Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.055891 | -0.5092 | 0.305986 |
2 | -0.131441 | -1.1975 | 0.117263 |
3 | -0.231367 | -2.1079 | 0.01903 |
4 | -0.091486 | -0.8335 | 0.203485 |
5 | 0.040898 | 0.3726 | 0.355198 |
6 | 0.373298 | 3.4009 | 0.000518 |
7 | 0.065783 | 0.5993 | 0.275297 |
8 | -0.165005 | -1.5033 | 0.068283 |
9 | -0.164762 | -1.501 | 0.068569 |
10 | -0.158633 | -1.4452 | 0.076081 |
11 | 0.042375 | 0.3861 | 0.350222 |
12 | 0.618982 | 5.6392 | 0 |
13 | -0.079801 | -0.727 | 0.23463 |
14 | -0.092814 | -0.8456 | 0.200111 |
15 | -0.305485 | -2.7831 | 0.003332 |
16 | -0.060932 | -0.5551 | 0.290155 |
17 | -0.0098 | -0.0893 | 0.464535 |
18 | 0.341061 | 3.1072 | 0.001293 |
19 | -0.041216 | -0.3755 | 0.354125 |
20 | -0.109424 | -0.9969 | 0.160855 |
21 | -0.032103 | -0.2925 | 0.385327 |
22 | -0.215695 | -1.9651 | 0.026375 |
23 | 0.153099 | 1.3948 | 0.083399 |
24 | 0.390028 | 3.5533 | 0.000315 |
25 | -0.015565 | -0.1418 | 0.443789 |
26 | -0.122459 | -1.1157 | 0.133895 |
27 | -0.206232 | -1.8789 | 0.031886 |
28 | -0.087306 | -0.7954 | 0.214325 |
29 | 0.047617 | 0.4338 | 0.332775 |
30 | 0.340191 | 3.0993 | 0.001324 |
31 | -0.125228 | -1.1409 | 0.128601 |
32 | -0.055606 | -0.5066 | 0.306892 |
33 | -0.041375 | -0.3769 | 0.353588 |
34 | -0.135715 | -1.2364 | 0.109894 |
35 | 0.094598 | 0.8618 | 0.195634 |
36 | 0.182785 | 1.6652 | 0.049817 |
37 | 0.034205 | 0.3116 | 0.378054 |
38 | -0.177436 | -1.6165 | 0.054888 |
39 | -0.100668 | -0.9171 | 0.180866 |
40 | -0.111216 | -1.0132 | 0.156948 |
41 | 0.078119 | 0.7117 | 0.239323 |
42 | 0.182482 | 1.6625 | 0.050093 |
43 | -0.08941 | -0.8146 | 0.208826 |
44 | -0.007713 | -0.0703 | 0.472075 |
45 | -0.038963 | -0.355 | 0.361756 |
46 | -0.068503 | -0.6241 | 0.26714 |
47 | 0.029065 | 0.2648 | 0.395912 |
48 | 0.066589 | 0.6067 | 0.272868 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.055891 | -0.5092 | 0.305986 |
2 | -0.134986 | -1.2298 | 0.111126 |
3 | -0.252628 | -2.3015 | 0.011934 |
4 | -0.161551 | -1.4718 | 0.072428 |
5 | -0.063483 | -0.5784 | 0.282294 |
6 | 0.305107 | 2.7797 | 0.003365 |
7 | 0.11271 | 1.0268 | 0.153739 |
8 | -0.069821 | -0.6361 | 0.263232 |
9 | -0.039476 | -0.3596 | 0.360012 |
10 | -0.148465 | -1.3526 | 0.089931 |
11 | -0.079481 | -0.7241 | 0.235517 |
12 | 0.53321 | 4.8578 | 3e-06 |
13 | -0.068847 | -0.6272 | 0.266117 |
14 | 0.058868 | 0.5363 | 0.296587 |
15 | -0.161913 | -1.4751 | 0.071984 |
16 | -0.048145 | -0.4386 | 0.331038 |
17 | -0.099528 | -0.9067 | 0.183583 |
18 | -0.049499 | -0.451 | 0.326597 |
19 | -0.140943 | -1.2841 | 0.101348 |
20 | 0.032863 | 0.2994 | 0.382694 |
21 | 0.230784 | 2.1025 | 0.019268 |
22 | -0.088181 | -0.8034 | 0.212027 |
23 | 0.160193 | 1.4594 | 0.074111 |
24 | 0.034625 | 0.3155 | 0.376605 |
25 | 0.077035 | 0.7018 | 0.242377 |
26 | -0.02772 | -0.2525 | 0.400625 |
27 | -0.012034 | -0.1096 | 0.45648 |
28 | -0.097878 | -0.8917 | 0.187564 |
29 | 0.08127 | 0.7404 | 0.230572 |
30 | 0.039942 | 0.3639 | 0.358434 |
31 | -0.088132 | -0.8029 | 0.212157 |
32 | -0.017962 | -0.1636 | 0.435207 |
33 | -0.02672 | -0.2434 | 0.404137 |
34 | 0.07539 | 0.6868 | 0.247051 |
35 | -0.145226 | -1.3231 | 0.094723 |
36 | -0.14197 | -1.2934 | 0.099729 |
37 | 0.016889 | 0.1539 | 0.439044 |
38 | -0.002958 | -0.027 | 0.489282 |
39 | 0.031956 | 0.2911 | 0.385837 |
40 | 0.04801 | 0.4374 | 0.331481 |
41 | -0.048823 | -0.4448 | 0.328812 |
42 | -0.072083 | -0.6567 | 0.256593 |
43 | 0.079014 | 0.7198 | 0.23682 |
44 | -0.064527 | -0.5879 | 0.279108 |
45 | 0.033862 | 0.3085 | 0.379239 |
46 | -0.024609 | -0.2242 | 0.411575 |
47 | -0.015956 | -0.1454 | 0.442388 |
48 | -0.091946 | -0.8377 | 0.202312 |