Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.208188 | -2.0819 | 0.019953 |
2 | -0.086344 | -0.8634 | 0.194982 |
3 | -0.051841 | -0.5184 | 0.30266 |
4 | 0.225522 | 2.2552 | 0.013149 |
5 | 0.065577 | 0.6558 | 0.256738 |
6 | -0.191458 | -1.9146 | 0.029202 |
7 | -0.119321 | -1.1932 | 0.117804 |
8 | 0.024271 | 0.2427 | 0.404364 |
9 | 0.202401 | 2.024 | 0.022818 |
10 | -0.058732 | -0.5873 | 0.279155 |
11 | -0.07692 | -0.7692 | 0.221794 |
12 | -0.111683 | -1.1168 | 0.133371 |
13 | 0.631099 | 6.311 | 0 |
14 | -0.176493 | -1.7649 | 0.040314 |
15 | -0.066519 | -0.6652 | 0.25373 |
16 | -0.149097 | -1.491 | 0.069558 |
17 | 0.19646 | 1.9646 | 0.026118 |
18 | -0.029919 | -0.2992 | 0.382708 |
19 | -0.203577 | -2.0358 | 0.022209 |
20 | -0.005846 | -0.0585 | 0.476751 |
21 | -0.115216 | -1.1522 | 0.126001 |
22 | 0.182072 | 1.8207 | 0.03582 |
23 | -0.065388 | -0.6539 | 0.257345 |
24 | -0.095499 | -0.955 | 0.170942 |
25 | -0.049451 | -0.4945 | 0.311015 |
26 | 0.372569 | 3.7257 | 0.000161 |
27 | -0.069406 | -0.6941 | 0.244628 |
28 | -0.084606 | -0.8461 | 0.199769 |
29 | -0.18583 | -1.8583 | 0.033034 |
30 | 0.225205 | 2.2521 | 0.013253 |
31 | -0.064643 | -0.6464 | 0.25974 |
32 | -0.190156 | -1.9016 | 0.030054 |
33 | 0.027709 | 0.2771 | 0.391141 |
34 | -0.149176 | -1.4918 | 0.069456 |
35 | 0.201587 | 2.0159 | 0.023248 |
36 | -0.121625 | -1.2163 | 0.113375 |
37 | -0.09595 | -0.9595 | 0.169811 |
38 | -0.010815 | -0.1082 | 0.457046 |
39 | 0.224618 | 2.2462 | 0.013446 |
40 | -0.000496 | -0.005 | 0.498026 |
41 | -0.139881 | -1.3988 | 0.082483 |
42 | -0.161947 | -1.6195 | 0.054248 |
43 | 0.203639 | 2.0364 | 0.022177 |
44 | -0.037397 | -0.374 | 0.354611 |
45 | -0.182316 | -1.8232 | 0.035633 |
46 | 0.00843 | 0.0843 | 0.466492 |
47 | -0.115077 | -1.1508 | 0.126285 |
48 | 0.169567 | 1.6957 | 0.04653 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.208188 | -2.0819 | 0.019953 |
2 | -0.135562 | -1.3556 | 0.089138 |
3 | -0.106994 | -1.0699 | 0.143611 |
4 | 0.189967 | 1.8997 | 0.030179 |
5 | 0.162324 | 1.6232 | 0.053843 |
6 | -0.109787 | -1.0979 | 0.137449 |
7 | -0.174671 | -1.7467 | 0.041879 |
8 | -0.132653 | -1.3265 | 0.093842 |
9 | 0.127639 | 1.2764 | 0.102387 |
10 | 0.101948 | 1.0195 | 0.155219 |
11 | 0.058982 | 0.5898 | 0.278321 |
12 | -0.145024 | -1.4502 | 0.075061 |
13 | 0.552894 | 5.5289 | 0 |
14 | 0.021851 | 0.2185 | 0.41374 |
15 | 0.017573 | 0.1757 | 0.430433 |
16 | -0.197602 | -1.976 | 0.025454 |
17 | -0.081974 | -0.8197 | 0.207157 |
18 | -0.203294 | -2.0329 | 0.022354 |
19 | -0.07795 | -0.7795 | 0.218764 |
20 | 0.135475 | 1.3548 | 0.089275 |
21 | -0.119419 | -1.1942 | 0.117614 |
22 | -0.02244 | -0.2244 | 0.411451 |
23 | -0.020344 | -0.2034 | 0.419601 |
24 | -0.114771 | -1.1477 | 0.126913 |
25 | -0.007381 | -0.0738 | 0.470654 |
26 | 0.000471 | 0.0047 | 0.498127 |
27 | 0.143592 | 1.4359 | 0.077073 |
28 | 0.015709 | 0.1571 | 0.437745 |
29 | -0.05401 | -0.5401 | 0.295165 |
30 | 0.069249 | 0.6925 | 0.245117 |
31 | -0.033019 | -0.3302 | 0.370972 |
32 | -0.083437 | -0.8344 | 0.203031 |
33 | -0.008909 | -0.0891 | 0.464595 |
34 | -0.061611 | -0.6161 | 0.269611 |
35 | 0.012582 | 0.1258 | 0.450062 |
36 | -0.082114 | -0.8211 | 0.206759 |
37 | -0.115622 | -1.1562 | 0.125174 |
38 | -0.032233 | -0.3223 | 0.373936 |
39 | -0.079035 | -0.7904 | 0.215596 |
40 | -0.003563 | -0.0356 | 0.485826 |
41 | -0.007923 | -0.0792 | 0.468506 |
42 | -0.072288 | -0.7229 | 0.235722 |
43 | -0.019468 | -0.1947 | 0.423019 |
44 | 0.044753 | 0.4475 | 0.327732 |
45 | -0.036175 | -0.3617 | 0.359152 |
46 | 0.010419 | 0.1042 | 0.458615 |
47 | -0.05573 | -0.5573 | 0.289283 |
48 | -0.041193 | -0.4119 | 0.340635 |