Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.340513 | 4.1981 | 2.3e-05 |
2 | -0.160444 | -1.9781 | 0.024864 |
3 | -0.347961 | -4.2899 | 1.6e-05 |
4 | -0.284413 | -3.5065 | 0.000299 |
5 | -0.047928 | -0.5909 | 0.277735 |
6 | 0.064305 | 0.7928 | 0.214564 |
7 | -0.033811 | -0.4169 | 0.338688 |
8 | -0.269675 | -3.3248 | 0.000555 |
9 | -0.323399 | -3.9871 | 5.2e-05 |
10 | -0.150748 | -1.8585 | 0.032513 |
11 | 0.32528 | 4.0103 | 4.7e-05 |
12 | 0.905919 | 11.1689 | 0 |
13 | 0.291952 | 3.5994 | 0.000216 |
14 | -0.150306 | -1.8531 | 0.032903 |
15 | -0.326414 | -4.0243 | 4.5e-05 |
16 | -0.26121 | -3.2204 | 0.000783 |
17 | -0.044344 | -0.5467 | 0.292689 |
18 | 0.044238 | 0.5454 | 0.293137 |
19 | -0.040687 | -0.5016 | 0.308328 |
20 | -0.256284 | -3.1597 | 0.000953 |
21 | -0.298694 | -3.6826 | 0.00016 |
22 | -0.133499 | -1.6459 | 0.050927 |
23 | 0.31239 | 3.8514 | 8.6e-05 |
24 | 0.815269 | 10.0513 | 0 |
25 | 0.243081 | 2.9969 | 0.001593 |
26 | -0.14927 | -1.8403 | 0.033836 |
27 | -0.301929 | -3.7224 | 0.000139 |
28 | -0.225172 | -2.7761 | 0.003097 |
29 | -0.035121 | -0.433 | 0.332813 |
30 | 0.038003 | 0.4685 | 0.320037 |
31 | -0.038042 | -0.469 | 0.319867 |
32 | -0.235319 | -2.9012 | 0.002135 |
33 | -0.262722 | -3.2391 | 0.000736 |
34 | -0.112308 | -1.3846 | 0.084098 |
35 | 0.296414 | 3.6544 | 0.000177 |
36 | 0.733482 | 9.043 | 0 |
37 | 0.213547 | 2.6328 | 0.004672 |
38 | -0.139067 | -1.7145 | 0.044235 |
39 | -0.272706 | -3.3621 | 0.000489 |
40 | -0.1937 | -2.3881 | 0.009082 |
41 | -0.029335 | -0.3617 | 0.359052 |
42 | 0.045214 | 0.5574 | 0.289023 |
43 | -0.033763 | -0.4163 | 0.338904 |
44 | -0.213819 | -2.6361 | 0.004628 |
45 | -0.228079 | -2.8119 | 0.002787 |
46 | -0.097391 | -1.2007 | 0.115863 |
47 | 0.266096 | 3.2807 | 0.000642 |
48 | 0.656967 | 8.0996 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.340513 | 4.1981 | 2.3e-05 |
2 | -0.312643 | -3.8545 | 8.5e-05 |
3 | -0.212863 | -2.6244 | 0.004784 |
4 | -0.150303 | -1.8531 | 0.032907 |
5 | -0.013013 | -0.1604 | 0.436377 |
6 | -0.087459 | -1.0783 | 0.14131 |
7 | -0.194613 | -2.3994 | 0.008817 |
8 | -0.362851 | -4.4735 | 7e-06 |
9 | -0.359393 | -4.4309 | 9e-06 |
10 | -0.416702 | -5.1374 | 0 |
11 | -0.075311 | -0.9285 | 0.17731 |
12 | 0.789401 | 9.7324 | 0 |
13 | -0.365207 | -4.5026 | 7e-06 |
14 | 0.185752 | 2.2901 | 0.011695 |
15 | 0.070221 | 0.8657 | 0.193998 |
16 | 0.05524 | 0.681 | 0.248441 |
17 | 0.013923 | 0.1717 | 0.431968 |
18 | -0.145676 | -1.796 | 0.03724 |
19 | 0.007309 | 0.0901 | 0.464158 |
20 | -0.006548 | -0.0807 | 0.46788 |
21 | -0.082388 | -1.0157 | 0.155681 |
22 | -7.2e-05 | -9e-04 | 0.499646 |
23 | -0.083175 | -1.0254 | 0.153391 |
24 | -0.04938 | -0.6088 | 0.271784 |
25 | -0.05659 | -0.6977 | 0.24322 |
26 | -0.11432 | -1.4094 | 0.080375 |
27 | 0.00865 | 0.1066 | 0.457608 |
28 | -0.025471 | -0.314 | 0.376966 |
29 | -0.083175 | -1.0255 | 0.153389 |
30 | 0.048005 | 0.5918 | 0.277418 |
31 | -0.041298 | -0.5092 | 0.305691 |
32 | 0.038272 | 0.4718 | 0.318857 |
33 | 0.049939 | 0.6157 | 0.269509 |
34 | -0.052611 | -0.6486 | 0.258776 |
35 | 0.016231 | 0.2001 | 0.420832 |
36 | 0.005516 | 0.068 | 0.472938 |
37 | 0.065948 | 0.8131 | 0.208728 |
38 | -0.002252 | -0.0278 | 0.488943 |
39 | -0.000869 | -0.0107 | 0.495732 |
40 | 0.00505 | 0.0623 | 0.475219 |
41 | 0.011786 | 0.1453 | 0.442328 |
42 | 0.093687 | 1.155 | 0.124942 |
43 | -0.066233 | -0.8166 | 0.207726 |
44 | 0.042376 | 0.5224 | 0.30106 |
45 | 0.027658 | 0.341 | 0.366791 |
46 | -0.025795 | -0.318 | 0.375451 |
47 | -0.053013 | -0.6536 | 0.257181 |
48 | 0.031798 | 0.392 | 0.347793 |