Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.42607 | 4.6479 | 4e-06 |
2 | -0.195506 | -2.1327 | 0.017501 |
3 | -0.330459 | -3.6049 | 0.000229 |
4 | -0.149183 | -1.6274 | 0.05315 |
5 | -0.102223 | -1.1151 | 0.133522 |
6 | -0.166221 | -1.8133 | 0.036156 |
7 | -0.071815 | -0.7834 | 0.217471 |
8 | -0.121605 | -1.3266 | 0.093598 |
9 | -0.345616 | -3.7702 | 0.000128 |
10 | -0.207872 | -2.2676 | 0.012578 |
11 | 0.39357 | 4.2933 | 1.8e-05 |
12 | 0.840827 | 9.1723 | 0 |
13 | 0.370612 | 4.0429 | 4.7e-05 |
14 | -0.169606 | -1.8502 | 0.033384 |
15 | -0.265161 | -2.8926 | 0.002272 |
16 | -0.134742 | -1.4699 | 0.072119 |
17 | -0.091708 | -1.0004 | 0.15957 |
18 | -0.146358 | -1.5966 | 0.056506 |
19 | -0.050404 | -0.5498 | 0.29173 |
20 | -0.114018 | -1.2438 | 0.108012 |
21 | -0.307542 | -3.3549 | 0.000533 |
22 | -0.172873 | -1.8858 | 0.030878 |
23 | 0.363249 | 3.9626 | 6.3e-05 |
24 | 0.697053 | 7.604 | 0 |
25 | 0.316963 | 3.4577 | 0.000378 |
26 | -0.148583 | -1.6209 | 0.053848 |
27 | -0.231374 | -2.524 | 0.00646 |
28 | -0.137049 | -1.495 | 0.068777 |
29 | -0.089291 | -0.974 | 0.166004 |
30 | -0.106973 | -1.1669 | 0.122785 |
31 | -0.035681 | -0.3892 | 0.348898 |
32 | -0.11683 | -1.2745 | 0.10249 |
33 | -0.293048 | -3.1968 | 0.00089 |
34 | -0.144943 | -1.5811 | 0.05825 |
35 | 0.319127 | 3.4813 | 0.000349 |
36 | 0.579852 | 6.3254 | 0 |
37 | 0.280788 | 3.063 | 0.001355 |
38 | -0.101997 | -1.1127 | 0.134049 |
39 | -0.184733 | -2.0152 | 0.023069 |
40 | -0.132138 | -1.4415 | 0.076041 |
41 | -0.094652 | -1.0325 | 0.151959 |
42 | -0.072658 | -0.7926 | 0.214791 |
43 | 0.000522 | 0.0057 | 0.497734 |
44 | -0.097941 | -1.0684 | 0.143748 |
45 | -0.256523 | -2.7983 | 0.002997 |
46 | -0.117861 | -1.2857 | 0.10052 |
47 | 0.268067 | 2.9243 | 0.002067 |
48 | 0.452274 | 4.9337 | 1e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.42607 | 4.6479 | 4e-06 |
2 | -0.460668 | -5.0253 | 1e-06 |
3 | -0.019403 | -0.2117 | 0.416368 |
4 | -0.040202 | -0.4386 | 0.330889 |
5 | -0.228247 | -2.4899 | 0.00708 |
6 | -0.148697 | -1.6221 | 0.053716 |
7 | 0.009663 | 0.1054 | 0.458115 |
8 | -0.404232 | -4.4097 | 1.1e-05 |
9 | -0.511248 | -5.5771 | 0 |
10 | -0.137255 | -1.4973 | 0.068484 |
11 | 0.266964 | 2.9122 | 0.002143 |
12 | 0.536276 | 5.8501 | 0 |
13 | -0.206385 | -2.2514 | 0.013098 |
14 | 0.042451 | 0.4631 | 0.322075 |
15 | 0.064559 | 0.7043 | 0.241324 |
16 | -0.015047 | -0.1641 | 0.434949 |
17 | 0.104231 | 1.137 | 0.128907 |
18 | -0.063433 | -0.692 | 0.245151 |
19 | -0.02337 | -0.2549 | 0.399607 |
20 | -0.001753 | -0.0191 | 0.492389 |
21 | 0.16237 | 1.7713 | 0.039539 |
22 | 0.012036 | 0.1313 | 0.447883 |
23 | 8.8e-05 | 0.001 | 0.499618 |
24 | -0.018075 | -0.1972 | 0.422013 |
25 | 0.053967 | 0.5887 | 0.278587 |
26 | 0.001697 | 0.0185 | 0.492629 |
27 | -0.038531 | -0.4203 | 0.337503 |
28 | -0.050618 | -0.5522 | 0.290933 |
29 | 2.8e-05 | 3e-04 | 0.499878 |
30 | 0.06407 | 0.6989 | 0.242982 |
31 | -0.035994 | -0.3927 | 0.34764 |
32 | -0.051019 | -0.5566 | 0.289439 |
33 | -0.08071 | -0.8804 | 0.190198 |
34 | 0.003696 | 0.0403 | 0.483954 |
35 | -0.048951 | -0.534 | 0.297172 |
36 | -0.04833 | -0.5272 | 0.299511 |
37 | -0.013389 | -0.1461 | 0.44206 |
38 | 0.008795 | 0.0959 | 0.461865 |
39 | 0.03925 | 0.4282 | 0.334654 |
40 | -0.032054 | -0.3497 | 0.363602 |
41 | -0.041643 | -0.4543 | 0.325231 |
42 | -0.003121 | -0.034 | 0.48645 |
43 | 0.121296 | 1.3232 | 0.094155 |
44 | 0.012861 | 0.1403 | 0.444333 |
45 | 0.042186 | 0.4602 | 0.323107 |
46 | 0.007862 | 0.0858 | 0.465898 |
47 | 0.022376 | 0.2441 | 0.40379 |
48 | -0.031581 | -0.3445 | 0.365538 |