Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.191177 | 1.6222 | 0.054567 |
2 | -0.270518 | -2.2954 | 0.012312 |
3 | -0.229046 | -1.9435 | 0.027931 |
4 | -0.091405 | -0.7756 | 0.220264 |
5 | 0.248245 | 2.1064 | 0.019326 |
6 | 0.32263 | 2.7376 | 0.003896 |
7 | 0.187219 | 1.5886 | 0.058266 |
8 | -0.12869 | -1.092 | 0.139243 |
9 | -0.240091 | -2.0372 | 0.022651 |
10 | -0.251644 | -2.1353 | 0.018071 |
11 | 0.216986 | 1.8412 | 0.034857 |
12 | 0.661234 | 5.6108 | 0 |
13 | 0.037445 | 0.3177 | 0.375804 |
14 | -0.277019 | -2.3506 | 0.010743 |
15 | -0.274547 | -2.3296 | 0.011318 |
16 | -0.149717 | -1.2704 | 0.104018 |
17 | 0.150552 | 1.2775 | 0.10277 |
18 | 0.23642 | 2.0061 | 0.024302 |
19 | 0.119859 | 1.017 | 0.156271 |
20 | -0.216157 | -1.8342 | 0.035381 |
21 | -0.280022 | -2.3761 | 0.010081 |
22 | -0.17915 | -1.5201 | 0.066428 |
23 | 0.148448 | 1.2596 | 0.105937 |
24 | 0.3671 | 3.115 | 0.001321 |
25 | -0.057972 | -0.4919 | 0.31214 |
26 | -0.286203 | -2.4285 | 0.00883 |
27 | -0.276869 | -2.3493 | 0.010777 |
28 | -0.153118 | -1.2993 | 0.099001 |
29 | 0.095564 | 0.8109 | 0.210051 |
30 | 0.129453 | 1.0984 | 0.137835 |
31 | 0.054066 | 0.4588 | 0.323893 |
32 | -0.23493 | -1.9934 | 0.025001 |
33 | -0.194458 | -1.65 | 0.051647 |
34 | -0.043707 | -0.3709 | 0.355913 |
35 | 0.074556 | 0.6326 | 0.264491 |
36 | 0.231692 | 1.966 | 0.026579 |
37 | 0.010971 | 0.0931 | 0.463045 |
38 | -0.19691 | -1.6708 | 0.049548 |
39 | -0.181001 | -1.5358 | 0.06448 |
40 | -0.071615 | -0.6077 | 0.272659 |
41 | 0.092712 | 0.7867 | 0.217024 |
42 | 0.104877 | 0.8899 | 0.18824 |
43 | 0.024023 | 0.2038 | 0.419525 |
44 | -0.118849 | -1.0085 | 0.158303 |
45 | -0.055413 | -0.4702 | 0.319817 |
46 | -0.006329 | -0.0537 | 0.47866 |
47 | 0.038991 | 0.3308 | 0.370861 |
48 | 0.144451 | 1.2257 | 0.112152 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.191177 | 1.6222 | 0.054567 |
2 | -0.318715 | -2.7044 | 0.004267 |
3 | -0.115431 | -0.9795 | 0.165315 |
4 | -0.115174 | -0.9773 | 0.16585 |
5 | 0.225742 | 1.9155 | 0.029701 |
6 | 0.18463 | 1.5666 | 0.060792 |
7 | 0.237993 | 2.0194 | 0.023582 |
8 | -0.021588 | -0.1832 | 0.427586 |
9 | -0.02629 | -0.2231 | 0.412053 |
10 | -0.306992 | -2.6049 | 0.005579 |
11 | 0.196321 | 1.6658 | 0.050046 |
12 | 0.472037 | 4.0054 | 7.4e-05 |
13 | -0.176946 | -1.5014 | 0.068808 |
14 | -0.012538 | -0.1064 | 0.457785 |
15 | -0.109129 | -0.926 | 0.178773 |
16 | -0.154769 | -1.3133 | 0.096633 |
17 | -0.155944 | -1.3232 | 0.094973 |
18 | -0.057508 | -0.488 | 0.313527 |
19 | 0.023159 | 0.1965 | 0.422381 |
20 | -0.117431 | -0.9964 | 0.161187 |
21 | 0.03451 | 0.2928 | 0.385248 |
22 | 0.090774 | 0.7702 | 0.221838 |
23 | -0.133274 | -1.1309 | 0.130932 |
24 | -0.106121 | -0.9005 | 0.185437 |
25 | -0.040153 | -0.3407 | 0.367156 |
26 | -0.117404 | -0.9962 | 0.161243 |
27 | -0.054986 | -0.4666 | 0.321108 |
28 | -0.02634 | -0.2235 | 0.411888 |
29 | 0.005132 | 0.0435 | 0.482692 |
30 | -0.176714 | -1.4995 | 0.069063 |
31 | 0.00778 | 0.066 | 0.473773 |
32 | -0.031788 | -0.2697 | 0.394069 |
33 | 0.080495 | 0.683 | 0.248392 |
34 | 0.088608 | 0.7519 | 0.227292 |
35 | -0.039208 | -0.3327 | 0.370167 |
36 | 0.051532 | 0.4373 | 0.331615 |
37 | 0.12959 | 1.0996 | 0.137584 |
38 | -0.026525 | -0.2251 | 0.411281 |
39 | 0.040387 | 0.3427 | 0.366412 |
40 | -0.049251 | -0.4179 | 0.33863 |
41 | -0.046914 | -0.3981 | 0.345875 |
42 | -0.105105 | -0.8918 | 0.187723 |
43 | -0.090726 | -0.7698 | 0.221957 |
44 | 0.119278 | 1.0121 | 0.157438 |
45 | -0.058011 | -0.4922 | 0.312025 |
46 | -0.084089 | -0.7135 | 0.238915 |
47 | 0.073061 | 0.6199 | 0.268627 |
48 | -0.131756 | -1.118 | 0.133645 |