Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.428518 | 3.9274 | 8.8e-05 |
2 | 0.221761 | 2.0325 | 0.022632 |
3 | 0.029517 | 0.2705 | 0.39371 |
4 | -0.193686 | -1.7752 | 0.039747 |
5 | -0.307742 | -2.8205 | 0.002991 |
6 | -0.528413 | -4.843 | 3e-06 |
7 | -0.347911 | -3.1887 | 0.001004 |
8 | -0.2587 | -2.371 | 0.010014 |
9 | -0.060572 | -0.5551 | 0.290134 |
10 | 0.119705 | 1.0971 | 0.137863 |
11 | 0.313291 | 2.8714 | 0.002586 |
12 | 0.790149 | 7.2418 | 0 |
13 | 0.337272 | 3.0911 | 0.001352 |
14 | 0.17945 | 1.6447 | 0.051886 |
15 | 0.031943 | 0.2928 | 0.385212 |
16 | -0.178789 | -1.6386 | 0.052516 |
17 | -0.291351 | -2.6703 | 0.004549 |
18 | -0.527265 | -4.8325 | 3e-06 |
19 | -0.344831 | -3.1604 | 0.001096 |
20 | -0.289364 | -2.6521 | 0.004781 |
21 | -0.11236 | -1.0298 | 0.153031 |
22 | 0.051563 | 0.4726 | 0.318868 |
23 | 0.229188 | 2.1005 | 0.01934 |
24 | 0.63229 | 5.795 | 0 |
25 | 0.292376 | 2.6797 | 0.004433 |
26 | 0.140653 | 1.2891 | 0.10045 |
27 | 0.036713 | 0.3365 | 0.368674 |
28 | -0.12823 | -1.1752 | 0.121609 |
29 | -0.221807 | -2.0329 | 0.02261 |
30 | -0.404151 | -3.7041 | 0.000189 |
31 | -0.268346 | -2.4594 | 0.007984 |
32 | -0.243031 | -2.2274 | 0.014297 |
33 | -0.115455 | -1.0582 | 0.146507 |
34 | 0.022434 | 0.2056 | 0.418798 |
35 | 0.148133 | 1.3577 | 0.089103 |
36 | 0.479276 | 4.3926 | 1.6e-05 |
37 | 0.243788 | 2.2344 | 0.014058 |
38 | 0.126294 | 1.1575 | 0.125174 |
39 | 0.050163 | 0.4598 | 0.323441 |
40 | -0.063331 | -0.5804 | 0.281588 |
41 | -0.165906 | -1.5205 | 0.066064 |
42 | -0.29453 | -2.6994 | 0.004199 |
43 | -0.208812 | -1.9138 | 0.029526 |
44 | -0.198599 | -1.8202 | 0.036146 |
45 | -0.11398 | -1.0446 | 0.149593 |
46 | -0.011525 | -0.1056 | 0.458063 |
47 | 0.073175 | 0.6707 | 0.252139 |
48 | 0.321887 | 2.9501 | 0.002057 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.428518 | 3.9274 | 8.8e-05 |
2 | 0.046711 | 0.4281 | 0.334831 |
3 | -0.099546 | -0.9124 | 0.182096 |
4 | -0.226405 | -2.075 | 0.020521 |
5 | -0.17891 | -1.6397 | 0.0524 |
6 | -0.390362 | -3.5777 | 0.000289 |
7 | -0.003795 | -0.0348 | 0.486168 |
8 | -0.104499 | -0.9577 | 0.170469 |
9 | 0.038056 | 0.3488 | 0.36406 |
10 | 0.006566 | 0.0602 | 0.476077 |
11 | 0.168957 | 1.5485 | 0.062629 |
12 | 0.679538 | 6.2281 | 0 |
13 | -0.405553 | -3.717 | 0.000181 |
14 | -0.138659 | -1.2708 | 0.103648 |
15 | -0.018155 | -0.1664 | 0.434123 |
16 | -0.045148 | -0.4138 | 0.34004 |
17 | -0.03739 | -0.3427 | 0.366347 |
18 | -0.064246 | -0.5888 | 0.278781 |
19 | 0.071271 | 0.6532 | 0.257704 |
20 | -0.082885 | -0.7597 | 0.224793 |
21 | -0.029371 | -0.2692 | 0.394221 |
22 | -0.05082 | -0.4658 | 0.321291 |
23 | -0.039236 | -0.3596 | 0.360023 |
24 | -0.047393 | -0.4344 | 0.33257 |
25 | 0.033665 | 0.3085 | 0.379216 |
26 | -0.15503 | -1.4209 | 0.079527 |
27 | -0.024553 | -0.225 | 0.411251 |
28 | 0.072862 | 0.6678 | 0.25305 |
29 | 0.040308 | 0.3694 | 0.356369 |
30 | 0.18542 | 1.6994 | 0.046472 |
31 | -0.106695 | -0.9779 | 0.165471 |
32 | -0.013129 | -0.1203 | 0.452256 |
33 | -0.098108 | -0.8992 | 0.185565 |
34 | -0.033412 | -0.3062 | 0.380096 |
35 | -0.120623 | -1.1055 | 0.136044 |
36 | -0.060987 | -0.559 | 0.28884 |
37 | 0.099867 | 0.9153 | 0.181327 |
38 | 0.062206 | 0.5701 | 0.285058 |
39 | -0.037675 | -0.3453 | 0.365368 |
40 | 0.017406 | 0.1595 | 0.436817 |
41 | -0.099045 | -0.9078 | 0.183301 |
42 | -0.01693 | -0.1552 | 0.43853 |
43 | -0.049183 | -0.4508 | 0.326659 |
44 | -0.06329 | -0.5801 | 0.281713 |
45 | -0.021806 | -0.1999 | 0.421037 |
46 | -0.041885 | -0.3839 | 0.351017 |
47 | -0.00063 | -0.0058 | 0.497704 |
48 | -0.072916 | -0.6683 | 0.252893 |