Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.196763 | -1.8034 | 0.037459 |
2 | 0.061467 | 0.5634 | 0.287349 |
3 | -0.017539 | -0.1607 | 0.43634 |
4 | 0.135639 | 1.2431 | 0.108636 |
5 | 0.081985 | 0.7514 | 0.227254 |
6 | -0.191074 | -1.7512 | 0.041779 |
7 | 0.047744 | 0.4376 | 0.331406 |
8 | 0.111197 | 1.0191 | 0.155531 |
9 | -0.056427 | -0.5172 | 0.3032 |
10 | -0.002992 | -0.0274 | 0.489093 |
11 | -0.323059 | -2.9609 | 0.001993 |
12 | 0.797382 | 7.3081 | 0 |
13 | -0.218256 | -2.0003 | 0.024346 |
14 | 0.002333 | 0.0214 | 0.491494 |
15 | -0.095624 | -0.8764 | 0.191653 |
16 | 0.045262 | 0.4148 | 0.339661 |
17 | 0.006123 | 0.0561 | 0.477689 |
18 | -0.236974 | -2.1719 | 0.016341 |
19 | -0.020867 | -0.1913 | 0.424395 |
20 | 0.0286 | 0.2621 | 0.396933 |
21 | -0.10416 | -0.9546 | 0.17125 |
22 | -0.04413 | -0.4045 | 0.343451 |
23 | -0.321717 | -2.9486 | 0.002067 |
24 | 0.642244 | 5.8863 | 0 |
25 | -0.175412 | -1.6077 | 0.05583 |
26 | -0.008486 | -0.0778 | 0.469096 |
27 | -0.096938 | -0.8884 | 0.188418 |
28 | 0.049873 | 0.4571 | 0.324393 |
29 | -0.005517 | -0.0506 | 0.479895 |
30 | -0.196006 | -1.7964 | 0.038011 |
31 | -0.003485 | -0.0319 | 0.487299 |
32 | 0.028371 | 0.26 | 0.397742 |
33 | -0.064189 | -0.5883 | 0.278953 |
34 | -0.020842 | -0.191 | 0.424486 |
35 | -0.273687 | -2.5084 | 0.007026 |
36 | 0.509141 | 4.6664 | 6e-06 |
37 | -0.088309 | -0.8094 | 0.210295 |
38 | 0.009103 | 0.0834 | 0.466854 |
39 | -0.065254 | -0.5981 | 0.275704 |
40 | 0.072905 | 0.6682 | 0.252924 |
41 | 0.017828 | 0.1634 | 0.435301 |
42 | -0.131436 | -1.2046 | 0.115864 |
43 | 0.010734 | 0.0984 | 0.460932 |
44 | 0.020024 | 0.1835 | 0.427415 |
45 | -0.024092 | -0.2208 | 0.41289 |
46 | -0.009845 | -0.0902 | 0.464161 |
47 | -0.207603 | -1.9027 | 0.030252 |
48 | 0.392916 | 3.6011 | 0.000268 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.196763 | -1.8034 | 0.037459 |
2 | 0.023667 | 0.2169 | 0.4144 |
3 | -0.001118 | -0.0102 | 0.495926 |
4 | 0.135945 | 1.246 | 0.108122 |
5 | 0.141662 | 1.2984 | 0.098859 |
6 | -0.17076 | -1.565 | 0.060666 |
7 | -0.036041 | -0.3303 | 0.370991 |
8 | 0.122895 | 1.1263 | 0.131613 |
9 | -0.044777 | -0.4104 | 0.341283 |
10 | 0.007993 | 0.0733 | 0.470886 |
11 | -0.323423 | -2.9642 | 0.001974 |
12 | 0.779399 | 7.1433 | 0 |
13 | -0.229092 | -2.0997 | 0.01938 |
14 | -0.162831 | -1.4924 | 0.069675 |
15 | -0.165743 | -1.5191 | 0.066251 |
16 | -0.166551 | -1.5265 | 0.065325 |
17 | -0.178389 | -1.635 | 0.0529 |
18 | 0.013259 | 0.1215 | 0.451785 |
19 | 0.005995 | 0.0549 | 0.478156 |
20 | -0.138917 | -1.2732 | 0.10323 |
21 | -0.016384 | -0.1502 | 0.440497 |
22 | 0.00365 | 0.0335 | 0.486695 |
23 | 0.295543 | 2.7087 | 0.004092 |
24 | -0.090375 | -0.8283 | 0.204924 |
25 | 0.096617 | 0.8855 | 0.189204 |
26 | -0.151405 | -1.3877 | 0.084456 |
27 | -0.048228 | -0.442 | 0.329805 |
28 | -0.000413 | -0.0038 | 0.498494 |
29 | -0.029137 | -0.267 | 0.395046 |
30 | 0.04659 | 0.427 | 0.335234 |
31 | -0.065831 | -0.6033 | 0.273951 |
32 | 0.015669 | 0.1436 | 0.443076 |
33 | 0.028468 | 0.2609 | 0.397397 |
34 | 0.149179 | 1.3672 | 0.087598 |
35 | -0.123672 | -1.1335 | 0.13012 |
36 | -0.153682 | -1.4085 | 0.081334 |
37 | 0.02827 | 0.2591 | 0.398097 |
38 | -0.039444 | -0.3615 | 0.359313 |
39 | 0.100309 | 0.9193 | 0.180273 |
40 | -0.017514 | -0.1605 | 0.436428 |
41 | 0.141603 | 1.2978 | 0.098952 |
42 | -0.059574 | -0.546 | 0.293255 |
43 | 0.005717 | 0.0524 | 0.479168 |
44 | -0.002794 | -0.0256 | 0.489816 |
45 | 0.046029 | 0.4219 | 0.3371 |
46 | -0.112302 | -1.0293 | 0.153156 |
47 | -0.033738 | -0.3092 | 0.378964 |
48 | 0.067485 | 0.6185 | 0.268956 |