Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.140743 | 1.5353 | 0.06368 |
2 | -0.283613 | -3.0939 | 0.001231 |
3 | -0.515243 | -5.6206 | 0 |
4 | -0.083756 | -0.9137 | 0.18137 |
5 | 0.233609 | 2.5484 | 0.006048 |
6 | 0.272573 | 2.9734 | 0.001783 |
7 | 0.204107 | 2.2265 | 0.01393 |
8 | -0.119425 | -1.3028 | 0.097584 |
9 | -0.489707 | -5.3421 | 0 |
10 | -0.265953 | -2.9012 | 0.002215 |
11 | 0.136565 | 1.4897 | 0.069468 |
12 | 0.844339 | 9.2107 | 0 |
13 | 0.101721 | 1.1096 | 0.134695 |
14 | -0.253236 | -2.7625 | 0.003324 |
15 | -0.447522 | -4.8819 | 2e-06 |
16 | -0.069512 | -0.7583 | 0.224889 |
17 | 0.209779 | 2.2884 | 0.011939 |
18 | 0.248958 | 2.7158 | 0.003798 |
19 | 0.180925 | 1.9737 | 0.025369 |
20 | -0.109181 | -1.191 | 0.118006 |
21 | -0.431408 | -4.7061 | 3e-06 |
22 | -0.244933 | -2.6719 | 0.0043 |
23 | 0.13213 | 1.4414 | 0.076054 |
24 | 0.709301 | 7.7376 | 0 |
25 | 0.072651 | 0.7925 | 0.214814 |
26 | -0.240799 | -2.6268 | 0.004876 |
27 | -0.378405 | -4.1279 | 3.4e-05 |
28 | -0.065136 | -0.7105 | 0.239378 |
29 | 0.193473 | 2.1105 | 0.018453 |
30 | 0.216791 | 2.3649 | 0.009826 |
31 | 0.153346 | 1.6728 | 0.048496 |
32 | -0.108499 | -1.1836 | 0.119468 |
33 | -0.382624 | -4.1739 | 2.9e-05 |
34 | -0.197262 | -2.1519 | 0.016714 |
35 | 0.135124 | 1.474 | 0.071557 |
36 | 0.587841 | 6.4126 | 0 |
37 | 0.037551 | 0.4096 | 0.341406 |
38 | -0.231577 | -2.5262 | 0.006422 |
39 | -0.301878 | -3.2931 | 0.000653 |
40 | -0.04808 | -0.5245 | 0.300455 |
41 | 0.17557 | 1.9152 | 0.028931 |
42 | 0.173066 | 1.8879 | 0.030736 |
43 | 0.121631 | 1.3268 | 0.093552 |
44 | -0.087753 | -0.9573 | 0.170186 |
45 | -0.326625 | -3.5631 | 0.000264 |
46 | -0.162327 | -1.7708 | 0.039579 |
47 | 0.121882 | 1.3296 | 0.093101 |
48 | 0.476408 | 5.197 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.140743 | 1.5353 | 0.06368 |
2 | -0.309553 | -3.3768 | 0.000496 |
3 | -0.473224 | -5.1623 | 0 |
4 | -0.088285 | -0.9631 | 0.168731 |
5 | -0.017923 | -0.1955 | 0.42266 |
6 | -0.020492 | -0.2235 | 0.41175 |
7 | 0.254718 | 2.7786 | 0.003173 |
8 | 0.063918 | 0.6973 | 0.243501 |
9 | -0.39959 | -4.359 | 1.4e-05 |
10 | -0.155767 | -1.6992 | 0.045945 |
11 | -0.104105 | -1.1357 | 0.129192 |
12 | 0.70287 | 7.6674 | 0 |
13 | -0.146066 | -1.5934 | 0.056862 |
14 | 0.145874 | 1.5913 | 0.057098 |
15 | 0.214383 | 2.3386 | 0.010511 |
16 | -0.097343 | -1.0619 | 0.145219 |
17 | -0.047805 | -0.5215 | 0.301496 |
18 | 0.003312 | 0.0361 | 0.485618 |
19 | -0.076536 | -0.8349 | 0.202719 |
20 | 0.058632 | 0.6396 | 0.261832 |
21 | 0.062226 | 0.6788 | 0.24929 |
22 | -0.024131 | -0.2632 | 0.396413 |
23 | 0.07965 | 0.8689 | 0.193331 |
24 | 0.005707 | 0.0623 | 0.47523 |
25 | -0.036489 | -0.398 | 0.345655 |
26 | -0.0547 | -0.5967 | 0.275917 |
27 | 0.03807 | 0.4153 | 0.339336 |
28 | -0.07878 | -0.8594 | 0.195928 |
29 | 0.027671 | 0.3019 | 0.381647 |
30 | -0.005032 | -0.0549 | 0.478157 |
31 | -0.041071 | -0.448 | 0.327473 |
32 | -0.014183 | -0.1547 | 0.438653 |
33 | -0.02149 | -0.2344 | 0.407529 |
34 | 0.055877 | 0.6095 | 0.271663 |
35 | -0.009238 | -0.1008 | 0.45995 |
36 | -0.030171 | -0.3291 | 0.371319 |
37 | 0.001451 | 0.0158 | 0.4937 |
38 | -0.038619 | -0.4213 | 0.337156 |
39 | 0.024601 | 0.2684 | 0.394439 |
40 | 0.012521 | 0.1366 | 0.445793 |
41 | -0.039961 | -0.4359 | 0.33184 |
42 | -0.000751 | -0.0082 | 0.49674 |
43 | -0.006301 | -0.0687 | 0.472657 |
44 | 0.043765 | 0.4774 | 0.316969 |
45 | 0.000621 | 0.0068 | 0.497305 |
46 | -0.025921 | -0.2828 | 0.388923 |
47 | -0.002747 | -0.03 | 0.488072 |
48 | -0.047403 | -0.5171 | 0.303022 |