Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.809721 | 5.6681 | 0 |
2 | 0.448476 | 3.1393 | 0.001434 |
3 | 0.009539 | 0.0668 | 0.473518 |
4 | -0.430134 | -3.0109 | 0.002055 |
5 | -0.741941 | -5.1936 | 2e-06 |
6 | -0.849415 | -5.9459 | 0 |
7 | -0.737391 | -5.1617 | 2e-06 |
8 | -0.446226 | -3.1236 | 0.001499 |
9 | -0.044165 | -0.3092 | 0.379256 |
10 | 0.33522 | 2.3465 | 0.011518 |
11 | 0.609768 | 4.2684 | 4.5e-05 |
12 | 0.704786 | 4.9335 | 5e-06 |
13 | 0.631897 | 4.4233 | 2.7e-05 |
14 | 0.393873 | 2.7571 | 0.004085 |
15 | 0.082776 | 0.5794 | 0.282475 |
16 | -0.244228 | -1.7096 | 0.046834 |
17 | -0.50069 | -3.5048 | 0.000493 |
18 | -0.594982 | -4.1649 | 6.3e-05 |
19 | -0.539857 | -3.779 | 0.000214 |
20 | -0.343393 | -2.4038 | 0.010028 |
21 | -0.073765 | -0.5164 | 0.303963 |
22 | 0.199869 | 1.3991 | 0.084044 |
23 | 0.373173 | 2.6122 | 0.005955 |
24 | 0.441899 | 3.0933 | 0.001633 |
25 | 0.408199 | 2.8574 | 0.003126 |
26 | 0.270801 | 1.8956 | 0.031959 |
27 | 0.067876 | 0.4751 | 0.318401 |
28 | -0.123562 | -0.8649 | 0.195645 |
29 | -0.250677 | -1.7547 | 0.042778 |
30 | -0.316395 | -2.2148 | 0.015729 |
31 | -0.284603 | -1.9922 | 0.025967 |
32 | -0.206314 | -1.4442 | 0.077524 |
33 | -0.081091 | -0.5676 | 0.286436 |
34 | 0.061552 | 0.4309 | 0.334229 |
35 | 0.166342 | 1.1644 | 0.124951 |
36 | 0.206274 | 1.4439 | 0.077563 |
37 | 0.184049 | 1.2883 | 0.101839 |
38 | 0.12402 | 0.8681 | 0.194776 |
39 | 0.043794 | 0.3066 | 0.380239 |
40 | -0.030061 | -0.2104 | 0.417103 |
41 | -0.070544 | -0.4938 | 0.311824 |
42 | -0.083633 | -0.5854 | 0.280472 |
43 | -0.076384 | -0.5347 | 0.297643 |
44 | -0.030923 | -0.2165 | 0.414764 |
45 | -0.004831 | -0.0338 | 0.486582 |
46 | 0.008889 | 0.0622 | 0.47532 |
47 | 0.016615 | 0.1163 | 0.453942 |
48 | 0.005796 | 0.0406 | 0.483901 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.809721 | 5.6681 | 0 |
2 | -0.601632 | -4.2114 | 5.4e-05 |
3 | -0.386532 | -2.7057 | 0.004675 |
4 | -0.440376 | -3.0826 | 0.001682 |
5 | -0.240616 | -1.6843 | 0.049241 |
6 | -0.161574 | -1.131 | 0.131777 |
7 | -0.093139 | -0.652 | 0.258734 |
8 | -0.089993 | -0.63 | 0.265826 |
9 | 0.017226 | 0.1206 | 0.452259 |
10 | -0.1509 | -1.0563 | 0.148006 |
11 | -0.060805 | -0.4256 | 0.336119 |
12 | -0.17594 | -1.2316 | 0.111992 |
13 | 0.069479 | 0.4864 | 0.314442 |
14 | -0.118154 | -0.8271 | 0.206102 |
15 | 0.10579 | 0.7405 | 0.231255 |
16 | -0.177311 | -1.2412 | 0.110225 |
17 | -0.056806 | -0.3976 | 0.346311 |
18 | 0.030975 | 0.2168 | 0.414622 |
19 | -0.01153 | -0.0807 | 0.468 |
20 | 0.051586 | 0.3611 | 0.359788 |
21 | -0.012292 | -0.086 | 0.46589 |
22 | -0.025232 | -0.1766 | 0.430266 |
23 | -0.253751 | -1.7763 | 0.04095 |
24 | -0.098871 | -0.6921 | 0.246071 |
25 | 0.057383 | 0.4017 | 0.344832 |
26 | 0.013448 | 0.0941 | 0.462692 |
27 | -0.068118 | -0.4768 | 0.317804 |
28 | -0.021654 | -0.1516 | 0.440071 |
29 | 0.022519 | 0.1576 | 0.437698 |
30 | -0.09381 | -0.6567 | 0.257232 |
31 | 0.008076 | 0.0565 | 0.477573 |
32 | -0.121393 | -0.8498 | 0.199798 |
33 | 0.032672 | 0.2287 | 0.410025 |
34 | 0.067506 | 0.4725 | 0.319319 |
35 | -0.082577 | -0.578 | 0.282943 |
36 | -0.133512 | -0.9346 | 0.177293 |
37 | -0.142214 | -0.9955 | 0.162192 |
38 | -0.005737 | -0.0402 | 0.484065 |
39 | 0.039908 | 0.2794 | 0.390573 |
40 | -0.081753 | -0.5723 | 0.284878 |
41 | 0.101237 | 0.7087 | 0.240946 |
42 | -0.109028 | -0.7632 | 0.224503 |
43 | -0.027724 | -0.1941 | 0.423462 |
44 | 0.013596 | 0.0952 | 0.462283 |
45 | -0.013904 | -0.0973 | 0.461433 |
46 | 0.073393 | 0.5138 | 0.304867 |
47 | 0.02119 | 0.1483 | 0.441345 |
48 | 0.057596 | 0.4032 | 0.344287 |