Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.122616 | -1.3376 | 0.091791 |
2 | -0.193619 | -2.1121 | 0.018383 |
3 | -0.202678 | -2.211 | 0.014475 |
4 | -0.012103 | -0.132 | 0.447592 |
5 | -0.002106 | -0.023 | 0.490855 |
6 | 0.232131 | 2.5323 | 0.006318 |
7 | 0.015142 | 0.1652 | 0.434541 |
8 | -0.127109 | -1.3866 | 0.084078 |
9 | -0.185287 | -2.0212 | 0.022749 |
10 | -0.071027 | -0.7748 | 0.219993 |
11 | -0.04161 | -0.4539 | 0.325359 |
12 | 0.517239 | 5.6424 | 0 |
13 | -0.019102 | -0.2084 | 0.417646 |
14 | -0.067878 | -0.7405 | 0.230239 |
15 | -0.234136 | -2.5541 | 0.005954 |
16 | 0.036319 | 0.3962 | 0.346336 |
17 | -0.044174 | -0.4819 | 0.315387 |
18 | 0.219466 | 2.3941 | 0.009112 |
19 | 0.000709 | 0.0077 | 0.496921 |
20 | -0.084239 | -0.9189 | 0.179992 |
21 | -0.184552 | -2.0132 | 0.023174 |
22 | -0.044526 | -0.4857 | 0.314029 |
23 | 0.03469 | 0.3784 | 0.352893 |
24 | 0.323857 | 3.5329 | 0.000293 |
25 | -0.017666 | -0.1927 | 0.423756 |
26 | -0.134182 | -1.4638 | 0.072948 |
27 | -0.117044 | -1.2768 | 0.10208 |
28 | 0.054342 | 0.5928 | 0.277218 |
29 | -0.077467 | -0.8451 | 0.199884 |
30 | 0.159872 | 1.744 | 0.041871 |
31 | -0.0355 | -0.3873 | 0.349628 |
32 | -0.037147 | -0.4052 | 0.343019 |
33 | -0.131641 | -1.436 | 0.076809 |
34 | -0.031364 | -0.3421 | 0.366424 |
35 | 0.034571 | 0.3771 | 0.353375 |
36 | 0.251608 | 2.7447 | 0.003498 |
37 | 0.043285 | 0.4722 | 0.318829 |
38 | -0.189026 | -2.062 | 0.020691 |
39 | -0.000354 | -0.0039 | 0.498462 |
40 | 0.032249 | 0.3518 | 0.362808 |
41 | -0.115675 | -1.2619 | 0.104732 |
42 | 0.149567 | 1.6316 | 0.052706 |
43 | -0.021836 | -0.2382 | 0.406065 |
44 | -0.053563 | -0.5843 | 0.280063 |
45 | -0.134347 | -1.4655 | 0.072704 |
46 | 0.028934 | 0.3156 | 0.376416 |
47 | -0.03498 | -0.3816 | 0.351726 |
48 | 0.24878 | 2.7139 | 0.003819 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.122616 | -1.3376 | 0.091791 |
2 | -0.211839 | -2.3109 | 0.01128 |
3 | -0.273632 | -2.985 | 0.001722 |
4 | -0.156732 | -1.7097 | 0.04496 |
5 | -0.168195 | -1.8348 | 0.034517 |
6 | 0.116764 | 1.2737 | 0.102618 |
7 | 0.031932 | 0.3483 | 0.364101 |
8 | -0.061082 | -0.6663 | 0.253247 |
9 | -0.154401 | -1.6843 | 0.047371 |
10 | -0.199448 | -2.1757 | 0.015776 |
11 | -0.278084 | -3.0335 | 0.001484 |
12 | 0.34866 | 3.8034 | 0.000113 |
13 | 0.068313 | 0.7452 | 0.228807 |
14 | 0.187541 | 2.0458 | 0.021488 |
15 | -0.001023 | -0.0112 | 0.495558 |
16 | 0.061671 | 0.6727 | 0.251207 |
17 | -0.091878 | -1.0023 | 0.159124 |
18 | 0.003081 | 0.0336 | 0.486622 |
19 | -0.058917 | -0.6427 | 0.260826 |
20 | 0.016543 | 0.1805 | 0.428547 |
21 | -0.02811 | -0.3066 | 0.379823 |
22 | -0.026955 | -0.294 | 0.38462 |
23 | 0.033837 | 0.3691 | 0.356347 |
24 | 0.065598 | 0.7156 | 0.237824 |
25 | -0.002636 | -0.0288 | 0.488554 |
26 | -0.153344 | -1.6728 | 0.048498 |
27 | 0.021649 | 0.2362 | 0.406855 |
28 | -0.036649 | -0.3998 | 0.345013 |
29 | -0.074647 | -0.8143 | 0.208549 |
30 | -0.069245 | -0.7554 | 0.225758 |
31 | -0.093781 | -1.023 | 0.154184 |
32 | -0.037467 | -0.4087 | 0.34174 |
33 | -0.012428 | -0.1356 | 0.446195 |
34 | -0.087223 | -0.9515 | 0.171643 |
35 | -0.019744 | -0.2154 | 0.41492 |
36 | 0.037387 | 0.4078 | 0.342059 |
37 | 0.086946 | 0.9485 | 0.172406 |
38 | -0.07229 | -0.7886 | 0.21596 |
39 | 0.136802 | 1.4923 | 0.069129 |
40 | 0.017924 | 0.1955 | 0.422659 |
41 | -0.09402 | -1.0256 | 0.153572 |
42 | 0.027221 | 0.2969 | 0.383512 |
43 | -0.041396 | -0.4516 | 0.326197 |
44 | -0.003702 | -0.0404 | 0.483927 |
45 | -0.049948 | -0.5449 | 0.293431 |
46 | -0.01248 | -0.1361 | 0.445972 |
47 | -0.110013 | -1.2001 | 0.116243 |
48 | 0.099643 | 1.087 | 0.139623 |