Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.253294 | 2.2513 | 0.013571 |
2 | -0.032979 | -0.2931 | 0.385099 |
3 | 0.013108 | 0.1165 | 0.453774 |
4 | -0.163834 | -1.4562 | 0.074652 |
5 | -0.162128 | -1.441 | 0.076765 |
6 | -0.043494 | -0.3866 | 0.350052 |
7 | -0.197032 | -1.7513 | 0.041891 |
8 | -0.078159 | -0.6947 | 0.244642 |
9 | -0.084279 | -0.7491 | 0.228013 |
10 | -0.078431 | -0.6971 | 0.24389 |
11 | 0.333759 | 2.9665 | 0.001992 |
12 | 0.584489 | 5.1951 | 1e-06 |
13 | 0.219969 | 1.9551 | 0.027052 |
14 | -0.029096 | -0.2586 | 0.398303 |
15 | -0.090608 | -0.8053 | 0.21152 |
16 | -0.130461 | -1.1596 | 0.124859 |
17 | -0.19755 | -1.7559 | 0.041494 |
18 | -0.116759 | -1.0378 | 0.151269 |
19 | -0.09936 | -0.8831 | 0.189924 |
20 | -0.132367 | -1.1765 | 0.121463 |
21 | -0.134806 | -1.1982 | 0.117213 |
22 | -0.058917 | -0.5237 | 0.300989 |
23 | 0.157138 | 1.3967 | 0.083212 |
24 | 0.436071 | 3.8759 | 0.000109 |
25 | 0.188467 | 1.6751 | 0.048931 |
26 | -0.062741 | -0.5577 | 0.289328 |
27 | -0.098181 | -0.8727 | 0.192748 |
28 | -0.106464 | -0.9463 | 0.173448 |
29 | -0.20126 | -1.7888 | 0.038737 |
30 | -0.116279 | -1.0335 | 0.152259 |
31 | -0.139477 | -1.2397 | 0.109379 |
32 | -0.13589 | -1.2078 | 0.115361 |
33 | -0.101405 | -0.9013 | 0.185083 |
34 | -0.099312 | -0.8827 | 0.190038 |
35 | 0.131153 | 1.1657 | 0.123618 |
36 | 0.33916 | 3.0145 | 0.00173 |
37 | 0.15574 | 1.3842 | 0.08509 |
38 | -0.008768 | -0.0779 | 0.469041 |
39 | -0.037452 | -0.3329 | 0.370053 |
40 | -0.077691 | -0.6905 | 0.245942 |
41 | -0.120494 | -1.071 | 0.143721 |
42 | -0.076195 | -0.6772 | 0.250116 |
43 | -0.05289 | -0.4701 | 0.319789 |
44 | -0.043881 | -0.39 | 0.348785 |
45 | -0.12395 | -1.1017 | 0.136971 |
46 | -0.031349 | -0.2786 | 0.390626 |
47 | 0.093792 | 0.8336 | 0.203498 |
48 | 0.24384 | 2.1673 | 0.016612 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.253294 | 2.2513 | 0.013571 |
2 | -0.103796 | -0.9226 | 0.179523 |
3 | 0.052518 | 0.4668 | 0.320967 |
4 | -0.20015 | -1.779 | 0.039545 |
5 | -0.064919 | -0.577 | 0.282785 |
6 | -0.012073 | -0.1073 | 0.457409 |
7 | -0.211899 | -1.8834 | 0.031663 |
8 | 0.012519 | 0.1113 | 0.455843 |
9 | -0.167195 | -1.4861 | 0.070622 |
10 | -0.029598 | -0.2631 | 0.39659 |
11 | 0.338801 | 3.0113 | 0.001746 |
12 | 0.467255 | 4.1531 | 4.1e-05 |
13 | 0.086511 | 0.7689 | 0.222114 |
14 | -0.169168 | -1.5036 | 0.068336 |
15 | -0.111315 | -0.9894 | 0.162747 |
16 | 0.038898 | 0.3457 | 0.36523 |
17 | -0.122325 | -1.0872 | 0.140117 |
18 | -0.018172 | -0.1615 | 0.436049 |
19 | 0.016276 | 0.1447 | 0.442673 |
20 | -0.060363 | -0.5365 | 0.296554 |
21 | -0.036729 | -0.3265 | 0.372473 |
22 | -0.087125 | -0.7744 | 0.220508 |
23 | -0.163797 | -1.4559 | 0.074696 |
24 | 0.068509 | 0.6089 | 0.272161 |
25 | 0.022386 | 0.199 | 0.421399 |
26 | -0.00566 | -0.0503 | 0.480002 |
27 | -0.10995 | -0.9773 | 0.165712 |
28 | 0.064022 | 0.569 | 0.285472 |
29 | -0.021117 | -0.1877 | 0.425799 |
30 | -0.080105 | -0.712 | 0.239285 |
31 | -0.136983 | -1.2175 | 0.113514 |
32 | -0.034964 | -0.3108 | 0.3784 |
33 | 0.074518 | 0.6623 | 0.254843 |
34 | -0.041333 | -0.3674 | 0.35716 |
35 | -0.012114 | -0.1077 | 0.457266 |
36 | -0.033534 | -0.2981 | 0.38322 |
37 | 0.00386 | 0.0343 | 0.48636 |
38 | 0.036437 | 0.3239 | 0.373451 |
39 | 0.011097 | 0.0986 | 0.46084 |
40 | -0.003806 | -0.0338 | 0.486551 |
41 | 0.035967 | 0.3197 | 0.375025 |
42 | 0.117055 | 1.0404 | 0.150662 |
43 | 0.097522 | 0.8668 | 0.194339 |
44 | 0.014708 | 0.1307 | 0.448163 |
45 | -0.085753 | -0.7622 | 0.224108 |
46 | 0.08027 | 0.7135 | 0.238832 |
47 | -0.057743 | -0.5132 | 0.304612 |
48 | -0.020859 | -0.1854 | 0.426695 |