Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.140289 | 1.1904 | 0.118902 |
2 | -0.272958 | -2.3161 | 0.011701 |
3 | 0.172633 | 1.4648 | 0.073658 |
4 | 0.001615 | 0.0137 | 0.494553 |
5 | -0.034428 | -0.2921 | 0.385514 |
6 | 0.197239 | 1.6736 | 0.049272 |
7 | -0.006224 | -0.0528 | 0.479013 |
8 | 0.086649 | 0.7352 | 0.232289 |
9 | 0.155618 | 1.3205 | 0.095431 |
10 | -0.274311 | -2.3276 | 0.011374 |
11 | 0.076792 | 0.6516 | 0.258367 |
12 | 0.66264 | 5.6227 | 0 |
13 | 0.027428 | 0.2327 | 0.408315 |
14 | -0.284418 | -2.4134 | 0.009176 |
15 | 0.044232 | 0.3753 | 0.354264 |
16 | -0.0405 | -0.3437 | 0.366055 |
17 | -0.052849 | -0.4484 | 0.327593 |
18 | 0.045076 | 0.3825 | 0.351616 |
19 | -0.077661 | -0.659 | 0.256007 |
20 | -0.0233 | -0.1977 | 0.421915 |
21 | 0.00764 | 0.0648 | 0.474246 |
22 | -0.24994 | -2.1208 | 0.018691 |
23 | -0.007413 | -0.0629 | 0.475011 |
24 | 0.452373 | 3.8385 | 0.000132 |
25 | 0.052927 | 0.4491 | 0.327353 |
26 | -0.287982 | -2.4436 | 0.008497 |
27 | -0.064886 | -0.5506 | 0.291814 |
28 | -0.071965 | -0.6106 | 0.27168 |
29 | -0.10652 | -0.9039 | 0.184543 |
30 | 0.00569 | 0.0483 | 0.480813 |
31 | -0.074799 | -0.6347 | 0.263822 |
32 | -0.086005 | -0.7298 | 0.233948 |
33 | 0.019966 | 0.1694 | 0.432972 |
34 | -0.164534 | -1.3961 | 0.083484 |
35 | -0.053032 | -0.45 | 0.327035 |
36 | 0.349963 | 2.9695 | 0.002025 |
37 | 0.026262 | 0.2228 | 0.412145 |
38 | -0.274482 | -2.3291 | 0.011333 |
39 | -0.050682 | -0.43 | 0.334222 |
40 | -0.052794 | -0.448 | 0.327761 |
41 | -0.097122 | -0.8241 | 0.206299 |
42 | 0.039508 | 0.3352 | 0.36921 |
43 | -0.042473 | -0.3604 | 0.359804 |
44 | -0.05371 | -0.4557 | 0.324972 |
45 | 0.059338 | 0.5035 | 0.308074 |
46 | -0.110703 | -0.9393 | 0.175347 |
47 | -0.068988 | -0.5854 | 0.280061 |
48 | 0.248906 | 2.112 | 0.019077 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.140289 | 1.1904 | 0.118902 |
2 | -0.298514 | -2.533 | 0.006745 |
3 | 0.295909 | 2.5109 | 0.007145 |
4 | -0.224346 | -1.9036 | 0.030477 |
5 | 0.217541 | 1.8459 | 0.034509 |
6 | 0.029594 | 0.2511 | 0.401222 |
7 | 0.00263 | 0.0223 | 0.491128 |
8 | 0.237534 | 2.0155 | 0.02379 |
9 | -0.068014 | -0.5771 | 0.282831 |
10 | -0.205634 | -1.7449 | 0.042638 |
11 | 0.313915 | 2.6637 | 0.004766 |
12 | 0.479743 | 4.0708 | 5.9e-05 |
13 | -0.146859 | -1.2461 | 0.108376 |
14 | -0.123656 | -1.0493 | 0.148784 |
15 | -0.176841 | -1.5005 | 0.068923 |
16 | 0.065916 | 0.5593 | 0.28884 |
17 | -0.069209 | -0.5873 | 0.279434 |
18 | -0.178375 | -1.5136 | 0.067258 |
19 | -0.087082 | -0.7389 | 0.231179 |
20 | -0.269341 | -2.2854 | 0.012617 |
21 | -0.001466 | -0.0124 | 0.495056 |
22 | 0.015101 | 0.1281 | 0.449199 |
23 | -0.048169 | -0.4087 | 0.341977 |
24 | 0.132707 | 1.1261 | 0.13194 |
25 | 0.084098 | 0.7136 | 0.238892 |
26 | 0.058788 | 0.4988 | 0.30971 |
27 | 0.009657 | 0.0819 | 0.467461 |
28 | -0.054049 | -0.4586 | 0.323944 |
29 | 0.007488 | 0.0635 | 0.474757 |
30 | 0.026732 | 0.2268 | 0.4106 |
31 | -0.085812 | -0.7281 | 0.234446 |
32 | -0.105832 | -0.898 | 0.186087 |
33 | 0.010712 | 0.0909 | 0.463914 |
34 | -0.023426 | -0.1988 | 0.421501 |
35 | 0.029184 | 0.2476 | 0.40256 |
36 | -0.034569 | -0.2933 | 0.385057 |
37 | -0.12446 | -1.0561 | 0.147231 |
38 | 0.051194 | 0.4344 | 0.332649 |
39 | 0.00948 | 0.0804 | 0.468056 |
40 | 0.068353 | 0.58 | 0.281863 |
41 | -0.087943 | -0.7462 | 0.228983 |
42 | -0.009568 | -0.0812 | 0.46776 |
43 | 0.08615 | 0.731 | 0.233574 |
44 | 0.096147 | 0.8158 | 0.208644 |
45 | 0.02217 | 0.1881 | 0.425655 |
46 | -0.04009 | -0.3402 | 0.367356 |
47 | -0.111229 | -0.9438 | 0.174211 |
48 | -0.06322 | -0.5364 | 0.296655 |