Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.212075 | 2.418 | 0.008495 |
2 | -0.262478 | -2.9927 | 0.001655 |
3 | -0.254006 | -2.8961 | 0.002217 |
4 | -0.218074 | -2.4864 | 0.007085 |
5 | 0.179425 | 2.0458 | 0.021399 |
6 | 0.397001 | 4.5265 | 7e-06 |
7 | 0.194147 | 2.2136 | 0.0143 |
8 | -0.160209 | -1.8267 | 0.035022 |
9 | -0.228065 | -2.6003 | 0.005195 |
10 | -0.287598 | -3.2791 | 0.000668 |
11 | 0.172953 | 1.972 | 0.025368 |
12 | 0.662662 | 7.5555 | 0 |
13 | 0.087574 | 0.9985 | 0.159946 |
14 | -0.216489 | -2.4684 | 0.007436 |
15 | -0.235944 | -2.6902 | 0.004039 |
16 | -0.219951 | -2.5078 | 0.006689 |
17 | 0.127397 | 1.4525 | 0.07438 |
18 | 0.295305 | 3.367 | 5e-04 |
19 | 0.109256 | 1.2457 | 0.107556 |
20 | -0.212353 | -2.4212 | 0.008425 |
21 | -0.264065 | -3.0108 | 0.001566 |
22 | -0.236254 | -2.6937 | 0.003999 |
23 | 0.175728 | 2.0036 | 0.023595 |
24 | 0.497146 | 5.6683 | 0 |
25 | -0.015788 | -0.18 | 0.428712 |
26 | -0.275798 | -3.1446 | 0.001031 |
27 | -0.222462 | -2.5365 | 0.006191 |
28 | -0.223687 | -2.5504 | 0.005959 |
29 | 0.116146 | 1.3243 | 0.093868 |
30 | 0.21869 | 2.4934 | 0.006953 |
31 | 0.061748 | 0.704 | 0.241336 |
32 | -0.22208 | -2.5321 | 0.006264 |
33 | -0.241632 | -2.755 | 0.003356 |
34 | -0.172759 | -1.9698 | 0.025496 |
35 | 0.15093 | 1.7209 | 0.043827 |
36 | 0.437673 | 4.9902 | 1e-06 |
37 | 0.003311 | 0.0378 | 0.484972 |
38 | -0.197792 | -2.2552 | 0.012897 |
39 | -0.225148 | -2.5671 | 0.005694 |
40 | -0.178368 | -2.0337 | 0.022008 |
41 | 0.112369 | 1.2812 | 0.101202 |
42 | 0.193541 | 2.2067 | 0.014545 |
43 | 0.067631 | 0.7711 | 0.221019 |
44 | -0.212078 | -2.4181 | 0.008495 |
45 | -0.203668 | -2.3222 | 0.010889 |
46 | -0.096582 | -1.1012 | 0.136422 |
47 | 0.0916 | 1.0444 | 0.14912 |
48 | 0.339946 | 3.876 | 8.4e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.212075 | 2.418 | 0.008495 |
2 | -0.321933 | -3.6706 | 0.000176 |
3 | -0.131006 | -1.4937 | 0.06884 |
4 | -0.243244 | -2.7734 | 0.003182 |
5 | 0.210664 | 2.4019 | 0.008861 |
6 | 0.207953 | 2.371 | 0.009603 |
7 | 0.14088 | 1.6063 | 0.05532 |
8 | -0.087977 | -1.0031 | 0.158839 |
9 | 0.033472 | 0.3816 | 0.351676 |
10 | -0.277717 | -3.1665 | 0.000961 |
11 | 0.263314 | 3.0022 | 0.001607 |
12 | 0.448167 | 5.1099 | 1e-06 |
13 | -0.206537 | -2.3549 | 0.010013 |
14 | 0.007214 | 0.0823 | 0.467287 |
15 | 0.008378 | 0.0955 | 0.462022 |
16 | -0.030291 | -0.3454 | 0.365188 |
17 | -0.048693 | -0.5552 | 0.289862 |
18 | -0.098251 | -1.1202 | 0.13234 |
19 | -0.053835 | -0.6138 | 0.270205 |
20 | -0.187878 | -2.1421 | 0.017023 |
21 | -0.049732 | -0.567 | 0.285836 |
22 | 0.023747 | 0.2708 | 0.393503 |
23 | 0.010143 | 0.1156 | 0.454055 |
24 | 0.069077 | 0.7876 | 0.216183 |
25 | -0.104709 | -1.1939 | 0.117352 |
26 | -0.117255 | -1.3369 | 0.091792 |
27 | 0.085432 | 0.9741 | 0.165915 |
28 | -0.144042 | -1.6423 | 0.05147 |
29 | 0.020693 | 0.2359 | 0.406927 |
30 | -0.180691 | -2.0602 | 0.020687 |
31 | 0.053511 | 0.6101 | 0.271423 |
32 | -0.089979 | -1.0259 | 0.153418 |
33 | 0.066774 | 0.7613 | 0.223917 |
34 | -0.02085 | -0.2377 | 0.406234 |
35 | -0.024484 | -0.2792 | 0.390284 |
36 | 0.103259 | 1.1773 | 0.120606 |
37 | 0.107369 | 1.2242 | 0.111547 |
38 | 0.029218 | 0.3331 | 0.369786 |
39 | -0.063242 | -0.7211 | 0.236081 |
40 | 0.040745 | 0.4646 | 0.321512 |
41 | -0.07483 | -0.8532 | 0.197561 |
42 | -0.04122 | -0.47 | 0.31958 |
43 | -0.037244 | -0.4246 | 0.3359 |
44 | -0.095845 | -1.0928 | 0.138252 |
45 | -0.057283 | -0.6531 | 0.257413 |
46 | 0.020182 | 0.2301 | 0.409186 |
47 | -0.184727 | -2.1062 | 0.018554 |
48 | 0.023284 | 0.2655 | 0.395529 |