Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.002261 | -0.0191 | 0.492426 |
2 | -0.25444 | -2.144 | 0.017731 |
3 | 0.162634 | 1.3704 | 0.087443 |
4 | -0.07607 | -0.641 | 0.2618 |
5 | -0.160619 | -1.3534 | 0.090111 |
6 | -0.261848 | -2.2064 | 0.015297 |
7 | -0.169725 | -1.4301 | 0.078533 |
8 | -0.061441 | -0.5177 | 0.303136 |
9 | 0.123507 | 1.0407 | 0.150775 |
10 | -0.22562 | -1.9011 | 0.030673 |
11 | 0.017117 | 0.1442 | 0.442862 |
12 | 0.80054 | 6.7455 | 0 |
13 | 0.021614 | 0.1821 | 0.428001 |
14 | -0.210156 | -1.7708 | 0.040443 |
15 | 0.141212 | 1.1899 | 0.11903 |
16 | -0.066442 | -0.5599 | 0.288671 |
17 | -0.125744 | -1.0595 | 0.146474 |
18 | -0.210173 | -1.771 | 0.04043 |
19 | -0.148759 | -1.2535 | 0.107075 |
20 | -0.037411 | -0.3152 | 0.376755 |
21 | 0.07951 | 0.67 | 0.252528 |
22 | -0.165342 | -1.3932 | 0.083954 |
23 | -0.00994 | -0.0838 | 0.466745 |
24 | 0.620007 | 5.2243 | 1e-06 |
25 | 0.067942 | 0.5725 | 0.284398 |
26 | -0.193332 | -1.629 | 0.053867 |
27 | 0.110768 | 0.9334 | 0.176901 |
28 | -0.028947 | -0.2439 | 0.404 |
29 | -0.106843 | -0.9003 | 0.18551 |
30 | -0.165619 | -1.3955 | 0.083603 |
31 | -0.104044 | -0.8767 | 0.191806 |
32 | -0.043785 | -0.3689 | 0.356634 |
33 | 0.056218 | 0.4737 | 0.318584 |
34 | -0.103659 | -0.8734 | 0.192682 |
35 | -0.043625 | -0.3676 | 0.357136 |
36 | 0.480898 | 4.0521 | 6.4e-05 |
37 | 0.061426 | 0.5176 | 0.303179 |
38 | -0.15105 | -1.2728 | 0.103626 |
39 | 0.093514 | 0.788 | 0.216671 |
40 | -0.029716 | -0.2504 | 0.401503 |
41 | -0.075866 | -0.6393 | 0.262356 |
42 | -0.115605 | -0.9741 | 0.166656 |
43 | -0.07218 | -0.6082 | 0.272497 |
44 | -0.04772 | -0.4021 | 0.344411 |
45 | 0.04301 | 0.3624 | 0.359062 |
46 | -0.065377 | -0.5509 | 0.291723 |
47 | -0.044568 | -0.3755 | 0.35419 |
48 | 0.331334 | 2.7919 | 0.003364 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.002261 | -0.0191 | 0.492426 |
2 | -0.254447 | -2.144 | 0.017729 |
3 | 0.172507 | 1.4536 | 0.075236 |
4 | -0.161969 | -1.3648 | 0.088316 |
5 | -0.070348 | -0.5928 | 0.277613 |
6 | -0.386675 | -3.2582 | 0.000861 |
7 | -0.227307 | -1.9153 | 0.02974 |
8 | -0.326419 | -2.7505 | 0.003772 |
9 | 0.048321 | 0.4072 | 0.342559 |
10 | -0.605849 | -5.105 | 1e-06 |
11 | -0.182236 | -1.5355 | 0.064547 |
12 | 0.493193 | 4.1557 | 4.5e-05 |
13 | 0.055677 | 0.4691 | 0.320202 |
14 | 0.005234 | 0.0441 | 0.482474 |
15 | -0.110759 | -0.9333 | 0.176921 |
16 | -0.09272 | -0.7813 | 0.21862 |
17 | -0.004442 | -0.0374 | 0.485123 |
18 | 0.047299 | 0.3985 | 0.345711 |
19 | 0.084375 | 0.711 | 0.239721 |
20 | 0.023359 | 0.1968 | 0.422262 |
21 | -0.028321 | -0.2386 | 0.406038 |
22 | 0.069785 | 0.588 | 0.279192 |
23 | -0.103036 | -0.8682 | 0.194106 |
24 | -0.02935 | -0.2473 | 0.402692 |
25 | 0.041149 | 0.3467 | 0.364911 |
26 | -0.02803 | -0.2362 | 0.406983 |
27 | -0.008964 | -0.0755 | 0.470003 |
28 | 0.034829 | 0.2935 | 0.385007 |
29 | -0.032707 | -0.2756 | 0.391831 |
30 | 0.004903 | 0.0413 | 0.483581 |
31 | 0.042076 | 0.3545 | 0.361994 |
32 | -0.038238 | -0.3222 | 0.374124 |
33 | 0.018613 | 0.1568 | 0.437911 |
34 | 0.03319 | 0.2797 | 0.390273 |
35 | 0.0133 | 0.1121 | 0.455544 |
36 | 0.010153 | 0.0855 | 0.466033 |
37 | -0.113488 | -0.9563 | 0.171091 |
38 | 0.084686 | 0.7136 | 0.238914 |
39 | -0.026527 | -0.2235 | 0.411886 |
40 | -0.006527 | -0.055 | 0.478149 |
41 | 0.015231 | 0.1283 | 0.449122 |
42 | 0.015269 | 0.1287 | 0.448996 |
43 | -0.00204 | -0.0172 | 0.493166 |
44 | 0.029404 | 0.2478 | 0.402515 |
45 | -0.025799 | -0.2174 | 0.414266 |
46 | 0.01734 | 0.1461 | 0.442126 |
47 | 0.042273 | 0.3562 | 0.361373 |
48 | -0.080682 | -0.6798 | 0.249408 |