0.274947 | -2.333 | 0.011223 |
9 | -0.175475 | -1.489 | 0.070433 |
10 | 0.140511 | 1.1923 | 0.118534 |
11 | 0.508286 | 4.313 | 2.5e-05 |
12 | 0.747062 | 6.339 | 0 |
13 | 0.439423 | 3.7286 | 0.00019 |
14 | 0.007787 | 0.0661 | 0.47375 |
15 | -0.231218 | -1.962 | 0.026817 |
16 | -0.272038 | -2.3083 | 0.011928 |
17 | -0.249417 | -2.1164 | 0.018885 |
18 | -0.364608 | -3.0938 | 0.001406 |
19 | -0.29633 | -2.5144 | 0.007079 |
20 | -0.222403 | -1.8872 | 0.031585 |
21 | -0.099274 | -0.8424 | 0.201185 |
22 | 0.124556 | 1.0569 | 0.147046 |
23 | 0.412632 | 3.5013 | 4e-04 |
24 | 0.61789 | 5.243 | 1e-06 |
25 | 0.329542 | 2.7963 | 0.003312 |
26 | -0.049111 | -0.4167 | 0.339061 |
27 | -0.218255 | -1.852 | 0.034066 |
28 | -0.212208 | -1.8006 | 0.037973 |
29 | -0.166684 | -1.4144 | 0.080783 |
30 | -0.266933 | -2.265 | 0.013261 |
31 | -0.233452 | -1.9809 | 0.025711 |
32 | -0.1726 | -1.4646 | 0.073697 |
33 | -0.039742 | -0.3372 | 0.368464 |
34 | 0.127817 | 1.0846 | 0.140866 |
35 | 0.30849 | 2.6176 | 0.005393 |
36 | 0.425489 | 3.6104 | 0.000281 |
37 | 0.19984 | 1.6957 | 0.047132 |
38 | -0.042574 | -0.3613 | 0.359483 |
39 | -0.155133 | -1.3163 | 0.096117 |
40 | -0.124372 | -1.0553 | 0.147401 |
41 | -0.084227 | -0.7147 | 0.238557 |
42 | -0.180238 | -1.5294 | 0.065277 |
43 | -0.154296 | -1.3092 | 0.097308 |
44 | -0.098155 | -0.8329 | 0.203835 |
45 | -0.010351 | -0.0878 | 0.465128 |
46 | 0.091471 | 0.7762 | 0.2201 |
47 | 0.18154 | 1.5404 | 0.063921 |
48 | 0.252209 | 2.1401 | 0.017869 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.551146 | 4.6766 | 7e-06 |
2 | -0.326107 | -2.7671 | 0.003592 |
3 | -0.11666 | -0.9899 | 0.16277 |
4 | -0.109798 | -0.9317 | 0.17731 |
5 | -0.108799 | -0.9232 | 0.179496 |
6 | -0.447984 | -3.8013 | 0.000149 |
7 | 0.040369 | 0.3425 | 0.36647 |
8 | -0.420784 | -3.5705 | 0.00032 |
9 | -0.222106 | -1.8846 | 0.031758 |
10 | 0.105425 | 0.8946 | 0.187001 |
11 | 0.36888 | 3.1301 | 0.001262 |
12 | 0.277703 | 2.3564 | 0.010589 |
13 | -0.098505 | -0.8358 | 0.203004 |
14 | -0.083343 | -0.7072 | 0.240867 |
15 | -0.154213 | -1.3085 | 0.097426 |
16 | 0.016873 | 0.1432 | 0.443277 |
17 | -0.024846 | -0.2108 | 0.416808 |
18 | -0.062841 | -0.5332 | 0.29776 |
19 | 0.139533 | 1.184 | 0.120158 |
20 | -0.059921 | -0.5084 | 0.306349 |
21 | -0.05679 | -0.4819 | 0.315676 |
22 | -0.237388 | -2.0143 | 0.023857 |
23 | 0.038127 | 0.3235 | 0.373621 |
24 | -0.004551 | -0.0386 | 0.484651 |
25 | -0.109423 | -0.9285 | 0.178129 |
26 | -0.043426 | -0.3685 | 0.356799 |
27 | 0.061111 | 0.5185 | 0.302835 |
28 | -0.018864 | -0.1601 | 0.436637 |
29 | -0.012733 | -0.108 | 0.45713 |
30 | 0.004213 | 0.0358 | 0.48579 |
31 | -0.02629 | -0.2231 | 0.412052 |
32 | -0.091847 | -0.7794 | 0.219164 |
33 | 0.125203 | 1.0624 | 0.145805 |
34 | -0.173259 | -1.4701 | 0.072939 |
35 | -0.056212 | -0.477 | 0.317411 |
36 | -0.137543 | -1.1671 | 0.123513 |
37 | -0.035345 | -0.2999 | 0.382554 |
38 | 0.016807 | 0.1426 | 0.443499 |
39 | 0.084511 | 0.7171 | 0.237815 |
40 | -0.050647 | -0.4298 | 0.334329 |
41 | -0.036089 | -0.3062 | 0.380158 |
42 | 0.006568 | 0.0557 | 0.477854 |
43 | -0.038631 | -0.3278 | 0.372009 |
44 | -0.040142 | -0.3406 | 0.367191 |
45 | 0.023339 | 0.198 | 0.421787 |
46 | -0.040439 | -0.3431 | 0.366248 |
47 | -0.02911 | -0.247 | 0.402803 |
48 | -0.120224 | -1.0201 | 0.155539 |