Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.274546 | 2.3134 | 0.011802 |
2 | 0.151508 | 1.2766 | 0.102947 |
3 | -0.174005 | -1.4662 | 0.073506 |
4 | -0.235038 | -1.9805 | 0.025764 |
5 | -0.316735 | -2.6689 | 0.004712 |
6 | -0.258249 | -2.176 | 0.016441 |
7 | -0.318431 | -2.6831 | 0.004534 |
8 | -0.228174 | -1.9226 | 0.029269 |
9 | -0.15131 | -1.275 | 0.10324 |
10 | 0.08648 | 0.7287 | 0.234293 |
11 | 0.327073 | 2.756 | 0.003715 |
12 | 0.732206 | 6.1697 | 0 |
13 | 0.234288 | 1.9741 | 0.026128 |
14 | 0.137893 | 1.1619 | 0.124582 |
15 | -0.162771 | -1.3715 | 0.087265 |
16 | -0.156095 | -1.3153 | 0.096324 |
17 | -0.254387 | -2.1435 | 0.01775 |
18 | -0.213682 | -1.8005 | 0.038013 |
19 | -0.255209 | -2.1504 | 0.017464 |
20 | -0.188005 | -1.5842 | 0.058801 |
21 | -0.159421 | -1.3433 | 0.091726 |
22 | 0.120627 | 1.0164 | 0.15644 |
23 | 0.259921 | 2.1901 | 0.0159 |
24 | 0.525279 | 4.4261 | 1.7e-05 |
25 | 0.210936 | 1.7774 | 0.039894 |
26 | 0.074065 | 0.6241 | 0.267287 |
27 | -0.101902 | -0.8586 | 0.196715 |
28 | -0.108024 | -0.9102 | 0.182891 |
29 | -0.210968 | -1.7777 | 0.039872 |
30 | -0.170894 | -1.44 | 0.077134 |
31 | -0.18479 | -1.5571 | 0.06195 |
32 | -0.175032 | -1.4748 | 0.072338 |
33 | -0.087406 | -0.7365 | 0.231928 |
34 | 0.06657 | 0.5609 | 0.288305 |
35 | 0.208475 | 1.7566 | 0.041645 |
36 | 0.427241 | 3.6 | 0.000293 |
37 | 0.129575 | 1.0918 | 0.139303 |
38 | 0.05615 | 0.4731 | 0.318785 |
39 | -0.063454 | -0.5347 | 0.297273 |
40 | -0.064679 | -0.545 | 0.293731 |
41 | -0.182452 | -1.5374 | 0.064324 |
42 | -0.106634 | -0.8985 | 0.185974 |
43 | -0.146084 | -1.2309 | 0.111206 |
44 | -0.136389 | -1.1492 | 0.127159 |
45 | -0.036717 | -0.3094 | 0.378968 |
46 | 0.010963 | 0.0924 | 0.463328 |
47 | 0.201772 | 1.7002 | 0.046739 |
48 | 0.271856 | 2.2907 | 0.012476 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.274546 | 2.3134 | 0.011802 |
2 | 0.082339 | 0.6938 | 0.245036 |
3 | -0.255654 | -2.1542 | 0.017311 |
4 | -0.162619 | -1.3702 | 0.087463 |
5 | -0.186687 | -1.5731 | 0.060076 |
6 | -0.155742 | -1.3123 | 0.096822 |
7 | -0.302461 | -2.5486 | 0.00649 |
8 | -0.289521 | -2.4395 | 0.008603 |
9 | -0.3167 | -2.6686 | 0.004716 |
10 | -0.227749 | -1.919 | 0.029499 |
11 | -0.048338 | -0.4073 | 0.342507 |
12 | 0.542121 | 4.568 | 1e-05 |
13 | -0.1414 | -1.1915 | 0.11872 |
14 | -0.135882 | -1.145 | 0.128034 |
15 | -0.064884 | -0.5467 | 0.293143 |
16 | 0.080593 | 0.6791 | 0.249645 |
17 | 0.012214 | 0.1029 | 0.459159 |
18 | -0.025592 | -0.2156 | 0.414943 |
19 | 0.051754 | 0.4361 | 0.332048 |
20 | 0.031355 | 0.2642 | 0.396196 |
21 | -0.075173 | -0.6334 | 0.264247 |
22 | 0.133821 | 1.1276 | 0.131644 |
23 | -0.11162 | -0.9405 | 0.175069 |
24 | -0.071848 | -0.6054 | 0.273422 |
25 | 0.068198 | 0.5746 | 0.283672 |
26 | -0.069745 | -0.5877 | 0.279306 |
27 | 0.038163 | 0.3216 | 0.374363 |
28 | -0.02583 | -0.2176 | 0.414164 |
29 | -0.052002 | -0.4382 | 0.331295 |
30 | -0.029494 | -0.2485 | 0.402225 |
31 | 0.017578 | 0.1481 | 0.441336 |
32 | -0.013958 | -0.1176 | 0.453354 |
33 | 0.049521 | 0.4173 | 0.33887 |
34 | -0.15885 | -1.3385 | 0.092503 |
35 | 0.012636 | 0.1065 | 0.457755 |
36 | 0.1122 | 0.9454 | 0.173827 |
37 | -0.111994 | -0.9437 | 0.174267 |
38 | -0.035024 | -0.2951 | 0.384382 |
39 | -0.000816 | -0.0069 | 0.497265 |
40 | 0.059989 | 0.5055 | 0.307394 |
41 | -0.07058 | -0.5947 | 0.276961 |
42 | 0.017291 | 0.1457 | 0.442288 |
43 | 0.066188 | 0.5577 | 0.289398 |
44 | -0.082119 | -0.692 | 0.245613 |
45 | 0.064439 | 0.543 | 0.294423 |
46 | 0.030066 | 0.2533 | 0.400368 |
47 | -0.022916 | -0.1931 | 0.423719 |
48 | -0.088288 | -0.7439 | 0.229687 |