Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.370351 | 4.6257 | 4e-06 |
2 | 0.062152 | 0.7763 | 0.219379 |
3 | 0.179633 | 2.2436 | 0.013133 |
4 | 0.084882 | 1.0602 | 0.145351 |
5 | 0.015397 | 0.1923 | 0.423877 |
6 | 0.024368 | 0.3044 | 0.380633 |
7 | -0.031635 | -0.3951 | 0.346646 |
8 | 0.011491 | 0.1435 | 0.443033 |
9 | 0.007823 | 0.0977 | 0.461143 |
10 | -0.03764 | -0.4701 | 0.319461 |
11 | -0.075163 | -0.9388 | 0.174646 |
12 | -0.357797 | -4.4689 | 8e-06 |
13 | -0.249314 | -3.1139 | 0.001099 |
14 | -0.101904 | -1.2728 | 0.102494 |
15 | -0.139259 | -1.7393 | 0.041973 |
16 | -0.008459 | -0.1057 | 0.457997 |
17 | 0.037836 | 0.4726 | 0.318589 |
18 | -0.011582 | -0.1447 | 0.442585 |
19 | -0.012217 | -0.1526 | 0.439459 |
20 | -0.020886 | -0.2609 | 0.39727 |
21 | -0.022457 | -0.2805 | 0.389735 |
22 | 0.044991 | 0.5619 | 0.287484 |
23 | -0.081964 | -1.0237 | 0.153775 |
24 | -0.123415 | -1.5415 | 0.062616 |
25 | 0.092283 | 1.1526 | 0.125416 |
26 | 0.057576 | 0.7191 | 0.236572 |
27 | -0.010029 | -0.1253 | 0.450237 |
28 | -0.075985 | -0.949 | 0.172032 |
29 | -0.018677 | -0.2333 | 0.407929 |
30 | 0.006061 | 0.0757 | 0.469879 |
31 | -0.032522 | -0.4062 | 0.342579 |
32 | -0.039925 | -0.4987 | 0.309358 |
33 | 0.048097 | 0.6007 | 0.274445 |
34 | 0.016936 | 0.2115 | 0.416373 |
35 | -0.041702 | -0.5209 | 0.301604 |
36 | 0.011478 | 0.1434 | 0.443094 |
37 | -0.017652 | -0.2205 | 0.412895 |
38 | -0.061049 | -0.7625 | 0.223455 |
39 | -0.038894 | -0.4858 | 0.313902 |
40 | 0.021369 | 0.2669 | 0.39495 |
41 | 0.037033 | 0.4625 | 0.322171 |
42 | 0.046851 | 0.5852 | 0.279641 |
43 | 0.073541 | 0.9185 | 0.179881 |
44 | 0.006448 | 0.0805 | 0.467959 |
45 | -0.006378 | -0.0797 | 0.468306 |
46 | -0.038563 | -0.4817 | 0.315363 |
47 | -0.028677 | -0.3582 | 0.360349 |
48 | -0.057456 | -0.7176 | 0.23703 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.370351 | 4.6257 | 4e-06 |
2 | -0.086931 | -1.0858 | 0.139629 |
3 | 0.218153 | 2.7247 | 0.003585 |
4 | -0.074508 | -0.9306 | 0.176747 |
5 | 0.029654 | 0.3704 | 0.355799 |
6 | -0.021243 | -0.2653 | 0.395553 |
7 | -0.048829 | -0.6099 | 0.271416 |
8 | 0.056553 | 0.7063 | 0.240514 |
9 | -0.034944 | -0.4365 | 0.331555 |
10 | -0.009892 | -0.1235 | 0.450915 |
11 | -0.078528 | -0.9808 | 0.164101 |
12 | -0.379916 | -4.7451 | 2e-06 |
13 | 0.052107 | 0.6508 | 0.258063 |
14 | -0.086359 | -1.0786 | 0.14121 |
15 | 0.041195 | 0.5145 | 0.303807 |
16 | 0.128841 | 1.6092 | 0.054795 |
17 | -0.020021 | -0.2501 | 0.401434 |
18 | 0.044381 | 0.5543 | 0.290078 |
19 | -0.100539 | -1.2557 | 0.105545 |
20 | 0.001803 | 0.0225 | 0.491033 |
21 | 0.020551 | 0.2567 | 0.39888 |
22 | 0.039989 | 0.4995 | 0.309077 |
23 | -0.129334 | -1.6154 | 0.054125 |
24 | -0.233592 | -2.9176 | 0.002025 |
25 | 0.141409 | 1.7662 | 0.03966 |
26 | -0.094892 | -1.1852 | 0.118869 |
27 | 0.03629 | 0.4533 | 0.325495 |
28 | -0.079241 | -0.9897 | 0.161923 |
29 | 0.088718 | 1.1081 | 0.134765 |
30 | -0.000973 | -0.0121 | 0.495161 |
31 | -0.073606 | -0.9193 | 0.179668 |
32 | 0.030322 | 0.3787 | 0.352706 |
33 | 0.05316 | 0.664 | 0.253844 |
34 | 0.014056 | 0.1756 | 0.430434 |
35 | -0.136815 | -1.7088 | 0.044737 |
36 | -0.136763 | -1.7082 | 0.044797 |
37 | 0.08007 | 1.0001 | 0.159412 |
38 | -0.147446 | -1.8416 | 0.033717 |
39 | 0.049702 | 0.6208 | 0.267826 |
40 | 0.005553 | 0.0694 | 0.472398 |
41 | 0.088413 | 1.1043 | 0.135585 |
42 | 0.046275 | 0.578 | 0.282057 |
43 | -0.049625 | -0.6198 | 0.268141 |
44 | -0.004476 | -0.0559 | 0.477743 |
45 | 0.064078 | 0.8003 | 0.212367 |
46 | -0.08496 | -1.0612 | 0.14513 |
47 | -0.110748 | -1.3832 | 0.084284 |
48 | -0.160439 | -2.0039 | 0.023407 |