Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.47757 | 4.1082 | 5.1e-05 |
2 | 0.371502 | 3.1958 | 0.001025 |
3 | -0.005085 | -0.0437 | 0.482615 |
4 | -0.395127 | -3.399 | 0.000546 |
5 | -0.453484 | -3.901 | 0.000105 |
6 | -0.728124 | -6.2636 | 0 |
7 | -0.443553 | -3.8156 | 0.00014 |
8 | -0.42215 | -3.6315 | 0.000258 |
9 | 0.004916 | 0.0423 | 0.483191 |
10 | 0.356839 | 3.0696 | 0.001498 |
11 | 0.415524 | 3.5745 | 0.000311 |
12 | 0.747878 | 6.4335 | 0 |
13 | 0.384042 | 3.3037 | 0.000736 |
14 | 0.330663 | 2.8445 | 0.002875 |
15 | -0.032127 | -0.2764 | 0.391518 |
16 | -0.328307 | -2.8242 | 0.003044 |
17 | -0.377282 | -3.2455 | 0.000881 |
18 | -0.60531 | -5.2071 | 1e-06 |
19 | -0.351231 | -3.0214 | 0.001727 |
20 | -0.317588 | -2.732 | 0.003934 |
21 | 0.061346 | 0.5277 | 0.299638 |
22 | 0.298143 | 2.5647 | 0.006176 |
23 | 0.313072 | 2.6932 | 0.004375 |
24 | 0.560293 | 4.8198 | 4e-06 |
25 | 0.270426 | 2.3263 | 0.011372 |
26 | 0.250251 | 2.1527 | 0.017299 |
27 | -0.003166 | -0.0272 | 0.489172 |
28 | -0.271566 | -2.3361 | 0.011099 |
29 | -0.30562 | -2.629 | 0.005204 |
30 | -0.468575 | -4.0308 | 6.7e-05 |
31 | -0.243019 | -2.0905 | 0.020002 |
32 | -0.231635 | -1.9926 | 0.024997 |
33 | 0.029879 | 0.257 | 0.398934 |
34 | 0.200563 | 1.7253 | 0.044323 |
35 | 0.24922 | 2.1439 | 0.017664 |
36 | 0.41705 | 3.5876 | 0.000298 |
37 | 0.197019 | 1.6948 | 0.047157 |
38 | 0.206898 | 1.7798 | 0.039607 |
39 | -0.015465 | -0.133 | 0.447262 |
40 | -0.184323 | -1.5856 | 0.058546 |
41 | -0.224927 | -1.9349 | 0.028413 |
42 | -0.318799 | -2.7424 | 0.003822 |
43 | -0.176004 | -1.514 | 0.067137 |
44 | -0.15761 | -1.3558 | 0.08964 |
45 | 0.03723 | 0.3203 | 0.374834 |
46 | 0.127448 | 1.0964 | 0.13824 |
47 | 0.150988 | 1.2988 | 0.099015 |
48 | 0.302672 | 2.6037 | 0.005569 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.47757 | 4.1082 | 5.1e-05 |
2 | 0.185807 | 1.5984 | 0.057111 |
3 | -0.319711 | -2.7503 | 0.00374 |
4 | -0.531124 | -4.5689 | 1e-05 |
5 | -0.11882 | -1.0221 | 0.155026 |
6 | -0.432991 | -3.7247 | 0.00019 |
7 | -0.027527 | -0.2368 | 0.406736 |
8 | -0.361696 | -3.1114 | 0.001323 |
9 | 0.097482 | 0.8386 | 0.202204 |
10 | 0.172839 | 1.4868 | 0.070656 |
11 | -0.068277 | -0.5873 | 0.27938 |
12 | 0.265346 | 2.2826 | 0.012664 |
13 | -0.183353 | -1.5773 | 0.0595 |
14 | -0.009197 | -0.0791 | 0.468578 |
15 | -0.070188 | -0.6038 | 0.273919 |
16 | -0.014601 | -0.1256 | 0.450194 |
17 | 0.087833 | 0.7556 | 0.226152 |
18 | 0.082288 | 0.7079 | 0.240625 |
19 | -0.052424 | -0.451 | 0.326666 |
20 | 0.033876 | 0.2914 | 0.385776 |
21 | 0.076957 | 0.662 | 0.25501 |
22 | -0.042262 | -0.3635 | 0.358616 |
23 | -0.16559 | -1.4245 | 0.079258 |
24 | 0.011275 | 0.097 | 0.461497 |
25 | 0.029136 | 0.2506 | 0.401393 |
26 | 0.020196 | 0.1737 | 0.431277 |
27 | 0.135212 | 1.1631 | 0.124255 |
28 | -0.121393 | -1.0443 | 0.149881 |
29 | 0.01123 | 0.0966 | 0.461651 |
30 | 0.024792 | 0.2133 | 0.415853 |
31 | -0.045113 | -0.3881 | 0.349536 |
32 | -0.025096 | -0.2159 | 0.414835 |
33 | -0.058536 | -0.5035 | 0.308038 |
34 | -0.078544 | -0.6757 | 0.25068 |
35 | 0.167738 | 1.4429 | 0.07663 |
36 | -0.073157 | -0.6293 | 0.265539 |
37 | -0.056764 | -0.4883 | 0.31339 |
38 | 0.05013 | 0.4312 | 0.333775 |
39 | -0.082023 | -0.7056 | 0.241329 |
40 | 0.038469 | 0.3309 | 0.370818 |
41 | -0.065478 | -0.5633 | 0.287478 |
42 | 0.11231 | 0.9661 | 0.168564 |
43 | -0.023018 | -0.198 | 0.42179 |
44 | 0.094598 | 0.8138 | 0.209196 |
45 | -0.024839 | -0.2137 | 0.415696 |
46 | 0.006268 | 0.0539 | 0.478573 |
47 | -0.126291 | -1.0864 | 0.140416 |
48 | 0.081617 | 0.7021 | 0.242412 |