Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.296524 | 2.2776 | 0.013193 |
2 | -0.022035 | -0.1693 | 0.433089 |
3 | 0.264295 | 2.0301 | 0.023432 |
4 | 0.086385 | 0.6635 | 0.254785 |
5 | 0.075887 | 0.5829 | 0.281091 |
6 | 0.193487 | 1.4862 | 0.071275 |
7 | 0.019231 | 0.1477 | 0.441537 |
8 | 0.062676 | 0.4814 | 0.315997 |
9 | 0.132347 | 1.0166 | 0.156752 |
10 | -0.08496 | -0.6526 | 0.258277 |
11 | 0.197239 | 1.515 | 0.067553 |
12 | 0.596419 | 4.5812 | 1.2e-05 |
13 | 0.122914 | 0.9441 | 0.174479 |
14 | -0.142528 | -1.0948 | 0.139032 |
15 | 0.091988 | 0.7066 | 0.241305 |
16 | -0.004692 | -0.036 | 0.485686 |
17 | -0.012593 | -0.0967 | 0.461634 |
18 | 0.031066 | 0.2386 | 0.406113 |
19 | -0.084912 | -0.6522 | 0.258395 |
20 | -0.075389 | -0.5791 | 0.282372 |
21 | -0.020285 | -0.1558 | 0.438357 |
22 | -0.207105 | -1.5908 | 0.058499 |
23 | -0.03783 | -0.2906 | 0.386196 |
24 | 0.288983 | 2.2197 | 0.015147 |
25 | -0.030068 | -0.231 | 0.409075 |
26 | -0.217195 | -1.6683 | 0.050277 |
27 | -0.079135 | -0.6078 | 0.272811 |
28 | -0.138835 | -1.0664 | 0.145292 |
29 | -0.113166 | -0.8692 | 0.194119 |
30 | -0.113357 | -0.8707 | 0.193719 |
31 | -0.190228 | -1.4612 | 0.074637 |
32 | -0.156721 | -1.2038 | 0.116738 |
33 | -0.1184 | -0.9095 | 0.183406 |
34 | -0.198326 | -1.5234 | 0.066504 |
35 | -0.065133 | -0.5003 | 0.309364 |
36 | 0.170895 | 1.3127 | 0.097189 |
37 | -0.034713 | -0.2666 | 0.395341 |
38 | -0.187421 | -1.4396 | 0.077632 |
39 | -0.076385 | -0.5867 | 0.279813 |
40 | -0.081837 | -0.6286 | 0.266019 |
41 | -0.09986 | -0.767 | 0.223058 |
42 | -0.071921 | -0.5524 | 0.291369 |
43 | -0.11272 | -0.8658 | 0.195049 |
44 | -0.103998 | -0.7988 | 0.213797 |
45 | -0.068477 | -0.526 | 0.300436 |
46 | -0.072603 | -0.5577 | 0.289588 |
47 | -0.041526 | -0.319 | 0.375439 |
48 | 0.074246 | 0.5703 | 0.285323 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.296524 | 2.2776 | 0.013193 |
2 | -0.120562 | -0.9261 | 0.179095 |
3 | 0.341968 | 2.6267 | 0.005484 |
4 | -0.149793 | -1.1506 | 0.127273 |
5 | 0.210786 | 1.6191 | 0.055382 |
6 | 0.001917 | 0.0147 | 0.494149 |
7 | -0.019272 | -0.148 | 0.441412 |
8 | 0.080153 | 0.6157 | 0.270241 |
9 | -0.009464 | -0.0727 | 0.471147 |
10 | -0.118588 | -0.9109 | 0.183031 |
11 | 0.339783 | 2.6099 | 0.00573 |
12 | 0.446143 | 3.4269 | 0.000559 |
13 | -0.174136 | -1.3376 | 0.093086 |
14 | -0.228418 | -1.7545 | 0.042267 |
15 | -0.105324 | -0.809 | 0.21088 |
16 | -0.036788 | -0.2826 | 0.389246 |
17 | 4.1e-05 | 3e-04 | 0.499875 |
18 | -0.12162 | -0.9342 | 0.177009 |
19 | 0.026717 | 0.2052 | 0.419055 |
20 | -0.131595 | -1.0108 | 0.158119 |
21 | 0.059289 | 0.4554 | 0.325245 |
22 | -0.180619 | -1.3874 | 0.085275 |
23 | -0.103907 | -0.7981 | 0.213999 |
24 | 0.011305 | 0.0868 | 0.465547 |
25 | 0.032117 | 0.2467 | 0.403001 |
26 | 0.073737 | 0.5664 | 0.286641 |
27 | -0.17825 | -1.3692 | 0.088069 |
28 | -0.068714 | -0.5278 | 0.299807 |
29 | -0.041839 | -0.3214 | 0.374534 |
30 | -0.06692 | -0.514 | 0.304578 |
31 | 0.019911 | 0.1529 | 0.439485 |
32 | -0.106172 | -0.8155 | 0.209027 |
33 | 0.093816 | 0.7206 | 0.236996 |
34 | 0.076261 | 0.5858 | 0.280131 |
35 | 0.114652 | 0.8807 | 0.191037 |
36 | -0.032675 | -0.251 | 0.401349 |
37 | -0.071559 | -0.5497 | 0.292316 |
38 | 0.011652 | 0.0895 | 0.464492 |
39 | 0.067477 | 0.5183 | 0.303093 |
40 | 0.07652 | 0.5878 | 0.279468 |
41 | -0.116507 | -0.8949 | 0.187237 |
42 | 0.06766 | 0.5197 | 0.302605 |
43 | 0.023782 | 0.1827 | 0.427839 |
44 | 0.041546 | 0.3191 | 0.37538 |
45 | -0.097549 | -0.7493 | 0.228331 |
46 | -0.001542 | -0.0118 | 0.495294 |
47 | -0.091863 | -0.7056 | 0.241603 |
48 | -0.104154 | -0.8 | 0.213454 |