Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.33367 | 2.5846 | 0.0061 |
2 | 0.148125 | 1.1474 | 0.127891 |
3 | 0.037858 | 0.2932 | 0.385172 |
4 | -0.195877 | -1.5173 | 0.067226 |
5 | -0.365484 | -2.831 | 0.003152 |
6 | -0.565263 | -4.3785 | 2.4e-05 |
7 | -0.393652 | -3.0492 | 0.001706 |
8 | -0.231438 | -1.7927 | 0.03903 |
9 | -0.019435 | -0.1505 | 0.44042 |
10 | 0.101469 | 0.786 | 0.217488 |
11 | 0.319608 | 2.4757 | 0.008069 |
12 | 0.686578 | 5.3182 | 1e-06 |
13 | 0.297152 | 2.3017 | 0.012419 |
14 | 0.169604 | 1.3137 | 0.096967 |
15 | 0.075551 | 0.5852 | 0.280298 |
16 | -0.077209 | -0.5981 | 0.276026 |
17 | -0.268161 | -2.0772 | 0.021038 |
18 | -0.523486 | -4.0549 | 7.3e-05 |
19 | -0.328207 | -2.5423 | 0.006806 |
20 | -0.245427 | -1.9011 | 0.03105 |
21 | -0.087054 | -0.6743 | 0.25135 |
22 | 0.018129 | 0.1404 | 0.444397 |
23 | 0.201756 | 1.5628 | 0.06168 |
24 | 0.472728 | 3.6617 | 0.000266 |
25 | 0.265062 | 2.0532 | 0.022212 |
26 | 0.123975 | 0.9603 | 0.170378 |
27 | 0.106196 | 0.8226 | 0.207 |
28 | -0.07187 | -0.5567 | 0.289901 |
29 | -0.202442 | -1.5681 | 0.061057 |
30 | -0.310603 | -2.4059 | 0.009615 |
31 | -0.165687 | -1.2834 | 0.102142 |
32 | -0.153603 | -1.1898 | 0.119405 |
33 | -0.107234 | -0.8306 | 0.204738 |
34 | 0.016291 | 0.1262 | 0.450001 |
35 | 0.082063 | 0.6357 | 0.263708 |
36 | 0.289209 | 2.2402 | 0.014397 |
37 | 0.169202 | 1.3106 | 0.097489 |
38 | 0.071902 | 0.557 | 0.289815 |
39 | 0.071902 | 0.5569 | 0.289817 |
40 | 0.001271 | 0.0098 | 0.496089 |
41 | -0.070929 | -0.5494 | 0.292381 |
42 | -0.117602 | -0.9109 | 0.182987 |
43 | -0.086221 | -0.6679 | 0.25339 |
44 | -0.114816 | -0.8894 | 0.188681 |
45 | -0.058177 | -0.4506 | 0.326939 |
46 | 0.02221 | 0.172 | 0.431995 |
47 | 0.034614 | 0.2681 | 0.394765 |
48 | 0.14055 | 1.0887 | 0.140321 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.33367 | 2.5846 | 0.0061 |
2 | 0.041398 | 0.3207 | 0.374787 |
3 | -0.026303 | -0.2037 | 0.419624 |
4 | -0.233078 | -1.8054 | 0.038014 |
5 | -0.280972 | -2.1764 | 0.016736 |
6 | -0.449056 | -3.4784 | 0.000473 |
7 | -0.198886 | -1.5406 | 0.06434 |
8 | -0.147075 | -1.1392 | 0.129567 |
9 | 0.000251 | 0.0019 | 0.499227 |
10 | -0.121914 | -0.9443 | 0.174391 |
11 | 0.018207 | 0.141 | 0.444158 |
12 | 0.455462 | 3.528 | 0.000405 |
13 | -0.112279 | -0.8697 | 0.193963 |
14 | -0.067449 | -0.5225 | 0.301639 |
15 | -0.010423 | -0.0807 | 0.467961 |
16 | 0.128887 | 0.9984 | 0.161059 |
17 | 0.073993 | 0.5731 | 0.284344 |
18 | -0.114199 | -0.8846 | 0.189958 |
19 | 0.04692 | 0.3634 | 0.358777 |
20 | -0.056402 | -0.4369 | 0.331881 |
21 | -0.027084 | -0.2098 | 0.41727 |
22 | -0.08076 | -0.6256 | 0.266986 |
23 | -0.106602 | -0.8257 | 0.206112 |
24 | -0.052445 | -0.4062 | 0.343007 |
25 | -0.038609 | -0.2991 | 0.382963 |
26 | -0.202894 | -1.5716 | 0.06065 |
27 | -0.077637 | -0.6014 | 0.274928 |
28 | -0.268428 | -2.0792 | 0.020939 |
29 | -0.094941 | -0.7354 | 0.232477 |
30 | 0.127672 | 0.9889 | 0.163331 |
31 | 0.153777 | 1.1912 | 0.119142 |
32 | 0.036416 | 0.2821 | 0.389428 |
33 | -0.133748 | -1.036 | 0.152179 |
34 | 0.047422 | 0.3673 | 0.357334 |
35 | -0.09266 | -0.7177 | 0.237851 |
36 | -0.015461 | -0.1198 | 0.452537 |
37 | 0.060593 | 0.4694 | 0.32026 |
38 | 0.052809 | 0.4091 | 0.341976 |
39 | -0.056598 | -0.4384 | 0.331332 |
40 | 0.024034 | 0.1862 | 0.426472 |
41 | -0.018705 | -0.1449 | 0.442642 |
42 | 0.061925 | 0.4797 | 0.316602 |
43 | -0.105701 | -0.8188 | 0.208082 |
44 | -0.087015 | -0.674 | 0.251445 |
45 | 0.096209 | 0.7452 | 0.229519 |
46 | -0.040513 | -0.3138 | 0.377376 |
47 | -0.00935 | -0.0724 | 0.471252 |
48 | -0.091183 | -0.7063 | 0.241367 |