Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.080537 | 0.8786 | 0.190705 |
2 | -0.069632 | -0.7596 | 0.224498 |
3 | -0.162558 | -1.7733 | 0.039368 |
4 | 0.045754 | 0.4991 | 0.309307 |
5 | -0.148547 | -1.6205 | 0.053891 |
6 | -0.298208 | -3.2531 | 0.000743 |
7 | -0.148935 | -1.6247 | 0.053438 |
8 | 0.021475 | 0.2343 | 0.407593 |
9 | -0.173535 | -1.893 | 0.03039 |
10 | -0.12645 | -1.3794 | 0.085178 |
11 | 0.06254 | 0.6822 | 0.24821 |
12 | 0.838669 | 9.1488 | 0 |
13 | 0.112995 | 1.2326 | 0.110073 |
14 | -0.070915 | -0.7736 | 0.220352 |
15 | -0.077315 | -0.8434 | 0.200346 |
16 | 0.050062 | 0.5461 | 0.293006 |
17 | -0.107603 | -1.1738 | 0.121408 |
18 | -0.288805 | -3.1505 | 0.001031 |
19 | -0.146543 | -1.5986 | 0.056281 |
20 | -0.0139 | -0.1516 | 0.439869 |
21 | -0.166845 | -1.8201 | 0.035632 |
22 | -0.15363 | -1.6759 | 0.048192 |
23 | 0.060709 | 0.6623 | 0.254543 |
24 | 0.696737 | 7.6005 | 0 |
25 | 0.112304 | 1.2251 | 0.111481 |
26 | -0.055593 | -0.6064 | 0.272687 |
27 | -0.010655 | -0.1162 | 0.453831 |
28 | 0.059035 | 0.644 | 0.260409 |
29 | -0.098789 | -1.0777 | 0.141683 |
30 | -0.288613 | -3.1484 | 0.001038 |
31 | -0.120575 | -1.3153 | 0.095466 |
32 | -0.045208 | -0.4932 | 0.311405 |
33 | -0.134181 | -1.4637 | 0.07295 |
34 | -0.169907 | -1.8535 | 0.033146 |
35 | 0.079715 | 0.8696 | 0.193139 |
36 | 0.543988 | 5.9342 | 0 |
37 | 0.110284 | 1.2031 | 0.115672 |
38 | -0.059296 | -0.6468 | 0.25949 |
39 | 0.057248 | 0.6245 | 0.266748 |
40 | 0.07298 | 0.7961 | 0.213773 |
41 | -0.068611 | -0.7485 | 0.227831 |
42 | -0.231719 | -2.5278 | 0.006395 |
43 | -0.11075 | -1.2081 | 0.114694 |
44 | -0.038501 | -0.42 | 0.337624 |
45 | -0.145042 | -1.5822 | 0.058127 |
46 | -0.162957 | -1.7776 | 0.039008 |
47 | 0.056518 | 0.6165 | 0.269358 |
48 | 0.422153 | 4.6052 | 5e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.080537 | 0.8786 | 0.190705 |
2 | -0.076616 | -0.8358 | 0.202477 |
3 | -0.152225 | -1.6606 | 0.049715 |
4 | 0.068199 | 0.744 | 0.229184 |
5 | -0.185888 | -2.0278 | 0.022407 |
6 | -0.308622 | -3.3667 | 0.000513 |
7 | -0.134381 | -1.4659 | 0.072654 |
8 | -0.088937 | -0.9702 | 0.166961 |
9 | -0.363894 | -3.9696 | 6.2e-05 |
10 | -0.290141 | -3.1651 | 0.000984 |
11 | -0.219112 | -2.3902 | 0.009204 |
12 | 0.744614 | 8.1228 | 0 |
13 | 0.031966 | 0.3487 | 0.363963 |
14 | -0.182973 | -1.996 | 0.024109 |
15 | 0.182541 | 1.9913 | 0.02437 |
16 | -0.053751 | -0.5864 | 0.279375 |
17 | 0.011565 | 0.1262 | 0.449908 |
18 | 0.047426 | 0.5174 | 0.302934 |
19 | -0.084079 | -0.9172 | 0.180448 |
20 | -0.075319 | -0.8216 | 0.206465 |
21 | 0.04377 | 0.4775 | 0.316952 |
22 | 0.024304 | 0.2651 | 0.395685 |
23 | 0.015112 | 0.1649 | 0.43467 |
24 | -0.031375 | -0.3423 | 0.366379 |
25 | -0.094529 | -1.0312 | 0.152271 |
26 | 0.048376 | 0.5277 | 0.29934 |
27 | 0.023416 | 0.2554 | 0.399413 |
28 | -0.06131 | -0.6688 | 0.252454 |
29 | -0.098135 | -1.0705 | 0.143273 |
30 | -0.119846 | -1.3074 | 0.096804 |
31 | 0.065072 | 0.7099 | 0.239593 |
32 | -0.048165 | -0.5254 | 0.300134 |
33 | 0.033783 | 0.3685 | 0.356565 |
34 | -0.002583 | -0.0282 | 0.488783 |
35 | -0.004145 | -0.0452 | 0.482006 |
36 | -0.116143 | -1.267 | 0.10382 |
37 | 0.006519 | 0.0711 | 0.471712 |
38 | -0.044572 | -0.4862 | 0.313852 |
39 | -0.042194 | -0.4603 | 0.323076 |
40 | 0.013593 | 0.1483 | 0.441184 |
41 | 0.012235 | 0.1335 | 0.447026 |
42 | 0.184606 | 2.0138 | 0.023142 |
43 | -0.061451 | -0.6704 | 0.251965 |
44 | 0.061127 | 0.6668 | 0.253089 |
45 | -0.030445 | -0.3321 | 0.370195 |
46 | -0.026698 | -0.2912 | 0.385687 |
47 | -0.024462 | -0.2669 | 0.395023 |
48 | -0.073561 | -0.8025 | 0.211943 |