Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.018754 | 0.2046 | 0.419123 |
2 | -0.301921 | -3.2936 | 0.000652 |
3 | -0.30947 | -3.3759 | 0.000497 |
4 | -0.141041 | -1.5386 | 0.063281 |
5 | 0.190827 | 2.0817 | 0.019758 |
6 | 0.300935 | 3.2828 | 0.000675 |
7 | 0.175864 | 1.9184 | 0.028725 |
8 | -0.089115 | -0.9721 | 0.16648 |
9 | -0.3321 | -3.6228 | 0.000215 |
10 | -0.286083 | -3.1208 | 0.001132 |
11 | 0.065178 | 0.711 | 0.239236 |
12 | 0.798027 | 8.7054 | 0 |
13 | 0.003658 | 0.0399 | 0.484119 |
14 | -0.253089 | -2.7609 | 0.003339 |
15 | -0.244816 | -2.6706 | 0.004315 |
16 | -0.117945 | -1.2866 | 0.100361 |
17 | 0.127734 | 1.3934 | 0.083046 |
18 | 0.273795 | 2.9868 | 0.001712 |
19 | 0.152424 | 1.6627 | 0.049498 |
20 | -0.087113 | -0.9503 | 0.171945 |
21 | -0.325675 | -3.5527 | 0.000274 |
22 | -0.188688 | -2.0583 | 0.02087 |
23 | 0.079813 | 0.8707 | 0.192847 |
24 | 0.605627 | 6.6066 | 0 |
25 | -0.041317 | -0.4507 | 0.326509 |
26 | -0.189772 | -2.0702 | 0.0203 |
27 | -0.144816 | -1.5798 | 0.058409 |
28 | -0.140595 | -1.5337 | 0.063878 |
29 | 0.033655 | 0.3671 | 0.357087 |
30 | 0.280767 | 3.0628 | 0.001356 |
31 | 0.155444 | 1.6957 | 0.04628 |
32 | -0.050061 | -0.5461 | 0.29301 |
33 | -0.329991 | -3.5998 | 0.000233 |
34 | -0.180614 | -1.9703 | 0.025565 |
35 | 0.077242 | 0.8426 | 0.200567 |
36 | 0.424405 | 4.6297 | 5e-06 |
37 | -0.02611 | -0.2848 | 0.388136 |
38 | -0.115734 | -1.2625 | 0.104617 |
39 | -0.068742 | -0.7499 | 0.227401 |
40 | -0.163478 | -1.7833 | 0.038541 |
41 | -0.05674 | -0.619 | 0.268564 |
42 | 0.275003 | 2.9999 | 0.001645 |
43 | 0.183415 | 2.0008 | 0.023844 |
44 | -0.016933 | -0.1847 | 0.426881 |
45 | -0.316423 | -3.4518 | 0.000386 |
46 | -0.15993 | -1.7446 | 0.041816 |
47 | 0.0381 | 0.4156 | 0.339219 |
48 | 0.317661 | 3.4653 | 0.000369 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.018754 | 0.2046 | 0.419123 |
2 | -0.302379 | -3.2986 | 0.000641 |
3 | -0.32637 | -3.5603 | 0.000267 |
4 | -0.304115 | -3.3175 | 0.000603 |
5 | -0.070768 | -0.772 | 0.220826 |
6 | 0.09542 | 1.0409 | 0.150014 |
7 | 0.211229 | 2.3042 | 0.011472 |
8 | 0.184985 | 2.0179 | 0.022923 |
9 | -0.03103 | -0.3385 | 0.36779 |
10 | -0.240355 | -2.622 | 0.004942 |
11 | -0.235219 | -2.5659 | 0.005766 |
12 | 0.6762 | 7.3765 | 0 |
13 | -0.030171 | -0.3291 | 0.371317 |
14 | 0.081271 | 0.8866 | 0.188552 |
15 | 0.12658 | 1.3808 | 0.08496 |
16 | 0.182968 | 1.9959 | 0.024112 |
17 | -0.102674 | -1.12 | 0.132475 |
18 | 0.015197 | 0.1658 | 0.434304 |
19 | -0.035638 | -0.3888 | 0.349071 |
20 | -0.122816 | -1.3398 | 0.091437 |
21 | -0.095969 | -1.0469 | 0.148635 |
22 | 0.17551 | 1.9146 | 0.028973 |
23 | -0.048538 | -0.5295 | 0.298728 |
24 | -0.064542 | -0.7041 | 0.241382 |
25 | -0.054816 | -0.598 | 0.275497 |
26 | 0.100411 | 1.0954 | 0.137786 |
27 | 0.054891 | 0.5988 | 0.275226 |
28 | -0.125515 | -1.3692 | 0.086757 |
29 | -0.166693 | -1.8184 | 0.035759 |
30 | 0.074827 | 0.8163 | 0.20799 |
31 | 0.059918 | 0.6536 | 0.257307 |
32 | 0.106137 | 1.1578 | 0.124629 |
33 | -0.059269 | -0.6465 | 0.259584 |
34 | -0.134801 | -1.4705 | 0.072032 |
35 | -0.082818 | -0.9034 | 0.184059 |
36 | -0.121403 | -1.3243 | 0.093963 |
37 | 0.009682 | 0.1056 | 0.458032 |
38 | -0.133436 | -1.4556 | 0.074066 |
39 | -0.005406 | -0.059 | 0.476534 |
40 | 0.024059 | 0.2625 | 0.396711 |
41 | 0.085591 | 0.9337 | 0.176177 |
42 | 0.061582 | 0.6718 | 0.251514 |
43 | 0.090488 | 0.9871 | 0.162797 |
44 | -0.034888 | -0.3806 | 0.352095 |
45 | -0.019583 | -0.2136 | 0.415604 |
46 | 0.039157 | 0.4272 | 0.33502 |
47 | -0.023336 | -0.2546 | 0.399751 |
48 | -0.016765 | -0.1829 | 0.4276 |