Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.069593 | 0.7592 | 0.224626 |
2 | -0.176362 | -1.9239 | 0.028379 |
3 | -0.047435 | -0.5175 | 0.302898 |
4 | 0.124491 | 1.358 | 0.08851 |
5 | -0.104303 | -1.1378 | 0.128742 |
6 | -0.560019 | -6.1091 | 0 |
7 | -0.172045 | -1.8768 | 0.031498 |
8 | 0.160673 | 1.7527 | 0.041111 |
9 | -0.015203 | -0.1659 | 0.434278 |
10 | -0.187559 | -2.046 | 0.021478 |
11 | 0.003568 | 0.0389 | 0.484508 |
12 | 0.821248 | 8.9588 | 0 |
13 | 0.103524 | 1.1293 | 0.130519 |
14 | -0.154985 | -1.6907 | 0.046757 |
15 | -0.104331 | -1.1381 | 0.12868 |
16 | 0.097045 | 1.0586 | 0.145956 |
17 | -0.037497 | -0.409 | 0.341623 |
18 | -0.485811 | -5.2996 | 0 |
19 | -0.168928 | -1.8428 | 0.033925 |
20 | 0.168863 | 1.8421 | 0.033977 |
21 | 0.064602 | 0.7047 | 0.24118 |
22 | -0.157993 | -1.7235 | 0.043697 |
23 | -0.059473 | -0.6488 | 0.258868 |
24 | 0.655781 | 7.1537 | 0 |
25 | 0.139665 | 1.5236 | 0.065136 |
26 | -0.120021 | -1.3093 | 0.096482 |
27 | -0.135446 | -1.4775 | 0.071087 |
28 | 0.06467 | 0.7055 | 0.24095 |
29 | 0.006489 | 0.0708 | 0.471843 |
30 | -0.422921 | -4.6135 | 5e-06 |
31 | -0.178365 | -1.9457 | 0.027022 |
32 | 0.156751 | 1.7099 | 0.044941 |
33 | 0.126501 | 1.38 | 0.085092 |
34 | -0.118158 | -1.2889 | 0.099958 |
35 | -0.106021 | -1.1566 | 0.124886 |
36 | 0.524552 | 5.7222 | 0 |
37 | 0.148751 | 1.6227 | 0.053651 |
38 | -0.082053 | -0.8951 | 0.186273 |
39 | -0.133761 | -1.4592 | 0.073578 |
40 | 0.023009 | 0.251 | 0.401123 |
41 | 0.036444 | 0.3976 | 0.345834 |
42 | -0.355585 | -3.879 | 8.6e-05 |
43 | -0.192828 | -2.1035 | 0.018764 |
44 | 0.123851 | 1.3511 | 0.089621 |
45 | 0.145789 | 1.5904 | 0.057202 |
46 | -0.081142 | -0.8852 | 0.18893 |
47 | -0.109142 | -1.1906 | 0.118089 |
48 | 0.41012 | 4.4739 | 9e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.069593 | 0.7592 | 0.224626 |
2 | -0.182087 | -1.9863 | 0.024647 |
3 | -0.021052 | -0.2296 | 0.40938 |
4 | 0.101763 | 1.1101 | 0.134596 |
5 | -0.141021 | -1.5384 | 0.063307 |
6 | -0.538284 | -5.872 | 0 |
7 | -0.210862 | -2.3002 | 0.011588 |
8 | -0.029452 | -0.3213 | 0.374279 |
9 | -0.178656 | -1.9489 | 0.02683 |
10 | -0.242236 | -2.6425 | 0.004669 |
11 | -0.243522 | -2.6565 | 0.004489 |
12 | 0.685353 | 7.4763 | 0 |
13 | -0.121495 | -1.3254 | 0.093796 |
14 | -0.003823 | -0.0417 | 0.483404 |
15 | -0.149683 | -1.6328 | 0.052573 |
16 | -0.072967 | -0.796 | 0.213817 |
17 | -0.04597 | -0.5015 | 0.308483 |
18 | 0.107536 | 1.1731 | 0.121553 |
19 | 0.08249 | 0.8999 | 0.185005 |
20 | -0.068584 | -0.7482 | 0.227919 |
21 | 0.110372 | 1.204 | 0.115486 |
22 | -0.015494 | -0.169 | 0.433034 |
23 | -0.05054 | -0.5513 | 0.291221 |
24 | -0.046765 | -0.5101 | 0.305449 |
25 | 0.074901 | 0.8171 | 0.20776 |
26 | 0.028493 | 0.3108 | 0.378241 |
27 | 0.061236 | 0.668 | 0.252711 |
28 | 0.020081 | 0.2191 | 0.413492 |
29 | -0.05079 | -0.5541 | 0.29029 |
30 | -0.047519 | -0.5184 | 0.30258 |
31 | -0.005278 | -0.0576 | 0.477091 |
32 | 0.029088 | 0.3173 | 0.375783 |
33 | 0.028826 | 0.3145 | 0.376862 |
34 | 0.040956 | 0.4468 | 0.327923 |
35 | -0.02007 | -0.2189 | 0.413537 |
36 | 0.024189 | 0.2639 | 0.396167 |
37 | -0.059084 | -0.6445 | 0.260236 |
38 | 0.02366 | 0.2581 | 0.398389 |
39 | 0.068618 | 0.7485 | 0.227806 |
40 | -0.033895 | -0.3698 | 0.356111 |
41 | -0.003572 | -0.039 | 0.484491 |
42 | 0.020842 | 0.2274 | 0.410269 |
43 | -0.026512 | -0.2892 | 0.38646 |
44 | -0.058314 | -0.6361 | 0.262955 |
45 | -0.025416 | -0.2773 | 0.391031 |
46 | -0.027926 | -0.3046 | 0.380588 |
47 | 0.050357 | 0.5493 | 0.291903 |
48 | 0.019748 | 0.2154 | 0.414903 |