Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.343775 | 3.3683 | 0.000545 |
2 | 0.190479 | 1.8663 | 0.032525 |
3 | 0.287437 | 2.8163 | 0.002948 |
4 | -0.020062 | -0.1966 | 0.422291 |
5 | -0.136193 | -1.3344 | 0.092612 |
6 | -0.257414 | -2.5221 | 0.006655 |
7 | -0.165184 | -1.6185 | 0.054421 |
8 | -0.078583 | -0.77 | 0.221609 |
9 | 0.195397 | 1.9145 | 0.029268 |
10 | 0.093377 | 0.9149 | 0.181268 |
11 | 0.184708 | 1.8098 | 0.036731 |
12 | 0.738646 | 7.2372 | 0 |
13 | 0.207064 | 2.0288 | 0.022624 |
14 | 0.093851 | 0.9196 | 0.180056 |
15 | 0.209053 | 2.0483 | 0.021631 |
16 | -0.064972 | -0.6366 | 0.262953 |
17 | -0.137726 | -1.3494 | 0.090186 |
18 | -0.253051 | -2.4794 | 0.007452 |
19 | -0.207406 | -2.0322 | 0.02245 |
20 | -0.127444 | -1.2487 | 0.107407 |
21 | 0.105717 | 1.0358 | 0.151447 |
22 | 0.008537 | 0.0836 | 0.466756 |
23 | 0.094525 | 0.9262 | 0.178345 |
24 | 0.5773 | 5.6564 | 0 |
25 | 0.143744 | 1.4084 | 0.081122 |
26 | 0.058125 | 0.5695 | 0.28517 |
27 | 0.149354 | 1.4634 | 0.073317 |
28 | -0.084186 | -0.8249 | 0.20575 |
29 | -0.170582 | -1.6714 | 0.048954 |
30 | -0.259264 | -2.5403 | 0.006341 |
31 | -0.225805 | -2.2124 | 0.014654 |
32 | -0.157667 | -1.5448 | 0.062841 |
33 | 0.039722 | 0.3892 | 0.348996 |
34 | -0.02442 | -0.2393 | 0.405704 |
35 | 0.045953 | 0.4502 | 0.326776 |
36 | 0.45708 | 4.4784 | 1e-05 |
37 | 0.119633 | 1.1722 | 0.122017 |
38 | 0.054326 | 0.5323 | 0.29788 |
39 | 0.139303 | 1.3649 | 0.08774 |
40 | -0.057877 | -0.5671 | 0.285994 |
41 | -0.13237 | -1.297 | 0.098878 |
42 | -0.214779 | -2.1044 | 0.018978 |
43 | -0.182822 | -1.7913 | 0.0382 |
44 | -0.145311 | -1.4238 | 0.07888 |
45 | -0.01763 | -0.1727 | 0.431609 |
46 | -0.059847 | -0.5864 | 0.279498 |
47 | 0.007207 | 0.0706 | 0.471927 |
48 | 0.341956 | 3.3505 | 0.000577 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.343775 | 3.3683 | 0.000545 |
2 | 0.081987 | 0.8033 | 0.21189 |
3 | 0.227355 | 2.2276 | 0.014121 |
4 | -0.223359 | -2.1885 | 0.015531 |
5 | -0.141884 | -1.3902 | 0.083845 |
6 | -0.279697 | -2.7405 | 0.003658 |
7 | 0.093007 | 0.9113 | 0.182215 |
8 | 0.092552 | 0.9068 | 0.183386 |
9 | 0.492978 | 4.8302 | 3e-06 |
10 | -0.152832 | -1.4974 | 0.06878 |
11 | 0.116889 | 1.1453 | 0.127472 |
12 | 0.570241 | 5.5872 | 0 |
13 | -0.397161 | -3.8914 | 9.2e-05 |
14 | -0.035762 | -0.3504 | 0.363407 |
15 | -0.064898 | -0.6359 | 0.263187 |
16 | -0.000874 | -0.0086 | 0.496592 |
17 | 0.064559 | 0.6325 | 0.264266 |
18 | -0.032912 | -0.3225 | 0.373898 |
19 | -0.098681 | -0.9669 | 0.168018 |
20 | 0.018538 | 0.1816 | 0.428125 |
21 | -0.041156 | -0.4032 | 0.343832 |
22 | 0.019124 | 0.1874 | 0.425882 |
23 | 0.103471 | 1.0138 | 0.156612 |
24 | 0.005281 | 0.0517 | 0.479421 |
25 | -0.012066 | -0.1182 | 0.45307 |
26 | -0.037942 | -0.3718 | 0.355448 |
27 | -0.124615 | -1.221 | 0.112543 |
28 | 0.067448 | 0.6608 | 0.255146 |
29 | -0.143954 | -1.4105 | 0.080818 |
30 | 0.091696 | 0.8984 | 0.1856 |
31 | 0.026977 | 0.2643 | 0.396051 |
32 | -0.021136 | -0.2071 | 0.418191 |
33 | -0.061284 | -0.6005 | 0.274806 |
34 | 0.076322 | 0.7478 | 0.228203 |
35 | -0.094337 | -0.9243 | 0.178821 |
36 | 0.08139 | 0.7975 | 0.213579 |
37 | 0.013108 | 0.1284 | 0.449037 |
38 | 0.007381 | 0.0723 | 0.471249 |
39 | 0.045055 | 0.4414 | 0.329942 |
40 | -0.037587 | -0.3683 | 0.35674 |
41 | 0.018933 | 0.1855 | 0.426613 |
42 | 0.00873 | 0.0855 | 0.466006 |
43 | 0.021031 | 0.2061 | 0.418591 |
44 | -0.012915 | -0.1265 | 0.449786 |
45 | -0.117969 | -1.1559 | 0.125305 |
46 | -0.008586 | -0.0841 | 0.466567 |
47 | 0.036427 | 0.3569 | 0.360973 |
48 | -0.029911 | -0.2931 | 0.385054 |