Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.651875 | 7.1409 | 0 |
2 | 0.192148 | 2.1049 | 0.018694 |
3 | -0.038566 | -0.4225 | 0.336721 |
4 | -0.116413 | -1.2752 | 0.102344 |
5 | -0.024828 | -0.272 | 0.393053 |
6 | 0.052348 | 0.5734 | 0.283707 |
7 | -0.000294 | -0.0032 | 0.498718 |
8 | -0.101691 | -1.114 | 0.13376 |
9 | -0.073257 | -0.8025 | 0.211927 |
10 | 0.104197 | 1.1414 | 0.127985 |
11 | 0.478936 | 5.2465 | 0 |
12 | 0.763324 | 8.3618 | 0 |
13 | 0.45883 | 5.0262 | 1e-06 |
14 | 0.03371 | 0.3693 | 0.356289 |
15 | -0.178868 | -1.9594 | 0.026192 |
16 | -0.251903 | -2.7595 | 0.003349 |
17 | -0.166444 | -1.8233 | 0.035373 |
18 | -0.071852 | -0.7871 | 0.216388 |
19 | -0.086002 | -0.9421 | 0.174017 |
20 | -0.156927 | -1.7191 | 0.044092 |
21 | -0.142731 | -1.5635 | 0.060279 |
22 | 0.003343 | 0.0366 | 0.485425 |
23 | 0.30474 | 3.3383 | 0.000562 |
24 | 0.528252 | 5.7867 | 0 |
25 | 0.272161 | 2.9814 | 0.001738 |
26 | -0.098721 | -1.0814 | 0.140836 |
27 | -0.262161 | -2.8718 | 0.002413 |
28 | -0.304476 | -3.3354 | 0.000567 |
29 | -0.2243 | -2.4571 | 0.007718 |
30 | -0.114992 | -1.2597 | 0.105116 |
31 | -0.092737 | -1.0159 | 0.155864 |
32 | -0.137704 | -1.5085 | 0.067031 |
33 | -0.133128 | -1.4583 | 0.073679 |
34 | -0.016075 | -0.1761 | 0.43026 |
35 | 0.213601 | 2.3399 | 0.010471 |
36 | 0.386384 | 4.2326 | 2.3e-05 |
37 | 0.186999 | 2.0485 | 0.021348 |
38 | -0.132183 | -1.448 | 0.075113 |
39 | -0.255827 | -2.8024 | 0.002958 |
40 | -0.269982 | -2.9575 | 0.001868 |
41 | -0.188303 | -2.0628 | 0.020647 |
42 | -0.07456 | -0.8168 | 0.207839 |
43 | -0.042039 | -0.4605 | 0.32299 |
44 | -0.07781 | -0.8524 | 0.197853 |
45 | -0.090762 | -0.9943 | 0.161051 |
46 | -0.006026 | -0.066 | 0.47374 |
47 | 0.169762 | 1.8596 | 0.032692 |
48 | 0.308204 | 3.3762 | 0.000495 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.651875 | 7.1409 | 0 |
2 | -0.404816 | -4.4345 | 1e-05 |
3 | 0.102662 | 1.1246 | 0.131501 |
4 | -0.106287 | -1.1643 | 0.123302 |
5 | 0.205394 | 2.25 | 0.013136 |
6 | -0.122524 | -1.3422 | 0.091034 |
7 | -0.056486 | -0.6188 | 0.268618 |
8 | -0.095103 | -1.0418 | 0.149798 |
9 | 0.198641 | 2.176 | 0.015757 |
10 | 0.142038 | 1.5559 | 0.061177 |
11 | 0.605837 | 6.6366 | 0 |
12 | 0.24969 | 2.7352 | 0.00359 |
13 | -0.604975 | -6.6272 | 0 |
14 | 0.078401 | 0.8588 | 0.19607 |
15 | -0.073977 | -0.8104 | 0.209664 |
16 | -0.028169 | -0.3086 | 0.37909 |
17 | -0.175642 | -1.9241 | 0.028357 |
18 | -0.036427 | -0.399 | 0.345286 |
19 | 0.024338 | 0.2666 | 0.395113 |
20 | 0.062239 | 0.6818 | 0.248342 |
21 | -0.071684 | -0.7853 | 0.216926 |
22 | -0.006432 | -0.0705 | 0.471972 |
23 | -0.096434 | -1.0564 | 0.146459 |
24 | -0.010233 | -0.1121 | 0.455467 |
25 | 0.003983 | 0.0436 | 0.482637 |
26 | -0.005143 | -0.0563 | 0.477584 |
27 | 0.074606 | 0.8173 | 0.207699 |
28 | -0.017367 | -0.1902 | 0.424718 |
29 | -0.037344 | -0.4091 | 0.341605 |
30 | 0.052486 | 0.575 | 0.2832 |
31 | 0.021895 | 0.2398 | 0.405428 |
32 | -0.027032 | -0.2961 | 0.383825 |
33 | -0.033333 | -0.3651 | 0.357822 |
34 | -0.021375 | -0.2342 | 0.407634 |
35 | -0.051711 | -0.5665 | 0.286068 |
36 | 0.061172 | 0.6701 | 0.252038 |
37 | 0.039706 | 0.435 | 0.332189 |
38 | -0.073779 | -0.8082 | 0.210285 |
39 | 0.019557 | 0.2142 | 0.415363 |
40 | 0.007927 | 0.0868 | 0.465474 |
41 | 0.09149 | 1.0022 | 0.159126 |
42 | -0.079861 | -0.8748 | 0.191705 |
43 | -0.048321 | -0.5293 | 0.298776 |
44 | -0.003492 | -0.0383 | 0.484773 |
45 | -0.005979 | -0.0655 | 0.473944 |
46 | -0.004158 | -0.0456 | 0.481872 |
47 | 0.01122 | 0.1229 | 0.451191 |
48 | 0.014206 | 0.1556 | 0.438298 |