Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.369431 | 3.1347 | 0.001245 |
2 | 0.250596 | 2.1264 | 0.01845 |
3 | 0.249695 | 2.1187 | 0.018782 |
4 | -0.03346 | -0.2839 | 0.388644 |
5 | -0.145623 | -1.2356 | 0.110303 |
6 | -0.276369 | -2.3451 | 0.010892 |
7 | -0.147691 | -1.2532 | 0.107094 |
8 | -0.077377 | -0.6566 | 0.256777 |
9 | 0.171339 | 1.4539 | 0.075165 |
10 | 0.182441 | 1.5481 | 0.062995 |
11 | 0.259693 | 2.2036 | 0.015377 |
12 | 0.753042 | 6.3898 | 0 |
13 | 0.25558 | 2.1687 | 0.016706 |
14 | 0.138277 | 1.1733 | 0.122268 |
15 | 0.14058 | 1.1929 | 0.11842 |
16 | -0.11355 | -0.9635 | 0.169259 |
17 | -0.223106 | -1.8931 | 0.031181 |
18 | -0.315141 | -2.6741 | 0.004634 |
19 | -0.193613 | -1.6429 | 0.052386 |
20 | -0.141623 | -1.2017 | 0.116707 |
21 | 0.066562 | 0.5648 | 0.286985 |
22 | 0.066996 | 0.5685 | 0.285739 |
23 | 0.13059 | 1.1081 | 0.135754 |
24 | 0.526743 | 4.4696 | 1.4e-05 |
25 | 0.09726 | 0.8253 | 0.205969 |
26 | 0.036459 | 0.3094 | 0.378968 |
27 | 0.028814 | 0.2445 | 0.403772 |
28 | -0.154056 | -1.3072 | 0.097651 |
29 | -0.2635 | -2.2359 | 0.01423 |
30 | -0.338655 | -2.8736 | 0.002665 |
31 | -0.231615 | -1.9653 | 0.026618 |
32 | -0.186052 | -1.5787 | 0.059394 |
33 | -0.04627 | -0.3926 | 0.347882 |
34 | -0.046227 | -0.3923 | 0.348016 |
35 | 0.009495 | 0.0806 | 0.468005 |
36 | 0.301765 | 2.5606 | 0.006274 |
37 | 0.004154 | 0.0352 | 0.48599 |
38 | -0.03847 | -0.3264 | 0.372524 |
39 | -0.019325 | -0.164 | 0.435103 |
40 | -0.161346 | -1.3691 | 0.087618 |
41 | -0.209652 | -1.779 | 0.039734 |
42 | -0.237578 | -2.0159 | 0.023771 |
43 | -0.175459 | -1.4888 | 0.070451 |
44 | -0.161756 | -1.3725 | 0.087077 |
45 | -0.051868 | -0.4401 | 0.330588 |
46 | -0.051171 | -0.4342 | 0.33272 |
47 | -0.020467 | -0.1737 | 0.431308 |
48 | 0.160146 | 1.3589 | 0.089213 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.369431 | 3.1347 | 0.001245 |
2 | 0.132153 | 1.1214 | 0.132931 |
3 | 0.142061 | 1.2054 | 0.115993 |
4 | -0.220147 | -1.868 | 0.032915 |
5 | -0.1666 | -1.4136 | 0.080887 |
6 | -0.236851 | -2.0097 | 0.024103 |
7 | 0.126622 | 1.0744 | 0.143111 |
8 | 0.114768 | 0.9738 | 0.166698 |
9 | 0.39364 | 3.3401 | 0.000665 |
10 | 0.010462 | 0.0888 | 0.464753 |
11 | 0.060052 | 0.5096 | 0.305959 |
12 | 0.622905 | 5.2855 | 1e-06 |
13 | -0.332285 | -2.8195 | 0.003104 |
14 | -0.171402 | -1.4544 | 0.075092 |
15 | -0.14737 | -1.2505 | 0.107588 |
16 | -0.03641 | -0.309 | 0.379126 |
17 | -0.009392 | -0.0797 | 0.468351 |
18 | 0.046281 | 0.3927 | 0.347847 |
19 | -0.028474 | -0.2416 | 0.404883 |
20 | -0.021938 | -0.1862 | 0.426425 |
21 | -0.08517 | -0.7227 | 0.236106 |
22 | -0.127107 | -1.0785 | 0.142197 |
23 | -0.02674 | -0.2269 | 0.410573 |
24 | 0.016644 | 0.1412 | 0.444043 |
25 | -0.111404 | -0.9453 | 0.173836 |
26 | 0.089118 | 0.7562 | 0.226001 |
27 | -0.065705 | -0.5575 | 0.28945 |
28 | 0.103321 | 0.8767 | 0.19178 |
29 | -0.060703 | -0.5151 | 0.304037 |
30 | -0.060425 | -0.5127 | 0.304858 |
31 | -0.122366 | -1.0383 | 0.151301 |
32 | 0.021213 | 0.18 | 0.428831 |
33 | -0.15701 | -1.3323 | 0.093485 |
34 | 0.019164 | 0.1626 | 0.435641 |
35 | -0.056973 | -0.4834 | 0.315128 |
36 | -0.092051 | -0.7811 | 0.218658 |
37 | 0.133541 | 1.1331 | 0.130458 |
38 | -0.04768 | -0.4046 | 0.343494 |
39 | 0.040634 | 0.3448 | 0.365629 |
40 | -0.079551 | -0.675 | 0.250916 |
41 | 0.108422 | 0.92 | 0.180325 |
42 | 0.119858 | 1.017 | 0.156272 |
43 | 0.022311 | 0.1893 | 0.425189 |
44 | -0.13944 | -1.1832 | 0.120314 |
45 | 0.017576 | 0.1491 | 0.440933 |
46 | 0.043271 | 0.3672 | 0.357285 |
47 | -0.013431 | -0.114 | 0.45479 |
48 | -0.100453 | -0.8524 | 0.198417 |