Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.29926 | 2.7264 | 0.003905 |
2 | -0.094869 | -0.8643 | 0.194957 |
3 | -0.296188 | -2.6984 | 0.004219 |
4 | -0.350559 | -3.1937 | 0.000993 |
5 | 0.030147 | 0.2747 | 0.392133 |
6 | 0.105737 | 0.9633 | 0.169094 |
7 | -0.036507 | -0.3326 | 0.370141 |
8 | -0.393555 | -3.5855 | 0.000284 |
9 | -0.290976 | -2.6509 | 0.004806 |
10 | -0.04349 | -0.3962 | 0.346481 |
11 | 0.223856 | 2.0394 | 0.022294 |
12 | 0.692291 | 6.3071 | 0 |
13 | 0.334242 | 3.0451 | 0.001558 |
14 | -0.024979 | -0.2276 | 0.410269 |
15 | -0.257214 | -2.3433 | 0.010752 |
16 | -0.292437 | -2.6642 | 0.004635 |
17 | 0.069442 | 0.6326 | 0.264351 |
18 | 0.129914 | 1.1836 | 0.119981 |
19 | -0.069059 | -0.6292 | 0.265486 |
20 | -0.333891 | -3.0419 | 0.001573 |
21 | -0.303743 | -2.7672 | 0.003484 |
22 | -0.016192 | -0.1475 | 0.44154 |
23 | 0.25369 | 2.3112 | 0.01165 |
24 | 0.430637 | 3.9233 | 9e-05 |
25 | 0.194986 | 1.7764 | 0.039665 |
26 | -0.034854 | -0.3175 | 0.375819 |
27 | -0.148162 | -1.3498 | 0.090372 |
28 | -0.186013 | -1.6947 | 0.046945 |
29 | 0.013576 | 0.1237 | 0.450932 |
30 | 0.109718 | 0.9996 | 0.16021 |
31 | -0.086984 | -0.7925 | 0.215175 |
32 | -0.24833 | -2.2624 | 0.013143 |
33 | -0.225921 | -2.0582 | 0.021352 |
34 | -0.05028 | -0.4581 | 0.324049 |
35 | 0.249887 | 2.2766 | 0.012693 |
36 | 0.313117 | 2.8526 | 0.002736 |
37 | 0.110197 | 1.0039 | 0.159162 |
38 | -0.039652 | -0.3612 | 0.359416 |
39 | -0.089039 | -0.8112 | 0.209791 |
40 | -0.06283 | -0.5724 | 0.284295 |
41 | 0.001676 | 0.0153 | 0.493927 |
42 | 0.058525 | 0.5332 | 0.297664 |
43 | -0.123055 | -1.1211 | 0.132743 |
44 | -0.151713 | -1.3822 | 0.085314 |
45 | -0.13401 | -1.2209 | 0.112792 |
46 | -0.080146 | -0.7302 | 0.233673 |
47 | 0.147178 | 1.3409 | 0.091813 |
48 | 0.219915 | 2.0035 | 0.024192 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.29926 | 2.7264 | 0.003905 |
2 | -0.202567 | -1.8455 | 0.034267 |
3 | -0.230707 | -2.1018 | 0.019299 |
4 | -0.242081 | -2.2055 | 0.015093 |
5 | 0.172349 | 1.5702 | 0.06009 |
6 | -0.083462 | -0.7604 | 0.224591 |
7 | -0.211415 | -1.9261 | 0.028758 |
8 | -0.515232 | -4.694 | 5e-06 |
9 | -0.085393 | -0.778 | 0.2194 |
10 | -0.138177 | -1.2588 | 0.105807 |
11 | -0.079579 | -0.725 | 0.235246 |
12 | 0.452027 | 4.1182 | 4.5e-05 |
13 | 0.14211 | 1.2947 | 0.09951 |
14 | 0.083723 | 0.7628 | 0.223887 |
15 | -0.105825 | -0.9641 | 0.168894 |
16 | -0.041845 | -0.3812 | 0.352003 |
17 | 0.15008 | 1.3673 | 0.087612 |
18 | 0.038469 | 0.3505 | 0.363436 |
19 | -0.168476 | -1.5349 | 0.064307 |
20 | 0.095584 | 0.8708 | 0.193185 |
21 | 0.11012 | 1.0032 | 0.159331 |
22 | 0.077753 | 0.7084 | 0.240353 |
23 | -0.008213 | -0.0748 | 0.470267 |
24 | -0.178444 | -1.6257 | 0.053902 |
25 | -0.052732 | -0.4804 | 0.316098 |
26 | -0.032713 | -0.298 | 0.383214 |
27 | -0.045272 | -0.4125 | 0.340536 |
28 | -0.061204 | -0.5576 | 0.289311 |
29 | -0.116321 | -1.0597 | 0.14617 |
30 | 0.022102 | 0.2014 | 0.420455 |
31 | -0.109423 | -0.9969 | 0.160857 |
32 | -0.104193 | -0.9492 | 0.172627 |
33 | 0.02542 | 0.2316 | 0.408716 |
34 | -0.093475 | -0.8516 | 0.198444 |
35 | -0.039534 | -0.3602 | 0.359815 |
36 | -0.075578 | -0.6885 | 0.246514 |
37 | -0.030361 | -0.2766 | 0.391386 |
38 | 0.125338 | 1.1419 | 0.128393 |
39 | -0.024559 | -0.2237 | 0.411752 |
40 | -0.06066 | -0.5526 | 0.290997 |
41 | 0.019997 | 0.1822 | 0.427943 |
42 | 0.080008 | 0.7289 | 0.234054 |
43 | -0.031255 | -0.2847 | 0.388273 |
44 | 0.064368 | 0.5864 | 0.279593 |
45 | -0.046661 | -0.4251 | 0.335931 |
46 | 0.032308 | 0.2943 | 0.384616 |
47 | -0.126856 | -1.1557 | 0.125558 |
48 | 0.006685 | 0.0609 | 0.47579 |