Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.080827 | 0.7364 | 0.231792 |
2 | -0.281439 | -2.564 | 0.006074 |
3 | -0.405359 | -3.693 | 0.000198 |
4 | -0.20508 | -1.8684 | 0.03262 |
5 | 0.221222 | 2.0154 | 0.023548 |
6 | 0.153862 | 1.4018 | 0.082359 |
7 | 0.30734 | 2.8 | 0.003177 |
8 | -0.155765 | -1.4191 | 0.079809 |
9 | -0.373917 | -3.4065 | 0.000508 |
10 | -0.268413 | -2.4454 | 0.008293 |
11 | 0.086872 | 0.7914 | 0.215472 |
12 | 0.662189 | 6.0328 | 0 |
13 | -0.014225 | -0.1296 | 0.4486 |
14 | -0.156484 | -1.4256 | 0.078861 |
15 | -0.22424 | -2.0429 | 0.022117 |
16 | -0.125769 | -1.1458 | 0.127583 |
17 | 0.161866 | 1.4747 | 0.072042 |
18 | 0.073814 | 0.6725 | 0.251575 |
19 | 0.248772 | 2.2664 | 0.013014 |
20 | -0.096733 | -0.8813 | 0.190356 |
21 | -0.242994 | -2.2138 | 0.014794 |
22 | -0.228137 | -2.0784 | 0.020379 |
23 | 0.052427 | 0.4776 | 0.317085 |
24 | 0.417536 | 3.8039 | 0.000136 |
25 | -0.037073 | -0.3378 | 0.368202 |
26 | -0.040316 | -0.3673 | 0.357167 |
27 | -0.137679 | -1.2543 | 0.106624 |
28 | -0.09265 | -0.8441 | 0.200524 |
29 | 0.045798 | 0.4172 | 0.338789 |
30 | 0.051251 | 0.4669 | 0.32089 |
31 | 0.228382 | 2.0807 | 0.020274 |
32 | -0.05 | -0.4555 | 0.324962 |
33 | -0.174339 | -1.5883 | 0.05801 |
34 | -0.178878 | -1.6297 | 0.053482 |
35 | 0.052925 | 0.4822 | 0.315479 |
36 | 0.242662 | 2.2108 | 0.014902 |
37 | -0.006815 | -0.0621 | 0.475322 |
38 | 0.059945 | 0.5461 | 0.293223 |
39 | -0.138615 | -1.2628 | 0.105091 |
40 | -0.095296 | -0.8682 | 0.193896 |
41 | -0.009716 | -0.0885 | 0.46484 |
42 | 0.06754 | 0.6153 | 0.270013 |
43 | 0.186925 | 1.703 | 0.046158 |
44 | -0.053634 | -0.4886 | 0.313195 |
45 | -0.114011 | -1.0387 | 0.150983 |
46 | -0.131664 | -1.1995 | 0.116871 |
47 | 0.012058 | 0.1099 | 0.456394 |
48 | 0.130826 | 1.1919 | 0.118351 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.080827 | 0.7364 | 0.231792 |
2 | -0.289866 | -2.6408 | 0.00494 |
3 | -0.387463 | -3.53 | 0.00034 |
4 | -0.319687 | -2.9125 | 0.002302 |
5 | -0.033441 | -0.3047 | 0.380694 |
6 | -0.195887 | -1.7846 | 0.038989 |
7 | 0.242446 | 2.2088 | 0.014973 |
8 | -0.135685 | -1.2362 | 0.109944 |
9 | -0.234338 | -2.1349 | 0.017858 |
10 | -0.333024 | -3.034 | 0.001611 |
11 | -0.191092 | -1.7409 | 0.042701 |
12 | 0.357014 | 3.2526 | 0.000827 |
13 | -0.318068 | -2.8977 | 0.002403 |
14 | -0.02559 | -0.2331 | 0.408116 |
15 | 0.090219 | 0.8219 | 0.206734 |
16 | 0.027322 | 0.2489 | 0.402021 |
17 | 0.047048 | 0.4286 | 0.334651 |
18 | -0.064479 | -0.5874 | 0.279255 |
19 | -0.031164 | -0.2839 | 0.38859 |
20 | 0.098234 | 0.895 | 0.186699 |
21 | 0.072603 | 0.6614 | 0.255079 |
22 | -0.12823 | -1.1682 | 0.123029 |
23 | -0.03246 | -0.2957 | 0.384091 |
24 | -0.004206 | -0.0383 | 0.484764 |
25 | 0.029393 | 0.2678 | 0.394765 |
26 | 0.018748 | 0.1708 | 0.432397 |
27 | -0.070239 | -0.6399 | 0.261998 |
28 | -0.001175 | -0.0107 | 0.495742 |
29 | -0.056591 | -0.5156 | 0.303763 |
30 | 0.067341 | 0.6135 | 0.270611 |
31 | -0.040613 | -0.37 | 0.35616 |
32 | -0.070452 | -0.6418 | 0.261372 |
33 | -0.056639 | -0.516 | 0.303612 |
34 | 0.02429 | 0.2213 | 0.412703 |
35 | 0.004712 | 0.0429 | 0.482929 |
36 | -0.087256 | -0.7949 | 0.214457 |
37 | 0.038645 | 0.3521 | 0.362837 |
38 | 0.092975 | 0.847 | 0.199704 |
39 | -0.057207 | -0.5212 | 0.301816 |
40 | 0.025665 | 0.2338 | 0.40785 |
41 | 0.009208 | 0.0839 | 0.466672 |
42 | 0.024607 | 0.2242 | 0.411583 |
43 | -0.00156 | -0.0142 | 0.494346 |
44 | -0.039641 | -0.3611 | 0.359455 |
45 | -0.030957 | -0.282 | 0.389309 |
46 | 0.041966 | 0.3823 | 0.351598 |
47 | -0.099459 | -0.9061 | 0.183748 |
48 | -0.034579 | -0.315 | 0.376766 |