Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.265323 | 2.038 | 0.023021 |
2 | -0.317061 | -2.4354 | 0.008958 |
3 | -0.353078 | -2.712 | 0.004374 |
4 | -0.207978 | -1.5975 | 0.057747 |
5 | 0.124551 | 0.9567 | 0.171312 |
6 | 0.306012 | 2.3505 | 0.011055 |
7 | 0.132136 | 1.015 | 0.157136 |
8 | -0.154811 | -1.1891 | 0.119576 |
9 | -0.316786 | -2.4333 | 0.009006 |
10 | -0.303923 | -2.3345 | 0.011497 |
11 | 0.222212 | 1.7068 | 0.046555 |
12 | 0.711976 | 5.4688 | 0 |
13 | 0.132351 | 1.0166 | 0.156746 |
14 | -0.301451 | -2.3155 | 0.012041 |
15 | -0.262099 | -2.0132 | 0.02433 |
16 | -0.166479 | -1.2787 | 0.102996 |
17 | 0.11639 | 0.894 | 0.187475 |
18 | 0.199669 | 1.5337 | 0.065226 |
19 | 0.051833 | 0.3981 | 0.345984 |
20 | -0.16606 | -1.2755 | 0.10356 |
21 | -0.272464 | -2.0928 | 0.020337 |
22 | -0.239 | -1.8358 | 0.035714 |
23 | 0.186427 | 1.432 | 0.078714 |
24 | 0.495044 | 3.8025 | 0.000171 |
25 | 0.055285 | 0.4247 | 0.336317 |
26 | -0.235276 | -1.8072 | 0.037916 |
27 | -0.223029 | -1.7131 | 0.045971 |
28 | -0.144458 | -1.1096 | 0.135836 |
29 | 0.076754 | 0.5896 | 0.27887 |
30 | 0.136554 | 1.0489 | 0.149252 |
31 | 0.044045 | 0.3383 | 0.368164 |
32 | -0.110844 | -0.8514 | 0.198992 |
33 | -0.182544 | -1.4021 | 0.083055 |
34 | -0.126351 | -0.9705 | 0.167874 |
35 | 0.166847 | 1.2816 | 0.102503 |
36 | 0.34861 | 2.6777 | 0.004793 |
37 | 0.025247 | 0.1939 | 0.423451 |
38 | -0.134073 | -1.0298 | 0.153646 |
39 | -0.131276 | -1.0084 | 0.158701 |
40 | -0.076444 | -0.5872 | 0.279664 |
41 | 0.068784 | 0.5283 | 0.299622 |
42 | 0.084997 | 0.6529 | 0.258187 |
43 | 0.017062 | 0.1311 | 0.448089 |
44 | -0.076324 | -0.5863 | 0.279971 |
45 | -0.114459 | -0.8792 | 0.191437 |
46 | -0.030381 | -0.2334 | 0.408144 |
47 | 0.090145 | 0.6924 | 0.245696 |
48 | 0.179693 | 1.3802 | 0.086359 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.265323 | 2.038 | 0.023021 |
2 | -0.416799 | -3.2015 | 0.001102 |
3 | -0.16053 | -1.2331 | 0.111223 |
4 | -0.226243 | -1.7378 | 0.043731 |
5 | 0.08201 | 0.6299 | 0.265585 |
6 | 0.085723 | 0.6584 | 0.256405 |
7 | 0.008829 | 0.0678 | 0.473079 |
8 | -0.085202 | -0.6544 | 0.257683 |
9 | -0.167014 | -1.2829 | 0.102279 |
10 | -0.268292 | -2.0608 | 0.02187 |
11 | 0.253783 | 1.9493 | 0.028007 |
12 | 0.519765 | 3.9924 | 9.2e-05 |
13 | -0.273837 | -2.1034 | 0.019853 |
14 | 0.040669 | 0.3124 | 0.377925 |
15 | 0.143417 | 1.1016 | 0.137553 |
16 | -0.049171 | -0.3777 | 0.353508 |
17 | -0.025435 | -0.1954 | 0.422886 |
18 | -0.178619 | -1.372 | 0.08763 |
19 | -0.037115 | -0.2851 | 0.388288 |
20 | -0.122269 | -0.9392 | 0.175737 |
21 | -0.02095 | -0.1609 | 0.436353 |
22 | -0.068939 | -0.5295 | 0.299213 |
23 | -0.099849 | -0.767 | 0.223084 |
24 | -0.049188 | -0.3778 | 0.35346 |
25 | 0.027377 | 0.2103 | 0.417086 |
26 | 0.006386 | 0.049 | 0.480523 |
27 | -0.152795 | -1.1736 | 0.122628 |
28 | -0.039645 | -0.3045 | 0.380903 |
29 | -0.085181 | -0.6543 | 0.257735 |
30 | -0.045913 | -0.3527 | 0.362798 |
31 | -0.008543 | -0.0656 | 0.47395 |
32 | -0.05978 | -0.4592 | 0.323896 |
33 | 0.040121 | 0.3082 | 0.379516 |
34 | 0.055634 | 0.4273 | 0.335345 |
35 | 0.00912 | 0.0701 | 0.472194 |
36 | 0.007218 | 0.0554 | 0.477985 |
37 | -0.002962 | -0.0228 | 0.490962 |
38 | 0.078865 | 0.6058 | 0.273494 |
39 | 0.025603 | 0.1967 | 0.422385 |
40 | 0.022558 | 0.1733 | 0.431515 |
41 | -0.01483 | -0.1139 | 0.454847 |
42 | -0.020623 | -0.1584 | 0.437339 |
43 | -0.037228 | -0.286 | 0.387959 |
44 | 0.007287 | 0.056 | 0.477777 |
45 | -0.054661 | -0.4199 | 0.338057 |
46 | 0.006964 | 0.0535 | 0.47876 |
47 | -0.210384 | -1.616 | 0.055716 |
48 | -0.071977 | -0.5529 | 0.291221 |