Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.074634 | 0.8142 | 0.208589 |
2 | -0.150114 | -1.6375 | 0.052079 |
3 | -0.257257 | -2.8063 | 0.002928 |
4 | -0.235981 | -2.5742 | 0.005636 |
5 | 0.030096 | 0.3283 | 0.371627 |
6 | 0.151463 | 1.6523 | 0.050558 |
7 | -0.001475 | -0.0161 | 0.493595 |
8 | -0.207797 | -2.2668 | 0.012604 |
9 | -0.22084 | -2.4091 | 0.008763 |
10 | -0.139956 | -1.5267 | 0.06474 |
11 | 0.055797 | 0.6087 | 0.271949 |
12 | 0.850488 | 9.2777 | 0 |
13 | 0.044745 | 0.4881 | 0.313186 |
14 | -0.113417 | -1.2372 | 0.109219 |
15 | -0.251048 | -2.7386 | 0.003559 |
16 | -0.222714 | -2.4295 | 0.008307 |
17 | 0.048052 | 0.5242 | 0.30056 |
18 | 0.158394 | 1.7279 | 0.043302 |
19 | -0.004566 | -0.0498 | 0.480177 |
20 | -0.164532 | -1.7948 | 0.037609 |
21 | -0.187609 | -2.0466 | 0.021451 |
22 | -0.107457 | -1.1722 | 0.121725 |
23 | 0.055169 | 0.6018 | 0.274219 |
24 | 0.713471 | 7.7831 | 0 |
25 | 0.018773 | 0.2048 | 0.419045 |
26 | -0.100518 | -1.0965 | 0.137532 |
27 | -0.225887 | -2.4641 | 0.007582 |
28 | -0.189672 | -2.0691 | 0.020352 |
29 | 0.061675 | 0.6728 | 0.25119 |
30 | 0.146277 | 1.5957 | 0.056605 |
31 | -0.00943 | -0.1029 | 0.459121 |
32 | -0.119066 | -1.2989 | 0.098253 |
33 | -0.175981 | -1.9197 | 0.028643 |
34 | -0.109187 | -1.1911 | 0.117994 |
35 | 0.039275 | 0.4284 | 0.334554 |
36 | 0.579753 | 6.3244 | 0 |
37 | 0.032827 | 0.3581 | 0.360453 |
38 | -0.088014 | -0.9601 | 0.16947 |
39 | -0.197013 | -2.1492 | 0.016824 |
40 | -0.15861 | -1.7302 | 0.043091 |
41 | 0.077839 | 0.8491 | 0.198759 |
42 | 0.11382 | 1.2416 | 0.108408 |
43 | -0.039626 | -0.4323 | 0.333163 |
44 | -0.083949 | -0.9158 | 0.180817 |
45 | -0.14928 | -1.6285 | 0.053037 |
46 | -0.091561 | -0.9988 | 0.159955 |
47 | 0.01516 | 0.1654 | 0.434466 |
48 | 0.467085 | 5.0953 | 1e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.074634 | 0.8142 | 0.208589 |
2 | -0.156556 | -1.7078 | 0.045138 |
3 | -0.239796 | -2.6159 | 0.005027 |
4 | -0.247113 | -2.6957 | 0.004021 |
5 | -0.036937 | -0.4029 | 0.343861 |
6 | 0.01807 | 0.1971 | 0.422034 |
7 | -0.136868 | -1.493 | 0.069036 |
8 | -0.286497 | -3.1253 | 0.001116 |
9 | -0.285745 | -3.1171 | 0.001145 |
10 | -0.351498 | -3.8344 | 0.000101 |
11 | -0.414478 | -4.5214 | 7e-06 |
12 | 0.718662 | 7.8397 | 0 |
13 | -0.225378 | -2.4586 | 0.007694 |
14 | 0.08207 | 0.8953 | 0.186224 |
15 | -0.030647 | -0.3343 | 0.369365 |
16 | 0.046407 | 0.5062 | 0.306814 |
17 | -0.091325 | -0.9962 | 0.160578 |
18 | 0.034007 | 0.371 | 0.355658 |
19 | 0.001624 | 0.0177 | 0.492946 |
20 | 0.037123 | 0.405 | 0.343115 |
21 | -0.016838 | -0.1837 | 0.427287 |
22 | 0.104246 | 1.1372 | 0.128872 |
23 | 0.025871 | 0.2822 | 0.389132 |
24 | -0.006468 | -0.0706 | 0.471934 |
25 | 0.03115 | 0.3398 | 0.367301 |
26 | -0.037611 | -0.4103 | 0.341167 |
27 | 0.094441 | 1.0302 | 0.152497 |
28 | 0.040101 | 0.4375 | 0.331288 |
29 | 0.052326 | 0.5708 | 0.284604 |
30 | -0.011966 | -0.1305 | 0.448181 |
31 | 0.073838 | 0.8055 | 0.211077 |
32 | 0.064017 | 0.6983 | 0.243162 |
33 | -0.03236 | -0.353 | 0.362354 |
34 | -0.067184 | -0.7329 | 0.232534 |
35 | 0.003998 | 0.0436 | 0.482643 |
36 | -0.102558 | -1.1188 | 0.132745 |
37 | 0.115528 | 1.2603 | 0.10502 |
38 | -0.091419 | -0.9973 | 0.16033 |
39 | 0.066896 | 0.7298 | 0.233489 |
40 | -0.049914 | -0.5445 | 0.293561 |
41 | 0.061336 | 0.6691 | 0.252365 |
42 | -0.164729 | -1.797 | 0.037438 |
43 | -0.071864 | -0.7839 | 0.217315 |
44 | -0.063266 | -0.6902 | 0.245722 |
45 | -0.003193 | -0.0348 | 0.486135 |
46 | -0.091113 | -0.9939 | 0.161137 |
47 | -0.075263 | -0.821 | 0.206638 |
48 | -0.016398 | -0.1789 | 0.429167 |