Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.351142 | 6.0311 | 0 |
2 | 0.158895 | 2.7291 | 0.003366 |
3 | 0.014011 | 0.2406 | 0.405001 |
4 | -0.101345 | -1.7407 | 0.041394 |
5 | -0.138862 | -2.385 | 0.008854 |
6 | -0.228436 | -3.9235 | 5.4e-05 |
7 | -0.116848 | -2.0069 | 0.022835 |
8 | -0.076127 | -1.3075 | 0.096025 |
9 | -0.056972 | -0.9785 | 0.164308 |
10 | 0.072424 | 1.2439 | 0.107258 |
11 | 0.076207 | 1.3089 | 0.095794 |
12 | 0.005353 | 0.0919 | 0.463406 |
13 | -0.108757 | -1.868 | 0.03138 |
14 | -0.083871 | -1.4405 | 0.075389 |
15 | -0.069778 | -1.1985 | 0.115848 |
16 | -0.157218 | -2.7003 | 0.003664 |
17 | -0.123882 | -2.1278 | 0.017093 |
18 | -0.063013 | -1.0823 | 0.140004 |
19 | -0.010163 | -0.1746 | 0.430775 |
20 | -0.007535 | -0.1294 | 0.448557 |
21 | 0.046494 | 0.7986 | 0.212595 |
22 | 0.091562 | 1.5726 | 0.058437 |
23 | 0.104277 | 1.791 | 0.037158 |
24 | 0.019653 | 0.3375 | 0.367972 |
25 | 0.151231 | 2.5975 | 0.004931 |
26 | 0.061973 | 1.0644 | 0.144005 |
27 | 0.026822 | 0.4607 | 0.322684 |
28 | 0.011376 | 0.1954 | 0.422615 |
29 | -0.030325 | -0.5208 | 0.301431 |
30 | 0.006397 | 0.1099 | 0.456292 |
31 | -0.075982 | -1.305 | 0.096448 |
32 | -0.070139 | -1.2047 | 0.114646 |
33 | -0.01644 | -0.2824 | 0.38893 |
34 | -0.012045 | -0.2069 | 0.41812 |
35 | 0.0647 | 1.1113 | 0.133682 |
36 | 0.06689 | 1.1489 | 0.12577 |
37 | 0.061742 | 1.0604 | 0.144904 |
38 | -0.015045 | -0.2584 | 0.398135 |
39 | -0.077787 | -1.336 | 0.091283 |
40 | -0.041745 | -0.717 | 0.236972 |
41 | -0.080243 | -1.3782 | 0.084589 |
42 | -0.063488 | -1.0904 | 0.138205 |
43 | -0.078095 | -1.3413 | 0.090424 |
44 | -0.024382 | -0.4188 | 0.337841 |
45 | 0.030576 | 0.5252 | 0.299931 |
46 | 0.06528 | 1.1212 | 0.131554 |
47 | 0.107132 | 1.8401 | 0.033382 |
48 | 0.066892 | 1.1489 | 0.125763 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.351142 | 6.0311 | 0 |
2 | 0.0406 | 0.6973 | 0.243071 |
3 | -0.06144 | -1.0553 | 0.146083 |
4 | -0.108109 | -1.8568 | 0.032166 |
5 | -0.074497 | -1.2795 | 0.100859 |
6 | -0.159839 | -2.7453 | 0.003208 |
7 | 0.02437 | 0.4186 | 0.337918 |
8 | -0.022529 | -0.3869 | 0.349539 |
9 | -0.047299 | -0.8124 | 0.208613 |
10 | 0.084416 | 1.4499 | 0.074077 |
11 | 0.005057 | 0.0869 | 0.465419 |
12 | -0.095451 | -1.6394 | 0.051096 |
13 | -0.138894 | -2.3856 | 0.008842 |
14 | -0.010888 | -0.187 | 0.425893 |
15 | -0.024009 | -0.4124 | 0.340183 |
16 | -0.125665 | -2.1584 | 0.015853 |
17 | -0.056279 | -0.9666 | 0.167261 |
18 | -0.025659 | -0.4407 | 0.329872 |
19 | -0.028992 | -0.498 | 0.309444 |
20 | -0.062227 | -1.0688 | 0.14302 |
21 | -0.001282 | -0.022 | 0.491223 |
22 | 0.001298 | 0.0223 | 0.491112 |
23 | 0.045714 | 0.7852 | 0.216492 |
24 | -0.067297 | -1.1559 | 0.124337 |
25 | 0.14787 | 2.5398 | 0.005803 |
26 | -0.044396 | -0.7625 | 0.223179 |
27 | 0.012625 | 0.2168 | 0.414239 |
28 | 0.014124 | 0.2426 | 0.404246 |
29 | -0.041032 | -0.7047 | 0.240763 |
30 | 0.015348 | 0.2636 | 0.396134 |
31 | -0.046813 | -0.804 | 0.211011 |
32 | -0.052426 | -0.9004 | 0.18431 |
33 | -0.00179 | -0.0307 | 0.48775 |
34 | 0.019215 | 0.33 | 0.370805 |
35 | 0.05711 | 0.9809 | 0.163723 |
36 | 0.023332 | 0.4007 | 0.344453 |
37 | 0.001036 | 0.0178 | 0.492911 |
38 | -0.031358 | -0.5386 | 0.29529 |
39 | -0.039663 | -0.6812 | 0.248129 |
40 | 0.009711 | 0.1668 | 0.433823 |
41 | -0.003534 | -0.0607 | 0.475822 |
42 | 0.004145 | 0.0712 | 0.471648 |
43 | -0.036577 | -0.6282 | 0.265171 |
44 | -0.014228 | -0.2444 | 0.403558 |
45 | 0.009802 | 0.1684 | 0.433209 |
46 | 0.027122 | 0.4658 | 0.320839 |
47 | 0.03547 | 0.6092 | 0.271423 |
48 | -0.027565 | -0.4734 | 0.318122 |