Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.302855 | 3.6216 | 0.000203 |
2 | -0.102148 | -1.2215 | 0.111952 |
3 | -0.241273 | -2.8852 | 0.002259 |
4 | -0.300402 | -3.5923 | 0.000225 |
5 | -0.094073 | -1.1249 | 0.131248 |
6 | -0.078443 | -0.938 | 0.174904 |
7 | -0.092362 | -1.1045 | 0.135618 |
8 | -0.294802 | -3.5253 | 0.000284 |
9 | -0.191778 | -2.2933 | 0.011643 |
10 | -0.104917 | -1.2546 | 0.105831 |
11 | 0.282931 | 3.3834 | 0.000462 |
12 | 0.829178 | 9.9155 | 0 |
13 | 0.284501 | 3.4021 | 0.000434 |
14 | -0.105752 | -1.2646 | 0.104035 |
15 | -0.222131 | -2.6563 | 0.004399 |
16 | -0.231076 | -2.7633 | 0.003238 |
17 | -0.062279 | -0.7447 | 0.228823 |
18 | -0.066185 | -0.7915 | 0.214994 |
19 | -0.0904 | -1.081 | 0.140753 |
20 | -0.29711 | -3.5529 | 0.000258 |
21 | -0.162732 | -1.946 | 0.026808 |
22 | -0.082994 | -0.9925 | 0.161325 |
23 | 0.255511 | 3.0555 | 0.001341 |
24 | 0.701086 | 8.3838 | 0 |
25 | 0.257014 | 3.0734 | 0.001267 |
26 | -0.098179 | -1.1741 | 0.121162 |
27 | -0.19605 | -2.3444 | 0.010216 |
28 | -0.173965 | -2.0803 | 0.019641 |
29 | -0.06923 | -0.8279 | 0.20456 |
30 | -0.04168 | -0.4984 | 0.309476 |
31 | -0.077974 | -0.9324 | 0.176343 |
32 | -0.246757 | -2.9508 | 0.001853 |
33 | -0.156994 | -1.8774 | 0.031251 |
34 | -0.046791 | -0.5595 | 0.288336 |
35 | 0.195499 | 2.3378 | 0.010391 |
36 | 0.579577 | 6.9307 | 0 |
37 | 0.234875 | 2.8087 | 0.002835 |
38 | -0.105947 | -1.2669 | 0.103618 |
39 | -0.131755 | -1.5756 | 0.058669 |
40 | -0.122122 | -1.4604 | 0.073192 |
41 | -0.052563 | -0.6286 | 0.26532 |
42 | -0.034836 | -0.4166 | 0.338808 |
43 | -0.075223 | -0.8995 | 0.184939 |
44 | -0.227115 | -2.7159 | 0.003713 |
45 | -0.137987 | -1.6501 | 0.050561 |
46 | -0.034545 | -0.4131 | 0.340075 |
47 | 0.151104 | 1.8069 | 0.036436 |
48 | 0.485694 | 5.8081 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.302855 | 3.6216 | 0.000203 |
2 | -0.213446 | -2.5524 | 0.005873 |
3 | -0.160447 | -1.9187 | 0.02851 |
4 | -0.22163 | -2.6503 | 0.004474 |
5 | 0.010084 | 0.1206 | 0.452095 |
6 | -0.190643 | -2.2798 | 0.012051 |
7 | -0.153657 | -1.8375 | 0.034108 |
8 | -0.454732 | -5.4378 | 0 |
9 | -0.233751 | -2.7953 | 0.002949 |
10 | -0.547297 | -6.5447 | 0 |
11 | -0.130043 | -1.5551 | 0.061067 |
12 | 0.571287 | 6.8316 | 0 |
13 | -0.149281 | -1.7851 | 0.038179 |
14 | -0.171815 | -2.0546 | 0.020869 |
15 | 0.067207 | 0.8037 | 0.211457 |
16 | 0.062464 | 0.747 | 0.228158 |
17 | 0.007638 | 0.0913 | 0.463678 |
18 | -0.079945 | -0.956 | 0.170343 |
19 | 0.037143 | 0.4442 | 0.328795 |
20 | -0.094677 | -1.1322 | 0.129729 |
21 | -0.004683 | -0.056 | 0.477707 |
22 | -0.008125 | -0.0972 | 0.461367 |
23 | -0.038533 | -0.4608 | 0.322826 |
24 | -0.041968 | -0.5019 | 0.308268 |
25 | -0.025094 | -0.3001 | 0.382277 |
26 | -0.035011 | -0.4187 | 0.338044 |
27 | 0.015579 | 0.1863 | 0.426238 |
28 | -0.064584 | -0.7723 | 0.220602 |
29 | -0.126056 | -1.5074 | 0.066955 |
30 | 0.007037 | 0.0842 | 0.466526 |
31 | 0.025833 | 0.3089 | 0.378918 |
32 | 0.066934 | 0.8004 | 0.212401 |
33 | -0.131996 | -1.5784 | 0.058336 |
34 | 0.085631 | 1.024 | 0.153783 |
35 | -0.115611 | -1.3825 | 0.084486 |
36 | -0.009804 | -0.1172 | 0.453416 |
37 | -0.000304 | -0.0036 | 0.498555 |
38 | -0.078752 | -0.9417 | 0.173957 |
39 | 0.085377 | 1.021 | 0.154498 |
40 | -0.007342 | -0.0878 | 0.465078 |
41 | 0.028864 | 0.3452 | 0.365239 |
42 | 0.016556 | 0.198 | 0.421673 |
43 | -0.020687 | -0.2474 | 0.402486 |
44 | -0.003202 | -0.0383 | 0.484757 |
45 | 0.047465 | 0.5676 | 0.2856 |
46 | -0.004488 | -0.0537 | 0.478635 |
47 | 0.004297 | 0.0514 | 0.479543 |
48 | 0.018333 | 0.2192 | 0.413392 |