Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.276319 | 2.5325 | 0.006593 |
2 | -0.25494 | -2.3366 | 0.010922 |
3 | -0.351435 | -3.221 | 0.000909 |
4 | -0.242419 | -2.2218 | 0.014493 |
5 | 0.094336 | 0.8646 | 0.19486 |
6 | 0.233912 | 2.1438 | 0.017468 |
7 | 0.123402 | 1.131 | 0.130638 |
8 | -0.192378 | -1.7632 | 0.040754 |
9 | -0.292315 | -2.6791 | 0.00444 |
10 | -0.236838 | -2.1707 | 0.01639 |
11 | 0.247427 | 2.2677 | 0.012957 |
12 | 0.768056 | 7.0393 | 0 |
13 | 0.156858 | 1.4376 | 0.077128 |
14 | -0.267707 | -2.4536 | 0.008106 |
15 | -0.334561 | -3.0663 | 0.001458 |
16 | -0.20648 | -1.8924 | 0.03094 |
17 | 0.084815 | 0.7773 | 0.21957 |
18 | 0.180861 | 1.6576 | 0.050563 |
19 | 0.061402 | 0.5628 | 0.28755 |
20 | -0.209758 | -1.9225 | 0.028968 |
21 | -0.268405 | -2.46 | 0.007972 |
22 | -0.193565 | -1.7741 | 0.039839 |
23 | 0.209127 | 1.9167 | 0.029339 |
24 | 0.605993 | 5.554 | 0 |
25 | 0.095515 | 0.8754 | 0.191924 |
26 | -0.267634 | -2.4529 | 0.00812 |
27 | -0.302137 | -2.7691 | 0.003458 |
28 | -0.183615 | -1.6829 | 0.048058 |
29 | 0.070177 | 0.6432 | 0.260929 |
30 | 0.151056 | 1.3845 | 0.084943 |
31 | 0.044474 | 0.4076 | 0.342297 |
32 | -0.193815 | -1.7763 | 0.039648 |
33 | -0.213127 | -1.9533 | 0.027054 |
34 | -0.139295 | -1.2767 | 0.10262 |
35 | 0.193573 | 1.7741 | 0.039833 |
36 | 0.491721 | 4.5067 | 1.1e-05 |
37 | 0.054307 | 0.4977 | 0.309985 |
38 | -0.215734 | -1.9772 | 0.025648 |
39 | -0.211815 | -1.9413 | 0.027786 |
40 | -0.10689 | -0.9797 | 0.165033 |
41 | 0.082951 | 0.7603 | 0.224613 |
42 | 0.128767 | 1.1802 | 0.120632 |
43 | 0.0295 | 0.2704 | 0.393769 |
44 | -0.14617 | -1.3397 | 0.091982 |
45 | -0.160908 | -1.4747 | 0.072009 |
46 | -0.063838 | -0.5851 | 0.28003 |
47 | 0.167727 | 1.5372 | 0.063996 |
48 | 0.351522 | 3.2218 | 0.000907 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.276319 | 2.5325 | 0.006593 |
2 | -0.358678 | -3.2873 | 0.000739 |
3 | -0.194595 | -1.7835 | 0.039059 |
4 | -0.19895 | -1.8234 | 0.035899 |
5 | 0.080086 | 0.734 | 0.232497 |
6 | 0.015065 | 0.1381 | 0.445257 |
7 | 0.00352 | 0.0323 | 0.487169 |
8 | -0.220475 | -2.0207 | 0.023249 |
9 | -0.117355 | -1.0756 | 0.142598 |
10 | -0.254019 | -2.3281 | 0.011155 |
11 | 0.27854 | 2.5529 | 0.006246 |
12 | 0.623465 | 5.7141 | 0 |
13 | -0.294943 | -2.7032 | 0.004155 |
14 | 0.044145 | 0.4046 | 0.343402 |
15 | 0.052611 | 0.4822 | 0.315464 |
16 | 0.030276 | 0.2775 | 0.391045 |
17 | -0.073228 | -0.6711 | 0.251984 |
18 | -0.138625 | -1.2705 | 0.103703 |
19 | -0.12303 | -1.1276 | 0.131352 |
20 | -0.09735 | -0.8922 | 0.187411 |
21 | -0.068708 | -0.6297 | 0.265294 |
22 | -0.034247 | -0.3139 | 0.377196 |
23 | -0.164558 | -1.5082 | 0.067628 |
24 | 0.029273 | 0.2683 | 0.394566 |
25 | -0.011553 | -0.1059 | 0.457963 |
26 | -0.062342 | -0.5714 | 0.284635 |
27 | -0.005424 | -0.0497 | 0.480236 |
28 | -0.091171 | -0.8356 | 0.202875 |
29 | -0.040618 | -0.3723 | 0.355314 |
30 | -0.028678 | -0.2628 | 0.396658 |
31 | -0.029845 | -0.2735 | 0.392558 |
32 | -0.073556 | -0.6741 | 0.251034 |
33 | -0.025738 | -0.2359 | 0.407045 |
34 | -0.035576 | -0.3261 | 0.372596 |
35 | -0.019027 | -0.1744 | 0.430989 |
36 | -0.058215 | -0.5336 | 0.29753 |
37 | -0.049768 | -0.4561 | 0.324735 |
38 | 0.038325 | 0.3513 | 0.363137 |
39 | 0.048446 | 0.444 | 0.329087 |
40 | 0.029304 | 0.2686 | 0.394458 |
41 | -0.029329 | -0.2688 | 0.394371 |
42 | -0.022109 | -0.2026 | 0.419956 |
43 | 0.011217 | 0.1028 | 0.45918 |
44 | 0.057684 | 0.5287 | 0.29921 |
45 | -0.098976 | -0.9071 | 0.183466 |
46 | 0.049003 | 0.4491 | 0.327252 |
47 | -0.154766 | -1.4185 | 0.079879 |
48 | -0.112914 | -1.0349 | 0.151848 |