Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.024205 | 0.264 | 0.396102 |
2 | -0.106728 | -1.1643 | 0.123322 |
3 | -0.15752 | -1.7183 | 0.044167 |
4 | -0.001142 | -0.0125 | 0.495042 |
5 | -0.000767 | -0.0084 | 0.496667 |
6 | -0.088356 | -0.9638 | 0.168538 |
7 | -0.063431 | -0.692 | 0.245158 |
8 | -0.0457 | -0.4985 | 0.309516 |
9 | -0.181767 | -1.9828 | 0.024844 |
10 | -0.105148 | -1.147 | 0.126835 |
11 | 0.055427 | 0.6046 | 0.273285 |
12 | 0.809329 | 8.8287 | 0 |
13 | 0.008642 | 0.0943 | 0.462524 |
14 | -0.086076 | -0.939 | 0.174821 |
15 | -0.136328 | -1.4872 | 0.069808 |
16 | 0.034242 | 0.3735 | 0.354706 |
17 | 0.04249 | 0.4635 | 0.321924 |
18 | -0.097175 | -1.0601 | 0.145634 |
19 | -0.108429 | -1.1828 | 0.119619 |
20 | -0.10162 | -1.1085 | 0.13493 |
21 | -0.178539 | -1.9476 | 0.026907 |
22 | -0.138419 | -1.51 | 0.066851 |
23 | 0.058568 | 0.6389 | 0.262059 |
24 | 0.650766 | 7.099 | 0 |
25 | -0.006358 | -0.0694 | 0.472413 |
26 | -0.077637 | -0.8469 | 0.19937 |
27 | -0.120538 | -1.3149 | 0.095534 |
28 | 0.061328 | 0.669 | 0.252394 |
29 | 0.09596 | 1.0468 | 0.148656 |
30 | -0.090926 | -0.9919 | 0.161632 |
31 | -0.140116 | -1.5285 | 0.064524 |
32 | -0.14301 | -1.5601 | 0.060701 |
33 | -0.149846 | -1.6346 | 0.052385 |
34 | -0.176593 | -1.9264 | 0.028219 |
35 | 0.027623 | 0.3013 | 0.381846 |
36 | 0.516694 | 5.6365 | 0 |
37 | -0.025238 | -0.2753 | 0.391774 |
38 | -0.073671 | -0.8037 | 0.211598 |
39 | -0.089146 | -0.9725 | 0.166395 |
40 | 0.093392 | 1.0188 | 0.155186 |
41 | 0.135392 | 1.477 | 0.071165 |
42 | -0.079592 | -0.8682 | 0.193503 |
43 | -0.14152 | -1.5438 | 0.062646 |
44 | -0.128486 | -1.4016 | 0.081817 |
45 | -0.129964 | -1.4177 | 0.079439 |
46 | -0.181859 | -1.9838 | 0.024787 |
47 | 0.000964 | 0.0105 | 0.495815 |
48 | 0.389714 | 4.2513 | 2.1e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.024205 | 0.264 | 0.396102 |
2 | -0.107377 | -1.1713 | 0.1219 |
3 | -0.153924 | -1.6791 | 0.047877 |
4 | -0.007068 | -0.0771 | 0.469335 |
5 | -0.034616 | -0.3776 | 0.353192 |
6 | -0.117471 | -1.2815 | 0.101262 |
7 | -0.070643 | -0.7706 | 0.221227 |
8 | -0.077578 | -0.8463 | 0.199549 |
9 | -0.246329 | -2.6871 | 0.004119 |
10 | -0.173294 | -1.8904 | 0.030567 |
11 | -0.04794 | -0.523 | 0.300984 |
12 | 0.784419 | 8.557 | 0 |
13 | 0.02552 | 0.2784 | 0.390598 |
14 | 0.055851 | 0.6093 | 0.271758 |
15 | -0.021098 | -0.2302 | 0.409183 |
16 | -0.021605 | -0.2357 | 0.407044 |
17 | -0.015574 | -0.1699 | 0.432691 |
18 | -0.045884 | -0.5005 | 0.308812 |
19 | -0.031923 | -0.3482 | 0.36414 |
20 | -0.091835 | -1.0018 | 0.159236 |
21 | 0.013496 | 0.1472 | 0.441603 |
22 | -0.143272 | -1.5629 | 0.060365 |
23 | -0.051203 | -0.5586 | 0.288756 |
24 | -0.021145 | -0.2307 | 0.408986 |
25 | -0.022465 | -0.2451 | 0.403416 |
26 | -0.030945 | -0.3376 | 0.368142 |
27 | -0.041376 | -0.4514 | 0.326275 |
28 | -0.032122 | -0.3504 | 0.363326 |
29 | 0.031745 | 0.3463 | 0.364867 |
30 | 0.023329 | 0.2545 | 0.399778 |
31 | -0.032361 | -0.353 | 0.362349 |
32 | -0.035038 | -0.3822 | 0.351492 |
33 | 0.043427 | 0.4737 | 0.31828 |
34 | -0.096599 | -1.0538 | 0.147061 |
35 | -0.113362 | -1.2366 | 0.109329 |
36 | -0.03162 | -0.3449 | 0.365379 |
37 | -0.061146 | -0.667 | 0.253024 |
38 | -0.039024 | -0.4257 | 0.335545 |
39 | 0.015544 | 0.1696 | 0.432821 |
40 | -0.004123 | -0.045 | 0.4821 |
41 | -0.027758 | -0.3028 | 0.381285 |
42 | -0.005691 | -0.0621 | 0.475299 |
43 | -0.000294 | -0.0032 | 0.498723 |
44 | 0.063759 | 0.6955 | 0.244039 |
45 | -0.009791 | -0.1068 | 0.457563 |
46 | 0.029825 | 0.3254 | 0.372743 |
47 | -0.032643 | -0.3561 | 0.361199 |
48 | -0.055395 | -0.6043 | 0.273401 |