Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.026339 | -0.24 | 0.405478 |
2 | -0.126925 | -1.1563 | 0.125429 |
3 | -0.35982 | -3.2781 | 0.000764 |
4 | -0.193166 | -1.7598 | 0.041061 |
5 | 0.183829 | 1.6748 | 0.048872 |
6 | 0.199537 | 1.8179 | 0.036346 |
7 | 0.192766 | 1.7562 | 0.041373 |
8 | -0.10267 | -0.9354 | 0.176157 |
9 | -0.335578 | -3.0573 | 0.001503 |
10 | -0.174911 | -1.5935 | 0.057423 |
11 | -0.098495 | -0.8973 | 0.186068 |
12 | 0.720518 | 6.5642 | 0 |
13 | 0.123474 | 1.1249 | 0.131938 |
14 | -0.143674 | -1.3089 | 0.097085 |
15 | -0.280301 | -2.5537 | 0.006244 |
16 | -0.23518 | -2.1426 | 0.017537 |
17 | 0.087709 | 0.7991 | 0.213265 |
18 | 0.15204 | 1.3851 | 0.08486 |
19 | 0.143973 | 1.3117 | 0.096626 |
20 | -0.010354 | -0.0943 | 0.462539 |
21 | -0.226113 | -2.06 | 0.021266 |
22 | -0.205869 | -1.8756 | 0.032116 |
23 | -0.090691 | -0.8262 | 0.205521 |
24 | 0.41985 | 3.825 | 0.000126 |
25 | 0.218556 | 1.9911 | 0.024877 |
26 | -0.118976 | -1.0839 | 0.140769 |
27 | -0.162817 | -1.4833 | 0.070887 |
28 | -0.266079 | -2.4241 | 0.008759 |
29 | 0.051424 | 0.4685 | 0.320331 |
30 | 0.122002 | 1.1115 | 0.134783 |
31 | 0.119077 | 1.0848 | 0.140567 |
32 | 0.046098 | 0.42 | 0.337796 |
33 | -0.120315 | -1.0961 | 0.138098 |
34 | -0.161717 | -1.4733 | 0.072225 |
35 | -0.075662 | -0.6893 | 0.246274 |
36 | 0.22797 | 2.0769 | 0.020452 |
37 | 0.230151 | 2.0968 | 0.019529 |
38 | -0.068408 | -0.6232 | 0.267424 |
39 | -0.031944 | -0.291 | 0.385878 |
40 | -0.253219 | -2.3069 | 0.011775 |
41 | 0.056435 | 0.5141 | 0.304258 |
42 | 0.034953 | 0.3184 | 0.375476 |
43 | 0.118605 | 1.0805 | 0.141516 |
44 | 0.007691 | 0.0701 | 0.472154 |
45 | -0.03276 | -0.2985 | 0.383051 |
46 | -0.103962 | -0.9471 | 0.173159 |
47 | -0.046668 | -0.4252 | 0.335907 |
48 | 0.105032 | 0.9569 | 0.170702 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.026339 | -0.24 | 0.405478 |
2 | -0.127707 | -1.1635 | 0.123986 |
3 | -0.373297 | -3.4009 | 0.000518 |
4 | -0.293674 | -2.6755 | 0.004494 |
5 | 0.032467 | 0.2958 | 0.384064 |
6 | 0.030966 | 0.2821 | 0.38928 |
7 | 0.114521 | 1.0433 | 0.149911 |
8 | 0.015552 | 0.1417 | 0.443837 |
9 | -0.215482 | -1.9631 | 0.02649 |
10 | -0.173307 | -1.5789 | 0.059081 |
11 | -0.30345 | -2.7646 | 0.003511 |
12 | 0.579763 | 5.2819 | 1e-06 |
13 | 0.153272 | 1.3964 | 0.083163 |
14 | -0.172537 | -1.5719 | 0.05989 |
15 | 0.055237 | 0.5032 | 0.308065 |
16 | 0.07272 | 0.6625 | 0.25474 |
17 | -0.168383 | -1.534 | 0.064411 |
18 | -0.176287 | -1.606 | 0.056031 |
19 | -0.12684 | -1.1556 | 0.125587 |
20 | -0.04817 | -0.4389 | 0.330955 |
21 | 0.059879 | 0.5455 | 0.293429 |
22 | -0.071795 | -0.6541 | 0.257433 |
23 | 0.072919 | 0.6643 | 0.254163 |
24 | -0.125321 | -1.1417 | 0.128426 |
25 | -0.056111 | -0.5112 | 0.305286 |
26 | -0.040665 | -0.3705 | 0.355985 |
27 | 0.028774 | 0.2621 | 0.39693 |
28 | -0.205689 | -1.8739 | 0.032231 |
29 | 0.005188 | 0.0473 | 0.481208 |
30 | 0.073883 | 0.6731 | 0.251375 |
31 | -0.017279 | -0.1574 | 0.43765 |
32 | -0.062749 | -0.5717 | 0.284547 |
33 | 0.004793 | 0.0437 | 0.482637 |
34 | 0.091092 | 0.8299 | 0.204492 |
35 | -0.022293 | -0.2031 | 0.419778 |
36 | -0.061516 | -0.5604 | 0.288346 |
37 | -0.009628 | -0.0877 | 0.465159 |
38 | 0.014157 | 0.129 | 0.448843 |
39 | 0.078472 | 0.7149 | 0.238334 |
40 | 0.003333 | 0.0304 | 0.487924 |
41 | 0.107525 | 0.9796 | 0.165066 |
42 | -0.118769 | -1.082 | 0.141185 |
43 | 0.032982 | 0.3005 | 0.38228 |
44 | -0.09973 | -0.9086 | 0.183099 |
45 | -0.035441 | -0.3229 | 0.373796 |
46 | -0.049796 | -0.4537 | 0.325627 |
47 | 0.062433 | 0.5688 | 0.285516 |
48 | 0.029988 | 0.2732 | 0.392689 |