Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.004376 | 0.0477 | 0.481005 |
2 | -0.240057 | -2.6187 | 0.004987 |
3 | -0.231426 | -2.5246 | 0.00645 |
4 | -0.134558 | -1.4678 | 0.072392 |
5 | 0.000474 | 0.0052 | 0.497939 |
6 | 0.327098 | 3.5682 | 0.00026 |
7 | -0.02967 | -0.3237 | 0.373382 |
8 | -0.135793 | -1.4813 | 0.070582 |
9 | -0.201318 | -2.1961 | 0.015011 |
10 | -0.280568 | -3.0606 | 0.001365 |
11 | 0.074034 | 0.8076 | 0.210462 |
12 | 0.813905 | 8.8787 | 0 |
13 | 0.000307 | 0.0033 | 0.498669 |
14 | -0.199889 | -2.1805 | 0.015593 |
15 | -0.177401 | -1.9352 | 0.027668 |
16 | -0.099122 | -1.0813 | 0.140876 |
17 | 0.019707 | 0.215 | 0.415075 |
18 | 0.250855 | 2.7365 | 0.003581 |
19 | -0.089815 | -0.9798 | 0.164594 |
20 | -0.094447 | -1.0303 | 0.152481 |
21 | -0.159261 | -1.7373 | 0.042458 |
22 | -0.252971 | -2.7596 | 0.003352 |
23 | 0.10294 | 1.1229 | 0.13186 |
24 | 0.613536 | 6.6929 | 0 |
25 | -0.027791 | -0.3032 | 0.381145 |
26 | -0.162328 | -1.7708 | 0.039578 |
27 | -0.105074 | -1.1462 | 0.127002 |
28 | -0.048524 | -0.5293 | 0.29878 |
29 | 0.020375 | 0.2223 | 0.412244 |
30 | 0.184992 | 2.018 | 0.022919 |
31 | -0.157484 | -1.7179 | 0.044204 |
32 | -0.04163 | -0.4541 | 0.325281 |
33 | -0.111007 | -1.2109 | 0.114159 |
34 | -0.200879 | -2.1913 | 0.015188 |
35 | 0.123224 | 1.3442 | 0.090719 |
36 | 0.437462 | 4.7721 | 3e-06 |
37 | -0.047986 | -0.5235 | 0.300811 |
38 | -0.138418 | -1.51 | 0.066852 |
39 | -0.032443 | -0.3539 | 0.362017 |
40 | -0.021887 | -0.2388 | 0.405852 |
41 | 0.032625 | 0.3559 | 0.361272 |
42 | 0.118346 | 1.291 | 0.099603 |
43 | -0.202301 | -2.2068 | 0.014622 |
44 | -0.006591 | -0.0719 | 0.471402 |
45 | -0.077869 | -0.8494 | 0.198669 |
46 | -0.125687 | -1.3711 | 0.086464 |
47 | 0.126453 | 1.3794 | 0.085174 |
48 | 0.313779 | 3.4229 | 0.000425 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.004376 | 0.0477 | 0.481005 |
2 | -0.240081 | -2.619 | 0.004983 |
3 | -0.243089 | -2.6518 | 0.004549 |
4 | -0.229018 | -2.4983 | 0.006922 |
5 | -0.169389 | -1.8478 | 0.033556 |
6 | 0.187057 | 2.0406 | 0.021754 |
7 | -0.130265 | -1.421 | 0.078963 |
8 | -0.085548 | -0.9332 | 0.176297 |
9 | -0.203357 | -2.2184 | 0.014214 |
10 | -0.440157 | -4.8015 | 2e-06 |
11 | -0.258698 | -2.8221 | 0.002797 |
12 | 0.67996 | 7.4175 | 0 |
13 | 0.055516 | 0.6056 | 0.272966 |
14 | 0.019975 | 0.2179 | 0.413941 |
15 | 0.187686 | 2.0474 | 0.02141 |
16 | 0.186391 | 2.0333 | 0.022124 |
17 | 0.034646 | 0.3779 | 0.353075 |
18 | -0.1428 | -1.5578 | 0.060972 |
19 | -0.149011 | -1.6255 | 0.053349 |
20 | 0.01619 | 0.1766 | 0.430056 |
21 | -0.003821 | -0.0417 | 0.483411 |
22 | 0.02908 | 0.3172 | 0.375815 |
23 | -4.3e-05 | -5e-04 | 0.499813 |
24 | -0.096657 | -1.0544 | 0.146918 |
25 | -0.05035 | -0.5493 | 0.29193 |
26 | -0.051884 | -0.566 | 0.286234 |
27 | -0.031126 | -0.3395 | 0.3674 |
28 | -0.018998 | -0.2072 | 0.418086 |
29 | -0.10291 | -1.1226 | 0.131931 |
30 | 0.04554 | 0.4968 | 0.31013 |
31 | -0.067476 | -0.7361 | 0.231567 |
32 | 0.002512 | 0.0274 | 0.489094 |
33 | 0.027543 | 0.3005 | 0.382176 |
34 | -0.002783 | -0.0304 | 0.487915 |
35 | 0.071852 | 0.7838 | 0.217354 |
36 | -0.031594 | -0.3446 | 0.365485 |
37 | 0.042324 | 0.4617 | 0.322569 |
38 | -0.008392 | -0.0915 | 0.463605 |
39 | -0.007135 | -0.0778 | 0.469047 |
40 | -0.02952 | -0.322 | 0.374 |
41 | -0.04508 | -0.4918 | 0.311895 |
42 | 0.003614 | 0.0394 | 0.48431 |
43 | -0.061504 | -0.6709 | 0.251782 |
44 | -0.050852 | -0.5547 | 0.290061 |
45 | -0.043421 | -0.4737 | 0.318301 |
46 | 0.039936 | 0.4356 | 0.331941 |
47 | 0.013674 | 0.1492 | 0.440836 |
48 | -0.004886 | -0.0533 | 0.47879 |