Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.268623 | 2.9426 | 0.001954 |
2 | -0.228985 | -2.5084 | 0.006731 |
3 | -0.3379 | -3.7015 | 0.000163 |
4 | -0.276495 | -3.0289 | 0.001503 |
5 | 0.083162 | 0.911 | 0.182062 |
6 | 0.235772 | 2.5828 | 0.005501 |
7 | 0.086286 | 0.9452 | 0.173225 |
8 | -0.240416 | -2.6336 | 0.00478 |
9 | -0.294043 | -3.2211 | 0.000822 |
10 | -0.205996 | -2.2566 | 0.012922 |
11 | 0.263305 | 2.8844 | 0.002325 |
12 | 0.805818 | 8.8273 | 0 |
13 | 0.169321 | 1.8548 | 0.033038 |
14 | -0.225011 | -2.4649 | 0.007561 |
15 | -0.30135 | -3.3011 | 0.000634 |
16 | -0.232134 | -2.5429 | 0.006133 |
17 | 0.07334 | 0.8034 | 0.211666 |
18 | 0.184209 | 2.0179 | 0.022915 |
19 | 0.035651 | 0.3905 | 0.348417 |
20 | -0.252826 | -2.7696 | 0.003253 |
21 | -0.278713 | -3.0531 | 0.001395 |
22 | -0.169554 | -1.8574 | 0.032855 |
23 | 0.247027 | 2.706 | 0.003901 |
24 | 0.693506 | 7.597 | 0 |
25 | 0.125231 | 1.3718 | 0.086337 |
26 | -0.22929 | -2.5117 | 0.006671 |
27 | -0.294745 | -3.2288 | 0.000802 |
28 | -0.220857 | -2.4194 | 0.008524 |
29 | 0.068546 | 0.7509 | 0.227095 |
30 | 0.146749 | 1.6075 | 0.055281 |
31 | 0.025274 | 0.2769 | 0.39118 |
32 | -0.233428 | -2.5571 | 0.005901 |
33 | -0.240243 | -2.6317 | 0.004806 |
34 | -0.122567 | -1.3427 | 0.090959 |
35 | 0.22726 | 2.4895 | 0.007081 |
36 | 0.601092 | 6.5846 | 0 |
37 | 0.104075 | 1.1401 | 0.128262 |
38 | -0.187292 | -2.0517 | 0.021188 |
39 | -0.257782 | -2.8239 | 0.002779 |
40 | -0.17249 | -1.8895 | 0.030617 |
41 | 0.055679 | 0.6099 | 0.271531 |
42 | 0.126883 | 1.3899 | 0.083561 |
43 | 0.016291 | 0.1785 | 0.42933 |
44 | -0.215602 | -2.3618 | 0.009898 |
45 | -0.192901 | -2.1131 | 0.018331 |
46 | -0.074577 | -0.817 | 0.207786 |
47 | 0.195614 | 2.1428 | 0.017072 |
48 | 0.508967 | 5.5755 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.268623 | 2.9426 | 0.001954 |
2 | -0.324563 | -3.5554 | 0.00027 |
3 | -0.203879 | -2.2334 | 0.013688 |
4 | -0.228218 | -2.5 | 0.006885 |
5 | 0.100168 | 1.0973 | 0.137358 |
6 | 0.014819 | 0.1623 | 0.435659 |
7 | -0.062542 | -0.6851 | 0.247298 |
8 | -0.277023 | -3.0346 | 0.001477 |
9 | -0.126711 | -1.388 | 0.083847 |
10 | -0.255523 | -2.7991 | 0.002986 |
11 | 0.229818 | 2.5175 | 0.006568 |
12 | 0.681493 | 7.4654 | 0 |
13 | -0.257618 | -2.8221 | 0.002793 |
14 | 0.099081 | 1.0854 | 0.139965 |
15 | 0.110347 | 1.2088 | 0.114561 |
16 | 0.059397 | 0.6507 | 0.258254 |
17 | -0.100875 | -1.105 | 0.135679 |
18 | -0.083663 | -0.9165 | 0.180626 |
19 | -0.074463 | -0.8157 | 0.208145 |
20 | -0.127977 | -1.4019 | 0.08176 |
21 | -0.101855 | -1.1158 | 0.133376 |
22 | -0.038127 | -0.4177 | 0.33847 |
23 | -0.123887 | -1.3571 | 0.088647 |
24 | 0.121511 | 1.3311 | 0.092842 |
25 | -0.015279 | -0.1674 | 0.43368 |
26 | -0.061626 | -0.6751 | 0.250461 |
27 | -0.045623 | -0.4998 | 0.309073 |
28 | -0.017949 | -0.1966 | 0.422228 |
29 | -0.0035 | -0.0383 | 0.48474 |
30 | -0.107336 | -1.1758 | 0.121001 |
31 | 0.020173 | 0.221 | 0.41274 |
32 | -0.02847 | -0.3119 | 0.377838 |
33 | -0.005872 | -0.0643 | 0.47441 |
34 | 0.02653 | 0.2906 | 0.385922 |
35 | -0.054778 | -0.6001 | 0.274796 |
36 | 0.029651 | 0.3248 | 0.372944 |
37 | 0.038461 | 0.4213 | 0.337139 |
38 | 0.081768 | 0.8957 | 0.186097 |
39 | -0.024567 | -0.2691 | 0.394149 |
40 | 0.06639 | 0.7273 | 0.234238 |
41 | -0.045173 | -0.4948 | 0.310807 |
42 | 0.064985 | 0.7119 | 0.238961 |
43 | -0.057707 | -0.6321 | 0.264247 |
44 | -0.008506 | -0.0932 | 0.46296 |
45 | -0.024955 | -0.2734 | 0.392519 |
46 | 0.013036 | 0.1428 | 0.443342 |
47 | -0.130647 | -1.4312 | 0.077491 |
48 | -0.027522 | -0.3015 | 0.381781 |