Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.354753 | 3.232 | 0.000882 |
2 | -0.002624 | -0.0239 | 0.490492 |
3 | 0.076096 | 0.6933 | 0.245038 |
4 | -0.109679 | -0.9992 | 0.160295 |
5 | -0.224462 | -2.0449 | 0.022014 |
6 | -0.164161 | -1.4956 | 0.069278 |
7 | -0.237331 | -2.1622 | 0.016741 |
8 | -0.266118 | -2.4244 | 0.008751 |
9 | -0.016508 | -0.1504 | 0.44041 |
10 | 0.00943 | 0.0859 | 0.465873 |
11 | 0.23727 | 2.1616 | 0.016763 |
12 | 0.590245 | 5.3774 | 0 |
13 | 0.298452 | 2.719 | 0.003986 |
14 | 0.026573 | 0.2421 | 0.404655 |
15 | -0.01184 | -0.1079 | 0.45718 |
16 | -0.025019 | -0.2279 | 0.410128 |
17 | -0.118889 | -1.0831 | 0.140943 |
18 | -0.178957 | -1.6304 | 0.053406 |
19 | -0.283585 | -2.5836 | 0.005765 |
20 | -0.198772 | -1.8109 | 0.036887 |
21 | -0.122254 | -1.1138 | 0.134293 |
22 | -0.05635 | -0.5134 | 0.304528 |
23 | 0.242204 | 2.2066 | 0.015053 |
24 | 0.396793 | 3.615 | 0.000257 |
25 | 0.195981 | 1.7855 | 0.038919 |
26 | 0.042124 | 0.3838 | 0.351068 |
27 | 0.050951 | 0.4642 | 0.321865 |
28 | -0.010649 | -0.097 | 0.461473 |
29 | -0.038018 | -0.3464 | 0.364975 |
30 | -0.054983 | -0.5009 | 0.308878 |
31 | -0.227404 | -2.0717 | 0.020697 |
32 | -0.192039 | -1.7496 | 0.041945 |
33 | -0.081929 | -0.7464 | 0.228765 |
34 | -0.0151 | -0.1376 | 0.445459 |
35 | 0.126994 | 1.157 | 0.125301 |
36 | 0.272183 | 2.4797 | 0.007586 |
37 | 0.128119 | 1.1672 | 0.123231 |
38 | -0.02481 | -0.226 | 0.410868 |
39 | 0.025736 | 0.2345 | 0.4076 |
40 | -0.007332 | -0.0668 | 0.473452 |
41 | -0.060451 | -0.5507 | 0.291648 |
42 | -0.029253 | -0.2665 | 0.395255 |
43 | -0.133491 | -1.2162 | 0.113686 |
44 | -0.183515 | -1.6719 | 0.049155 |
45 | -0.059657 | -0.5435 | 0.29412 |
46 | 0.00685 | 0.0624 | 0.475193 |
47 | 0.077237 | 0.7037 | 0.241806 |
48 | 0.130162 | 1.1858 | 0.119536 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.354753 | 3.232 | 0.000882 |
2 | -0.14697 | -1.339 | 0.092119 |
3 | 0.151183 | 1.3773 | 0.086055 |
4 | -0.235142 | -2.1422 | 0.017552 |
5 | -0.08844 | -0.8057 | 0.211351 |
6 | -0.098187 | -0.8945 | 0.186814 |
7 | -0.185756 | -1.6923 | 0.047168 |
8 | -0.145027 | -1.3213 | 0.095023 |
9 | 0.084145 | 0.7666 | 0.222747 |
10 | -0.103304 | -0.9411 | 0.17468 |
11 | 0.344252 | 3.1363 | 0.001184 |
12 | 0.406009 | 3.6989 | 0.000194 |
13 | -0.030654 | -0.2793 | 0.390366 |
14 | -0.033499 | -0.3052 | 0.380492 |
15 | -0.208263 | -1.8974 | 0.030628 |
16 | 0.08157 | 0.7431 | 0.229747 |
17 | 0.027638 | 0.2518 | 0.400912 |
18 | -0.033666 | -0.3067 | 0.379916 |
19 | -0.08081 | -0.7362 | 0.231839 |
20 | 0.137352 | 1.2513 | 0.107163 |
21 | -0.208589 | -1.9003 | 0.03043 |
22 | 0.048581 | 0.4426 | 0.329605 |
23 | 0.04999 | 0.4554 | 0.324995 |
24 | 0.057864 | 0.5272 | 0.299741 |
25 | -0.042637 | -0.3884 | 0.349341 |
26 | -0.047906 | -0.4364 | 0.331823 |
27 | 0.049563 | 0.4515 | 0.326388 |
28 | -0.022708 | -0.2069 | 0.418305 |
29 | 0.013456 | 0.1226 | 0.451362 |
30 | 0.140946 | 1.2841 | 0.101343 |
31 | 0.026392 | 0.2404 | 0.40529 |
32 | -0.045645 | -0.4158 | 0.339298 |
33 | 0.057292 | 0.522 | 0.301546 |
34 | -0.011079 | -0.1009 | 0.459922 |
35 | -0.023565 | -0.2147 | 0.415269 |
36 | -0.013941 | -0.127 | 0.449621 |
37 | -0.03089 | -0.2814 | 0.389543 |
38 | -0.008424 | -0.0767 | 0.469506 |
39 | -0.051056 | -0.4651 | 0.321522 |
40 | -0.101609 | -0.9257 | 0.178643 |
41 | -0.008538 | -0.0778 | 0.469094 |
42 | 0.072122 | 0.6571 | 0.256479 |
43 | -0.033625 | -0.3063 | 0.380057 |
44 | 0.022164 | 0.2019 | 0.420234 |
45 | 0.018664 | 0.17 | 0.432696 |
46 | -0.077587 | -0.7069 | 0.240819 |
47 | -0.002579 | -0.0235 | 0.490657 |
48 | -0.100416 | -0.9148 | 0.181465 |