Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.516456 | 5.3423 | 0 |
2 | -0.080944 | -0.8373 | 0.202147 |
3 | -0.522348 | -5.4032 | 0 |
4 | -0.47161 | -4.8784 | 2e-06 |
5 | -0.095631 | -0.9892 | 0.162395 |
6 | 0.246604 | 2.5509 | 0.006079 |
7 | 0.332697 | 3.4414 | 0.000413 |
8 | 0.234603 | 2.4268 | 0.008453 |
9 | 0.015209 | 0.1573 | 0.437642 |
10 | -0.152039 | -1.5727 | 0.059371 |
11 | -0.175268 | -1.813 | 0.036319 |
12 | -0.154298 | -1.5961 | 0.056711 |
13 | 0.03984 | 0.4121 | 0.340543 |
14 | 0.144566 | 1.4954 | 0.068877 |
15 | 0.127203 | 1.3158 | 0.095527 |
16 | -0.0377 | -0.39 | 0.348668 |
17 | -0.184976 | -1.9134 | 0.029184 |
18 | -0.128473 | -1.3289 | 0.093348 |
19 | 0.108973 | 1.1272 | 0.131084 |
20 | 0.297571 | 3.0781 | 0.001323 |
21 | 0.279093 | 2.887 | 0.002354 |
22 | 0.027076 | 0.2801 | 0.389978 |
23 | -0.286039 | -2.9588 | 0.001901 |
24 | -0.39868 | -4.124 | 3.7e-05 |
25 | -0.181043 | -1.8727 | 0.031919 |
26 | 0.151349 | 1.5656 | 0.060201 |
27 | 0.329539 | 3.4088 | 0.00046 |
28 | 0.212418 | 2.1973 | 0.015078 |
29 | -0.030646 | -0.317 | 0.37593 |
30 | -0.248082 | -2.5662 | 0.005833 |
31 | -0.225378 | -2.3313 | 0.010805 |
32 | -0.059105 | -0.6114 | 0.271121 |
33 | 0.136821 | 1.4153 | 0.079945 |
34 | 0.129084 | 1.3353 | 0.092314 |
35 | 0.054599 | 0.5648 | 0.286705 |
36 | -0.098721 | -1.0212 | 0.154738 |
37 | -0.129564 | -1.3402 | 0.091507 |
38 | -0.04084 | -0.4224 | 0.336773 |
39 | 0.041895 | 0.4334 | 0.332809 |
40 | 0.128662 | 1.3309 | 0.093028 |
41 | 0.136593 | 1.4129 | 0.080289 |
42 | 0.006101 | 0.0631 | 0.474897 |
43 | -0.140223 | -1.4505 | 0.074925 |
44 | -0.284984 | -2.9479 | 0.001964 |
45 | -0.254673 | -2.6344 | 0.00484 |
46 | 0.032846 | 0.3398 | 0.367351 |
47 | 0.293901 | 3.0401 | 0.001487 |
48 | 0.369703 | 3.8242 | 0.00011 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.516456 | 5.3423 | 0 |
2 | -0.474136 | -4.9045 | 2e-06 |
3 | -0.379735 | -3.928 | 7.6e-05 |
4 | 0.027052 | 0.2798 | 0.390075 |
5 | 0.089143 | 0.9221 | 0.179274 |
6 | -0.024128 | -0.2496 | 0.401694 |
7 | -0.009722 | -0.1006 | 0.460041 |
8 | 0.161075 | 1.6662 | 0.049302 |
9 | 0.019199 | 0.1986 | 0.421476 |
10 | -0.032535 | -0.3365 | 0.368561 |
11 | 0.048811 | 0.5049 | 0.307332 |
12 | -0.120324 | -1.2446 | 0.107991 |
13 | 0.16066 | 1.6619 | 0.049732 |
14 | -0.035911 | -0.3715 | 0.355512 |
15 | -0.098463 | -1.0185 | 0.155366 |
16 | -0.115802 | -1.1979 | 0.116808 |
17 | -0.036361 | -0.3761 | 0.353784 |
18 | 0.122695 | 1.2692 | 0.103568 |
19 | 0.136721 | 1.4143 | 0.080096 |
20 | 0.115853 | 1.1984 | 0.116706 |
21 | 0.067082 | 0.6939 | 0.244625 |
22 | -0.010935 | -0.1131 | 0.455075 |
23 | -0.109155 | -1.1291 | 0.130689 |
24 | -0.149268 | -1.544 | 0.062766 |
25 | 0.11804 | 1.221 | 0.112381 |
26 | -0.01275 | -0.1319 | 0.447659 |
27 | -0.101147 | -1.0463 | 0.148897 |
28 | -0.116023 | -1.2002 | 0.116365 |
29 | 0.015452 | 0.1598 | 0.436655 |
30 | -0.051109 | -0.5287 | 0.299062 |
31 | 0.096133 | 0.9944 | 0.161134 |
32 | 0.083556 | 0.8643 | 0.194677 |
33 | 0.053989 | 0.5585 | 0.288846 |
34 | -0.180003 | -1.862 | 0.032676 |
35 | 0.033444 | 0.3459 | 0.36503 |
36 | -0.124847 | -1.2914 | 0.099669 |
37 | 0.046591 | 0.4819 | 0.315415 |
38 | 0.099751 | 1.0318 | 0.152239 |
39 | -0.116445 | -1.2045 | 0.115523 |
40 | -0.030972 | -0.3204 | 0.374654 |
41 | 0.079351 | 0.8208 | 0.20679 |
42 | -0.082858 | -0.8571 | 0.196656 |
43 | 0.058595 | 0.6061 | 0.272864 |
44 | -0.166593 | -1.7233 | 0.043866 |
45 | -0.0441 | -0.4562 | 0.324594 |
46 | 0.078999 | 0.8172 | 0.207822 |
47 | 0.049935 | 0.5165 | 0.303273 |
48 | -0.035227 | -0.3644 | 0.358144 |