Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.61349 | 5.6227 | 0 |
2 | 0.229659 | 2.1049 | 0.019145 |
3 | 0.005231 | 0.0479 | 0.480938 |
4 | 0.017639 | 0.1617 | 0.435979 |
5 | -0.128056 | -1.1737 | 0.121926 |
6 | -0.183794 | -1.6845 | 0.047898 |
7 | -0.05151 | -0.4721 | 0.319041 |
8 | 0.095238 | 0.8729 | 0.192611 |
9 | 0.00848 | 0.0777 | 0.469116 |
10 | 0.038581 | 0.3536 | 0.362262 |
11 | 0.238434 | 2.1853 | 0.015826 |
12 | 0.519132 | 4.7579 | 4e-06 |
13 | 0.281616 | 2.5811 | 0.005793 |
14 | 0.007942 | 0.0728 | 0.471073 |
15 | -0.187228 | -1.716 | 0.044927 |
16 | -0.171783 | -1.5744 | 0.059575 |
17 | -0.28094 | -2.5749 | 0.00589 |
18 | -0.268926 | -2.4648 | 0.007874 |
19 | -0.122153 | -1.1196 | 0.133048 |
20 | 0.023644 | 0.2167 | 0.414484 |
21 | -0.043074 | -0.3948 | 0.347004 |
22 | -0.062455 | -0.5724 | 0.284286 |
23 | 0.043241 | 0.3963 | 0.346442 |
24 | 0.19345 | 1.773 | 0.039927 |
25 | 0.047569 | 0.436 | 0.331985 |
26 | -0.092034 | -0.8435 | 0.20067 |
27 | -0.176822 | -1.6206 | 0.054425 |
28 | -0.146086 | -1.3389 | 0.092108 |
29 | -0.22135 | -2.0287 | 0.022828 |
30 | -0.206844 | -1.8958 | 0.030715 |
31 | -0.079564 | -0.7292 | 0.23395 |
32 | 0.017709 | 0.1623 | 0.435726 |
33 | -0.055729 | -0.5108 | 0.305429 |
34 | -0.103631 | -0.9498 | 0.172471 |
35 | -0.028871 | -0.2646 | 0.395981 |
36 | 0.066187 | 0.6066 | 0.272873 |
37 | -0.023784 | -0.218 | 0.413986 |
38 | -0.09371 | -0.8589 | 0.19643 |
39 | -0.096591 | -0.8853 | 0.189269 |
40 | -0.058285 | -0.5342 | 0.297309 |
41 | -0.125072 | -1.1463 | 0.127461 |
42 | -0.149165 | -1.3671 | 0.087617 |
43 | -0.052544 | -0.4816 | 0.31568 |
44 | 0.019017 | 0.1743 | 0.431027 |
45 | -0.016333 | -0.1497 | 0.440681 |
46 | -0.050099 | -0.4592 | 0.32365 |
47 | 0.028553 | 0.2617 | 0.397099 |
48 | 0.09476 | 0.8685 | 0.1938 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.61349 | 5.6227 | 0 |
2 | -0.235253 | -2.1561 | 0.016967 |
3 | -0.04156 | -0.3809 | 0.35212 |
4 | 0.146264 | 1.3405 | 0.091844 |
5 | -0.339707 | -3.1135 | 0.001264 |
6 | 0.078946 | 0.7236 | 0.235675 |
7 | 0.224566 | 2.0582 | 0.021336 |
8 | -0.103621 | -0.9497 | 0.172494 |
9 | -0.156409 | -1.4335 | 0.077712 |
10 | 0.351716 | 3.2235 | 0.000902 |
11 | 0.18541 | 1.6993 | 0.046481 |
12 | 0.280181 | 2.5679 | 0.006001 |
13 | -0.436924 | -4.0045 | 6.7e-05 |
14 | -0.012436 | -0.114 | 0.454762 |
15 | -0.084087 | -0.7707 | 0.221531 |
16 | -0.045664 | -0.4185 | 0.338319 |
17 | -0.018843 | -0.1727 | 0.431653 |
18 | 0.023537 | 0.2157 | 0.414864 |
19 | -0.138326 | -1.2678 | 0.104191 |
20 | -0.075024 | -0.6876 | 0.246799 |
21 | 0.084012 | 0.77 | 0.221736 |
22 | -0.003448 | -0.0316 | 0.487434 |
23 | -0.038346 | -0.3514 | 0.363067 |
24 | -0.168896 | -1.548 | 0.062696 |
25 | 0.04174 | 0.3826 | 0.351507 |
26 | 0.049195 | 0.4509 | 0.326618 |
27 | 0.049829 | 0.4567 | 0.324535 |
28 | -0.049524 | -0.4539 | 0.325537 |
29 | 0.007666 | 0.0703 | 0.472077 |
30 | -0.132852 | -1.2176 | 0.113391 |
31 | 0.070655 | 0.6476 | 0.259517 |
32 | -0.052026 | -0.4768 | 0.317363 |
33 | -0.060568 | -0.5551 | 0.290145 |
34 | -0.070229 | -0.6437 | 0.260774 |
35 | -0.010331 | -0.0947 | 0.462394 |
36 | -0.000195 | -0.0018 | 0.499288 |
37 | 0.001369 | 0.0125 | 0.495009 |
38 | -0.025115 | -0.2302 | 0.409254 |
39 | -0.021514 | -0.1972 | 0.42208 |
40 | -0.026172 | -0.2399 | 0.405506 |
41 | -0.048034 | -0.4402 | 0.330448 |
42 | -0.034646 | -0.3175 | 0.375812 |
43 | 0.002869 | 0.0263 | 0.489542 |
44 | -0.021308 | -0.1953 | 0.422817 |
45 | 0.038389 | 0.3518 | 0.362918 |
46 | 0.023738 | 0.2176 | 0.41415 |
47 | -0.011365 | -0.1042 | 0.458644 |
48 | -0.014339 | -0.1314 | 0.447879 |