Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.333763 | 3.0407 | 0.001579 |
2 | -0.230457 | -2.0996 | 0.019402 |
3 | -0.27801 | -2.5328 | 0.006599 |
4 | -0.053179 | -0.4845 | 0.31466 |
5 | 0.223568 | 2.0368 | 0.022429 |
6 | 0.284455 | 2.5915 | 0.005644 |
7 | 0.158105 | 1.4404 | 0.076758 |
8 | 0.004868 | 0.0444 | 0.482366 |
9 | -0.176353 | -1.6067 | 0.055964 |
10 | -0.279309 | -2.5446 | 0.006396 |
11 | 0.206879 | 1.8848 | 0.031481 |
12 | 0.676517 | 6.1634 | 0 |
13 | 0.321263 | 2.9268 | 0.002208 |
14 | -0.084681 | -0.7715 | 0.221307 |
15 | -0.310713 | -2.8307 | 0.002912 |
16 | -0.179422 | -1.6346 | 0.052959 |
17 | 0.132803 | 1.2099 | 0.114878 |
18 | 0.212514 | 1.9361 | 0.02813 |
19 | 0.089986 | 0.8198 | 0.207335 |
20 | 0.084157 | 0.7667 | 0.222716 |
21 | -0.143997 | -1.3119 | 0.09659 |
22 | -0.246052 | -2.2416 | 0.013826 |
23 | 0.108109 | 0.9849 | 0.163763 |
24 | 0.405579 | 3.695 | 0.000197 |
25 | 0.273872 | 2.4951 | 0.007287 |
26 | -0.055982 | -0.51 | 0.305695 |
27 | -0.290288 | -2.6446 | 0.004889 |
28 | -0.217901 | -1.9852 | 0.025214 |
29 | 0.076934 | 0.7009 | 0.242661 |
30 | 0.069849 | 0.6364 | 0.263148 |
31 | 0.018115 | 0.165 | 0.434658 |
32 | 0.059854 | 0.5453 | 0.293507 |
33 | -0.164694 | -1.5004 | 0.068649 |
34 | -0.164311 | -1.4969 | 0.069101 |
35 | -0.017419 | -0.1587 | 0.437148 |
36 | 0.156768 | 1.4282 | 0.07849 |
37 | 0.158738 | 1.4462 | 0.075947 |
38 | -0.033835 | -0.3083 | 0.379332 |
39 | -0.225089 | -2.0507 | 0.021728 |
40 | -0.158746 | -1.4462 | 0.075938 |
41 | 0.018904 | 0.1722 | 0.431842 |
42 | -0.015224 | -0.1387 | 0.445013 |
43 | -0.001154 | -0.0105 | 0.49582 |
44 | 0.024361 | 0.2219 | 0.412452 |
45 | -0.103264 | -0.9408 | 0.174774 |
46 | -0.11423 | -1.0407 | 0.150522 |
47 | -0.087603 | -0.7981 | 0.213543 |
48 | 0.010759 | 0.098 | 0.461077 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.333763 | 3.0407 | 0.001579 |
2 | -0.384711 | -3.5049 | 0.00037 |
3 | -0.056926 | -0.5186 | 0.302702 |
4 | 0.007451 | 0.0679 | 0.473021 |
5 | 0.17459 | 1.5906 | 0.057752 |
6 | 0.128632 | 1.1719 | 0.122296 |
7 | 0.127981 | 1.166 | 0.123485 |
8 | 0.082657 | 0.753 | 0.226779 |
9 | -0.117083 | -1.0667 | 0.144605 |
10 | -0.220629 | -2.01 | 0.023838 |
11 | 0.392239 | 3.5735 | 0.000295 |
12 | 0.476907 | 4.3448 | 2e-05 |
13 | -0.084098 | -0.7662 | 0.222875 |
14 | 0.162461 | 1.4801 | 0.071317 |
15 | -0.089642 | -0.8167 | 0.208226 |
16 | -0.12682 | -1.1554 | 0.125623 |
17 | -0.096892 | -0.8827 | 0.189965 |
18 | -0.082744 | -0.7538 | 0.226541 |
19 | -0.127443 | -1.1611 | 0.124473 |
20 | 0.155486 | 1.4165 | 0.080179 |
21 | -0.083067 | -0.7568 | 0.225664 |
22 | 0.121891 | 1.1105 | 0.135 |
23 | 0.017349 | 0.1581 | 0.437399 |
24 | -0.018172 | -0.1656 | 0.434457 |
25 | -0.052721 | -0.4803 | 0.316134 |
26 | -0.15249 | -1.3892 | 0.084237 |
27 | 0.037731 | 0.3437 | 0.365954 |
28 | -0.06725 | -0.6127 | 0.270884 |
29 | 0.02353 | 0.2144 | 0.415392 |
30 | -0.101911 | -0.9285 | 0.177933 |
31 | -0.030179 | -0.2749 | 0.392023 |
32 | -0.082868 | -0.755 | 0.226205 |
33 | -0.110129 | -1.0033 | 0.159311 |
34 | 0.054619 | 0.4976 | 0.310039 |
35 | -0.148599 | -1.3538 | 0.089737 |
36 | -0.06718 | -0.612 | 0.271093 |
37 | -0.033283 | -0.3032 | 0.381239 |
38 | 0.007055 | 0.0643 | 0.474455 |
39 | 0.088106 | 0.8027 | 0.212226 |
40 | 0.083506 | 0.7608 | 0.224474 |
41 | 0.005123 | 0.0467 | 0.481444 |
42 | 0.077107 | 0.7025 | 0.242173 |
43 | -0.07819 | -0.7123 | 0.239126 |
44 | 0.06599 | 0.6012 | 0.274672 |
45 | -0.040769 | -0.3714 | 0.355634 |
46 | -0.085923 | -0.7828 | 0.217987 |
47 | -0.008854 | -0.0807 | 0.467951 |
48 | -0.068134 | -0.6207 | 0.268238 |