Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.262717 | 2.018 | 0.024075 |
2 | -0.311749 | -2.3946 | 0.009917 |
3 | -0.343528 | -2.6387 | 0.005314 |
4 | -0.2098 | -1.6115 | 0.056204 |
5 | 0.116598 | 0.8956 | 0.187052 |
6 | 0.293206 | 2.2522 | 0.014024 |
7 | 0.132705 | 1.0193 | 0.156105 |
8 | -0.151084 | -1.1605 | 0.12526 |
9 | -0.304128 | -2.3361 | 0.011453 |
10 | -0.299939 | -2.3039 | 0.012385 |
11 | 0.218839 | 1.6809 | 0.049032 |
12 | 0.708471 | 5.4419 | 1e-06 |
13 | 0.130066 | 0.9991 | 0.160924 |
14 | -0.294039 | -2.2586 | 0.013811 |
15 | -0.253222 | -1.945 | 0.028271 |
16 | -0.166465 | -1.2786 | 0.103015 |
17 | 0.110176 | 0.8463 | 0.20041 |
18 | 0.186548 | 1.4329 | 0.078582 |
19 | 0.050635 | 0.3889 | 0.349363 |
20 | -0.157704 | -1.2113 | 0.115297 |
21 | -0.270182 | -2.0753 | 0.021163 |
22 | -0.235344 | -1.8077 | 0.037875 |
23 | 0.179814 | 1.3812 | 0.086217 |
24 | 0.492595 | 3.7837 | 0.000182 |
25 | 0.053844 | 0.4136 | 0.340338 |
26 | -0.228856 | -1.7579 | 0.041977 |
27 | -0.215644 | -1.6564 | 0.051476 |
28 | -0.145038 | -1.1141 | 0.134886 |
29 | 0.069528 | 0.5341 | 0.297655 |
30 | 0.124893 | 0.9593 | 0.170656 |
31 | 0.045424 | 0.3489 | 0.364199 |
32 | -0.105088 | -0.8072 | 0.211398 |
33 | -0.180377 | -1.3855 | 0.085557 |
34 | -0.124243 | -0.9543 | 0.171906 |
35 | 0.161812 | 1.2429 | 0.109411 |
36 | 0.345075 | 2.6506 | 0.00515 |
37 | 0.027822 | 0.2137 | 0.415757 |
38 | -0.13384 | -1.028 | 0.154063 |
39 | -0.126514 | -0.9718 | 0.167566 |
40 | -0.077333 | -0.594 | 0.27739 |
41 | 0.059339 | 0.4558 | 0.325107 |
42 | 0.077496 | 0.5953 | 0.276975 |
43 | 0.017481 | 0.1343 | 0.446823 |
44 | -0.071408 | -0.5485 | 0.29271 |
45 | -0.112998 | -0.868 | 0.194468 |
46 | -0.02735 | -0.2101 | 0.417165 |
47 | 0.086855 | 0.6671 | 0.253641 |
48 | 0.18008 | 1.3832 | 0.085904 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.262717 | 2.018 | 0.024075 |
2 | -0.408998 | -3.1416 | 0.001314 |
3 | -0.155664 | -1.1957 | 0.118303 |
4 | -0.2289 | -1.7582 | 0.041949 |
5 | 0.081705 | 0.6276 | 0.266348 |
6 | 0.074909 | 0.5754 | 0.283609 |
7 | 0.015412 | 0.1184 | 0.453082 |
8 | -0.097951 | -0.7524 | 0.227409 |
9 | -0.15226 | -1.1695 | 0.123447 |
10 | -0.272631 | -2.0941 | 0.020277 |
11 | 0.264396 | 2.0309 | 0.023391 |
12 | 0.516936 | 3.9707 | 9.9e-05 |
13 | -0.268461 | -2.0621 | 0.021806 |
14 | 0.039627 | 0.3044 | 0.380953 |
15 | 0.143014 | 1.0985 | 0.138222 |
16 | -0.038387 | -0.2949 | 0.384569 |
17 | -0.015867 | -0.1219 | 0.451707 |
18 | -0.188783 | -1.4501 | 0.076168 |
19 | -0.039122 | -0.3005 | 0.382426 |
20 | -0.106424 | -0.8175 | 0.208479 |
21 | -0.052052 | -0.3998 | 0.345367 |
22 | -0.055292 | -0.4247 | 0.336299 |
23 | -0.116698 | -0.8964 | 0.186848 |
24 | -0.043413 | -0.3335 | 0.369984 |
25 | 0.020864 | 0.1603 | 0.436611 |
26 | 0.001716 | 0.0132 | 0.494765 |
27 | -0.139701 | -1.0731 | 0.143806 |
28 | -0.050516 | -0.388 | 0.349699 |
29 | -0.080914 | -0.6215 | 0.268328 |
30 | -0.036721 | -0.2821 | 0.389441 |
31 | -0.009492 | -0.0729 | 0.471062 |
32 | -0.070502 | -0.5415 | 0.295088 |
33 | 0.05582 | 0.4288 | 0.334829 |
34 | 0.052372 | 0.4023 | 0.344466 |
35 | 0.011378 | 0.0874 | 0.465327 |
36 | 0.013423 | 0.1031 | 0.459114 |
37 | 0.004447 | 0.0342 | 0.486433 |
38 | 0.073806 | 0.5669 | 0.286462 |
39 | 0.030078 | 0.231 | 0.409043 |
40 | 0.02496 | 0.1917 | 0.424311 |
41 | -0.025868 | -0.1987 | 0.421591 |
42 | -0.017509 | -0.1345 | 0.446737 |
43 | -0.049201 | -0.3779 | 0.353422 |
44 | 0.013246 | 0.1017 | 0.459652 |
45 | -0.068778 | -0.5283 | 0.299639 |
46 | 0.008033 | 0.0617 | 0.475504 |
47 | -0.210779 | -1.619 | 0.055388 |
48 | -0.079827 | -0.6132 | 0.271063 |