Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.053018 | 0.551 | 0.291391 |
2 | -0.048189 | -0.5008 | 0.308769 |
3 | 0.190179 | 1.9764 | 0.025329 |
4 | 0.057118 | 0.5936 | 0.277014 |
5 | 0.19658 | 2.0429 | 0.021748 |
6 | 0.280837 | 2.9185 | 0.00214 |
7 | 0.189405 | 1.9684 | 0.025795 |
8 | 0.054652 | 0.568 | 0.285622 |
9 | 0.141014 | 1.4655 | 0.072851 |
10 | -0.136409 | -1.4176 | 0.079593 |
11 | -0.031196 | -0.3242 | 0.373209 |
12 | 0.778604 | 8.0915 | 0 |
13 | -0.009886 | -0.1027 | 0.459179 |
14 | -0.111573 | -1.1595 | 0.124406 |
15 | 0.072587 | 0.7543 | 0.226142 |
16 | -0.023002 | -0.239 | 0.405761 |
17 | 0.070302 | 0.7306 | 0.233303 |
18 | 0.155111 | 1.612 | 0.054944 |
19 | 0.079381 | 0.8249 | 0.20561 |
20 | -0.03321 | -0.3451 | 0.365335 |
21 | 0.035161 | 0.3654 | 0.357763 |
22 | -0.205713 | -2.1378 | 0.017393 |
23 | -0.116541 | -1.2111 | 0.114246 |
24 | 0.592363 | 6.156 | 0 |
25 | -0.079448 | -0.8256 | 0.205412 |
26 | -0.187537 | -1.9489 | 0.026948 |
27 | -0.007513 | -0.0781 | 0.468955 |
28 | -0.088649 | -0.9213 | 0.179482 |
29 | -0.004088 | -0.0425 | 0.483096 |
30 | 0.061424 | 0.6383 | 0.262302 |
31 | 0.021085 | 0.2191 | 0.413486 |
32 | -0.069579 | -0.7231 | 0.235594 |
33 | -0.036836 | -0.3828 | 0.351308 |
34 | -0.225395 | -2.3424 | 0.010497 |
35 | -0.154155 | -1.602 | 0.056036 |
36 | 0.466988 | 4.8531 | 2e-06 |
37 | -0.091915 | -0.9552 | 0.170802 |
38 | -0.17822 | -1.8521 | 0.03337 |
39 | -0.035192 | -0.3657 | 0.357644 |
40 | -0.104439 | -1.0854 | 0.140089 |
41 | -0.023202 | -0.2411 | 0.404958 |
42 | 0.034474 | 0.3583 | 0.360424 |
43 | 0.017764 | 0.1846 | 0.42694 |
44 | -0.045833 | -0.4763 | 0.317407 |
45 | -0.030021 | -0.312 | 0.377826 |
46 | -0.174232 | -1.8107 | 0.036486 |
47 | -0.126968 | -1.3195 | 0.094899 |
48 | 0.401138 | 4.1687 | 3.1e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.053018 | 0.551 | 0.291391 |
2 | -0.051143 | -0.5315 | 0.298083 |
3 | 0.196642 | 2.0436 | 0.021715 |
4 | 0.03262 | 0.339 | 0.367636 |
5 | 0.222234 | 2.3095 | 0.011408 |
6 | 0.249045 | 2.5882 | 0.005488 |
7 | 0.224214 | 2.3301 | 0.01083 |
8 | 0.044327 | 0.4607 | 0.322983 |
9 | 0.1029 | 1.0694 | 0.143643 |
10 | -0.300738 | -3.1254 | 0.001141 |
11 | -0.217596 | -2.2613 | 0.012871 |
12 | 0.723713 | 7.5211 | 0 |
13 | -0.199544 | -2.0737 | 0.020242 |
14 | -0.190075 | -1.9753 | 0.025392 |
15 | -0.208923 | -2.1712 | 0.016053 |
16 | 0.055884 | 0.5808 | 0.281304 |
17 | -0.119096 | -1.2377 | 0.109258 |
18 | -0.103824 | -1.079 | 0.141502 |
19 | -0.094925 | -0.9865 | 0.16305 |
20 | -0.016339 | -0.1698 | 0.432741 |
21 | -0.024591 | -0.2556 | 0.399389 |
22 | 0.149722 | 1.556 | 0.061322 |
23 | 0.035397 | 0.3679 | 0.356849 |
24 | 0.06041 | 0.6278 | 0.26573 |
25 | -0.083573 | -0.8685 | 0.193518 |
26 | -0.055526 | -0.577 | 0.282556 |
27 | 0.010237 | 0.1064 | 0.457737 |
28 | -0.043054 | -0.4474 | 0.32773 |
29 | -0.005527 | -0.0574 | 0.477151 |
30 | -0.093035 | -0.9668 | 0.16789 |
31 | 0.043814 | 0.4553 | 0.324892 |
32 | 0.045942 | 0.4774 | 0.317005 |
33 | -0.011757 | -0.1222 | 0.451491 |
34 | 0.015331 | 0.1593 | 0.436853 |
35 | -0.007784 | -0.0809 | 0.467839 |
36 | -0.027223 | -0.2829 | 0.388894 |
37 | 0.009455 | 0.0983 | 0.460952 |
38 | 0.0939 | 0.9758 | 0.165663 |
39 | -0.013588 | -0.1412 | 0.443982 |
40 | -0.076222 | -0.7921 | 0.215012 |
41 | -0.025404 | -0.264 | 0.396139 |
42 | 0.070374 | 0.7313 | 0.233076 |
43 | -0.010192 | -0.1059 | 0.45792 |
44 | 0.021388 | 0.2223 | 0.412263 |
45 | 0.017452 | 0.1814 | 0.42821 |
46 | 0.082454 | 0.8569 | 0.196702 |
47 | 0.004567 | 0.0475 | 0.481118 |
48 | -0.014195 | -0.1475 | 0.441499 |