Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.009346 | -0.0851 | 0.466175 |
2 | -0.021371 | -0.1947 | 0.423052 |
3 | 0.192498 | 1.7537 | 0.041583 |
4 | -0.232205 | -2.1155 | 0.018693 |
5 | -0.135012 | -1.23 | 0.111082 |
6 | -0.077176 | -0.7031 | 0.241979 |
7 | -0.089125 | -0.812 | 0.209566 |
8 | -0.276711 | -2.521 | 0.006809 |
9 | 0.100067 | 0.9117 | 0.182297 |
10 | 0.048301 | 0.44 | 0.330526 |
11 | -0.007171 | -0.0653 | 0.474033 |
12 | 0.780171 | 7.1077 | 0 |
13 | -0.03202 | -0.2917 | 0.385614 |
14 | -0.04782 | -0.4357 | 0.332106 |
15 | 0.183751 | 1.6741 | 0.048943 |
16 | -0.188397 | -1.7164 | 0.044911 |
17 | -0.108111 | -0.9849 | 0.163759 |
18 | -0.070668 | -0.6438 | 0.260734 |
19 | -0.105233 | -0.9587 | 0.170242 |
20 | -0.232517 | -2.1183 | 0.018569 |
21 | 0.018372 | 0.1674 | 0.43374 |
22 | 0.043761 | 0.3987 | 0.345577 |
23 | -0.015955 | -0.1454 | 0.442389 |
24 | 0.534271 | 4.8674 | 3e-06 |
25 | -0.099052 | -0.9024 | 0.184726 |
26 | -0.080297 | -0.7315 | 0.233255 |
27 | 0.166331 | 1.5153 | 0.066742 |
28 | -0.137455 | -1.2523 | 0.106994 |
29 | -0.086342 | -0.7866 | 0.216874 |
30 | -0.040416 | -0.3682 | 0.356828 |
31 | -0.094821 | -0.8639 | 0.195076 |
32 | -0.167549 | -1.5264 | 0.06535 |
33 | -0.003938 | -0.0359 | 0.485734 |
34 | 0.030442 | 0.2773 | 0.391105 |
35 | -0.00882 | -0.0804 | 0.468074 |
36 | 0.312319 | 2.8454 | 0.002793 |
37 | -0.132956 | -1.2113 | 0.114612 |
38 | -0.082821 | -0.7545 | 0.226331 |
39 | 0.123974 | 1.1295 | 0.13098 |
40 | -0.082111 | -0.7481 | 0.228266 |
41 | -0.065745 | -0.599 | 0.275414 |
42 | -0.007219 | -0.0658 | 0.47386 |
43 | -0.064619 | -0.5887 | 0.278827 |
44 | -0.124126 | -1.1308 | 0.13069 |
45 | -0.004047 | -0.0369 | 0.48534 |
46 | 0.038233 | 0.3483 | 0.36424 |
47 | -0.009655 | -0.088 | 0.465058 |
48 | 0.145269 | 1.3235 | 0.094657 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.009346 | -0.0851 | 0.466175 |
2 | -0.02146 | -0.1955 | 0.422735 |
3 | 0.192199 | 1.751 | 0.041819 |
4 | -0.238729 | -2.1749 | 0.016241 |
5 | -0.131201 | -1.1953 | 0.117686 |
6 | -0.132414 | -1.2063 | 0.115555 |
7 | -0.00408 | -0.0372 | 0.48522 |
8 | -0.323017 | -2.9428 | 0.002108 |
9 | 0.091966 | 0.8379 | 0.20226 |
10 | -0.036011 | -0.3281 | 0.371841 |
11 | 0.081668 | 0.744 | 0.229478 |
12 | 0.738392 | 6.7271 | 0 |
13 | -0.126283 | -1.1505 | 0.126622 |
14 | -0.003968 | -0.0361 | 0.485625 |
15 | -0.134989 | -1.2298 | 0.111121 |
16 | 0.059459 | 0.5417 | 0.29474 |
17 | 0.088191 | 0.8035 | 0.212002 |
18 | 0.011494 | 0.1047 | 0.458426 |
19 | -0.12967 | -1.1813 | 0.12042 |
20 | 0.145164 | 1.3225 | 0.094817 |
21 | -0.128789 | -1.1733 | 0.12201 |
22 | -0.065721 | -0.5987 | 0.275486 |
23 | -0.093152 | -0.8487 | 0.199258 |
24 | -0.170871 | -1.5567 | 0.061672 |
25 | -0.108213 | -0.9859 | 0.163531 |
26 | -0.079626 | -0.7254 | 0.235115 |
27 | -0.053556 | -0.4879 | 0.313446 |
28 | 0.101577 | 0.9254 | 0.178719 |
29 | -0.070236 | -0.6399 | 0.262008 |
30 | -0.015969 | -0.1455 | 0.44234 |
31 | 0.009174 | 0.0836 | 0.466798 |
32 | 0.042287 | 0.3853 | 0.350519 |
33 | 0.042099 | 0.3835 | 0.351149 |
34 | -0.035249 | -0.3211 | 0.374456 |
35 | 0.035824 | 0.3264 | 0.372483 |
36 | -0.055418 | -0.5049 | 0.307491 |
37 | 0.051879 | 0.4726 | 0.318854 |
38 | -0.030993 | -0.2824 | 0.389184 |
39 | -0.03193 | -0.2909 | 0.385929 |
40 | 0.022639 | 0.2063 | 0.418549 |
41 | -0.018444 | -0.168 | 0.433482 |
42 | -0.031189 | -0.2841 | 0.388502 |
43 | 0.013035 | 0.1188 | 0.452877 |
44 | -0.130295 | -1.187 | 0.119299 |
45 | -0.020067 | -0.1828 | 0.427693 |
46 | 0.015565 | 0.1418 | 0.443789 |
47 | -0.057449 | -0.5234 | 0.30105 |
48 | -0.020323 | -0.1852 | 0.426779 |