Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.40523 | 3.1389 | 0.001315 |
2 | 0.230213 | 1.7832 | 0.039804 |
3 | 0.043007 | 0.3331 | 0.370098 |
4 | -0.172786 | -1.3384 | 0.092909 |
5 | -0.3008 | -2.33 | 0.011594 |
6 | -0.538867 | -4.174 | 4.9e-05 |
7 | -0.354902 | -2.7491 | 0.003942 |
8 | -0.253524 | -1.9638 | 0.027097 |
9 | -0.065904 | -0.5105 | 0.305791 |
10 | 0.104602 | 0.8102 | 0.210501 |
11 | 0.275216 | 2.1318 | 0.018563 |
12 | 0.739236 | 5.7261 | 0 |
13 | 0.306958 | 2.3777 | 0.010313 |
14 | 0.175855 | 1.3622 | 0.089119 |
15 | 0.046107 | 0.3571 | 0.361118 |
16 | -0.155086 | -1.2013 | 0.11718 |
17 | -0.275851 | -2.1367 | 0.018354 |
18 | -0.504319 | -3.9064 | 0.00012 |
19 | -0.333316 | -2.5819 | 0.006143 |
20 | -0.275402 | -2.1333 | 0.018502 |
21 | -0.136206 | -1.0551 | 0.147816 |
22 | -0.011518 | -0.0892 | 0.464602 |
23 | 0.140885 | 1.0913 | 0.139754 |
24 | 0.508375 | 3.9379 | 0.000108 |
25 | 0.25024 | 1.9383 | 0.028645 |
26 | 0.150268 | 1.164 | 0.124522 |
27 | 0.085689 | 0.6637 | 0.254699 |
28 | -0.077954 | -0.6038 | 0.274117 |
29 | -0.157008 | -1.2162 | 0.114339 |
30 | -0.29447 | -2.281 | 0.013058 |
31 | -0.184666 | -1.4304 | 0.078893 |
32 | -0.169145 | -1.3102 | 0.097562 |
33 | -0.12105 | -0.9377 | 0.176091 |
34 | -0.003705 | -0.0287 | 0.4886 |
35 | 0.079649 | 0.617 | 0.269798 |
36 | 0.323994 | 2.5096 | 0.007401 |
37 | 0.180488 | 1.3981 | 0.083622 |
38 | 0.115419 | 0.894 | 0.187438 |
39 | 0.081149 | 0.6286 | 0.266007 |
40 | 0.002407 | 0.0186 | 0.492592 |
41 | -0.04252 | -0.3294 | 0.371517 |
42 | -0.11903 | -0.922 | 0.18011 |
43 | -0.082783 | -0.6412 | 0.261905 |
44 | -0.088826 | -0.688 | 0.247038 |
45 | -0.06615 | -0.5124 | 0.305129 |
46 | -0.014751 | -0.1143 | 0.454706 |
47 | 0.010729 | 0.0831 | 0.467023 |
48 | 0.127243 | 0.9856 | 0.164139 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.40523 | 3.1389 | 0.001315 |
2 | 0.07897 | 0.6117 | 0.271524 |
3 | -0.090198 | -0.6987 | 0.24373 |
4 | -0.216702 | -1.6786 | 0.049219 |
5 | -0.197098 | -1.5267 | 0.066044 |
6 | -0.4071 | -3.1534 | 0.00126 |
7 | -0.023347 | -0.1808 | 0.428548 |
8 | -0.056454 | -0.4373 | 0.331735 |
9 | 0.038682 | 0.2996 | 0.382748 |
10 | 0.01441 | 0.1116 | 0.45575 |
11 | 0.109205 | 0.8459 | 0.200486 |
12 | 0.6149 | 4.763 | 6e-06 |
13 | -0.340052 | -2.634 | 0.005359 |
14 | -0.181601 | -1.4067 | 0.082342 |
15 | -0.020193 | -0.1564 | 0.438117 |
16 | -0.053888 | -0.4174 | 0.338932 |
17 | -0.042651 | -0.3304 | 0.371133 |
18 | -0.000736 | -0.0057 | 0.497734 |
19 | 0.048509 | 0.3758 | 0.354214 |
20 | -0.091269 | -0.707 | 0.241162 |
21 | -0.111028 | -0.86 | 0.196601 |
22 | -0.151279 | -1.1718 | 0.122955 |
23 | -0.113744 | -0.8811 | 0.190902 |
24 | -0.098786 | -0.7652 | 0.223579 |
25 | 0.094897 | 0.7351 | 0.23258 |
26 | -0.040624 | -0.3147 | 0.377051 |
27 | -0.014291 | -0.1107 | 0.456112 |
28 | -0.032157 | -0.2491 | 0.402072 |
29 | 0.027957 | 0.2166 | 0.414646 |
30 | 0.187232 | 1.4503 | 0.076093 |
31 | -0.007352 | -0.0569 | 0.477387 |
32 | -0.003927 | -0.0304 | 0.487916 |
33 | -0.093978 | -0.728 | 0.234737 |
34 | 0.093858 | 0.727 | 0.235021 |
35 | -0.065329 | -0.506 | 0.307342 |
36 | -0.107365 | -0.8316 | 0.204454 |
37 | 0.027085 | 0.2098 | 0.417268 |
38 | 0.050934 | 0.3945 | 0.347294 |
39 | -0.087027 | -0.6741 | 0.251417 |
40 | 0.086428 | 0.6695 | 0.252882 |
41 | 0.035601 | 0.2758 | 0.391837 |
42 | -0.052714 | -0.4083 | 0.342247 |
43 | -0.078294 | -0.6065 | 0.273247 |
44 | -4.4e-05 | -3e-04 | 0.499866 |
45 | 0.137697 | 1.0666 | 0.145214 |
46 | -0.112736 | -0.8733 | 0.193004 |
47 | 0.04053 | 0.3139 | 0.377326 |
48 | -0.025896 | -0.2006 | 0.420848 |