Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.018818 | 0.2053 | 0.418852 |
2 | -0.301952 | -3.2939 | 0.000651 |
3 | -0.309555 | -3.3768 | 0.000496 |
4 | -0.140993 | -1.538 | 0.063346 |
5 | 0.190834 | 2.0818 | 0.019754 |
6 | 0.300912 | 3.2826 | 0.000675 |
7 | 0.175894 | 1.9188 | 0.028704 |
8 | -0.089058 | -0.9715 | 0.166632 |
9 | -0.332198 | -3.6239 | 0.000214 |
10 | -0.286088 | -3.1209 | 0.001132 |
11 | 0.065212 | 0.7114 | 0.23912 |
12 | 0.798033 | 8.7055 | 0 |
13 | 0.003691 | 0.0403 | 0.483975 |
14 | -0.253091 | -2.7609 | 0.003339 |
15 | -0.24486 | -2.6711 | 0.004309 |
16 | -0.117948 | -1.2867 | 0.100355 |
17 | 0.127764 | 1.3937 | 0.082997 |
18 | 0.273751 | 2.9863 | 0.001715 |
19 | 0.152463 | 1.6632 | 0.049454 |
20 | -0.087046 | -0.9496 | 0.172131 |
21 | -0.325782 | -3.5539 | 0.000273 |
22 | -0.188679 | -2.0582 | 0.020875 |
23 | 0.079851 | 0.8711 | 0.192734 |
24 | 0.605595 | 6.6063 | 0 |
25 | -0.041289 | -0.4504 | 0.326618 |
26 | -0.189746 | -2.0699 | 0.020314 |
27 | -0.144889 | -1.5805 | 0.058318 |
28 | -0.140571 | -1.5335 | 0.063909 |
29 | 0.033676 | 0.3674 | 0.356999 |
30 | 0.280725 | 3.0624 | 0.001358 |
31 | 0.155509 | 1.6964 | 0.046212 |
32 | -0.050022 | -0.5457 | 0.293156 |
33 | -0.330091 | -3.6009 | 0.000232 |
34 | -0.180605 | -1.9702 | 0.025571 |
35 | 0.07728 | 0.843 | 0.200454 |
36 | 0.424388 | 4.6295 | 5e-06 |
37 | -0.026097 | -0.2847 | 0.388191 |
38 | -0.11572 | -1.2624 | 0.104645 |
39 | -0.068793 | -0.7504 | 0.227233 |
40 | -0.163473 | -1.7833 | 0.038545 |
41 | -0.05672 | -0.6187 | 0.268635 |
42 | 0.274981 | 2.9997 | 0.001646 |
43 | 0.183471 | 2.0014 | 0.023811 |
44 | -0.016885 | -0.1842 | 0.427086 |
45 | -0.316522 | -3.4529 | 0.000384 |
46 | -0.159941 | -1.7448 | 0.041805 |
47 | 0.038161 | 0.4163 | 0.338974 |
48 | 0.317647 | 3.4651 | 0.000369 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.018818 | 0.2053 | 0.418852 |
2 | -0.302413 | -3.2989 | 0.00064 |
3 | -0.326421 | -3.5608 | 0.000266 |
4 | -0.304046 | -3.3167 | 0.000604 |
5 | -0.070776 | -0.7721 | 0.220801 |
6 | 0.095371 | 1.0404 | 0.150138 |
7 | 0.211231 | 2.3043 | 0.011471 |
8 | 0.185049 | 2.0187 | 0.022886 |
9 | -0.031134 | -0.3396 | 0.367367 |
10 | -0.240332 | -2.6217 | 0.004946 |
11 | -0.235164 | -2.5653 | 0.005775 |
12 | 0.676212 | 7.3766 | 0 |
13 | -0.030315 | -0.3307 | 0.370729 |
14 | 0.081387 | 0.8878 | 0.188212 |
15 | 0.126621 | 1.3813 | 0.084892 |
16 | 0.182846 | 1.9946 | 0.024185 |
17 | -0.10257 | -1.1189 | 0.132717 |
18 | 0.015194 | 0.1657 | 0.434321 |
19 | -0.03566 | -0.389 | 0.348984 |
20 | -0.122823 | -1.3398 | 0.091425 |
21 | -0.095904 | -1.0462 | 0.148798 |
22 | 0.175433 | 1.9138 | 0.029027 |
23 | -0.048515 | -0.5292 | 0.298814 |
24 | -0.064562 | -0.7043 | 0.241315 |
25 | -0.054796 | -0.5978 | 0.27557 |
26 | 0.100364 | 1.0948 | 0.137899 |
27 | 0.054766 | 0.5974 | 0.275679 |
28 | -0.125405 | -1.368 | 0.086944 |
29 | -0.16668 | -1.8183 | 0.03577 |
30 | 0.074834 | 0.8163 | 0.207968 |
31 | 0.059926 | 0.6537 | 0.257277 |
32 | 0.106192 | 1.1584 | 0.124507 |
33 | -0.059265 | -0.6465 | 0.2596 |
34 | -0.134826 | -1.4708 | 0.071995 |
35 | -0.082749 | -0.9027 | 0.184258 |
36 | -0.121372 | -1.324 | 0.094018 |
37 | 0.009597 | 0.1047 | 0.458397 |
38 | -0.133515 | -1.4565 | 0.073947 |
39 | -0.005239 | -0.0571 | 0.477262 |
40 | 0.023997 | 0.2618 | 0.396972 |
41 | 0.085498 | 0.9327 | 0.176439 |
42 | 0.061592 | 0.6719 | 0.251479 |
43 | 0.090509 | 0.9873 | 0.162741 |
44 | -0.034848 | -0.3801 | 0.352259 |
45 | -0.019567 | -0.2134 | 0.415671 |
46 | 0.039174 | 0.4273 | 0.334951 |
47 | -0.023386 | -0.2551 | 0.399537 |
48 | -0.016663 | -0.1818 | 0.428033 |