Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.445679 | 4.3667 | 1.6e-05 |
2 | 0.238635 | 2.3381 | 0.010728 |
3 | -0.010388 | -0.1018 | 0.459571 |
4 | -0.268135 | -2.6272 | 0.005012 |
5 | -0.352368 | -3.4525 | 0.000414 |
6 | -0.405123 | -3.9694 | 7e-05 |
7 | -0.32367 | -3.1713 | 0.001019 |
8 | -0.295987 | -2.9001 | 0.002312 |
9 | -0.014715 | -0.1442 | 0.442833 |
10 | 0.160972 | 1.5772 | 0.05902 |
11 | 0.322334 | 3.1582 | 0.001061 |
12 | 0.644609 | 6.3159 | 0 |
13 | 0.31107 | 3.0478 | 0.001489 |
14 | 0.249792 | 2.4474 | 0.008102 |
15 | 0.033915 | 0.3323 | 0.370193 |
16 | -0.170795 | -1.6734 | 0.048748 |
17 | -0.284227 | -2.7848 | 0.003226 |
18 | -0.361752 | -3.5444 | 0.000305 |
19 | -0.307704 | -3.0149 | 0.001645 |
20 | -0.302662 | -2.9655 | 0.001906 |
21 | -0.05968 | -0.5847 | 0.280045 |
22 | 0.118084 | 1.157 | 0.125076 |
23 | 0.381476 | 3.7377 | 0.000158 |
24 | 0.616399 | 6.0395 | 0 |
25 | 0.270855 | 2.6538 | 0.004658 |
26 | 0.182467 | 1.7878 | 0.038481 |
27 | -0.020751 | -0.2033 | 0.41966 |
28 | -0.226573 | -2.22 | 0.014388 |
29 | -0.286834 | -2.8104 | 0.002999 |
30 | -0.307435 | -3.0122 | 0.001658 |
31 | -0.250962 | -2.4589 | 0.007863 |
32 | -0.247618 | -2.4261 | 0.008564 |
33 | -0.044325 | -0.4343 | 0.332524 |
34 | 0.051032 | 0.5 | 0.309105 |
35 | 0.275465 | 2.699 | 0.004109 |
36 | 0.417868 | 4.0942 | 4.4e-05 |
37 | 0.231056 | 2.2639 | 0.012916 |
38 | 0.221523 | 2.1705 | 0.016219 |
39 | 0.017263 | 0.1691 | 0.433022 |
40 | -0.169263 | -1.6584 | 0.050247 |
41 | -0.229332 | -2.247 | 0.013466 |
42 | -0.263646 | -2.5832 | 0.005649 |
43 | -0.22181 | -2.1733 | 0.016109 |
44 | -0.223393 | -2.1888 | 0.015518 |
45 | -0.041608 | -0.4077 | 0.34221 |
46 | 0.067512 | 0.6615 | 0.254943 |
47 | 0.276039 | 2.7046 | 0.004045 |
48 | 0.344275 | 3.3732 | 0.000536 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.445679 | 4.3667 | 1.6e-05 |
2 | 0.049921 | 0.4891 | 0.312935 |
3 | -0.167234 | -1.6385 | 0.05229 |
4 | -0.280467 | -2.748 | 0.003581 |
5 | -0.155827 | -1.5268 | 0.065051 |
6 | -0.176867 | -1.7329 | 0.043159 |
7 | -0.097218 | -0.9525 | 0.171608 |
8 | -0.225464 | -2.2091 | 0.014774 |
9 | 0.091048 | 0.8921 | 0.187288 |
10 | 0.056648 | 0.555 | 0.290082 |
11 | 0.110086 | 1.0786 | 0.14173 |
12 | 0.47152 | 4.6199 | 6e-06 |
13 | -0.230962 | -2.263 | 0.012946 |
14 | 0.11336 | 1.1107 | 0.134736 |
15 | 0.02576 | 0.2524 | 0.400637 |
16 | -0.005459 | -0.0535 | 0.478729 |
17 | 0.018341 | 0.1797 | 0.428881 |
18 | -0.056239 | -0.551 | 0.291447 |
19 | -0.017588 | -0.1723 | 0.431773 |
20 | -0.025976 | -0.2545 | 0.399823 |
21 | -0.058342 | -0.5716 | 0.284455 |
22 | 0.099019 | 0.9702 | 0.167197 |
23 | 0.253116 | 2.48 | 0.00744 |
24 | 0.167162 | 1.6378 | 0.052364 |
25 | -0.208567 | -2.0435 | 0.02187 |
26 | -0.119886 | -1.1746 | 0.121523 |
27 | 0.028439 | 0.2786 | 0.390558 |
28 | -0.098184 | -0.962 | 0.169234 |
29 | 0.055659 | 0.5453 | 0.293392 |
30 | 0.042089 | 0.4124 | 0.340487 |
31 | 0.042335 | 0.4148 | 0.339609 |
32 | -0.006042 | -0.0592 | 0.476458 |
33 | -0.10561 | -1.0348 | 0.15169 |
34 | -0.096747 | -0.9479 | 0.172774 |
35 | 0.002455 | 0.0241 | 0.490431 |
36 | -0.096909 | -0.9495 | 0.172371 |
37 | 0.076264 | 0.7472 | 0.228374 |
38 | 0.055841 | 0.5471 | 0.292782 |
39 | -0.07469 | -0.7318 | 0.233035 |
40 | -0.03843 | -0.3765 | 0.353676 |
41 | 0.023659 | 0.2318 | 0.40859 |
42 | 0.021281 | 0.2085 | 0.417637 |
43 | 0.067119 | 0.6576 | 0.256174 |
44 | 0.001832 | 0.018 | 0.492857 |
45 | 0.006527 | 0.064 | 0.474571 |
46 | 0.004188 | 0.041 | 0.483677 |
47 | -0.083694 | -0.82 | 0.207114 |
48 | -0.006891 | -0.0675 | 0.473156 |