Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.263914 | 2.2238 | 0.014673 |
2 | -0.236146 | -1.9898 | 0.025232 |
3 | -0.315846 | -2.6614 | 0.004809 |
4 | -0.217368 | -1.8316 | 0.035605 |
5 | 0.102396 | 0.8628 | 0.195574 |
6 | 0.191659 | 1.6149 | 0.055379 |
7 | 0.062855 | 0.5296 | 0.299013 |
8 | -0.202068 | -1.7027 | 0.046503 |
9 | -0.260347 | -2.1937 | 0.015765 |
10 | -0.199096 | -1.6776 | 0.04891 |
11 | 0.260095 | 2.1916 | 0.015845 |
12 | 0.765504 | 6.4502 | 0 |
13 | 0.14553 | 1.2263 | 0.112077 |
14 | -0.240216 | -2.0241 | 0.023362 |
15 | -0.318194 | -2.6811 | 0.004558 |
16 | -0.20724 | -1.7462 | 0.042548 |
17 | 0.081408 | 0.686 | 0.247488 |
18 | 0.138863 | 1.1701 | 0.122941 |
19 | 0.02737 | 0.2306 | 0.409135 |
20 | -0.203323 | -1.7132 | 0.045517 |
21 | -0.232131 | -1.956 | 0.027202 |
22 | -0.141478 | -1.1921 | 0.118593 |
23 | 0.219366 | 1.8484 | 0.034354 |
24 | 0.560806 | 4.7254 | 6e-06 |
25 | 0.066767 | 0.5626 | 0.287745 |
26 | -0.243896 | -2.0551 | 0.021775 |
27 | -0.292155 | -2.4617 | 0.008129 |
28 | -0.160424 | -1.3518 | 0.090372 |
29 | 0.072321 | 0.6094 | 0.272107 |
30 | 0.097396 | 0.8207 | 0.207291 |
31 | 0.010093 | 0.085 | 0.466232 |
32 | -0.186837 | -1.5743 | 0.05993 |
33 | -0.175985 | -1.4829 | 0.071266 |
34 | -0.082598 | -0.696 | 0.244355 |
35 | 0.163276 | 1.3758 | 0.086606 |
36 | 0.399829 | 3.369 | 0.000611 |
37 | 0.05519 | 0.465 | 0.321664 |
38 | -0.187872 | -1.583 | 0.058929 |
39 | -0.186523 | -1.5717 | 0.060237 |
40 | -0.084623 | -0.713 | 0.239077 |
41 | 0.076547 | 0.645 | 0.260504 |
42 | 0.070287 | 0.5922 | 0.277784 |
43 | 0.003953 | 0.0333 | 0.486762 |
44 | -0.106841 | -0.9003 | 0.185513 |
45 | -0.086002 | -0.7247 | 0.235519 |
46 | -0.045524 | -0.3836 | 0.351214 |
47 | 0.122115 | 1.029 | 0.153496 |
48 | 0.254775 | 2.1468 | 0.017614 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.263914 | 2.2238 | 0.014673 |
2 | -0.32869 | -2.7696 | 0.003578 |
3 | -0.176292 | -1.4855 | 0.070924 |
4 | -0.175873 | -1.4819 | 0.071392 |
5 | 0.098964 | 0.8339 | 0.203571 |
6 | -0.007551 | -0.0636 | 0.474722 |
7 | -0.024472 | -0.2062 | 0.41861 |
8 | -0.208616 | -1.7578 | 0.041543 |
9 | -0.116925 | -0.9852 | 0.163929 |
10 | -0.238901 | -2.013 | 0.023953 |
11 | 0.26856 | 2.2629 | 0.01335 |
12 | 0.641187 | 5.4027 | 0 |
13 | -0.236456 | -1.9924 | 0.025085 |
14 | 0.079801 | 0.6724 | 0.251752 |
15 | -0.014459 | -0.1218 | 0.451688 |
16 | -0.046362 | -0.3906 | 0.348613 |
17 | -0.137458 | -1.1582 | 0.125324 |
18 | -0.073814 | -0.622 | 0.267976 |
19 | -0.021468 | -0.1809 | 0.428484 |
20 | -0.123077 | -1.0371 | 0.151612 |
21 | -0.045585 | -0.3841 | 0.351025 |
22 | 0.035764 | 0.3014 | 0.382012 |
23 | -0.14734 | -1.2415 | 0.109252 |
24 | -0.042942 | -0.3618 | 0.359276 |
25 | -0.014971 | -0.1261 | 0.449987 |
26 | -0.086246 | -0.7267 | 0.234893 |
27 | -0.026778 | -0.2256 | 0.411067 |
28 | 0.004294 | 0.0362 | 0.48562 |
29 | -0.044182 | -0.3723 | 0.355395 |
30 | -0.079606 | -0.6708 | 0.252271 |
31 | -0.010282 | -0.0866 | 0.465603 |
32 | -0.030605 | -0.2579 | 0.398621 |
33 | -0.038134 | -0.3213 | 0.374455 |
34 | -0.04573 | -0.3853 | 0.350575 |
35 | -0.0989 | -0.8333 | 0.203722 |
36 | -0.079624 | -0.6709 | 0.252223 |
37 | 0.051865 | 0.437 | 0.331712 |
38 | -0.014431 | -0.1216 | 0.45178 |
39 | 0.090923 | 0.7661 | 0.22307 |
40 | -0.00559 | -0.0471 | 0.481283 |
41 | 0.04144 | 0.3492 | 0.363994 |
42 | -0.047355 | -0.399 | 0.345537 |
43 | -0.003426 | -0.0289 | 0.488524 |
44 | 0.115723 | 0.9751 | 0.16641 |
45 | -0.025649 | -0.2161 | 0.414756 |
46 | -0.062565 | -0.5272 | 0.299854 |
47 | 0.062333 | 0.5252 | 0.300531 |
48 | -0.151909 | -1.28 | 0.102355 |