Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.049895 | 0.5161 | 0.303417 |
2 | -0.042043 | -0.4349 | 0.332255 |
3 | -0.394999 | -4.0859 | 4.3e-05 |
4 | -0.26648 | -2.7565 | 0.003435 |
5 | 0.102055 | 1.0557 | 0.14675 |
6 | 0.167758 | 1.7353 | 0.042783 |
7 | 0.063122 | 0.6529 | 0.257597 |
8 | -0.287747 | -2.9765 | 0.001803 |
9 | -0.315404 | -3.2626 | 0.000741 |
10 | -0.156364 | -1.6174 | 0.054364 |
11 | 0.327429 | 3.387 | 0.000495 |
12 | 0.566274 | 5.8576 | 0 |
13 | 0.189916 | 1.9645 | 0.026032 |
14 | -0.08597 | -0.8893 | 0.187923 |
15 | -0.319407 | -3.304 | 0.000649 |
16 | -0.286157 | -2.96 | 0.001894 |
17 | 0.228112 | 2.3596 | 0.010054 |
18 | 0.02529 | 0.2616 | 0.397065 |
19 | 0.125452 | 1.2977 | 0.098594 |
20 | -0.31617 | -3.2705 | 0.000722 |
21 | -0.280808 | -2.9047 | 0.002233 |
22 | -0.096679 | -1.0001 | 0.15977 |
23 | 0.306336 | 3.1688 | 0.000998 |
24 | 0.487881 | 5.0467 | 1e-06 |
25 | 0.12007 | 1.242 | 0.108473 |
26 | -0.018772 | -0.1942 | 0.423203 |
27 | -0.349536 | -3.6156 | 0.000229 |
28 | -0.131982 | -1.3652 | 0.087522 |
29 | 0.104912 | 1.0852 | 0.140132 |
30 | 0.097973 | 1.0134 | 0.156567 |
31 | 0.039521 | 0.4088 | 0.341747 |
32 | -0.222562 | -2.3022 | 0.01163 |
33 | -0.328067 | -3.3935 | 0.000484 |
34 | -0.014071 | -0.1455 | 0.442276 |
35 | 0.230547 | 2.3848 | 0.009424 |
36 | 0.425527 | 4.4017 | 1.3e-05 |
37 | 0.106765 | 1.1044 | 0.135951 |
38 | -0.03231 | -0.3342 | 0.369433 |
39 | -0.280184 | -2.8982 | 0.002276 |
40 | -0.097746 | -1.0111 | 0.157126 |
41 | 0.10734 | 1.1103 | 0.134672 |
42 | 0.047033 | 0.4865 | 0.313799 |
43 | 0.070452 | 0.7288 | 0.233868 |
44 | -0.254135 | -2.6288 | 0.004915 |
45 | -0.19644 | -2.032 | 0.022316 |
46 | -0.077243 | -0.799 | 0.213027 |
47 | 0.257282 | 2.6613 | 0.004491 |
48 | 0.275837 | 2.8533 | 0.002598 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.049895 | 0.5161 | 0.303417 |
2 | -0.044644 | -0.4618 | 0.32258 |
3 | -0.392337 | -4.0584 | 4.7e-05 |
4 | -0.278114 | -2.8768 | 0.002425 |
5 | 0.087207 | 0.9021 | 0.184522 |
6 | 0.009937 | 0.1028 | 0.459161 |
7 | -0.172721 | -1.7866 | 0.038414 |
8 | -0.38882 | -4.022 | 5.4e-05 |
9 | -0.382152 | -3.953 | 6.9e-05 |
10 | -0.425146 | -4.3977 | 1.3e-05 |
11 | -0.198213 | -2.0503 | 0.021388 |
12 | 0.23538 | 2.4348 | 0.008277 |
13 | 0.082812 | 0.8566 | 0.196785 |
14 | 0.00745 | 0.0771 | 0.46936 |
15 | 0.102956 | 1.065 | 0.144639 |
16 | -0.160458 | -1.6598 | 0.049943 |
17 | 0.159571 | 1.6506 | 0.050874 |
18 | -0.155817 | -1.6118 | 0.054978 |
19 | -0.007103 | -0.0735 | 0.470782 |
20 | -0.044571 | -0.461 | 0.32285 |
21 | -0.00678 | -0.0701 | 0.472109 |
22 | -0.0556 | -0.5751 | 0.283204 |
23 | -0.024325 | -0.2516 | 0.400907 |
24 | 0.09589 | 0.9919 | 0.161743 |
25 | -0.086452 | -0.8943 | 0.186593 |
26 | 0.043481 | 0.4498 | 0.326891 |
27 | 0.08091 | 0.8369 | 0.202245 |
28 | -0.022092 | -0.2285 | 0.409838 |
29 | 0.027237 | 0.2817 | 0.389344 |
30 | 0.015622 | 0.1616 | 0.435965 |
31 | 0.006616 | 0.0684 | 0.472785 |
32 | 0.131546 | 1.3607 | 0.088231 |
33 | -0.008482 | -0.0877 | 0.465122 |
34 | -0.022427 | -0.232 | 0.408496 |
35 | 0.017811 | 0.1842 | 0.427086 |
36 | 0.032076 | 0.3318 | 0.370346 |
37 | -0.047434 | -0.4907 | 0.312336 |
38 | -0.009926 | -0.1027 | 0.459206 |
39 | 0.062196 | 0.6434 | 0.260684 |
40 | -0.008214 | -0.085 | 0.466225 |
41 | 0.044834 | 0.4638 | 0.32188 |
42 | 0.009097 | 0.0941 | 0.462604 |
43 | -0.046667 | -0.4827 | 0.315138 |
44 | 0.081136 | 0.8393 | 0.201591 |
45 | 0.120238 | 1.2438 | 0.108154 |
46 | -0.031854 | -0.3295 | 0.371211 |
47 | 0.103526 | 1.0709 | 0.143317 |
48 | 0.014918 | 0.1543 | 0.438827 |