Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.75897 | 6.4401 | 0 |
2 | 0.407246 | 3.4556 | 0.000462 |
3 | -0.010305 | -0.0874 | 0.465282 |
4 | -0.339037 | -2.8768 | 0.002641 |
5 | -0.540227 | -4.584 | 9e-06 |
6 | -0.580293 | -4.9239 | 3e-06 |
7 | -0.491508 | -4.1706 | 4.2e-05 |
8 | -0.288461 | -2.4477 | 0.008409 |
9 | 0.007506 | 0.0637 | 0.474698 |
10 | 0.345942 | 2.9354 | 0.002234 |
11 | 0.642215 | 5.4494 | 0 |
12 | 0.783924 | 6.6518 | 0 |
13 | 0.596617 | 5.0625 | 2e-06 |
14 | 0.309539 | 2.6265 | 0.005266 |
15 | -0.038257 | -0.3246 | 0.373205 |
16 | -0.295471 | -2.5072 | 0.007214 |
17 | -0.464276 | -3.9395 | 9.3e-05 |
18 | -0.498977 | -4.234 | 3.3e-05 |
19 | -0.423777 | -3.5959 | 0.000294 |
20 | -0.265882 | -2.2561 | 0.013552 |
21 | -0.035313 | -0.2996 | 0.382657 |
22 | 0.243046 | 2.0623 | 0.021394 |
23 | 0.465831 | 3.9527 | 8.9e-05 |
24 | 0.56472 | 4.7918 | 4e-06 |
25 | 0.425147 | 3.6075 | 0.000284 |
26 | 0.193323 | 1.6404 | 0.052642 |
27 | -0.068906 | -0.5847 | 0.280294 |
28 | -0.270731 | -2.2972 | 0.012258 |
29 | -0.404301 | -3.4306 | 5e-04 |
30 | -0.421289 | -3.5748 | 0.000315 |
31 | -0.361307 | -3.0658 | 0.001528 |
32 | -0.237112 | -2.012 | 0.023983 |
33 | -0.052185 | -0.4428 | 0.329617 |
34 | 0.155253 | 1.3174 | 0.095947 |
35 | 0.33329 | 2.8281 | 0.003031 |
36 | 0.405163 | 3.4379 | 0.000489 |
37 | 0.283553 | 2.406 | 0.009348 |
38 | 0.115354 | 0.9788 | 0.165476 |
39 | -0.080653 | -0.6844 | 0.247973 |
40 | -0.234734 | -1.9918 | 0.025094 |
41 | -0.337656 | -2.8651 | 0.00273 |
42 | -0.336183 | -2.8526 | 0.002828 |
43 | -0.281125 | -2.3854 | 0.009846 |
44 | -0.181737 | -1.5421 | 0.063718 |
45 | -0.036188 | -0.3071 | 0.379841 |
46 | 0.106263 | 0.9017 | 0.185119 |
47 | 0.239199 | 2.0297 | 0.023043 |
48 | 0.277984 | 2.3588 | 0.010526 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.75897 | 6.4401 | 0 |
2 | -0.39812 | -3.3782 | 0.00059 |
3 | -0.393213 | -3.3365 | 0.000672 |
4 | -0.129538 | -1.0992 | 0.137679 |
5 | -0.134404 | -1.1405 | 0.128938 |
6 | -0.098093 | -0.8324 | 0.203982 |
7 | -0.100986 | -0.8569 | 0.197174 |
8 | 0.00621 | 0.0527 | 0.47906 |
9 | 0.182709 | 1.5503 | 0.062722 |
10 | 0.287302 | 2.4378 | 0.008623 |
11 | 0.326069 | 2.7668 | 0.003595 |
12 | 0.244993 | 2.0788 | 0.020598 |
13 | -0.390498 | -3.3135 | 0.000722 |
14 | 0.136539 | 1.1586 | 0.125229 |
15 | 0.153996 | 1.3067 | 0.097736 |
16 | 0.137195 | 1.1641 | 0.124105 |
17 | -0.083305 | -0.7069 | 0.240965 |
18 | -0.119907 | -1.0174 | 0.156174 |
19 | 0.030042 | 0.2549 | 0.399757 |
20 | -0.025514 | -0.2165 | 0.414609 |
21 | -0.066151 | -0.5613 | 0.288166 |
22 | -0.007617 | -0.0646 | 0.474323 |
23 | -0.188675 | -1.601 | 0.056882 |
24 | 0.033481 | 0.2841 | 0.388577 |
25 | -0.065034 | -0.5518 | 0.291386 |
26 | -0.100311 | -0.8512 | 0.198749 |
27 | 0.025687 | 0.218 | 0.414039 |
28 | -0.10854 | -0.921 | 0.180064 |
29 | -0.021434 | -0.1819 | 0.428096 |
30 | 0.019592 | 0.1662 | 0.434216 |
31 | -0.064661 | -0.5487 | 0.292465 |
32 | 0.011846 | 0.1005 | 0.460105 |
33 | -0.041481 | -0.352 | 0.362942 |
34 | -0.068442 | -0.5808 | 0.281611 |
35 | 0.090151 | 0.765 | 0.223398 |
36 | -0.031511 | -0.2674 | 0.39497 |
37 | -0.111286 | -0.9443 | 0.174089 |
38 | 0.069136 | 0.5866 | 0.27964 |
39 | 0.002493 | 0.0212 | 0.49159 |
40 | 0.004935 | 0.0419 | 0.483358 |
41 | -0.081779 | -0.6939 | 0.244984 |
42 | 0.054829 | 0.4652 | 0.321582 |
43 | 0.066556 | 0.5648 | 0.286999 |
44 | -0.076944 | -0.6529 | 0.257953 |
45 | 0.05359 | 0.4547 | 0.325336 |
46 | -0.124336 | -1.055 | 0.14747 |
47 | 0.006831 | 0.058 | 0.476968 |
48 | 0.089149 | 0.7565 | 0.225923 |