Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.279643 | 3.8241 | 8.9e-05 |
2 | 0.05115 | 0.6995 | 0.242564 |
3 | 0.174739 | 2.3895 | 0.008932 |
4 | 0.219292 | 2.9988 | 0.00154 |
5 | 0.036085 | 0.4934 | 0.311137 |
6 | -0.160995 | -2.2016 | 0.01446 |
7 | 0.041693 | 0.5701 | 0.284633 |
8 | 0.191773 | 2.6225 | 0.004725 |
9 | 0.13835 | 1.8919 | 0.030024 |
10 | -0.00881 | -0.1205 | 0.452121 |
11 | 0.18478 | 2.5268 | 0.006169 |
12 | 0.71981 | 9.8432 | 0 |
13 | 0.181979 | 2.4885 | 0.006851 |
14 | 0.004704 | 0.0643 | 0.47439 |
15 | 0.117456 | 1.6062 | 0.05496 |
16 | 0.142837 | 1.9533 | 0.02614 |
17 | -0.025626 | -0.3504 | 0.363205 |
18 | -0.209733 | -2.8681 | 0.002302 |
19 | -0.009959 | -0.1362 | 0.445909 |
20 | 0.072953 | 0.9976 | 0.159877 |
21 | 0.067103 | 0.9176 | 0.180002 |
22 | -0.041536 | -0.568 | 0.285361 |
23 | 0.162502 | 2.2222 | 0.013735 |
24 | 0.616246 | 8.427 | 0 |
25 | 0.146359 | 2.0014 | 0.023396 |
26 | -0.01883 | -0.2575 | 0.398537 |
27 | 0.056673 | 0.775 | 0.219661 |
28 | 0.065626 | 0.8974 | 0.185322 |
29 | -0.04417 | -0.604 | 0.273281 |
30 | -0.203567 | -2.7837 | 0.002963 |
31 | -0.042297 | -0.5784 | 0.281843 |
32 | 0.022025 | 0.3012 | 0.381803 |
33 | 0.03987 | 0.5452 | 0.293129 |
34 | -0.079741 | -1.0904 | 0.138462 |
35 | 0.127348 | 1.7415 | 0.041624 |
36 | 0.559204 | 7.647 | 0 |
37 | 0.124004 | 1.6957 | 0.045801 |
38 | -0.012246 | -0.1675 | 0.433594 |
39 | 0.06612 | 0.9042 | 0.183531 |
40 | 0.09714 | 1.3284 | 0.092837 |
41 | -0.032854 | -0.4493 | 0.326876 |
42 | -0.203918 | -2.7885 | 0.002921 |
43 | -0.063292 | -0.8655 | 0.193935 |
44 | 0.02452 | 0.3353 | 0.368887 |
45 | 0.046947 | 0.642 | 0.260833 |
46 | -0.06171 | -0.8439 | 0.19991 |
47 | 0.120603 | 1.6492 | 0.05039 |
48 | 0.497947 | 6.8093 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.279643 | 3.8241 | 8.9e-05 |
2 | -0.029345 | -0.4013 | 0.344336 |
3 | 0.182649 | 2.4977 | 0.006682 |
4 | 0.136104 | 1.8612 | 0.032143 |
5 | -0.063812 | -0.8726 | 0.191997 |
6 | -0.197208 | -2.6968 | 0.00382 |
7 | 0.095745 | 1.3093 | 0.09602 |
8 | 0.15419 | 2.1085 | 0.018159 |
9 | 0.131345 | 1.7961 | 0.037046 |
10 | -0.038419 | -0.5254 | 0.299974 |
11 | 0.149285 | 2.0414 | 0.021306 |
12 | 0.658405 | 9.0036 | 0 |
13 | -0.237343 | -3.2456 | 0.000694 |
14 | -0.050209 | -0.6866 | 0.246596 |
15 | -0.068142 | -0.9318 | 0.176313 |
16 | -0.109389 | -1.4959 | 0.068187 |
17 | -0.025355 | -0.3467 | 0.364592 |
18 | -0.059413 | -0.8125 | 0.208782 |
19 | -0.020121 | -0.2752 | 0.39175 |
20 | -0.130896 | -1.79 | 0.037538 |
21 | 0.047897 | 0.655 | 0.256643 |
22 | 0.066896 | 0.9148 | 0.180741 |
23 | 0.126281 | 1.7269 | 0.042921 |
24 | 0.215333 | 2.9446 | 0.001822 |
25 | -0.057449 | -0.7856 | 0.216548 |
26 | -0.06598 | -0.9023 | 0.184037 |
27 | -0.114986 | -1.5724 | 0.058773 |
28 | -0.087418 | -1.1954 | 0.116717 |
29 | 0.091214 | 1.2473 | 0.106919 |
30 | 0.023971 | 0.3278 | 0.371715 |
31 | -0.057905 | -0.7918 | 0.21473 |
32 | -0.019678 | -0.2691 | 0.394075 |
33 | -0.000183 | -0.0025 | 0.499004 |
34 | -0.027824 | -0.3805 | 0.352008 |
35 | 0.087579 | 1.1976 | 0.116288 |
36 | 0.184286 | 2.5201 | 0.006285 |
37 | -0.082892 | -1.1335 | 0.12922 |
38 | -0.031102 | -0.4253 | 0.33555 |
39 | 0.035667 | 0.4877 | 0.313153 |
40 | 0.093114 | 1.2733 | 0.102242 |
41 | 0.019223 | 0.2629 | 0.39647 |
42 | -0.045326 | -0.6198 | 0.268062 |
43 | -0.080633 | -1.1026 | 0.135801 |
44 | 0.011898 | 0.1627 | 0.435462 |
45 | 0.024219 | 0.3312 | 0.370438 |
46 | 0.093286 | 1.2757 | 0.101828 |
47 | -0.010826 | -0.148 | 0.441232 |
48 | -0.094943 | -1.2983 | 0.097888 |