Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.420361 | 4.5856 | 6e-06 |
2 | -0.084225 | -0.9188 | 0.180033 |
3 | -0.408441 | -4.4556 | 1e-05 |
4 | -0.431285 | -4.7048 | 3e-06 |
5 | -0.066113 | -0.7212 | 0.236098 |
6 | 0.240583 | 2.6244 | 0.004908 |
7 | 0.19541 | 2.1317 | 0.017545 |
8 | -0.021227 | -0.2316 | 0.408638 |
9 | -0.129623 | -1.414 | 0.079984 |
10 | -0.18835 | -2.0547 | 0.021051 |
11 | -0.017438 | -0.1902 | 0.424728 |
12 | 0.314308 | 3.4287 | 0.000417 |
13 | 0.145378 | 1.5859 | 0.05771 |
14 | 0.136785 | 1.4922 | 0.069153 |
15 | 0.059687 | 0.6511 | 0.258115 |
16 | -0.151966 | -1.6578 | 0.05 |
17 | -0.16222 | -1.7696 | 0.039677 |
18 | -0.143075 | -1.5608 | 0.060618 |
19 | -0.063527 | -0.693 | 0.244831 |
20 | 0.01549 | 0.169 | 0.43305 |
21 | 0.11969 | 1.3057 | 0.097092 |
22 | -0.00309 | -0.0337 | 0.486582 |
23 | -0.106935 | -1.1665 | 0.122868 |
24 | -0.023897 | -0.2607 | 0.397392 |
25 | -0.099237 | -1.0825 | 0.1406 |
26 | 0.147294 | 1.6068 | 0.055375 |
27 | 0.258572 | 2.8207 | 0.002808 |
28 | 0.103663 | 1.1308 | 0.130199 |
29 | -0.038919 | -0.4246 | 0.335964 |
30 | -0.231671 | -2.5272 | 0.006404 |
31 | -0.272922 | -2.9772 | 0.001762 |
32 | -0.209686 | -2.2874 | 0.01197 |
33 | 0.0192 | 0.2095 | 0.417227 |
34 | 0.068317 | 0.7452 | 0.228796 |
35 | 0.096535 | 1.0531 | 0.14722 |
36 | 0.128907 | 1.4062 | 0.081134 |
37 | -0.065604 | -0.7157 | 0.237802 |
38 | -0.026588 | -0.29 | 0.386146 |
39 | 0.018641 | 0.2033 | 0.419606 |
40 | 0.06181 | 0.6743 | 0.250724 |
41 | 0.131726 | 1.437 | 0.076677 |
42 | 0.059311 | 0.647 | 0.259437 |
43 | -0.116062 | -1.2661 | 0.103977 |
44 | -0.307384 | -3.3532 | 0.000536 |
45 | -0.238068 | -2.597 | 0.005295 |
46 | -0.054529 | -0.5948 | 0.276538 |
47 | 0.193362 | 2.1093 | 0.018506 |
48 | 0.375638 | 4.0977 | 3.8e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.420361 | 4.5856 | 6e-06 |
2 | -0.316931 | -3.4573 | 0.000379 |
3 | -0.308654 | -3.367 | 0.000512 |
4 | -0.190568 | -2.0788 | 0.01989 |
5 | 0.147871 | 1.6131 | 0.054688 |
6 | 0.070602 | 0.7702 | 0.221362 |
7 | -0.172827 | -1.8853 | 0.030913 |
8 | -0.143282 | -1.563 | 0.060351 |
9 | 0.093422 | 1.0191 | 0.155108 |
10 | -0.074524 | -0.813 | 0.208933 |
11 | 0.005928 | 0.0647 | 0.474275 |
12 | 0.296851 | 3.2383 | 0.000779 |
13 | -0.237983 | -2.5961 | 0.005308 |
14 | 0.285655 | 3.1161 | 0.001149 |
15 | 0.193987 | 2.1162 | 0.018208 |
16 | -0.159454 | -1.7394 | 0.042272 |
17 | -0.058477 | -0.6379 | 0.262378 |
18 | -0.043857 | -0.4784 | 0.316614 |
19 | 0.085095 | 0.9283 | 0.177572 |
20 | -0.130426 | -1.4228 | 0.078708 |
21 | -0.031038 | -0.3386 | 0.367758 |
22 | -0.063457 | -0.6922 | 0.245071 |
23 | -0.164799 | -1.7977 | 0.037376 |
24 | 0.04312 | 0.4704 | 0.31947 |
25 | -0.056058 | -0.6115 | 0.271009 |
26 | 0.078997 | 0.8618 | 0.195277 |
27 | 0.028575 | 0.3117 | 0.3779 |
28 | 0.034939 | 0.3811 | 0.351891 |
29 | 0.021712 | 0.2369 | 0.406589 |
30 | -0.088698 | -0.9676 | 0.167607 |
31 | -0.042322 | -0.4617 | 0.322578 |
32 | -0.172501 | -1.8818 | 0.031156 |
33 | -0.037767 | -0.412 | 0.340545 |
34 | -0.067343 | -0.7346 | 0.232005 |
35 | -0.010479 | -0.1143 | 0.454591 |
36 | -0.000866 | -0.0095 | 0.496238 |
37 | -0.04893 | -0.5338 | 0.29725 |
38 | -0.045045 | -0.4914 | 0.31203 |
39 | 0.029447 | 0.3212 | 0.374302 |
40 | 0.149339 | 1.6291 | 0.052968 |
41 | -0.039019 | -0.4256 | 0.335568 |
42 | 0.04012 | 0.4377 | 0.331213 |
43 | -0.078105 | -0.852 | 0.197956 |
44 | -0.1032 | -1.1258 | 0.131261 |
45 | -0.038825 | -0.4235 | 0.336337 |
46 | 0.112454 | 1.2267 | 0.111173 |
47 | 0.016482 | 0.1798 | 0.428808 |
48 | 0.010466 | 0.1142 | 0.454648 |