Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.190824 | 1.428 | 0.079423 |
2 | 0.913284 | 6.8344 | 0 |
3 | 0.144659 | 1.0825 | 0.141828 |
4 | 0.84967 | 6.3584 | 0 |
5 | 0.102507 | 0.7671 | 0.223124 |
6 | 0.769359 | 5.7574 | 0 |
7 | 0.042754 | 0.3199 | 0.375101 |
8 | 0.686228 | 5.1353 | 2e-06 |
9 | -0.005446 | -0.0408 | 0.48382 |
10 | 0.601764 | 4.5032 | 1.7e-05 |
11 | -0.054399 | -0.4071 | 0.34275 |
12 | 0.531826 | 3.9798 | 1e-04 |
13 | -0.098909 | -0.7402 | 0.231146 |
14 | 0.450456 | 3.3709 | 0.000682 |
15 | -0.144517 | -1.0815 | 0.142062 |
16 | 0.389437 | 2.9143 | 0.002558 |
17 | -0.178253 | -1.3339 | 0.093815 |
18 | 0.332068 | 2.485 | 0.007985 |
19 | -0.220989 | -1.6537 | 0.051889 |
20 | 0.259313 | 1.9405 | 0.028678 |
21 | -0.253877 | -1.8998 | 0.031304 |
22 | 0.20317 | 1.5204 | 0.06702 |
23 | -0.280446 | -2.0987 | 0.020184 |
24 | 0.148329 | 1.11 | 0.135873 |
25 | -0.312758 | -2.3405 | 0.011424 |
26 | 0.082395 | 0.6166 | 0.270003 |
27 | -0.331511 | -2.4808 | 0.00807 |
28 | 0.032528 | 0.2434 | 0.404287 |
29 | -0.350678 | -2.6242 | 0.005586 |
30 | -0.006799 | -0.0509 | 0.4798 |
31 | -0.373628 | -2.796 | 0.003538 |
32 | -0.043812 | -0.3279 | 0.372121 |
33 | -0.365102 | -2.7322 | 0.004201 |
34 | -0.072714 | -0.5441 | 0.294252 |
35 | -0.373951 | -2.7984 | 0.003515 |
36 | -0.106962 | -0.8004 | 0.213422 |
37 | -0.378962 | -2.8359 | 0.003174 |
38 | -0.125742 | -0.941 | 0.175381 |
39 | -0.365233 | -2.7332 | 0.00419 |
40 | -0.142348 | -1.0652 | 0.145671 |
41 | -0.358693 | -2.6842 | 0.004772 |
42 | -0.156149 | -1.1685 | 0.123775 |
43 | -0.34315 | -2.5679 | 0.006464 |
44 | -0.151052 | -1.1304 | 0.131569 |
45 | -0.311808 | -2.3334 | 0.011623 |
46 | -0.150413 | -1.1256 | 0.132571 |
47 | -0.27274 | -2.041 | 0.022987 |
48 | -0.131477 | -0.9839 | 0.164703 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.190824 | 1.428 | 0.079423 |
2 | 0.910007 | 6.8099 | 0 |
3 | -0.269733 | -2.0185 | 0.024169 |
4 | 0.18118 | 1.3558 | 0.090298 |
5 | -0.102864 | -0.7698 | 0.222337 |
6 | -0.091403 | -0.684 | 0.248398 |
7 | -0.089882 | -0.6726 | 0.251978 |
8 | -0.037271 | -0.2789 | 0.390671 |
9 | 0.025111 | 0.1879 | 0.425813 |
10 | -0.089675 | -0.6711 | 0.252468 |
11 | 0.024693 | 0.1848 | 0.427033 |
12 | 0.031921 | 0.2389 | 0.406038 |
13 | -0.054351 | -0.4067 | 0.34288 |
14 | -0.095452 | -0.7143 | 0.239004 |
15 | 0.00362 | 0.0271 | 0.489243 |
16 | 0.046319 | 0.3466 | 0.365087 |
17 | -0.03398 | -0.2543 | 0.400105 |
18 | 0.007104 | 0.0532 | 0.478897 |
19 | -0.082687 | -0.6188 | 0.269288 |
20 | -0.126791 | -0.9488 | 0.173395 |
21 | 0.044139 | 0.3303 | 0.371202 |
22 | -0.020236 | -0.1514 | 0.440089 |
23 | 0.011991 | 0.0897 | 0.464409 |
24 | -0.039224 | -0.2935 | 0.385104 |
25 | -0.05852 | -0.4379 | 0.331562 |
26 | -0.110299 | -0.8254 | 0.206324 |
27 | 0.064738 | 0.4845 | 0.314977 |
28 | -0.036005 | -0.2694 | 0.394292 |
29 | -0.043186 | -0.3232 | 0.373882 |
30 | 0.054745 | 0.4097 | 0.341803 |
31 | -0.115661 | -0.8655 | 0.195221 |
32 | 0.032842 | 0.2458 | 0.40338 |
33 | 0.11711 | 0.8764 | 0.192286 |
34 | -0.132067 | -0.9883 | 0.163629 |
35 | -0.076351 | -0.5714 | 0.285023 |
36 | -0.050079 | -0.3748 | 0.354629 |
37 | -0.01589 | -0.1189 | 0.452886 |
38 | 0.037819 | 0.283 | 0.389105 |
39 | 0.042521 | 0.3182 | 0.375759 |
40 | -0.061776 | -0.4623 | 0.322832 |
41 | -0.054018 | -0.4042 | 0.34379 |
42 | -0.017703 | -0.1325 | 0.447541 |
43 | 0.031031 | 0.2322 | 0.40861 |
44 | 0.095347 | 0.7135 | 0.239247 |
45 | -0.032831 | -0.2457 | 0.403412 |
46 | -0.082692 | -0.6188 | 0.269275 |
47 | 0.144851 | 1.084 | 0.141513 |
48 | -0.003925 | -0.0294 | 0.488336 |