Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.237247 | 2.8271 | 0.002688 |
2 | -0.315694 | -3.7619 | 0.000123 |
3 | -0.304912 | -3.6334 | 0.000195 |
4 | -0.143527 | -1.7103 | 0.044695 |
5 | 0.089236 | 1.0634 | 0.144711 |
6 | 0.111146 | 1.3245 | 0.09374 |
7 | 0.100269 | 1.1948 | 0.11707 |
8 | -0.137018 | -1.6328 | 0.052368 |
9 | -0.263627 | -3.1415 | 0.001023 |
10 | -0.306579 | -3.6533 | 0.000182 |
11 | 0.249438 | 2.9724 | 0.001736 |
12 | 0.82865 | 9.8745 | 0 |
13 | 0.19369 | 2.3081 | 0.01122 |
14 | -0.299292 | -3.5665 | 0.000247 |
15 | -0.291718 | -3.4762 | 0.000337 |
16 | -0.152554 | -1.8179 | 0.035595 |
17 | 0.058702 | 0.6995 | 0.242687 |
18 | 0.09314 | 1.1099 | 0.13446 |
19 | 0.062717 | 0.7474 | 0.228043 |
20 | -0.144973 | -1.7276 | 0.043121 |
21 | -0.251719 | -2.9996 | 0.001597 |
22 | -0.294114 | -3.5048 | 0.000306 |
23 | 0.239194 | 2.8503 | 0.002509 |
24 | 0.725542 | 8.6458 | 0 |
25 | 0.140313 | 1.672 | 0.048361 |
26 | -0.295374 | -3.5198 | 0.00029 |
27 | -0.270472 | -3.223 | 0.000787 |
28 | -0.145948 | -1.7392 | 0.042086 |
29 | 0.047171 | 0.5621 | 0.287463 |
30 | 0.057077 | 0.6801 | 0.248759 |
31 | 0.043704 | 0.5208 | 0.301661 |
32 | -0.14323 | -1.7068 | 0.045024 |
33 | -0.236128 | -2.8138 | 0.002796 |
34 | -0.260946 | -3.1095 | 0.001132 |
35 | 0.262387 | 3.1267 | 0.001072 |
36 | 0.675168 | 8.0456 | 0 |
37 | 0.087802 | 1.0463 | 0.148604 |
38 | -0.282274 | -3.3637 | 0.000494 |
39 | -0.238528 | -2.8424 | 0.002569 |
40 | -0.129986 | -1.549 | 0.061808 |
41 | 0.054781 | 0.6528 | 0.257472 |
42 | 0.063253 | 0.7537 | 0.226126 |
43 | 0.040661 | 0.4845 | 0.314376 |
44 | -0.123939 | -1.4769 | 0.070957 |
45 | -0.216974 | -2.5855 | 0.005365 |
46 | -0.211656 | -2.5222 | 0.006383 |
47 | 0.236588 | 2.8193 | 0.002751 |
48 | 0.601188 | 7.164 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.237247 | 2.8271 | 0.002688 |
2 | -0.394166 | -4.697 | 3e-06 |
3 | -0.13421 | -1.5993 | 0.055989 |
4 | -0.17552 | -2.0916 | 0.019129 |
5 | 0.019818 | 0.2362 | 0.406827 |
6 | -0.073713 | -0.8784 | 0.190606 |
7 | 0.083209 | 0.9916 | 0.161551 |
8 | -0.222905 | -2.6562 | 0.004403 |
9 | -0.145901 | -1.7386 | 0.042136 |
10 | -0.421836 | -5.0268 | 1e-06 |
11 | 0.363588 | 4.3326 | 1.4e-05 |
12 | 0.660695 | 7.8731 | 0 |
13 | -0.05958 | -0.71 | 0.239442 |
14 | 0.02247 | 0.2678 | 0.394637 |
15 | 0.115771 | 1.3796 | 0.084943 |
16 | -0.108607 | -1.2942 | 0.098847 |
17 | -0.011007 | -0.1312 | 0.447915 |
18 | -0.116727 | -1.391 | 0.083206 |
19 | -0.117374 | -1.3987 | 0.082045 |
20 | -0.1382 | -1.6468 | 0.0509 |
21 | -0.067758 | -0.8074 | 0.210386 |
22 | -0.148344 | -1.7677 | 0.039627 |
23 | -0.038116 | -0.4542 | 0.325187 |
24 | 0.040863 | 0.4869 | 0.313528 |
25 | -0.087897 | -1.0474 | 0.148343 |
26 | -0.064297 | -0.7662 | 0.22242 |
27 | 0.073353 | 0.8741 | 0.191768 |
28 | -0.05501 | -0.6555 | 0.256597 |
29 | 0.039837 | 0.4747 | 0.317859 |
30 | -0.134886 | -1.6074 | 0.055099 |
31 | 0.044272 | 0.5276 | 0.299312 |
32 | -0.109304 | -1.3025 | 0.097426 |
33 | -0.012851 | -0.1531 | 0.439252 |
34 | -0.060084 | -0.716 | 0.237588 |
35 | 0.093506 | 1.1143 | 0.133525 |
36 | 0.035877 | 0.4275 | 0.334822 |
37 | -0.02274 | -0.271 | 0.393399 |
38 | -0.02722 | -0.3244 | 0.373072 |
39 | 0.102073 | 1.2163 | 0.112936 |
40 | -0.125054 | -1.4902 | 0.069196 |
41 | 0.110283 | 1.3142 | 0.095452 |
42 | -0.06729 | -0.8019 | 0.211988 |
43 | 0.059905 | 0.7139 | 0.238244 |
44 | -0.057047 | -0.6798 | 0.248871 |
45 | 0.042914 | 0.5114 | 0.304939 |
46 | -0.046202 | -0.5506 | 0.291398 |
47 | -0.153257 | -1.8263 | 0.034955 |
48 | -0.121954 | -1.4533 | 0.07418 |