Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.146445 | -1.1249 | 0.132601 |
2 | -0.20074 | -1.5419 | 0.06422 |
3 | -0.14458 | -1.1105 | 0.135636 |
4 | 0.577601 | 4.4366 | 2e-05 |
5 | -0.140411 | -1.0785 | 0.142597 |
6 | -0.228807 | -1.7575 | 0.04201 |
7 | -0.169942 | -1.3054 | 0.098421 |
8 | 0.51931 | 3.9889 | 9.3e-05 |
9 | -0.185866 | -1.4277 | 0.07933 |
10 | -0.192448 | -1.4782 | 0.072334 |
11 | -0.120587 | -0.9262 | 0.179046 |
12 | 0.713165 | 5.4779 | 0 |
13 | -0.160559 | -1.2333 | 0.111181 |
14 | -0.224069 | -1.7211 | 0.045236 |
15 | -0.140098 | -1.0761 | 0.14313 |
16 | 0.43806 | 3.3648 | 0.000676 |
17 | -0.145921 | -1.1208 | 0.133449 |
18 | -0.213688 | -1.6414 | 0.05302 |
19 | -0.144307 | -1.1084 | 0.136084 |
20 | 0.36508 | 2.8042 | 0.003409 |
21 | -0.180812 | -1.3888 | 0.085051 |
22 | -0.182396 | -1.401 | 0.083224 |
23 | -0.06327 | -0.486 | 0.314388 |
24 | 0.472401 | 3.6286 | 0.000298 |
25 | -0.13659 | -1.0492 | 0.14919 |
26 | -0.166934 | -1.2822 | 0.102387 |
27 | -0.10689 | -0.821 | 0.207465 |
28 | 0.295154 | 2.2671 | 0.013531 |
29 | -0.078726 | -0.6047 | 0.273848 |
30 | -0.172912 | -1.3282 | 0.09462 |
31 | -0.112286 | -0.8625 | 0.195956 |
32 | 0.198045 | 1.5212 | 0.066774 |
33 | -0.121412 | -0.9326 | 0.177418 |
34 | -0.079758 | -0.6126 | 0.271237 |
35 | -0.078374 | -0.602 | 0.274738 |
36 | 0.248917 | 1.912 | 0.03037 |
37 | -0.089217 | -0.6853 | 0.247924 |
38 | -0.106318 | -0.8166 | 0.208708 |
39 | -0.065227 | -0.501 | 0.309111 |
40 | 0.127741 | 0.9812 | 0.165251 |
41 | -0.050948 | -0.3913 | 0.348479 |
42 | -0.103487 | -0.7949 | 0.214928 |
43 | -0.052459 | -0.4029 | 0.344223 |
44 | 0.094958 | 0.7294 | 0.234326 |
45 | -0.064509 | -0.4955 | 0.311043 |
46 | -0.007674 | -0.0589 | 0.476596 |
47 | -0.037632 | -0.2891 | 0.386775 |
48 | 0.091051 | 0.6994 | 0.243533 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.146445 | -1.1249 | 0.132601 |
2 | -0.227056 | -1.744 | 0.043179 |
3 | -0.230473 | -1.7703 | 0.040922 |
4 | 0.519353 | 3.9892 | 9.3e-05 |
5 | -0.062647 | -0.4812 | 0.316077 |
6 | -0.132809 | -1.0201 | 0.155916 |
7 | -0.135489 | -1.0407 | 0.151128 |
8 | 0.224286 | 1.7228 | 0.045084 |
9 | -0.140827 | -1.0817 | 0.14189 |
10 | -0.030282 | -0.2326 | 0.408439 |
11 | 0.004731 | 0.0363 | 0.485569 |
12 | 0.527672 | 4.0531 | 7.5e-05 |
13 | 0.006887 | 0.0529 | 0.478994 |
14 | -0.085489 | -0.6567 | 0.256979 |
15 | -0.088973 | -0.6834 | 0.24851 |
16 | -0.272156 | -2.0905 | 0.020447 |
17 | -0.058972 | -0.453 | 0.326114 |
18 | 0.026264 | 0.2017 | 0.420409 |
19 | 0.088345 | 0.6786 | 0.250025 |
20 | -0.08691 | -0.6676 | 0.253505 |
21 | -0.019818 | -0.1522 | 0.439766 |
22 | -0.074348 | -0.5711 | 0.285057 |
23 | 0.00377 | 0.029 | 0.488497 |
24 | -0.036452 | -0.28 | 0.39023 |
25 | 0.040819 | 0.3135 | 0.37749 |
26 | 0.118181 | 0.9078 | 0.183847 |
27 | -0.045368 | -0.3485 | 0.36436 |
28 | -0.095023 | -0.7299 | 0.234173 |
29 | 0.039181 | 0.301 | 0.382254 |
30 | -0.053808 | -0.4133 | 0.34044 |
31 | -0.049034 | -0.3766 | 0.353899 |
32 | -0.089254 | -0.6856 | 0.247834 |
33 | -0.011 | -0.0845 | 0.466474 |
34 | 0.139959 | 1.075 | 0.143366 |
35 | -0.100332 | -0.7707 | 0.22199 |
36 | -0.108464 | -0.8331 | 0.204065 |
37 | -0.074087 | -0.5691 | 0.285734 |
38 | -0.109268 | -0.8393 | 0.202342 |
39 | 0.058484 | 0.4492 | 0.327458 |
40 | -0.007302 | -0.0561 | 0.47773 |
41 | -0.049319 | -0.3788 | 0.353088 |
42 | -0.046122 | -0.3543 | 0.3622 |
43 | 0.066652 | 0.512 | 0.305293 |
44 | 0.059402 | 0.4563 | 0.324934 |
45 | 0.020953 | 0.1609 | 0.436345 |
46 | -0.022679 | -0.1742 | 0.431152 |
47 | -0.02611 | -0.2006 | 0.420869 |
48 | -0.074516 | -0.5724 | 0.284623 |