Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.003474 | -0.0316 | 0.487415 |
2 | 0.012818 | 0.1168 | 0.453658 |
3 | -0.062487 | -0.5693 | 0.28535 |
4 | 0.041324 | 0.3765 | 0.353759 |
5 | -0.084856 | -0.7731 | 0.220837 |
6 | 0.294782 | 2.6856 | 0.004371 |
7 | -0.094633 | -0.8621 | 0.195545 |
8 | 0.031998 | 0.2915 | 0.385691 |
9 | -0.108043 | -0.9843 | 0.163909 |
10 | -0.029767 | -0.2712 | 0.393459 |
11 | 0.002755 | 0.0251 | 0.490019 |
12 | 0.703154 | 6.406 | 0 |
13 | 0.020613 | 0.1878 | 0.42575 |
14 | 0.014219 | 0.1295 | 0.448622 |
15 | -0.065289 | -0.5948 | 0.276795 |
16 | -0.033097 | -0.3015 | 0.381885 |
17 | -0.034255 | -0.3121 | 0.377881 |
18 | 0.236203 | 2.1519 | 0.017155 |
19 | -0.113774 | -1.0365 | 0.151482 |
20 | 0.007473 | 0.0681 | 0.472941 |
21 | -0.064157 | -0.5845 | 0.280234 |
22 | -0.109982 | -1.002 | 0.159632 |
23 | -0.005172 | -0.0471 | 0.481266 |
24 | 0.49206 | 4.4829 | 1.2e-05 |
25 | 0.032903 | 0.2998 | 0.382554 |
26 | -0.009105 | -0.083 | 0.467045 |
27 | -0.082613 | -0.7526 | 0.226897 |
28 | -0.058291 | -0.5311 | 0.2984 |
29 | -0.008421 | -0.0767 | 0.469516 |
30 | 0.127154 | 1.1584 | 0.125005 |
31 | -0.1347 | -1.2272 | 0.111613 |
32 | -0.062382 | -0.5683 | 0.285675 |
33 | -0.055009 | -0.5012 | 0.308793 |
34 | -0.182972 | -1.667 | 0.049646 |
35 | -0.014351 | -0.1307 | 0.448147 |
36 | 0.298427 | 2.7188 | 0.003988 |
37 | -0.029724 | -0.2708 | 0.393608 |
38 | -0.056269 | -0.5126 | 0.304783 |
39 | -0.049356 | -0.4497 | 0.327066 |
40 | -0.069909 | -0.6369 | 0.26297 |
41 | -0.006725 | -0.0613 | 0.475647 |
42 | 0.048146 | 0.4386 | 0.331036 |
43 | -0.110988 | -1.0111 | 0.157443 |
44 | -0.097089 | -0.8845 | 0.189486 |
45 | -0.018029 | -0.1642 | 0.434968 |
46 | -0.197784 | -1.8019 | 0.037596 |
47 | -0.018679 | -0.1702 | 0.432645 |
48 | 0.127108 | 1.158 | 0.125091 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.003474 | -0.0316 | 0.487415 |
2 | 0.012806 | 0.1167 | 0.453701 |
3 | -0.06241 | -0.5686 | 0.285589 |
4 | 0.040948 | 0.3731 | 0.355028 |
5 | -0.083637 | -0.762 | 0.224118 |
6 | 0.293868 | 2.6773 | 0.004472 |
7 | -0.107509 | -0.9795 | 0.1651 |
8 | 0.030956 | 0.282 | 0.389314 |
9 | -0.084367 | -0.7686 | 0.22215 |
10 | -0.064661 | -0.5891 | 0.2787 |
11 | 0.072988 | 0.665 | 0.253962 |
12 | 0.6666 | 6.073 | 0 |
13 | 0.077992 | 0.7105 | 0.239681 |
14 | -0.0407 | -0.3708 | 0.355866 |
15 | -0.049853 | -0.4542 | 0.325442 |
16 | -0.152132 | -1.386 | 0.084732 |
17 | 0.055808 | 0.5084 | 0.306248 |
18 | -0.039118 | -0.3564 | 0.36123 |
19 | -0.064136 | -0.5843 | 0.280299 |
20 | -0.015338 | -0.1397 | 0.444605 |
21 | 0.111042 | 1.0116 | 0.157326 |
22 | -0.065375 | -0.5956 | 0.276535 |
23 | -0.041928 | -0.382 | 0.351727 |
24 | -0.015311 | -0.1395 | 0.444701 |
25 | -0.005404 | -0.0492 | 0.480425 |
26 | -0.012694 | -0.1157 | 0.454104 |
27 | -0.067821 | -0.6179 | 0.269174 |
28 | 0.033388 | 0.3042 | 0.380876 |
29 | 0.004611 | 0.042 | 0.483295 |
30 | -0.094586 | -0.8617 | 0.195661 |
31 | -0.08696 | -0.7922 | 0.215239 |
32 | -0.13603 | -1.2393 | 0.109365 |
33 | 0.003781 | 0.0344 | 0.486301 |
34 | -0.061373 | -0.5591 | 0.288789 |
35 | -0.009871 | -0.0899 | 0.464281 |
36 | -0.059719 | -0.5441 | 0.293926 |
37 | -0.122146 | -1.1128 | 0.134502 |
38 | -0.069185 | -0.6303 | 0.265112 |
39 | 0.045146 | 0.4113 | 0.340957 |
40 | 0.060903 | 0.5549 | 0.290243 |
41 | -0.04702 | -0.4284 | 0.334743 |
42 | -0.043556 | -0.3968 | 0.346261 |
43 | 0.031235 | 0.2846 | 0.388344 |
44 | 0.016227 | 0.1478 | 0.441416 |
45 | 0.05703 | 0.5196 | 0.302373 |
46 | -0.054413 | -0.4957 | 0.310699 |
47 | -0.025153 | -0.2292 | 0.409655 |
48 | -0.086699 | -0.7899 | 0.215929 |