Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.235983 | 2.6906 | 0.004034 |
2 | -0.132944 | -1.5158 | 0.066 |
3 | 0.252524 | 2.8792 | 0.002332 |
4 | 0.152127 | 1.7345 | 0.042598 |
5 | 0.087568 | 0.9984 | 0.159963 |
6 | 0.273131 | 3.1142 | 0.001135 |
7 | 0.071069 | 0.8103 | 0.20962 |
8 | 0.13799 | 1.5733 | 0.059037 |
9 | 0.198708 | 2.2656 | 0.012564 |
10 | -0.138061 | -1.5741 | 0.058943 |
11 | 0.210625 | 2.4015 | 0.008872 |
12 | 0.749926 | 8.5505 | 0 |
13 | 0.101698 | 1.1595 | 0.124181 |
14 | -0.182768 | -2.0839 | 0.019565 |
15 | 0.154429 | 1.7608 | 0.040316 |
16 | 0.056287 | 0.6418 | 0.261075 |
17 | 0.02336 | 0.2663 | 0.395196 |
18 | 0.155278 | 1.7704 | 0.039499 |
19 | -0.022378 | -0.2551 | 0.399506 |
20 | 0.030997 | 0.3534 | 0.362174 |
21 | 0.092772 | 1.0578 | 0.146063 |
22 | -0.222196 | -2.5334 | 0.006242 |
23 | 0.110269 | 1.2573 | 0.105456 |
24 | 0.551283 | 6.2856 | 0 |
25 | 0.015946 | 0.1818 | 0.428006 |
26 | -0.247057 | -2.8169 | 0.002803 |
27 | 0.031966 | 0.3645 | 0.358048 |
28 | -0.010154 | -0.1158 | 0.454007 |
29 | -0.044321 | -0.5053 | 0.30709 |
30 | 0.025156 | 0.2868 | 0.387353 |
31 | -0.08723 | -0.9946 | 0.160895 |
32 | -0.049757 | -0.5673 | 0.285738 |
33 | -0.00994 | -0.1133 | 0.454972 |
34 | -0.223902 | -2.5529 | 0.00592 |
35 | 0.047154 | 0.5376 | 0.295871 |
36 | 0.447866 | 5.1065 | 1e-06 |
37 | 0.004128 | 0.0471 | 0.481268 |
38 | -0.256835 | -2.9284 | 0.002012 |
39 | -0.00262 | -0.0299 | 0.488106 |
40 | -0.035256 | -0.402 | 0.34418 |
41 | -0.079932 | -0.9114 | 0.181894 |
42 | 0.019992 | 0.2279 | 0.410026 |
43 | -0.074776 | -0.8526 | 0.197729 |
44 | -0.041722 | -0.4757 | 0.317542 |
45 | 0.007038 | 0.0802 | 0.468084 |
46 | -0.171943 | -1.9605 | 0.026041 |
47 | 0.038947 | 0.4441 | 0.328866 |
48 | 0.378319 | 4.3135 | 1.6e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.235983 | 2.6906 | 0.004034 |
2 | -0.199756 | -2.2776 | 0.012193 |
3 | 0.372039 | 4.2419 | 2.1e-05 |
4 | -0.085118 | -0.9705 | 0.166801 |
5 | 0.23929 | 2.7283 | 0.003623 |
6 | 0.137452 | 1.5672 | 0.05975 |
7 | -0.052488 | -0.5985 | 0.275288 |
8 | 0.265018 | 3.0217 | 0.001514 |
9 | -0.114594 | -1.3066 | 0.096833 |
10 | -0.15412 | -1.7572 | 0.040615 |
11 | 0.389592 | 4.442 | 9e-06 |
12 | 0.559616 | 6.3806 | 0 |
13 | -0.226286 | -2.5801 | 0.005495 |
14 | -0.107298 | -1.2234 | 0.111698 |
15 | -0.20128 | -2.2949 | 0.011669 |
16 | -0.081777 | -0.9324 | 0.17643 |
17 | -0.060549 | -0.6904 | 0.245599 |
18 | -0.110116 | -1.2555 | 0.105771 |
19 | -0.022395 | -0.2553 | 0.399432 |
20 | -0.112396 | -1.2815 | 0.101147 |
21 | 0.048923 | 0.5578 | 0.288967 |
22 | -0.149298 | -1.7023 | 0.045548 |
23 | 0.034309 | 0.3912 | 0.34815 |
24 | 0.084707 | 0.9658 | 0.167966 |
25 | 0.117123 | 1.3354 | 0.092038 |
26 | -0.041337 | -0.4713 | 0.319102 |
27 | -0.085486 | -0.9747 | 0.165762 |
28 | 0.061639 | 0.7028 | 0.241719 |
29 | -0.094104 | -1.0729 | 0.142641 |
30 | -0.041331 | -0.4712 | 0.319128 |
31 | 0.004479 | 0.0511 | 0.479674 |
32 | -0.068991 | -0.7866 | 0.216468 |
33 | 0.011959 | 0.1364 | 0.445877 |
34 | 0.085848 | 0.9788 | 0.164744 |
35 | -0.04708 | -0.5368 | 0.296165 |
36 | 0.194165 | 2.2138 | 0.014292 |
37 | 0.018057 | 0.2059 | 0.418604 |
38 | 0.085973 | 0.9802 | 0.164393 |
39 | 0.008354 | 0.0952 | 0.462134 |
40 | -0.126293 | -1.44 | 0.076141 |
41 | 0.025805 | 0.2942 | 0.384528 |
42 | 0.002092 | 0.0239 | 0.490504 |
43 | 0.02448 | 0.2791 | 0.3903 |
44 | 0.055114 | 0.6284 | 0.265425 |
45 | 0.022289 | 0.2541 | 0.399897 |
46 | -0.001263 | -0.0144 | 0.494266 |
47 | -0.043083 | -0.4912 | 0.312049 |
48 | -0.100519 | -1.1461 | 0.126931 |