Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.293968 | 3.2068 | 0.000862 |
2 | -0.098349 | -1.0729 | 0.142753 |
3 | -0.25173 | -2.746 | 0.003484 |
4 | -0.10962 | -1.1958 | 0.117073 |
5 | 0.199526 | 2.1766 | 0.015744 |
6 | 0.58297 | 6.3595 | 0 |
7 | 0.217517 | 2.3728 | 0.009627 |
8 | -0.081795 | -0.8923 | 0.187021 |
9 | -0.273927 | -2.9882 | 0.001705 |
10 | -0.110346 | -1.2037 | 0.115541 |
11 | 0.281308 | 3.0687 | 0.001331 |
12 | 0.805495 | 8.7869 | 0 |
13 | 0.23608 | 2.5753 | 0.005619 |
14 | -0.089989 | -0.9817 | 0.164128 |
15 | -0.241575 | -2.6353 | 0.004763 |
16 | -0.134941 | -1.472 | 0.071825 |
17 | 0.15126 | 1.6501 | 0.050784 |
18 | 0.508867 | 5.5511 | 0 |
19 | 0.162501 | 1.7727 | 0.03942 |
20 | -0.106401 | -1.1607 | 0.124043 |
21 | -0.280998 | -3.0653 | 0.001345 |
22 | -0.119657 | -1.3053 | 0.097153 |
23 | 0.225713 | 2.4622 | 0.00762 |
24 | 0.606556 | 6.6167 | 0 |
25 | 0.199483 | 2.1761 | 0.015762 |
26 | -0.077677 | -0.8474 | 0.199249 |
27 | -0.241879 | -2.6386 | 0.004719 |
28 | -0.153672 | -1.6764 | 0.048146 |
29 | 0.124228 | 1.3552 | 0.088965 |
30 | 0.424429 | 4.63 | 5e-06 |
31 | 0.10829 | 1.1813 | 0.119919 |
32 | -0.134521 | -1.4675 | 0.072446 |
33 | -0.286868 | -3.1294 | 0.001102 |
34 | -0.142139 | -1.5505 | 0.061833 |
35 | 0.167473 | 1.8269 | 0.035109 |
36 | 0.461052 | 5.0295 | 1e-06 |
37 | 0.159244 | 1.7371 | 0.042474 |
38 | -0.125907 | -1.3735 | 0.086092 |
39 | -0.257043 | -2.804 | 0.002948 |
40 | -0.13357 | -1.4571 | 0.073864 |
41 | 0.102839 | 1.1218 | 0.132094 |
42 | 0.324072 | 3.5352 | 0.000291 |
43 | 0.053894 | 0.5879 | 0.278852 |
44 | -0.164442 | -1.7938 | 0.037689 |
45 | -0.30858 | -3.3662 | 0.000513 |
46 | -0.174246 | -1.9008 | 0.029874 |
47 | 0.111348 | 1.2147 | 0.113449 |
48 | 0.3401 | 3.7101 | 0.000158 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.293968 | 3.2068 | 0.000862 |
2 | -0.202243 | -2.2062 | 0.014645 |
3 | -0.179771 | -1.9611 | 0.026103 |
4 | 0.011085 | 0.1209 | 0.451978 |
5 | 0.210766 | 2.2992 | 0.011619 |
6 | 0.496995 | 5.4216 | 0 |
7 | -0.070712 | -0.7714 | 0.221005 |
8 | 0.001561 | 0.017 | 0.49322 |
9 | -0.105578 | -1.1517 | 0.125873 |
10 | 0.034669 | 0.3782 | 0.35298 |
11 | 0.237614 | 2.5921 | 0.005367 |
12 | 0.660541 | 7.2056 | 0 |
13 | -0.172468 | -1.8814 | 0.03118 |
14 | 0.007753 | 0.0846 | 0.466369 |
15 | 0.016977 | 0.1852 | 0.426696 |
16 | -0.027021 | -0.2948 | 0.384346 |
17 | -0.116119 | -1.2667 | 0.103866 |
18 | -0.108603 | -1.1847 | 0.119245 |
19 | -0.120061 | -1.3097 | 0.096409 |
20 | -0.058574 | -0.639 | 0.262036 |
21 | 0.007149 | 0.078 | 0.468986 |
22 | -0.011509 | -0.1255 | 0.450152 |
23 | -0.059449 | -0.6485 | 0.258951 |
24 | -0.083045 | -0.9059 | 0.183405 |
25 | 0.125754 | 1.3718 | 0.08635 |
26 | 0.034891 | 0.3806 | 0.352085 |
27 | -0.00255 | -0.0278 | 0.488926 |
28 | -0.012687 | -0.1384 | 0.445081 |
29 | 0.057022 | 0.622 | 0.267553 |
30 | 0.014356 | 0.1566 | 0.437911 |
31 | -0.032921 | -0.3591 | 0.360068 |
32 | -0.069958 | -0.7632 | 0.22344 |
33 | -0.064456 | -0.7031 | 0.241673 |
34 | -0.033511 | -0.3656 | 0.357669 |
35 | -0.00604 | -0.0659 | 0.473789 |
36 | -0.032327 | -0.3526 | 0.36249 |
37 | -0.047136 | -0.5142 | 0.304036 |
38 | -0.146607 | -1.5993 | 0.056204 |
39 | 0.038013 | 0.4147 | 0.339564 |
40 | 0.116858 | 1.2748 | 0.102438 |
41 | -0.027959 | -0.305 | 0.380452 |
42 | -0.072457 | -0.7904 | 0.21543 |
43 | -0.017293 | -0.1886 | 0.425346 |
44 | 0.062376 | 0.6804 | 0.248775 |
45 | -0.041378 | -0.4514 | 0.326267 |
46 | -0.07936 | -0.8657 | 0.194195 |
47 | -0.086966 | -0.9487 | 0.172352 |
48 | -0.040207 | -0.4386 | 0.330873 |