Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.131627 | 1.2064 | 0.115529 |
2 | -0.275348 | -2.5236 | 0.006749 |
3 | 0.18754 | 1.7188 | 0.044664 |
4 | -0.0034 | -0.0312 | 0.487609 |
5 | -0.03282 | -0.3008 | 0.382154 |
6 | 0.205553 | 1.8839 | 0.031517 |
7 | -0.03617 | -0.3315 | 0.370545 |
8 | 0.061826 | 0.5666 | 0.286235 |
9 | 0.166415 | 1.5252 | 0.06548 |
10 | -0.298143 | -2.7325 | 0.00383 |
11 | 0.076938 | 0.7052 | 0.241334 |
12 | 0.692603 | 6.3478 | 0 |
13 | 0.020249 | 0.1856 | 0.426609 |
14 | -0.298069 | -2.7318 | 0.003838 |
15 | 0.047543 | 0.4357 | 0.332072 |
16 | -0.038677 | -0.3545 | 0.361935 |
17 | -0.056456 | -0.5174 | 0.30311 |
18 | 0.05991 | 0.5491 | 0.292202 |
19 | -0.090459 | -0.8291 | 0.204707 |
20 | -0.021404 | -0.1962 | 0.422476 |
21 | 0.022938 | 0.2102 | 0.417 |
22 | -0.296758 | -2.7198 | 0.003968 |
23 | -0.001621 | -0.0149 | 0.49409 |
24 | 0.502568 | 4.6061 | 7e-06 |
25 | 0.038547 | 0.3533 | 0.362378 |
26 | -0.296315 | -2.7158 | 0.004013 |
27 | -0.029725 | -0.2724 | 0.392978 |
28 | -0.059779 | -0.5479 | 0.292612 |
29 | -0.115395 | -1.0576 | 0.146631 |
30 | 0.006207 | 0.0569 | 0.477385 |
31 | -0.0727 | -0.6663 | 0.25352 |
32 | -0.061713 | -0.5656 | 0.286584 |
33 | 0.028203 | 0.2585 | 0.398334 |
34 | -0.190874 | -1.7494 | 0.041938 |
35 | -0.024605 | -0.2255 | 0.411065 |
36 | 0.407693 | 3.7366 | 0.00017 |
37 | 0.044151 | 0.4046 | 0.343383 |
38 | -0.26143 | -2.3961 | 0.009397 |
39 | -0.028095 | -0.2575 | 0.398715 |
40 | -0.042708 | -0.3914 | 0.348236 |
41 | -0.082145 | -0.7529 | 0.226816 |
42 | 0.065869 | 0.6037 | 0.273836 |
43 | -0.039298 | -0.3602 | 0.359813 |
44 | -0.043554 | -0.3992 | 0.345386 |
45 | 0.082941 | 0.7602 | 0.224641 |
46 | -0.128578 | -1.1784 | 0.120976 |
47 | -0.043043 | -0.3945 | 0.347106 |
48 | 0.33121 | 3.0356 | 0.001598 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.131627 | 1.2064 | 0.115529 |
2 | -0.297834 | -2.7297 | 0.003861 |
3 | 0.305728 | 2.802 | 0.003151 |
4 | -0.232993 | -2.1354 | 0.01782 |
5 | 0.235641 | 2.1597 | 0.016824 |
6 | 0.016396 | 0.1503 | 0.440456 |
7 | -0.017389 | -0.1594 | 0.436878 |
8 | 0.223006 | 2.0439 | 0.022049 |
9 | -0.072892 | -0.6681 | 0.252962 |
10 | -0.239062 | -2.191 | 0.015609 |
11 | 0.357423 | 3.2758 | 0.000766 |
12 | 0.485765 | 4.4521 | 1.3e-05 |
13 | -0.145541 | -1.3339 | 0.092921 |
14 | -0.163761 | -1.5009 | 0.068566 |
15 | -0.184075 | -1.6871 | 0.04765 |
16 | 0.105446 | 0.9664 | 0.168303 |
17 | -0.117934 | -1.0809 | 0.141421 |
18 | -0.136195 | -1.2482 | 0.107704 |
19 | -0.062656 | -0.5743 | 0.283665 |
20 | -0.201028 | -1.8425 | 0.034468 |
21 | -0.028769 | -0.2637 | 0.396338 |
22 | -0.004439 | -0.0407 | 0.483824 |
23 | -0.011088 | -0.1016 | 0.459649 |
24 | 0.129217 | 1.1843 | 0.119819 |
25 | 0.079559 | 0.7292 | 0.233962 |
26 | 0.038572 | 0.3535 | 0.362291 |
27 | 0.017043 | 0.1562 | 0.438125 |
28 | -0.088527 | -0.8114 | 0.209726 |
29 | -0.024397 | -0.2236 | 0.411806 |
30 | -0.007262 | -0.0666 | 0.473545 |
31 | -0.021967 | -0.2013 | 0.420462 |
32 | -0.089528 | -0.8205 | 0.207116 |
33 | 0.034847 | 0.3194 | 0.375116 |
34 | 0.067795 | 0.6214 | 0.268026 |
35 | 0.001367 | 0.0125 | 0.495017 |
36 | 0.000643 | 0.0059 | 0.497657 |
37 | -0.053368 | -0.4891 | 0.313014 |
38 | 0.076504 | 0.7012 | 0.242567 |
39 | -0.032302 | -0.296 | 0.383962 |
40 | 0.003752 | 0.0344 | 0.486325 |
41 | 0.001404 | 0.0129 | 0.494881 |
42 | 0.042182 | 0.3866 | 0.350012 |
43 | -0.030476 | -0.2793 | 0.390344 |
44 | 0.036845 | 0.3377 | 0.368219 |
45 | 0.041704 | 0.3822 | 0.351631 |
46 | -0.016697 | -0.153 | 0.439369 |
47 | -0.077913 | -0.7141 | 0.238577 |
48 | -0.031859 | -0.292 | 0.385505 |