Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.250488 | 1.9403 | 0.028525 |
2 | -0.320898 | -2.4857 | 0.007867 |
3 | -0.34588 | -2.6792 | 0.004755 |
4 | -0.16479 | -1.2765 | 0.103356 |
5 | 0.126551 | 0.9803 | 0.165447 |
6 | 0.287922 | 2.2302 | 0.014742 |
7 | 0.131228 | 1.0165 | 0.15674 |
8 | -0.193859 | -1.5016 | 0.069219 |
9 | -0.318135 | -2.4643 | 0.008306 |
10 | -0.29557 | -2.2895 | 0.012793 |
11 | 0.253853 | 1.9663 | 0.026945 |
12 | 0.718068 | 5.5621 | 0 |
13 | 0.130555 | 1.0113 | 0.157973 |
14 | -0.310571 | -2.4057 | 0.009621 |
15 | -0.24512 | -1.8987 | 0.031208 |
16 | -0.120213 | -0.9312 | 0.17775 |
17 | 0.121758 | 0.9431 | 0.174697 |
18 | 0.190311 | 1.4741 | 0.072836 |
19 | 0.068157 | 0.5279 | 0.299743 |
20 | -0.200394 | -1.5522 | 0.062932 |
21 | -0.276923 | -2.145 | 0.018004 |
22 | -0.213713 | -1.6554 | 0.051531 |
23 | 0.201513 | 1.5609 | 0.061902 |
24 | 0.501498 | 3.8846 | 0.000129 |
25 | 0.046459 | 0.3599 | 0.360104 |
26 | -0.244569 | -1.8944 | 0.031496 |
27 | -0.211318 | -1.6369 | 0.053447 |
28 | -0.098774 | -0.7651 | 0.223606 |
29 | 0.074207 | 0.5748 | 0.283786 |
30 | 0.130379 | 1.0099 | 0.158297 |
31 | 0.043056 | 0.3335 | 0.369957 |
32 | -0.153721 | -1.1907 | 0.119227 |
33 | -0.190793 | -1.4779 | 0.072335 |
34 | -0.112236 | -0.8694 | 0.194053 |
35 | 0.17457 | 1.3522 | 0.090691 |
36 | 0.338725 | 2.6238 | 0.005506 |
37 | 0.00786 | 0.0609 | 0.475826 |
38 | -0.155428 | -1.2039 | 0.116671 |
39 | -0.125143 | -0.9694 | 0.16813 |
40 | -0.04167 | -0.3228 | 0.373995 |
41 | 0.049423 | 0.3828 | 0.351599 |
42 | 0.079653 | 0.617 | 0.269788 |
43 | 0.010652 | 0.0825 | 0.467257 |
44 | -0.120626 | -0.9344 | 0.17693 |
45 | -0.126968 | -0.9835 | 0.164657 |
46 | -0.016029 | -0.1242 | 0.450801 |
47 | 0.09247 | 0.7163 | 0.238303 |
48 | 0.171544 | 1.3288 | 0.094477 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.250488 | 1.9403 | 0.028525 |
2 | -0.409325 | -3.1706 | 0.001198 |
3 | -0.166704 | -1.2913 | 0.100779 |
4 | -0.180609 | -1.399 | 0.083481 |
5 | 0.045862 | 0.3552 | 0.361826 |
6 | 0.110386 | 0.855 | 0.197964 |
7 | 0.02586 | 0.2003 | 0.420958 |
8 | -0.128855 | -0.9981 | 0.161119 |
9 | -0.145234 | -1.125 | 0.132539 |
10 | -0.313329 | -2.427 | 0.009121 |
11 | 0.282754 | 2.1902 | 0.016204 |
12 | 0.516927 | 4.0041 | 8.7e-05 |
13 | -0.190973 | -1.4793 | 0.07215 |
14 | 0.043156 | 0.3343 | 0.369665 |
15 | 0.160791 | 1.2455 | 0.108899 |
16 | -0.087614 | -0.6787 | 0.249983 |
17 | 0.041603 | 0.3223 | 0.37419 |
18 | -0.20943 | -1.6222 | 0.054998 |
19 | 0.001486 | 0.0115 | 0.495427 |
20 | -0.055134 | -0.4271 | 0.33543 |
21 | -0.053091 | -0.4112 | 0.341181 |
22 | 0.003044 | 0.0236 | 0.490634 |
23 | -0.135244 | -1.0476 | 0.149514 |
24 | -0.008407 | -0.0651 | 0.474147 |
25 | 0.031001 | 0.2401 | 0.405522 |
26 | -0.046346 | -0.359 | 0.36043 |
27 | -0.098638 | -0.764 | 0.223918 |
28 | -0.075753 | -0.5868 | 0.279777 |
29 | -0.065848 | -0.5101 | 0.305943 |
30 | -0.046013 | -0.3564 | 0.361391 |
31 | -0.035838 | -0.2776 | 0.391137 |
32 | -0.02676 | -0.2073 | 0.418245 |
33 | 0.056083 | 0.4344 | 0.332771 |
34 | 0.050419 | 0.3905 | 0.348758 |
35 | 0.024581 | 0.1904 | 0.424819 |
36 | -0.021846 | -0.1692 | 0.433097 |
37 | -0.011077 | -0.0858 | 0.465955 |
38 | 0.069395 | 0.5375 | 0.296443 |
39 | 0.027424 | 0.2124 | 0.416248 |
40 | 0.028101 | 0.2177 | 0.414213 |
41 | -0.035827 | -0.2775 | 0.391171 |
42 | 0.013093 | 0.1014 | 0.459778 |
43 | -0.023901 | -0.1851 | 0.426872 |
44 | -0.017996 | -0.1394 | 0.444801 |
45 | -0.063005 | -0.488 | 0.313652 |
46 | 0.046452 | 0.3598 | 0.360123 |
47 | -0.214885 | -1.6645 | 0.050614 |
48 | -0.05545 | -0.4295 | 0.334544 |