Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.378921 | 3.4729 | 0.000408 |
2 | 0.149573 | 1.3709 | 0.087035 |
3 | -0.020125 | -0.1844 | 0.427054 |
4 | -0.187765 | -1.7209 | 0.044476 |
5 | -0.262158 | -2.4027 | 0.009238 |
6 | -0.467771 | -4.2872 | 2.4e-05 |
7 | -0.280825 | -2.5738 | 0.005907 |
8 | -0.216831 | -1.9873 | 0.025074 |
9 | -0.091541 | -0.839 | 0.201928 |
10 | 0.042945 | 0.3936 | 0.347437 |
11 | 0.246048 | 2.2551 | 0.013365 |
12 | 0.789873 | 7.2393 | 0 |
13 | 0.301056 | 2.7592 | 0.003555 |
14 | 0.132102 | 1.2107 | 0.114697 |
15 | 0.00599 | 0.0549 | 0.478176 |
16 | -0.157871 | -1.4469 | 0.075822 |
17 | -0.240412 | -2.2034 | 0.015152 |
18 | -0.459241 | -4.209 | 3.2e-05 |
19 | -0.28256 | -2.5897 | 0.00566 |
20 | -0.231306 | -2.12 | 0.01848 |
21 | -0.131603 | -1.2062 | 0.115571 |
22 | 0.013613 | 0.1248 | 0.450504 |
23 | 0.206122 | 1.8891 | 0.031162 |
24 | 0.658164 | 6.0322 | 0 |
25 | 0.275472 | 2.5247 | 0.006729 |
26 | 0.11231 | 1.0293 | 0.153137 |
27 | 0.023463 | 0.215 | 0.415128 |
28 | -0.108909 | -0.9982 | 0.160533 |
29 | -0.179938 | -1.6492 | 0.051425 |
30 | -0.364842 | -3.3438 | 0.000618 |
31 | -0.215659 | -1.9765 | 0.025687 |
32 | -0.201762 | -1.8492 | 0.033975 |
33 | -0.141473 | -1.2966 | 0.099157 |
34 | 0.002581 | 0.0237 | 0.490592 |
35 | 0.136295 | 1.2492 | 0.107538 |
36 | 0.512387 | 4.6961 | 5e-06 |
37 | 0.240998 | 2.2088 | 0.014957 |
38 | 0.10756 | 0.9858 | 0.16353 |
39 | 0.050056 | 0.4588 | 0.323791 |
40 | -0.053389 | -0.4893 | 0.312946 |
41 | -0.13222 | -1.2118 | 0.11449 |
42 | -0.241397 | -2.2124 | 0.014825 |
43 | -0.1474 | -1.3509 | 0.090171 |
44 | -0.155719 | -1.4272 | 0.078616 |
45 | -0.110047 | -1.0086 | 0.158032 |
46 | -0.017063 | -0.1564 | 0.438052 |
47 | 0.074381 | 0.6817 | 0.248648 |
48 | 0.35593 | 3.2622 | 8e-04 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.378921 | 3.4729 | 0.000408 |
2 | 0.006997 | 0.0641 | 0.474511 |
3 | -0.092314 | -0.8461 | 0.199958 |
4 | -0.17836 | -1.6347 | 0.052928 |
5 | -0.148591 | -1.3619 | 0.088442 |
6 | -0.369537 | -3.3869 | 0.000539 |
7 | -0.019346 | -0.1773 | 0.429848 |
8 | -0.154251 | -1.4137 | 0.080568 |
9 | -0.079873 | -0.7321 | 0.233087 |
10 | -0.075222 | -0.6894 | 0.24623 |
11 | 0.137572 | 1.2609 | 0.105423 |
12 | 0.712835 | 6.5332 | 0 |
13 | -0.408183 | -3.7411 | 0.000167 |
14 | -0.080208 | -0.7351 | 0.232158 |
15 | 0.026798 | 0.2456 | 0.403292 |
16 | -0.023059 | -0.2113 | 0.416568 |
17 | -0.081799 | -0.7497 | 0.227766 |
18 | -0.068141 | -0.6245 | 0.266989 |
19 | -0.005009 | -0.0459 | 0.481746 |
20 | -0.059311 | -0.5436 | 0.294079 |
21 | -0.025792 | -0.2364 | 0.406854 |
22 | 0.0942 | 0.8634 | 0.195199 |
23 | 0.033609 | 0.308 | 0.379412 |
24 | -0.101514 | -0.9304 | 0.177417 |
25 | 0.021722 | 0.1991 | 0.421338 |
26 | -0.124999 | -1.1456 | 0.127599 |
27 | -0.019989 | -0.1832 | 0.427542 |
28 | 0.055425 | 0.508 | 0.306401 |
29 | 0.037166 | 0.3406 | 0.367114 |
30 | 0.104159 | 0.9546 | 0.171252 |
31 | -0.027602 | -0.253 | 0.400451 |
32 | -0.04683 | -0.4292 | 0.334435 |
33 | 0.002632 | 0.0241 | 0.490408 |
34 | 0.026559 | 0.2434 | 0.404139 |
35 | -0.163049 | -1.4944 | 0.069413 |
36 | -0.045957 | -0.4212 | 0.337343 |
37 | 0.059041 | 0.5411 | 0.294929 |
38 | 0.042025 | 0.3852 | 0.350545 |
39 | -0.033893 | -0.3106 | 0.378424 |
40 | 0.067747 | 0.6209 | 0.268169 |
41 | -0.00397 | -0.0364 | 0.485529 |
42 | 0.155908 | 1.4289 | 0.078367 |
43 | -0.092219 | -0.8452 | 0.200199 |
44 | 0.015607 | 0.143 | 0.443302 |
45 | 0.071566 | 0.6559 | 0.256837 |
46 | -0.167294 | -1.5333 | 0.064483 |
47 | 0.029262 | 0.2682 | 0.394604 |
48 | -0.056234 | -0.5154 | 0.303815 |