Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.066206 | 0.7222 | 0.235788 |
2 | -0.394688 | -4.3055 | 1.7e-05 |
3 | -0.451329 | -4.9234 | 1e-06 |
4 | -0.040753 | -0.4446 | 0.328721 |
5 | 0.209348 | 2.2837 | 0.012081 |
6 | 0.282874 | 3.0858 | 0.001263 |
7 | 0.21032 | 2.2943 | 0.011763 |
8 | -0.053488 | -0.5835 | 0.280337 |
9 | -0.427639 | -4.665 | 4e-06 |
10 | -0.352835 | -3.849 | 9.6e-05 |
11 | 0.047634 | 0.5196 | 0.302143 |
12 | 0.883672 | 9.6397 | 0 |
13 | 0.07268 | 0.7928 | 0.214723 |
14 | -0.371978 | -4.0578 | 4.4e-05 |
15 | -0.396466 | -4.3249 | 1.6e-05 |
16 | -0.037647 | -0.4107 | 0.341022 |
17 | 0.184844 | 2.0164 | 0.023005 |
18 | 0.246414 | 2.6881 | 0.004109 |
19 | 0.186101 | 2.0301 | 0.022287 |
20 | -0.058979 | -0.6434 | 0.260606 |
21 | -0.360435 | -3.9319 | 7.1e-05 |
22 | -0.29364 | -3.2032 | 0.000872 |
23 | 0.032546 | 0.355 | 0.361597 |
24 | 0.736832 | 8.0379 | 0 |
25 | 0.08676 | 0.9464 | 0.172921 |
26 | -0.349796 | -3.8158 | 0.000108 |
27 | -0.335224 | -3.6569 | 0.000191 |
28 | -0.025366 | -0.2767 | 0.391241 |
29 | 0.161506 | 1.7618 | 0.040334 |
30 | 0.207976 | 2.2688 | 0.012543 |
31 | 0.154981 | 1.6906 | 0.046761 |
32 | -0.062755 | -0.6846 | 0.247472 |
33 | -0.292365 | -3.1893 | 0.000911 |
34 | -0.243457 | -2.6558 | 0.004498 |
35 | 0.028369 | 0.3095 | 0.378751 |
36 | 0.606002 | 6.6107 | 0 |
37 | 0.102192 | 1.1148 | 0.133594 |
38 | -0.325973 | -3.556 | 0.000271 |
39 | -0.291065 | -3.1751 | 0.000954 |
40 | -0.018017 | -0.1965 | 0.42226 |
41 | 0.154068 | 1.6807 | 0.047723 |
42 | 0.165348 | 1.8037 | 0.036901 |
43 | 0.114491 | 1.249 | 0.107067 |
44 | -0.066928 | -0.7301 | 0.233382 |
45 | -0.219248 | -2.3917 | 0.009168 |
46 | -0.196557 | -2.1442 | 0.017026 |
47 | 0.017019 | 0.1857 | 0.426516 |
48 | 0.484833 | 5.2889 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.066206 | 0.7222 | 0.235788 |
2 | -0.400828 | -4.3725 | 1.3e-05 |
3 | -0.464529 | -5.0674 | 1e-06 |
4 | -0.295078 | -3.2189 | 0.000829 |
5 | -0.307289 | -3.3521 | 0.000538 |
6 | -0.15756 | -1.7188 | 0.044128 |
7 | 0.162757 | 1.7755 | 0.039189 |
8 | 0.301653 | 3.2906 | 0.000658 |
9 | 0.026778 | 0.2921 | 0.385352 |
10 | -0.220867 | -2.4094 | 0.008756 |
11 | -0.484723 | -5.2877 | 0 |
12 | 0.680224 | 7.4204 | 0 |
13 | -0.148889 | -1.6242 | 0.053491 |
14 | 0.095023 | 1.0366 | 0.151016 |
15 | 0.257224 | 2.806 | 0.002931 |
16 | -0.012729 | -0.1389 | 0.444901 |
17 | 0.060851 | 0.6638 | 0.25405 |
18 | -0.036676 | -0.4001 | 0.344905 |
19 | -0.151244 | -1.6499 | 0.050803 |
20 | -0.083472 | -0.9106 | 0.182181 |
21 | 0.074562 | 0.8134 | 0.208814 |
22 | -0.001887 | -0.0206 | 0.491806 |
23 | 0.075253 | 0.8209 | 0.206669 |
24 | -0.082626 | -0.9013 | 0.184613 |
25 | 0.113133 | 1.2341 | 0.109792 |
26 | -0.074762 | -0.8156 | 0.208192 |
27 | -0.032264 | -0.352 | 0.362745 |
28 | 0.014119 | 0.154 | 0.438928 |
29 | -0.088465 | -0.965 | 0.168242 |
30 | 0.017715 | 0.1933 | 0.423546 |
31 | -0.018605 | -0.203 | 0.41976 |
32 | -0.025298 | -0.276 | 0.391526 |
33 | 0.039466 | 0.4305 | 0.333796 |
34 | -0.030405 | -0.3317 | 0.370359 |
35 | 0.031792 | 0.3468 | 0.364672 |
36 | 0.015125 | 0.165 | 0.434614 |
37 | 0.007837 | 0.0855 | 0.466005 |
38 | 0.033953 | 0.3704 | 0.355877 |
39 | -0.055274 | -0.603 | 0.273838 |
40 | -0.047656 | -0.5199 | 0.302062 |
41 | 0.0506 | 0.552 | 0.290998 |
42 | -0.145931 | -1.5919 | 0.057028 |
43 | -0.079865 | -0.8712 | 0.192694 |
44 | -0.038679 | -0.4219 | 0.336915 |
45 | -0.017879 | -0.195 | 0.42285 |
46 | 0.025203 | 0.2749 | 0.391922 |
47 | -0.024601 | -0.2684 | 0.39444 |
48 | -0.00543 | -0.0592 | 0.476434 |