Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.275878 | 2.4982 | 0.007241 |
2 | -0.253947 | -2.2996 | 0.012007 |
3 | -0.347989 | -3.1512 | 0.001135 |
4 | -0.238175 | -2.1568 | 0.016976 |
5 | 0.09492 | 0.8595 | 0.196274 |
6 | 0.219758 | 1.99 | 0.024962 |
7 | 0.106041 | 0.9602 | 0.169878 |
8 | -0.198344 | -1.7961 | 0.038082 |
9 | -0.293846 | -2.6609 | 0.004687 |
10 | -0.233094 | -2.1108 | 0.01892 |
11 | 0.252322 | 2.2849 | 0.012452 |
12 | 0.771724 | 6.9883 | 0 |
13 | 0.158867 | 1.4386 | 0.077034 |
14 | -0.267137 | -2.419 | 0.008887 |
15 | -0.331545 | -3.0023 | 0.001775 |
16 | -0.202828 | -1.8367 | 0.03494 |
17 | 0.085964 | 0.7784 | 0.219275 |
18 | 0.167146 | 1.5136 | 0.06699 |
19 | 0.045701 | 0.4138 | 0.340036 |
20 | -0.213099 | -1.9297 | 0.028552 |
21 | -0.265641 | -2.4055 | 0.009201 |
22 | -0.186317 | -1.6872 | 0.047686 |
23 | 0.213249 | 1.931 | 0.028466 |
24 | 0.608308 | 5.5085 | 0 |
25 | 0.09716 | 0.8798 | 0.190763 |
26 | -0.265587 | -2.405 | 0.009212 |
27 | -0.299531 | -2.7124 | 0.004069 |
28 | -0.182843 | -1.6557 | 0.050801 |
29 | 0.07015 | 0.6352 | 0.263523 |
30 | 0.138556 | 1.2547 | 0.106581 |
31 | 0.030219 | 0.2736 | 0.392524 |
32 | -0.19548 | -1.7701 | 0.04021 |
33 | -0.204626 | -1.853 | 0.033742 |
34 | -0.126249 | -1.1432 | 0.128134 |
35 | 0.201827 | 1.8276 | 0.035622 |
36 | 0.494619 | 4.479 | 1.2e-05 |
37 | 0.056542 | 0.512 | 0.305011 |
38 | -0.209106 | -1.8935 | 0.030907 |
39 | -0.206557 | -1.8705 | 0.032494 |
40 | -0.101743 | -0.9213 | 0.179793 |
41 | 0.090255 | 0.8173 | 0.208065 |
42 | 0.117431 | 1.0634 | 0.145365 |
43 | 0.01243 | 0.1126 | 0.455328 |
44 | -0.143271 | -1.2974 | 0.099071 |
45 | -0.1518 | -1.3746 | 0.086499 |
46 | -0.055619 | -0.5036 | 0.307929 |
47 | 0.171879 | 1.5564 | 0.061729 |
48 | 0.35135 | 3.1816 | 0.001034 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.275878 | 2.4982 | 0.007241 |
2 | -0.357245 | -3.235 | 0.000877 |
3 | -0.191502 | -1.7341 | 0.043327 |
4 | -0.194951 | -1.7654 | 0.040613 |
5 | 0.080974 | 0.7332 | 0.232749 |
6 | 0.000532 | 0.0048 | 0.498083 |
7 | -0.006579 | -0.0596 | 0.476319 |
8 | -0.226327 | -2.0495 | 0.021806 |
9 | -0.132411 | -1.199 | 0.116984 |
10 | -0.265482 | -2.404 | 0.009235 |
11 | 0.26854 | 2.4317 | 0.008603 |
12 | 0.62606 | 5.6692 | 0 |
13 | -0.284629 | -2.5774 | 0.005872 |
14 | 0.041482 | 0.3756 | 0.35408 |
15 | 0.048724 | 0.4412 | 0.330108 |
16 | 0.018256 | 0.1653 | 0.434552 |
17 | -0.090517 | -0.8197 | 0.20739 |
18 | -0.123173 | -1.1154 | 0.133973 |
19 | -0.108152 | -0.9794 | 0.165141 |
20 | -0.105015 | -0.951 | 0.172211 |
21 | -0.062423 | -0.5653 | 0.28672 |
22 | -0.031954 | -0.2894 | 0.386521 |
23 | -0.163441 | -1.48 | 0.071349 |
24 | 0.02756 | 0.2496 | 0.401772 |
25 | -0.01653 | -0.1497 | 0.440689 |
26 | -0.067656 | -0.6126 | 0.270903 |
27 | -0.024165 | -0.2188 | 0.413664 |
28 | -0.100789 | -0.9127 | 0.182042 |
29 | -0.054589 | -0.4943 | 0.311198 |
30 | -0.043927 | -0.3978 | 0.345914 |
31 | -0.037334 | -0.3381 | 0.368087 |
32 | -0.086048 | -0.7792 | 0.219053 |
33 | -0.022857 | -0.207 | 0.418269 |
34 | -0.032466 | -0.294 | 0.384754 |
35 | -0.019498 | -0.1766 | 0.430144 |
36 | -0.062928 | -0.5698 | 0.285172 |
37 | -0.049131 | -0.4449 | 0.328781 |
38 | 0.046295 | 0.4192 | 0.338076 |
39 | 0.049359 | 0.447 | 0.328039 |
40 | 0.043839 | 0.397 | 0.346208 |
41 | -0.009769 | -0.0885 | 0.464861 |
42 | -0.027899 | -0.2526 | 0.400592 |
43 | 0.004552 | 0.0412 | 0.483611 |
44 | 0.078206 | 0.7082 | 0.24042 |
45 | -0.108702 | -0.9843 | 0.163923 |
46 | 0.034852 | 0.3156 | 0.376553 |
47 | -0.155512 | -1.4082 | 0.081423 |
48 | -0.117889 | -1.0675 | 0.144432 |