Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.248041 | 2.5777 | 0.005647 |
2 | -0.352495 | -3.6632 | 0.000194 |
3 | -0.437855 | -4.5503 | 7e-06 |
4 | -0.259774 | -2.6996 | 0.004029 |
5 | 0.129399 | 1.3448 | 0.090761 |
6 | 0.524694 | 5.4528 | 0 |
7 | 0.212477 | 2.2081 | 0.014675 |
8 | -0.223281 | -2.3204 | 0.011099 |
9 | -0.366627 | -3.8101 | 0.000116 |
10 | -0.287485 | -2.9876 | 0.00174 |
11 | 0.14284 | 1.4844 | 0.070302 |
12 | 0.793791 | 8.2493 | 0 |
13 | 0.280305 | 2.913 | 0.002175 |
14 | -0.307912 | -3.1999 | 0.000903 |
15 | -0.379628 | -3.9452 | 7.1e-05 |
16 | -0.221835 | -2.3054 | 0.011528 |
17 | 0.02754 | 0.2862 | 0.387635 |
18 | 0.432582 | 4.4955 | 9e-06 |
19 | 0.266629 | 2.7709 | 0.003292 |
20 | -0.140925 | -1.4645 | 0.072977 |
21 | -0.341245 | -3.5463 | 0.00029 |
22 | -0.248629 | -2.5838 | 0.005553 |
23 | 0.065005 | 0.6755 | 0.250386 |
24 | 0.617049 | 6.4126 | 0 |
25 | 0.294553 | 3.0611 | 0.001391 |
26 | -0.259057 | -2.6922 | 0.004115 |
27 | -0.3442 | -3.577 | 0.000261 |
28 | -0.195446 | -2.0311 | 0.022349 |
29 | -0.033744 | -0.3507 | 0.363258 |
30 | 0.327845 | 3.4071 | 0.000462 |
31 | 0.282103 | 2.9317 | 0.002058 |
32 | -0.055049 | -0.5721 | 0.284227 |
33 | -0.298786 | -3.1051 | 0.001215 |
34 | -0.227799 | -2.3674 | 0.009848 |
35 | -0.003201 | -0.0333 | 0.486763 |
36 | 0.420281 | 4.3677 | 1.4e-05 |
37 | 0.276034 | 2.8686 | 0.00248 |
38 | -0.174319 | -1.8116 | 0.036415 |
39 | -0.296405 | -3.0803 | 0.001311 |
40 | -0.178633 | -1.8564 | 0.033061 |
41 | -0.073383 | -0.7626 | 0.223675 |
42 | 0.209593 | 2.1782 | 0.015785 |
43 | 0.287173 | 2.9844 | 0.001757 |
44 | 0.023104 | 0.2401 | 0.405352 |
45 | -0.240251 | -2.4968 | 0.007022 |
46 | -0.212332 | -2.2066 | 0.014729 |
47 | -0.044979 | -0.4674 | 0.320564 |
48 | 0.266653 | 2.7711 | 0.00329 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.248041 | 2.5777 | 0.005647 |
2 | -0.441162 | -4.5847 | 6e-06 |
3 | -0.267818 | -2.7832 | 0.003177 |
4 | -0.299766 | -3.1153 | 0.001177 |
5 | -0.032316 | -0.3358 | 0.368823 |
6 | 0.312033 | 3.2427 | 0.000788 |
7 | -0.058704 | -0.6101 | 0.271547 |
8 | -0.010339 | -0.1075 | 0.457316 |
9 | -0.090894 | -0.9446 | 0.173485 |
10 | -0.192189 | -1.9973 | 0.024154 |
11 | 0.09614 | 0.9991 | 0.159985 |
12 | 0.682583 | 7.0936 | 0 |
13 | -0.088604 | -0.9208 | 0.179603 |
14 | 0.152764 | 1.5876 | 0.057654 |
15 | 0.217838 | 2.2638 | 0.012791 |
16 | 0.091344 | 0.9493 | 0.172299 |
17 | -0.073197 | -0.7607 | 0.224252 |
18 | -0.023011 | -0.2391 | 0.405725 |
19 | 0.024659 | 0.2563 | 0.399117 |
20 | 0.052019 | 0.5406 | 0.294948 |
21 | -0.189617 | -1.9706 | 0.025667 |
22 | 0.012175 | 0.1265 | 0.449775 |
23 | -0.004057 | -0.0422 | 0.483224 |
24 | -0.046912 | -0.4875 | 0.313438 |
25 | -0.060469 | -0.6284 | 0.26553 |
26 | -0.058018 | -0.6029 | 0.273905 |
27 | 0.00422 | 0.0439 | 0.48255 |
28 | -0.063437 | -0.6593 | 0.255566 |
29 | -0.078629 | -0.8171 | 0.207825 |
30 | -0.063778 | -0.6628 | 0.254435 |
31 | -0.059346 | -0.6167 | 0.269351 |
32 | 0.023382 | 0.243 | 0.404236 |
33 | -0.024117 | -0.2506 | 0.401288 |
34 | -0.038406 | -0.3991 | 0.345292 |
35 | -0.011488 | -0.1194 | 0.452595 |
36 | -0.141631 | -1.4719 | 0.071981 |
37 | -0.012512 | -0.13 | 0.448395 |
38 | -0.045707 | -0.475 | 0.317871 |
39 | -0.082208 | -0.8543 | 0.197407 |
40 | -0.052175 | -0.5422 | 0.294394 |
41 | -0.024415 | -0.2537 | 0.400092 |
42 | -0.115277 | -1.198 | 0.116771 |
43 | 0.048655 | 0.5056 | 0.307071 |
44 | -0.061909 | -0.6434 | 0.26067 |
45 | 0.07887 | 0.8196 | 0.207112 |
46 | 0.021212 | 0.2204 | 0.412971 |
47 | 0.035825 | 0.3723 | 0.355197 |
48 | 0.057134 | 0.5938 | 0.276959 |