Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.069851 | 0.762 | 0.22379 |
2 | -0.48784 | -5.3217 | 0 |
3 | -0.149396 | -1.6297 | 0.052903 |
4 | 0.207548 | 2.2641 | 0.01269 |
5 | 0.120014 | 1.3092 | 0.096496 |
6 | -0.110405 | -1.2044 | 0.115418 |
7 | 0.164032 | 1.7894 | 0.038049 |
8 | 0.206212 | 2.2495 | 0.013159 |
9 | -0.122002 | -1.3309 | 0.092886 |
10 | -0.484136 | -5.2813 | 0 |
11 | 0.05464 | 0.5961 | 0.276136 |
12 | 0.832075 | 9.0769 | 0 |
13 | 0.032911 | 0.359 | 0.360108 |
14 | -0.419868 | -4.5802 | 6e-06 |
15 | -0.127971 | -1.396 | 0.082658 |
16 | 0.204267 | 2.2283 | 0.01387 |
17 | 0.106254 | 1.1591 | 0.12437 |
18 | -0.100269 | -1.0938 | 0.138124 |
19 | 0.142797 | 1.5577 | 0.060976 |
20 | 0.189226 | 2.0642 | 0.020586 |
21 | -0.094088 | -1.0264 | 0.153398 |
22 | -0.460579 | -5.0243 | 1e-06 |
23 | 0.029182 | 0.3183 | 0.375395 |
24 | 0.682532 | 7.4455 | 0 |
25 | 0.001805 | 0.0197 | 0.492162 |
26 | -0.343799 | -3.7504 | 0.000137 |
27 | -0.134892 | -1.4715 | 0.071898 |
28 | 0.17627 | 1.9229 | 0.028442 |
29 | 0.071361 | 0.7785 | 0.218922 |
30 | -0.083911 | -0.9154 | 0.180927 |
31 | 0.110279 | 1.203 | 0.115683 |
32 | 0.15459 | 1.6864 | 0.047171 |
33 | -0.043806 | -0.4779 | 0.316811 |
34 | -0.42714 | -4.6595 | 4e-06 |
35 | 0.033961 | 0.3705 | 0.355847 |
36 | 0.55493 | 6.0536 | 0 |
37 | -0.005532 | -0.0603 | 0.475989 |
38 | -0.302083 | -3.2953 | 0.000648 |
39 | -0.123455 | -1.3467 | 0.090312 |
40 | 0.150775 | 1.6448 | 0.051329 |
41 | 0.019958 | 0.2177 | 0.41401 |
42 | -0.059993 | -0.6544 | 0.257045 |
43 | 0.089372 | 0.9749 | 0.165786 |
44 | 0.09827 | 1.072 | 0.142944 |
45 | -0.060897 | -0.6643 | 0.25389 |
46 | -0.362009 | -3.9491 | 6.7e-05 |
47 | 0.059241 | 0.6462 | 0.259684 |
48 | 0.437465 | 4.7722 | 3e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.069851 | 0.762 | 0.22379 |
2 | -0.495135 | -5.4013 | 0 |
3 | -0.085019 | -0.9274 | 0.177787 |
4 | -0.01933 | -0.2109 | 0.416677 |
5 | -0.008277 | -0.0903 | 0.464103 |
6 | -0.048826 | -0.5326 | 0.297643 |
7 | 0.327947 | 3.5775 | 0.000251 |
8 | 0.17821 | 1.944 | 0.027126 |
9 | 0.079999 | 0.8727 | 0.192297 |
10 | -0.402583 | -4.3917 | 1.2e-05 |
11 | 0.070034 | 0.764 | 0.223195 |
12 | 0.694314 | 7.5741 | 0 |
13 | -0.180747 | -1.9717 | 0.025481 |
14 | 0.1801 | 1.9647 | 0.025892 |
15 | 0.004304 | 0.047 | 0.481315 |
16 | 0.004055 | 0.0442 | 0.482394 |
17 | 0.159705 | 1.7422 | 0.04203 |
18 | -0.002137 | -0.0233 | 0.490719 |
19 | -0.072451 | -0.7904 | 0.215448 |
20 | 0.047673 | 0.5201 | 0.301996 |
21 | -0.036154 | -0.3944 | 0.346998 |
22 | 0.000166 | 0.0018 | 0.499278 |
23 | -0.081161 | -0.8854 | 0.188875 |
24 | -0.075262 | -0.821 | 0.206642 |
25 | -0.072491 | -0.7908 | 0.215322 |
26 | 0.052603 | 0.5738 | 0.283581 |
27 | -0.153443 | -1.6739 | 0.048392 |
28 | -0.006798 | -0.0742 | 0.470503 |
29 | -0.097422 | -1.0627 | 0.145024 |
30 | 0.034765 | 0.3792 | 0.352591 |
31 | -0.058076 | -0.6335 | 0.2638 |
32 | -0.051434 | -0.5611 | 0.2879 |
33 | 0.078397 | 0.8552 | 0.197077 |
34 | -0.052885 | -0.5769 | 0.282546 |
35 | 0.115045 | 1.255 | 0.105971 |
36 | -0.008123 | -0.0886 | 0.464771 |
37 | 0.018796 | 0.205 | 0.418944 |
38 | -0.034406 | -0.3753 | 0.354045 |
39 | 0.095674 | 1.0437 | 0.149373 |
40 | -0.059596 | -0.6501 | 0.258435 |
41 | -0.052998 | -0.5781 | 0.282131 |
42 | 0.055395 | 0.6043 | 0.273401 |
43 | -0.020843 | -0.2274 | 0.410261 |
44 | -0.122245 | -1.3335 | 0.092452 |
45 | -0.101631 | -1.1087 | 0.134905 |
46 | 0.046785 | 0.5104 | 0.305373 |
47 | -0.037004 | -0.4037 | 0.34359 |
48 | -0.045079 | -0.4918 | 0.311901 |