Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.111499 | 0.8564 | 0.197609 |
2 | -0.241636 | -1.856 | 0.034222 |
3 | 0.159692 | 1.2266 | 0.112419 |
4 | 0.098174 | 0.7541 | 0.226897 |
5 | 5.5e-05 | 4e-04 | 0.499832 |
6 | 0.215143 | 1.6525 | 0.051868 |
7 | -0.026978 | -0.2072 | 0.418276 |
8 | 0.108304 | 0.8319 | 0.204411 |
9 | 0.144278 | 1.1082 | 0.136132 |
10 | -0.262625 | -2.0173 | 0.024113 |
11 | 0.057337 | 0.4404 | 0.330624 |
12 | 0.684797 | 5.26 | 1e-06 |
13 | 0.001551 | 0.0119 | 0.495267 |
14 | -0.229836 | -1.7654 | 0.041335 |
15 | 0.140298 | 1.0777 | 0.142788 |
16 | 0.023678 | 0.1819 | 0.428154 |
17 | -0.016251 | -0.1248 | 0.450542 |
18 | 0.062935 | 0.4834 | 0.315297 |
19 | -0.156611 | -1.203 | 0.1169 |
20 | 0.008088 | 0.0621 | 0.475337 |
21 | 0.049075 | 0.377 | 0.353781 |
22 | -0.252269 | -1.9377 | 0.028724 |
23 | 0.03213 | 0.2468 | 0.402962 |
24 | 0.38882 | 2.9866 | 0.002052 |
25 | -0.095487 | -0.7335 | 0.233093 |
26 | -0.301284 | -2.3142 | 0.012078 |
27 | 0.009501 | 0.073 | 0.471034 |
28 | -0.016577 | -0.1273 | 0.449557 |
29 | -0.005216 | -0.0401 | 0.484087 |
30 | -0.057383 | -0.4408 | 0.330497 |
31 | -0.186961 | -1.4361 | 0.078131 |
32 | -0.077935 | -0.5986 | 0.275856 |
33 | -0.064921 | -0.4987 | 0.309935 |
34 | -0.208496 | -1.6015 | 0.057305 |
35 | -0.003499 | -0.0269 | 0.489324 |
36 | 0.196747 | 1.5112 | 0.068032 |
37 | -0.059612 | -0.4579 | 0.324356 |
38 | -0.191466 | -1.4707 | 0.073346 |
39 | -0.046445 | -0.3568 | 0.361274 |
40 | -0.023711 | -0.1821 | 0.428054 |
41 | -0.033163 | -0.2547 | 0.399909 |
42 | -0.07507 | -0.5766 | 0.283194 |
43 | -0.085069 | -0.6534 | 0.258011 |
44 | -0.01421 | -0.1091 | 0.456728 |
45 | -0.040865 | -0.3139 | 0.377355 |
46 | -0.112512 | -0.8642 | 0.195484 |
47 | -0.017562 | -0.1349 | 0.446576 |
48 | 0.069954 | 0.5373 | 0.296532 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.111499 | 0.8564 | 0.197609 |
2 | -0.257267 | -1.9761 | 0.026412 |
3 | 0.240999 | 1.8512 | 0.034577 |
4 | -0.036048 | -0.2769 | 0.391415 |
5 | 0.105499 | 0.8104 | 0.210498 |
6 | 0.20601 | 1.5824 | 0.059453 |
7 | -0.121664 | -0.9345 | 0.176923 |
8 | 0.299397 | 2.2997 | 0.01251 |
9 | -0.089146 | -0.6847 | 0.248094 |
10 | -0.231301 | -1.7767 | 0.04039 |
11 | 0.23657 | 1.8171 | 0.037139 |
12 | 0.528259 | 4.0576 | 7.4e-05 |
13 | -0.174209 | -1.3381 | 0.092995 |
14 | -0.011923 | -0.0916 | 0.46367 |
15 | -0.005972 | -0.0459 | 0.481783 |
16 | -0.084153 | -0.6464 | 0.260265 |
17 | -0.002009 | -0.0154 | 0.493869 |
18 | -0.241132 | -1.8522 | 0.034503 |
19 | -0.100063 | -0.7686 | 0.222599 |
20 | -0.154987 | -1.1905 | 0.119314 |
21 | -0.107753 | -0.8277 | 0.205597 |
22 | 0.108001 | 0.8296 | 0.205062 |
23 | -0.03037 | -0.2333 | 0.408177 |
24 | -0.072233 | -0.5548 | 0.290553 |
25 | 0.069793 | 0.5361 | 0.296955 |
26 | -0.228712 | -1.7568 | 0.042073 |
27 | -0.027693 | -0.2127 | 0.416141 |
28 | 0.014623 | 0.1123 | 0.455476 |
29 | -0.022087 | -0.1697 | 0.432932 |
30 | -0.028937 | -0.2223 | 0.412437 |
31 | 0.043682 | 0.3355 | 0.369207 |
32 | -0.091418 | -0.7022 | 0.242659 |
33 | -0.017657 | -0.1356 | 0.446291 |
34 | 0.06321 | 0.4855 | 0.31455 |
35 | -0.109626 | -0.8421 | 0.201579 |
36 | 0.035117 | 0.2697 | 0.394151 |
37 | 0.041325 | 0.3174 | 0.376023 |
38 | 0.187843 | 1.4428 | 0.077176 |
39 | -0.013657 | -0.1049 | 0.458406 |
40 | -0.05304 | -0.4074 | 0.342593 |
41 | -0.018286 | -0.1405 | 0.44439 |
42 | 0.020975 | 0.1611 | 0.436279 |
43 | 0.061996 | 0.4762 | 0.317846 |
44 | 0.076867 | 0.5904 | 0.27858 |
45 | 0.030406 | 0.2336 | 0.408069 |
46 | -0.081596 | -0.6268 | 0.266619 |
47 | 0.022639 | 0.1739 | 0.431273 |
48 | -0.083957 | -0.6449 | 0.260751 |