Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.448259 | 6.014 | 0 |
2 | 0.247015 | 3.3141 | 0.000556 |
3 | 0.011347 | 0.1522 | 0.439585 |
4 | -0.2212 | -2.9677 | 0.001704 |
5 | -0.288158 | -3.866 | 7.7e-05 |
6 | -0.420248 | -5.6382 | 0 |
7 | -0.28007 | -3.7575 | 0.000116 |
8 | -0.226617 | -3.0404 | 0.001358 |
9 | 0.049525 | 0.6644 | 0.253628 |
10 | 0.211163 | 2.833 | 0.002568 |
11 | 0.304622 | 4.0869 | 3.3e-05 |
12 | 0.63999 | 8.5864 | 0 |
13 | 0.321436 | 4.3125 | 1.3e-05 |
14 | 0.224033 | 3.0057 | 0.001514 |
15 | 0.024448 | 0.328 | 0.371643 |
16 | -0.174092 | -2.3357 | 0.010305 |
17 | -0.228747 | -3.069 | 0.00124 |
18 | -0.359715 | -4.8261 | 1e-06 |
19 | -0.253925 | -3.4068 | 0.000405 |
20 | -0.206148 | -2.7658 | 0.003136 |
21 | 0.027434 | 0.3681 | 0.35663 |
22 | 0.204504 | 2.7437 | 0.003345 |
23 | 0.225549 | 3.0261 | 0.00142 |
24 | 0.534443 | 7.1703 | 0 |
25 | 0.245018 | 3.2873 | 0.000608 |
26 | 0.209646 | 2.8127 | 0.002729 |
27 | 0.030743 | 0.4125 | 0.340246 |
28 | -0.198321 | -2.6608 | 0.004251 |
29 | -0.230072 | -3.0867 | 0.001172 |
30 | -0.34141 | -4.5805 | 4e-06 |
31 | -0.214085 | -2.8722 | 0.002283 |
32 | -0.198067 | -2.6573 | 0.004292 |
33 | -0.000484 | -0.0065 | 0.497414 |
34 | 0.175747 | 2.3579 | 0.009726 |
35 | 0.292829 | 3.9287 | 6.1e-05 |
36 | 0.589539 | 7.9095 | 0 |
37 | 0.240876 | 3.2317 | 0.000732 |
38 | 0.169077 | 2.2684 | 0.012246 |
39 | -0.00195 | -0.0262 | 0.489577 |
40 | -0.233372 | -3.131 | 0.001017 |
41 | -0.278868 | -3.7414 | 0.000123 |
42 | -0.389768 | -5.2293 | 0 |
43 | -0.238562 | -3.2006 | 0.000811 |
44 | -0.210855 | -2.8289 | 0.0026 |
45 | -0.014017 | -0.1881 | 0.425519 |
46 | 0.150815 | 2.0234 | 0.022255 |
47 | 0.251544 | 3.3748 | 0.000452 |
48 | 0.519784 | 6.9736 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.448259 | 6.014 | 0 |
2 | 0.057666 | 0.7737 | 0.22007 |
3 | -0.149225 | -2.0021 | 0.02339 |
4 | -0.242739 | -3.2567 | 0.000674 |
5 | -0.112864 | -1.5142 | 0.065862 |
6 | -0.252197 | -3.3836 | 0.000439 |
7 | 0.002873 | 0.0385 | 0.48465 |
8 | -0.111665 | -1.4981 | 0.067924 |
9 | 0.172732 | 2.3174 | 0.010802 |
10 | 0.075085 | 1.0074 | 0.157553 |
11 | 0.095332 | 1.279 | 0.10127 |
12 | 0.500171 | 6.7105 | 0 |
13 | -0.176681 | -2.3704 | 0.009413 |
14 | 0.062661 | 0.8407 | 0.200821 |
15 | 0.046724 | 0.6269 | 0.265771 |
16 | -0.025205 | -0.3382 | 0.36782 |
17 | 0.056556 | 0.7588 | 0.22449 |
18 | -0.036995 | -0.4963 | 0.31013 |
19 | -0.028316 | -0.3799 | 0.352236 |
20 | 0.037566 | 0.504 | 0.307438 |
21 | -0.03562 | -0.4779 | 0.316655 |
22 | 0.110594 | 1.4838 | 0.069808 |
23 | -0.067697 | -0.9082 | 0.182481 |
24 | 0.215581 | 2.8923 | 0.002148 |
25 | -0.15102 | -2.0261 | 0.022113 |
26 | 0.084298 | 1.131 | 0.129785 |
27 | -0.002152 | -0.0289 | 0.488499 |
28 | -0.12714 | -1.7058 | 0.044888 |
29 | 0.033843 | 0.4541 | 0.325169 |
30 | -0.011228 | -0.1506 | 0.440213 |
31 | -0.009627 | -0.1292 | 0.44869 |
32 | 0.00494 | 0.0663 | 0.473618 |
33 | -0.097913 | -1.3136 | 0.09532 |
34 | 0.085566 | 1.148 | 0.12625 |
35 | 0.217418 | 2.917 | 0.001992 |
36 | 0.152604 | 2.0474 | 0.021036 |
37 | -0.14637 | -1.9638 | 0.025549 |
38 | -0.034028 | -0.4565 | 0.324277 |
39 | 0.033368 | 0.4477 | 0.327461 |
40 | -0.097024 | -1.3017 | 0.09734 |
41 | -0.010397 | -0.1395 | 0.444609 |
42 | -0.058373 | -0.7832 | 0.217281 |
43 | 0.000423 | 0.0057 | 0.49774 |
44 | -0.057309 | -0.7689 | 0.221486 |
45 | -0.065531 | -0.8792 | 0.190234 |
46 | -0.01665 | -0.2234 | 0.411747 |
47 | 0.025813 | 0.3463 | 0.364757 |
48 | -0.03566 | -0.4784 | 0.316462 |