Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.141208 | -1.2865 | 0.100928 |
2 | -0.208505 | -1.8996 | 0.030481 |
3 | 0.054673 | 0.4981 | 0.309867 |
4 | 0.102953 | 0.9379 | 0.175498 |
5 | 0.072019 | 0.6561 | 0.256779 |
6 | -0.573245 | -5.2225 | 1e-06 |
7 | 0.090893 | 0.8281 | 0.205001 |
8 | 0.114698 | 1.045 | 0.149539 |
9 | 0.086834 | 0.7911 | 0.215572 |
10 | -0.20274 | -1.8471 | 0.034152 |
11 | -0.109747 | -0.9998 | 0.160146 |
12 | 0.780568 | 7.1113 | 0 |
13 | -0.147593 | -1.3446 | 0.091202 |
14 | -0.197977 | -1.8037 | 0.037457 |
15 | 6.9e-05 | 6e-04 | 0.499751 |
16 | 0.127826 | 1.1645 | 0.123769 |
17 | 0.055918 | 0.5094 | 0.305898 |
18 | -0.468891 | -4.2718 | 2.6e-05 |
19 | 0.095962 | 0.8743 | 0.19225 |
20 | 0.062659 | 0.5709 | 0.28482 |
21 | 0.081337 | 0.741 | 0.230388 |
22 | -0.190853 | -1.7388 | 0.042893 |
23 | -0.089715 | -0.8173 | 0.208035 |
24 | 0.558496 | 5.0881 | 1e-06 |
25 | -0.153811 | -1.4013 | 0.082429 |
26 | -0.11051 | -1.0068 | 0.15848 |
27 | -0.021568 | -0.1965 | 0.422353 |
28 | 0.084546 | 0.7702 | 0.22167 |
29 | 0.045744 | 0.4168 | 0.338968 |
30 | -0.330834 | -3.014 | 0.001709 |
31 | 0.074472 | 0.6785 | 0.249678 |
32 | 0.001164 | 0.0106 | 0.495783 |
33 | 0.087298 | 0.7953 | 0.214347 |
34 | -0.154984 | -1.412 | 0.080848 |
35 | -0.052346 | -0.4769 | 0.317344 |
36 | 0.366324 | 3.3374 | 0.000634 |
37 | -0.144637 | -1.3177 | 0.095614 |
38 | -0.050864 | -0.4634 | 0.322147 |
39 | -0.025449 | -0.2319 | 0.408611 |
40 | 0.042482 | 0.387 | 0.349862 |
41 | 0.039903 | 0.3635 | 0.358564 |
42 | -0.158357 | -1.4427 | 0.076434 |
43 | 0.067786 | 0.6176 | 0.269278 |
44 | -0.046909 | -0.4274 | 0.335112 |
45 | 0.079822 | 0.7272 | 0.234571 |
46 | -0.088937 | -0.8103 | 0.210054 |
47 | -0.035291 | -0.3215 | 0.374315 |
48 | 0.215261 | 1.9611 | 0.026609 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.141208 | -1.2865 | 0.100928 |
2 | -0.233093 | -2.1236 | 0.018341 |
3 | -0.015696 | -0.143 | 0.44332 |
4 | 0.066141 | 0.6026 | 0.274218 |
5 | 0.120077 | 1.094 | 0.13857 |
6 | -0.553632 | -5.0438 | 1e-06 |
7 | -0.064563 | -0.5882 | 0.278997 |
8 | -0.15045 | -1.3707 | 0.087088 |
9 | 0.231571 | 2.1097 | 0.018948 |
10 | -0.22763 | -2.0738 | 0.020599 |
11 | -0.053785 | -0.49 | 0.312711 |
12 | 0.605187 | 5.5135 | 0 |
13 | 0.023768 | 0.2165 | 0.414549 |
14 | -0.019192 | -0.1748 | 0.430813 |
15 | -0.04758 | -0.4335 | 0.332898 |
16 | 0.030911 | 0.2816 | 0.389472 |
17 | -0.004966 | -0.0452 | 0.482012 |
18 | 0.163314 | 1.4879 | 0.070288 |
19 | -0.002213 | -0.0202 | 0.491983 |
20 | -0.155555 | -1.4172 | 0.080087 |
21 | -0.112728 | -1.027 | 0.153701 |
22 | 0.008477 | 0.0772 | 0.469312 |
23 | 0.006186 | 0.0564 | 0.477598 |
24 | -0.129939 | -1.1838 | 0.119936 |
25 | -0.100382 | -0.9145 | 0.181547 |
26 | 0.076261 | 0.6948 | 0.244569 |
27 | 0.019662 | 0.1791 | 0.429135 |
28 | -0.151793 | -1.3829 | 0.085202 |
29 | -0.038868 | -0.3541 | 0.362081 |
30 | 0.06646 | 0.6055 | 0.273256 |
31 | -0.042748 | -0.3895 | 0.34897 |
32 | -0.025533 | -0.2326 | 0.408317 |
33 | 0.033403 | 0.3043 | 0.380825 |
34 | -0.050235 | -0.4577 | 0.324197 |
35 | 0.002147 | 0.0196 | 0.492221 |
36 | -0.018308 | -0.1668 | 0.43397 |
37 | -0.003177 | -0.0289 | 0.488491 |
38 | -0.132019 | -1.2027 | 0.116247 |
39 | 0.003567 | 0.0325 | 0.487076 |
40 | 0.003482 | 0.0317 | 0.487385 |
41 | 0.047889 | 0.4363 | 0.33188 |
42 | 0.063626 | 0.5797 | 0.281858 |
43 | 0.0379 | 0.3453 | 0.365375 |
44 | -0.019336 | -0.1762 | 0.430298 |
45 | -0.035802 | -0.3262 | 0.372558 |
46 | 0.06576 | 0.5991 | 0.275367 |
47 | 0.028639 | 0.2609 | 0.397402 |
48 | 0.030538 | 0.2782 | 0.390771 |