Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.701258 | 7.2877 | 0 |
2 | 0.381084 | 3.9603 | 6.7e-05 |
3 | 0.095626 | 0.9938 | 0.161278 |
4 | 0.043633 | 0.4534 | 0.325569 |
5 | 0.144119 | 1.4977 | 0.06856 |
6 | 0.183529 | 1.9073 | 0.02957 |
7 | 0.112277 | 1.1668 | 0.122928 |
8 | 8.4e-05 | 9e-04 | 0.499653 |
9 | 0.04756 | 0.4943 | 0.311062 |
10 | 0.283038 | 2.9414 | 0.001999 |
11 | 0.60706 | 6.3088 | 0 |
12 | 0.741131 | 7.7021 | 0 |
13 | 0.547886 | 5.6938 | 0 |
14 | 0.253248 | 2.6318 | 0.004868 |
15 | 0.015736 | 0.1635 | 0.4352 |
16 | -0.032964 | -0.3426 | 0.366294 |
17 | 0.088821 | 0.9231 | 0.179017 |
18 | 0.07332 | 0.762 | 0.223871 |
19 | 0.033726 | 0.3505 | 0.363326 |
20 | -0.088742 | -0.9222 | 0.179232 |
21 | -0.032445 | -0.3372 | 0.368319 |
22 | 0.160965 | 1.6728 | 0.048631 |
23 | 0.449479 | 4.6711 | 4e-06 |
24 | 0.549773 | 5.7134 | 0 |
25 | 0.377869 | 3.9269 | 7.6e-05 |
26 | 0.138055 | 1.4347 | 0.07713 |
27 | -0.076721 | -0.7973 | 0.213511 |
28 | -0.085909 | -0.8928 | 0.186975 |
29 | -0.006601 | -0.0686 | 0.472717 |
30 | -0.003056 | -0.0318 | 0.487362 |
31 | -0.06957 | -0.723 | 0.235624 |
32 | -0.169731 | -1.7639 | 0.040288 |
33 | -0.15521 | -1.613 | 0.054832 |
34 | 0.066077 | 0.6867 | 0.246875 |
35 | 0.298144 | 3.0984 | 0.00124 |
36 | 0.392924 | 4.0834 | 4.3e-05 |
37 | 0.245592 | 2.5523 | 0.00605 |
38 | 0.037389 | 0.3886 | 0.349185 |
39 | -0.140914 | -1.4644 | 0.072991 |
40 | -0.138841 | -1.4429 | 0.075975 |
41 | -0.081904 | -0.8512 | 0.198279 |
42 | -0.094029 | -0.9772 | 0.165332 |
43 | -0.152298 | -1.5827 | 0.058204 |
44 | -0.263652 | -2.7399 | 0.003596 |
45 | -0.232951 | -2.4209 | 0.008575 |
46 | -0.070241 | -0.73 | 0.233496 |
47 | 0.143479 | 1.4911 | 0.069429 |
48 | 0.199205 | 2.0702 | 0.020409 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.701258 | 7.2877 | 0 |
2 | -0.21777 | -2.2631 | 0.012814 |
3 | -0.159245 | -1.6549 | 0.050422 |
4 | 0.229145 | 2.3813 | 0.0095 |
5 | 0.18866 | 1.9606 | 0.02625 |
6 | -0.13854 | -1.4398 | 0.076415 |
7 | -0.120238 | -1.2496 | 0.107082 |
8 | 0.051722 | 0.5375 | 0.296011 |
9 | 0.302624 | 3.145 | 0.001073 |
10 | 0.350769 | 3.6453 | 0.000206 |
11 | 0.391835 | 4.0721 | 4.5e-05 |
12 | 0.160013 | 1.6629 | 0.049616 |
13 | -0.248642 | -2.584 | 0.005551 |
14 | -0.098134 | -1.0198 | 0.155042 |
15 | -0.05588 | -0.5807 | 0.281318 |
16 | -0.138568 | -1.44 | 0.076374 |
17 | 0.121615 | 1.2639 | 0.1045 |
18 | -0.188375 | -1.9577 | 0.026426 |
19 | 0.102786 | 1.0682 | 0.143909 |
20 | -0.05537 | -0.5754 | 0.283103 |
21 | 0.003108 | 0.0323 | 0.487146 |
22 | -0.126862 | -1.3184 | 0.095082 |
23 | 0.105606 | 1.0975 | 0.137435 |
24 | 0.023702 | 0.2463 | 0.402953 |
25 | -0.127726 | -1.3274 | 0.093593 |
26 | 0.068712 | 0.7141 | 0.238359 |
27 | -0.019058 | -0.1981 | 0.421688 |
28 | -0.061954 | -0.6438 | 0.260521 |
29 | 0.034398 | 0.3575 | 0.360718 |
30 | -0.054775 | -0.5692 | 0.285189 |
31 | -0.04323 | -0.4493 | 0.327073 |
32 | -0.008056 | -0.0837 | 0.466718 |
33 | -0.089308 | -0.9281 | 0.177707 |
34 | 0.07158 | 0.7439 | 0.229283 |
35 | 0.020663 | 0.2147 | 0.415189 |
36 | -0.025019 | -0.26 | 0.397679 |
37 | -0.023795 | -0.2473 | 0.402578 |
38 | 0.013782 | 0.1432 | 0.44319 |
39 | 0.024188 | 0.2514 | 0.401002 |
40 | -0.116679 | -1.2126 | 0.113971 |
41 | 0.012586 | 0.1308 | 0.448088 |
42 | -0.055251 | -0.5742 | 0.283519 |
43 | 0.011599 | 0.1205 | 0.452142 |
44 | -0.003394 | -0.0353 | 0.485965 |
45 | -0.085303 | -0.8865 | 0.188662 |
46 | -0.118984 | -1.2365 | 0.109474 |
47 | 0.032728 | 0.3401 | 0.367215 |
48 | -0.117548 | -1.2216 | 0.112261 |