Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.00645 | 0.0591 | 0.476499 |
2 | -0.313518 | -2.8734 | 0.00257 |
3 | -0.032151 | -0.2947 | 0.384487 |
4 | 0.035553 | 0.3259 | 0.372674 |
5 | 0.023162 | 0.2123 | 0.416199 |
6 | -0.080053 | -0.7337 | 0.232587 |
7 | 0.027981 | 0.2565 | 0.399115 |
8 | 0.013342 | 0.1223 | 0.451485 |
9 | -0.020582 | -0.1886 | 0.425417 |
10 | -0.239003 | -2.1905 | 0.01563 |
11 | 0.043104 | 0.3951 | 0.346901 |
12 | 0.568224 | 5.2079 | 1e-06 |
13 | 0.036471 | 0.3343 | 0.369508 |
14 | -0.265988 | -2.4378 | 0.008443 |
15 | 0.052432 | 0.4805 | 0.316043 |
16 | -0.03146 | -0.2883 | 0.386902 |
17 | -0.134948 | -1.2368 | 0.1098 |
18 | -0.008828 | -0.0809 | 0.467851 |
19 | 0.061372 | 0.5625 | 0.287643 |
20 | 0.100958 | 0.9253 | 0.178731 |
21 | -0.012612 | -0.1156 | 0.454126 |
22 | -0.242418 | -2.2218 | 0.014493 |
23 | 9.2e-05 | 8e-04 | 0.499664 |
24 | 0.402513 | 3.6891 | 0.000199 |
25 | 0.039398 | 0.3611 | 0.359471 |
26 | -0.245986 | -2.2545 | 0.013383 |
27 | -0.024576 | -0.2252 | 0.411167 |
28 | -0.052509 | -0.4812 | 0.315795 |
29 | -0.12431 | -1.1393 | 0.128904 |
30 | -0.015959 | -0.1463 | 0.442032 |
31 | 0.083874 | 0.7687 | 0.222109 |
32 | 0.070652 | 0.6475 | 0.259526 |
33 | -0.006242 | -0.0572 | 0.477259 |
34 | -0.192886 | -1.7678 | 0.04036 |
35 | 0.0095 | 0.0871 | 0.465411 |
36 | 0.33946 | 3.1112 | 0.001273 |
37 | 0.025024 | 0.2293 | 0.409578 |
38 | -0.257834 | -2.3631 | 0.010217 |
39 | -0.030442 | -0.279 | 0.390462 |
40 | -0.009488 | -0.087 | 0.465457 |
41 | -0.079854 | -0.7319 | 0.233141 |
42 | -0.012988 | -0.119 | 0.452765 |
43 | 0.100934 | 0.9251 | 0.178787 |
44 | 0.076141 | 0.6978 | 0.243602 |
45 | -0.008908 | -0.0816 | 0.467564 |
46 | -0.130978 | -1.2004 | 0.116673 |
47 | -0.01984 | -0.1818 | 0.428076 |
48 | 0.243287 | 2.2298 | 0.014215 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.00645 | 0.0591 | 0.476499 |
2 | -0.313573 | -2.8739 | 0.002567 |
3 | -0.030469 | -0.2793 | 0.390369 |
4 | -0.069399 | -0.6361 | 0.263235 |
5 | 0.003765 | 0.0345 | 0.486277 |
6 | -0.101285 | -0.9283 | 0.177957 |
7 | 0.039744 | 0.3643 | 0.358289 |
8 | -0.046552 | -0.4267 | 0.335362 |
9 | -0.002467 | -0.0226 | 0.491008 |
10 | -0.284639 | -2.6088 | 0.005377 |
11 | 0.050498 | 0.4628 | 0.322345 |
12 | 0.476038 | 4.363 | 1.8e-05 |
13 | 0.089868 | 0.8236 | 0.206235 |
14 | -0.005814 | -0.0533 | 0.478814 |
15 | 0.168086 | 1.5405 | 0.063594 |
16 | -0.142286 | -1.3041 | 0.097886 |
17 | -0.180945 | -1.6584 | 0.050484 |
18 | 0.002246 | 0.0206 | 0.491811 |
19 | -0.016507 | -0.1513 | 0.440057 |
20 | 0.11531 | 1.0568 | 0.14681 |
21 | 0.100982 | 0.9255 | 0.178675 |
22 | -0.075214 | -0.6894 | 0.246251 |
23 | -0.053121 | -0.4869 | 0.313811 |
24 | 0.036582 | 0.3353 | 0.369124 |
25 | -0.047048 | -0.4312 | 0.333713 |
26 | -0.07806 | -0.7154 | 0.238162 |
27 | -0.122459 | -1.1224 | 0.132455 |
28 | -0.067153 | -0.6155 | 0.269955 |
29 | 0.001065 | 0.0098 | 0.496116 |
30 | -0.072711 | -0.6664 | 0.253488 |
31 | 0.012486 | 0.1144 | 0.454583 |
32 | -0.038493 | -0.3528 | 0.362563 |
33 | -0.062016 | -0.5684 | 0.285645 |
34 | -0.046196 | -0.4234 | 0.336546 |
35 | 0.01265 | 0.1159 | 0.453989 |
36 | 0.080516 | 0.7379 | 0.231302 |
37 | 0.083828 | 0.7683 | 0.222233 |
38 | -0.076805 | -0.7039 | 0.241713 |
39 | -0.034231 | -0.3137 | 0.377251 |
40 | -0.026894 | -0.2465 | 0.402954 |
41 | 0.031716 | 0.2907 | 0.386006 |
42 | 0.026519 | 0.243 | 0.40428 |
43 | 0.0866 | 0.7937 | 0.214803 |
44 | -0.000315 | -0.0029 | 0.498853 |
45 | 0.02636 | 0.2416 | 0.404841 |
46 | 0.017464 | 0.1601 | 0.436608 |
47 | -0.033715 | -0.309 | 0.379042 |
48 | -0.032315 | -0.2962 | 0.383916 |