Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.620083 | 4.7629 | 6e-06 |
2 | 0.091007 | 0.699 | 0.243637 |
3 | -0.095364 | -0.7325 | 0.233381 |
4 | -0.116845 | -0.8975 | 0.186549 |
5 | -0.128689 | -0.9885 | 0.163478 |
6 | -0.070623 | -0.5425 | 0.294771 |
7 | 0.010247 | 0.0787 | 0.468767 |
8 | -0.008031 | -0.0617 | 0.475511 |
9 | -0.089155 | -0.6848 | 0.248072 |
10 | -0.104383 | -0.8018 | 0.212948 |
11 | -0.041326 | -0.3174 | 0.37602 |
12 | 0.073541 | 0.5649 | 0.28715 |
13 | 0.107622 | 0.8267 | 0.20588 |
14 | -0.007723 | -0.0593 | 0.47645 |
15 | -0.092161 | -0.7079 | 0.240896 |
16 | -0.0833 | -0.6398 | 0.262376 |
17 | -0.085402 | -0.656 | 0.257191 |
18 | -0.081805 | -0.6284 | 0.266098 |
19 | -0.046451 | -0.3568 | 0.36126 |
20 | -0.02501 | -0.1921 | 0.42416 |
21 | -0.047756 | -0.3668 | 0.357532 |
22 | -0.013581 | -0.1043 | 0.458636 |
23 | 0.103702 | 0.7966 | 0.214452 |
24 | 0.141361 | 1.0858 | 0.140989 |
25 | 0.020822 | 0.1599 | 0.43674 |
26 | -0.059945 | -0.4604 | 0.323443 |
27 | -0.071309 | -0.5477 | 0.29297 |
28 | -0.074986 | -0.576 | 0.28341 |
29 | -0.078092 | -0.5998 | 0.275456 |
30 | -0.064466 | -0.4952 | 0.311158 |
31 | -0.038852 | -0.2984 | 0.383213 |
32 | -0.023113 | -0.1775 | 0.429849 |
33 | -0.027977 | -0.2149 | 0.415296 |
34 | -0.046315 | -0.3557 | 0.361649 |
35 | -0.005599 | -0.043 | 0.48292 |
36 | 0.107969 | 0.8293 | 0.205132 |
37 | 0.115227 | 0.8851 | 0.189854 |
38 | 0.004829 | 0.0371 | 0.485267 |
39 | -0.061471 | -0.4722 | 0.319273 |
40 | -0.064871 | -0.4983 | 0.310068 |
41 | -0.06994 | -0.5372 | 0.296567 |
42 | -0.065913 | -0.5063 | 0.307271 |
43 | -0.048546 | -0.3729 | 0.355285 |
44 | -0.011384 | -0.0874 | 0.465308 |
45 | 0.000312 | 0.0024 | 0.499048 |
46 | 0.00033 | 0.0025 | 0.498994 |
47 | -0.000544 | -0.0042 | 0.49834 |
48 | -0.003694 | -0.0284 | 0.48873 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.620083 | 4.7629 | 6e-06 |
2 | -0.476843 | -3.6627 | 0.000268 |
3 | 0.245985 | 1.8895 | 0.031874 |
4 | -0.239414 | -1.839 | 0.035476 |
5 | 0.046244 | 0.3552 | 0.36185 |
6 | 0.037049 | 0.2846 | 0.388481 |
7 | -0.032014 | -0.2459 | 0.403306 |
8 | -0.080047 | -0.6149 | 0.270508 |
9 | -0.053871 | -0.4138 | 0.340264 |
10 | 0.006852 | 0.0526 | 0.479103 |
11 | 0.01613 | 0.1239 | 0.450908 |
12 | 0.139247 | 1.0696 | 0.144583 |
13 | -0.130902 | -1.0055 | 0.159386 |
14 | -0.085979 | -0.6604 | 0.255778 |
15 | 0.06202 | 0.4764 | 0.317779 |
16 | -0.082537 | -0.634 | 0.264273 |
17 | -0.032423 | -0.249 | 0.402096 |
18 | 0.009299 | 0.0714 | 0.47165 |
19 | -0.08802 | -0.6761 | 0.250812 |
20 | -0.005357 | -0.0412 | 0.483657 |
21 | -0.029501 | -0.2266 | 0.410757 |
22 | 0.105384 | 0.8095 | 0.210749 |
23 | 0.065269 | 0.5013 | 0.309 |
24 | -0.063642 | -0.4888 | 0.313381 |
25 | -0.138924 | -1.0671 | 0.145137 |
26 | 0.12558 | 0.9646 | 0.169342 |
27 | -0.129122 | -0.9918 | 0.162671 |
28 | 0.038515 | 0.2958 | 0.384197 |
29 | -0.068313 | -0.5247 | 0.300871 |
30 | -0.057965 | -0.4452 | 0.32889 |
31 | 0.000453 | 0.0035 | 0.498619 |
32 | 0.007315 | 0.0562 | 0.477692 |
33 | -0.035835 | -0.2753 | 0.392041 |
34 | -0.062927 | -0.4833 | 0.315319 |
35 | 0.0828 | 0.636 | 0.263617 |
36 | 0.020282 | 0.1558 | 0.438365 |
37 | -0.05271 | -0.4049 | 0.343518 |
38 | 0.008848 | 0.068 | 0.473022 |
39 | -0.081517 | -0.6261 | 0.266817 |
40 | 0.007837 | 0.0602 | 0.476101 |
41 | -0.019758 | -0.1518 | 0.439945 |
42 | -0.050258 | -0.386 | 0.350428 |
43 | -0.043761 | -0.3361 | 0.368982 |
44 | 0.047499 | 0.3648 | 0.358265 |
45 | -0.082787 | -0.6359 | 0.263652 |
46 | 0.025888 | 0.1989 | 0.421531 |
47 | -0.04333 | -0.3328 | 0.370223 |
48 | -0.054216 | -0.4164 | 0.3393 |