Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.104112 | 0.8834 | 0.189975 |
2 | -0.37147 | -3.152 | 0.001182 |
3 | 0.070607 | 0.5991 | 0.275488 |
4 | 0.063144 | 0.5358 | 0.296875 |
5 | -0.051179 | -0.4343 | 0.332695 |
6 | 0.082463 | 0.6997 | 0.243178 |
7 | -0.016466 | -0.1397 | 0.444637 |
8 | 0.099753 | 0.8464 | 0.200059 |
9 | 0.091566 | 0.777 | 0.219864 |
10 | -0.333 | -2.8256 | 0.003052 |
11 | 0.037382 | 0.3172 | 0.376005 |
12 | 0.643888 | 5.4636 | 0 |
13 | -0.001795 | -0.0152 | 0.493946 |
14 | -0.384532 | -3.2629 | 0.000844 |
15 | 0.062667 | 0.5317 | 0.29827 |
16 | 0.051866 | 0.4401 | 0.330593 |
17 | -0.068818 | -0.5839 | 0.280542 |
18 | -0.025533 | -0.2167 | 0.414544 |
19 | -0.085032 | -0.7215 | 0.236464 |
20 | 0.019948 | 0.1693 | 0.433033 |
21 | -0.003805 | -0.0323 | 0.487166 |
22 | -0.268638 | -2.2795 | 0.012802 |
23 | 0.036377 | 0.3087 | 0.379233 |
24 | 0.46156 | 3.9165 | 0.000101 |
25 | 0.015879 | 0.1347 | 0.446598 |
26 | -0.337063 | -2.8601 | 0.002769 |
27 | -0.045491 | -0.386 | 0.350317 |
28 | 0.010517 | 0.0892 | 0.46457 |
29 | -0.066294 | -0.5625 | 0.287754 |
30 | -0.045519 | -0.3862 | 0.350229 |
31 | -0.033618 | -0.2853 | 0.388132 |
32 | -0.013495 | -0.1145 | 0.454577 |
33 | -0.010193 | -0.0865 | 0.46566 |
34 | -0.200711 | -1.7031 | 0.046433 |
35 | 0.00407 | 0.0345 | 0.486273 |
36 | 0.356838 | 3.0279 | 0.001708 |
37 | 0.034192 | 0.2901 | 0.386276 |
38 | -0.238431 | -2.0232 | 0.023385 |
39 | -0.05633 | -0.478 | 0.317058 |
40 | 0.023609 | 0.2003 | 0.420893 |
41 | -0.074085 | -0.6286 | 0.265791 |
42 | 0.01079 | 0.0916 | 0.463652 |
43 | 0.033676 | 0.2857 | 0.387945 |
44 | 0.016519 | 0.1402 | 0.44446 |
45 | 0.003526 | 0.0299 | 0.488107 |
46 | -0.111877 | -0.9493 | 0.17282 |
47 | -0.024814 | -0.2106 | 0.416916 |
48 | 0.248661 | 2.11 | 0.019169 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.104112 | 0.8834 | 0.189975 |
2 | -0.386499 | -3.2796 | 0.000802 |
3 | 0.19547 | 1.6586 | 0.050772 |
4 | -0.156672 | -1.3294 | 0.093955 |
5 | 0.086892 | 0.7373 | 0.231667 |
6 | 0.042153 | 0.3577 | 0.360815 |
7 | -0.057153 | -0.485 | 0.31459 |
8 | 0.243671 | 2.0676 | 0.021135 |
9 | -0.070291 | -0.5964 | 0.276376 |
10 | -0.264598 | -2.2452 | 0.013914 |
11 | 0.272686 | 2.3138 | 0.011768 |
12 | 0.451554 | 3.8316 | 0.000135 |
13 | -0.148435 | -1.2595 | 0.105957 |
14 | -0.09232 | -0.7834 | 0.217992 |
15 | 0.021811 | 0.1851 | 0.426847 |
16 | -0.04965 | -0.4213 | 0.337398 |
17 | -0.006882 | -0.0584 | 0.476797 |
18 | -0.183317 | -1.5555 | 0.062106 |
19 | -0.072881 | -0.6184 | 0.269126 |
20 | -0.143636 | -1.2188 | 0.11345 |
21 | -0.141825 | -1.2034 | 0.116377 |
22 | 0.059253 | 0.5028 | 0.308328 |
23 | -0.026446 | -0.2244 | 0.411542 |
24 | 0.063432 | 0.5382 | 0.296035 |
25 | 0.143051 | 1.2138 | 0.11439 |
26 | -0.030581 | -0.2595 | 0.398 |
27 | -0.072261 | -0.6132 | 0.270854 |
28 | -0.053693 | -0.4556 | 0.325024 |
29 | -0.001598 | -0.0136 | 0.494611 |
30 | -0.028283 | -0.24 | 0.405511 |
31 | 0.005163 | 0.0438 | 0.482589 |
32 | -0.157126 | -1.3333 | 0.093324 |
33 | 0.075788 | 0.6431 | 0.261107 |
34 | -0.106407 | -0.9029 | 0.184796 |
35 | -0.002215 | -0.0188 | 0.492527 |
36 | 0.088338 | 0.7496 | 0.227977 |
37 | -0.090454 | -0.7675 | 0.222638 |
38 | 0.145674 | 1.2361 | 0.110222 |
39 | -0.079541 | -0.6749 | 0.250941 |
40 | 0.005589 | 0.0474 | 0.481154 |
41 | -0.065313 | -0.5542 | 0.29058 |
42 | 0.090169 | 0.7651 | 0.223354 |
43 | 0.06562 | 0.5568 | 0.289693 |
44 | 0.02821 | 0.2394 | 0.40575 |
45 | -0.020523 | -0.1741 | 0.431122 |
46 | 0.003727 | 0.0316 | 0.487431 |
47 | -0.06583 | -0.5586 | 0.28909 |
48 | -0.106871 | -0.9068 | 0.18376 |