Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.082213 | -0.749 | 0.227989 |
2 | -0.248522 | -2.2641 | 0.013087 |
3 | -0.050032 | -0.4558 | 0.324858 |
4 | -0.163221 | -1.487 | 0.0704 |
5 | 0.039508 | 0.3599 | 0.359904 |
6 | 0.368563 | 3.3578 | 0.000594 |
7 | -0.034618 | -0.3154 | 0.376631 |
8 | -0.0928 | -0.8454 | 0.200146 |
9 | 0.033151 | 0.302 | 0.381695 |
10 | -0.234161 | -2.1333 | 0.017926 |
11 | -0.029826 | -0.2717 | 0.393252 |
12 | 0.675213 | 6.1515 | 0 |
13 | -0.139433 | -1.2703 | 0.103764 |
14 | -0.214503 | -1.9542 | 0.027022 |
15 | 0.007816 | 0.0712 | 0.471702 |
16 | -0.115275 | -1.0502 | 0.148335 |
17 | 0.048274 | 0.4398 | 0.330612 |
18 | 0.276944 | 2.5231 | 0.006771 |
19 | -0.103278 | -0.9409 | 0.174742 |
20 | -0.117437 | -1.0699 | 0.143883 |
21 | 0.034407 | 0.3135 | 0.377358 |
22 | -0.241163 | -2.1971 | 0.0154 |
23 | 0.037085 | 0.3379 | 0.368161 |
24 | 0.488522 | 4.4507 | 1.3e-05 |
25 | -0.153219 | -1.3959 | 0.083234 |
26 | -0.17783 | -1.6201 | 0.054501 |
27 | -0.07363 | -0.6708 | 0.252106 |
28 | -0.108027 | -0.9842 | 0.163946 |
29 | 0.056879 | 0.5182 | 0.302852 |
30 | 0.193744 | 1.7651 | 0.040613 |
31 | -0.090861 | -0.8278 | 0.205084 |
32 | -0.07447 | -0.6785 | 0.249685 |
33 | 0.018928 | 0.1724 | 0.431755 |
34 | -0.185376 | -1.6889 | 0.047501 |
35 | 0.053669 | 0.4889 | 0.313085 |
36 | 0.293425 | 2.6732 | 0.004522 |
37 | -0.132258 | -1.2049 | 0.115827 |
38 | -0.107472 | -0.9791 | 0.165184 |
39 | -0.109655 | -0.999 | 0.160347 |
40 | -0.056792 | -0.5174 | 0.303127 |
41 | 0.072166 | 0.6575 | 0.25635 |
42 | 0.151029 | 1.3759 | 0.086271 |
43 | -0.046257 | -0.4214 | 0.337269 |
44 | -0.092811 | -0.8456 | 0.200117 |
45 | -0.014479 | -0.1319 | 0.447689 |
46 | -0.114192 | -1.0403 | 0.150602 |
47 | 0.110067 | 1.0028 | 0.159446 |
48 | 0.184066 | 1.6769 | 0.04866 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.082213 | -0.749 | 0.227989 |
2 | -0.257018 | -2.3415 | 0.010801 |
3 | -0.104401 | -0.9511 | 0.172149 |
4 | -0.266886 | -2.4314 | 0.008595 |
5 | -0.070155 | -0.6391 | 0.262246 |
6 | 0.277808 | 2.531 | 0.006631 |
7 | 0.029943 | 0.2728 | 0.392845 |
8 | 0.062561 | 0.57 | 0.285124 |
9 | 0.108432 | 0.9879 | 0.163046 |
10 | -0.151453 | -1.3798 | 0.085676 |
11 | -0.096428 | -0.8785 | 0.191105 |
12 | 0.605316 | 5.5147 | 0 |
13 | -0.065414 | -0.596 | 0.276415 |
14 | -0.062871 | -0.5728 | 0.284171 |
15 | 0.099596 | 0.9074 | 0.18342 |
16 | 0.096607 | 0.8801 | 0.190664 |
17 | -0.088224 | -0.8038 | 0.211915 |
18 | -0.067538 | -0.6153 | 0.27002 |
19 | 0.012053 | 0.1098 | 0.456415 |
20 | -0.15558 | -1.4174 | 0.080055 |
21 | -0.151861 | -1.3835 | 0.085107 |
22 | -0.13571 | -1.2364 | 0.109904 |
23 | -0.013535 | -0.1233 | 0.451081 |
24 | -0.057808 | -0.5267 | 0.299918 |
25 | -0.030696 | -0.2797 | 0.39022 |
26 | 0.032543 | 0.2965 | 0.383803 |
27 | -0.187062 | -1.7042 | 0.046041 |
28 | -0.031419 | -0.2862 | 0.387704 |
29 | -0.018435 | -0.1679 | 0.433517 |
30 | -0.107595 | -0.9802 | 0.164908 |
31 | -0.015873 | -0.1446 | 0.442684 |
32 | 0.069752 | 0.6355 | 0.263435 |
33 | 0.011557 | 0.1053 | 0.4582 |
34 | 0.070707 | 0.6442 | 0.260619 |
35 | 0.101414 | 0.9239 | 0.179103 |
36 | -0.015716 | -0.1432 | 0.443247 |
37 | 0.041567 | 0.3787 | 0.352943 |
38 | 0.098206 | 0.8947 | 0.186767 |
39 | -0.075797 | -0.6905 | 0.245889 |
40 | -0.039057 | -0.3558 | 0.361437 |
41 | 0.003123 | 0.0285 | 0.488685 |
42 | 0.038782 | 0.3533 | 0.362373 |
43 | 0.009369 | 0.0854 | 0.466092 |
44 | -0.102329 | -0.9323 | 0.176953 |
45 | 0.021457 | 0.1955 | 0.422748 |
46 | -0.01242 | -0.1132 | 0.455092 |
47 | 0.003513 | 0.032 | 0.487274 |
48 | -0.023924 | -0.218 | 0.413999 |