Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.061785 | 0.4746 | 0.31842 |
2 | -0.43007 | -3.3034 | 0.000813 |
3 | -0.18031 | -1.385 | 0.085635 |
4 | -0.131476 | -1.0099 | 0.158337 |
5 | 0.149064 | 1.145 | 0.12842 |
6 | 0.289045 | 2.2202 | 0.01513 |
7 | 0.018322 | 0.1407 | 0.44428 |
8 | -0.082796 | -0.636 | 0.263629 |
9 | -0.134418 | -1.0325 | 0.153029 |
10 | -0.365225 | -2.8053 | 0.003398 |
11 | 0.06222 | 0.4779 | 0.317237 |
12 | 0.569817 | 4.3768 | 2.5e-05 |
13 | 0.074741 | 0.5741 | 0.284042 |
14 | -0.332292 | -2.5524 | 0.006654 |
15 | -0.211621 | -1.6255 | 0.054694 |
16 | -0.080236 | -0.6163 | 0.270033 |
17 | 0.171991 | 1.3211 | 0.095787 |
18 | 0.241096 | 1.8519 | 0.034523 |
19 | 0.138378 | 1.0629 | 0.146079 |
20 | -0.179114 | -1.3758 | 0.087042 |
21 | -0.144547 | -1.1103 | 0.135689 |
22 | -0.167039 | -1.2831 | 0.102246 |
23 | 0.025951 | 0.1993 | 0.421345 |
24 | 0.395638 | 3.039 | 0.001767 |
25 | 0.059441 | 0.4566 | 0.324826 |
26 | -0.292813 | -2.2491 | 0.014125 |
27 | -0.156274 | -1.2004 | 0.117398 |
28 | 0.011815 | 0.0908 | 0.463997 |
29 | 0.075172 | 0.5774 | 0.282931 |
30 | 0.167393 | 1.2858 | 0.101773 |
31 | 0.074622 | 0.5732 | 0.284349 |
32 | -0.18174 | -1.396 | 0.083977 |
33 | -0.092289 | -0.7089 | 0.240593 |
34 | -0.060235 | -0.4627 | 0.322651 |
35 | 0.017228 | 0.1323 | 0.447586 |
36 | 0.336625 | 2.5857 | 0.006104 |
37 | 0.02665 | 0.2047 | 0.419254 |
38 | -0.207954 | -1.5973 | 0.057768 |
39 | -0.056976 | -0.4376 | 0.331623 |
40 | 0.023251 | 0.1786 | 0.429434 |
41 | 0.031091 | 0.2388 | 0.406039 |
42 | 0.076639 | 0.5887 | 0.279164 |
43 | -0.029314 | -0.2252 | 0.411314 |
44 | -0.044276 | -0.3401 | 0.367497 |
45 | -0.020115 | -0.1545 | 0.438869 |
46 | -0.10508 | -0.8071 | 0.211415 |
47 | 0.019803 | 0.1521 | 0.439811 |
48 | 0.163418 | 1.2552 | 0.10717 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.061785 | 0.4746 | 0.31842 |
2 | -0.43555 | -3.3455 | 0.000716 |
3 | -0.142783 | -1.0967 | 0.138606 |
4 | -0.379066 | -2.9117 | 0.002534 |
5 | 0.009767 | 0.075 | 0.470227 |
6 | 0.043846 | 0.3368 | 0.368735 |
7 | 0.047196 | 0.3625 | 0.359129 |
8 | 0.110271 | 0.847 | 0.200207 |
9 | -0.012686 | -0.0974 | 0.461353 |
10 | -0.393943 | -3.0259 | 0.001835 |
11 | -0.083179 | -0.6389 | 0.262676 |
12 | 0.280048 | 2.1511 | 0.017788 |
13 | -0.010927 | -0.0839 | 0.466697 |
14 | -0.128047 | -0.9836 | 0.164676 |
15 | -0.054098 | -0.4155 | 0.339628 |
16 | -0.027277 | -0.2095 | 0.417381 |
17 | -0.049752 | -0.3822 | 0.351861 |
18 | -0.030381 | -0.2334 | 0.408144 |
19 | 0.296968 | 2.2811 | 0.013086 |
20 | -0.215138 | -1.6525 | 0.051872 |
21 | 0.134496 | 1.0331 | 0.152891 |
22 | -0.008399 | -0.0645 | 0.474388 |
23 | 0.021629 | 0.1661 | 0.434309 |
24 | -0.067882 | -0.5214 | 0.302017 |
25 | -0.047217 | -0.3627 | 0.359069 |
26 | -0.048934 | -0.3759 | 0.354181 |
27 | -0.057778 | -0.4438 | 0.329405 |
28 | 0.073899 | 0.5676 | 0.28622 |
29 | -0.017244 | -0.1325 | 0.447539 |
30 | -0.103762 | -0.797 | 0.214319 |
31 | -0.030122 | -0.2314 | 0.408913 |
32 | -0.061227 | -0.4703 | 0.319938 |
33 | 0.037199 | 0.2857 | 0.388043 |
34 | -0.059911 | -0.4602 | 0.323536 |
35 | 0.038593 | 0.2964 | 0.383969 |
36 | 0.034446 | 0.2646 | 0.396125 |
37 | -0.036627 | -0.2813 | 0.389718 |
38 | 0.084569 | 0.6496 | 0.259239 |
39 | 0.139927 | 1.0748 | 0.143419 |
40 | -0.015396 | -0.1183 | 0.453133 |
41 | -0.015554 | -0.1195 | 0.452654 |
42 | -0.060002 | -0.4609 | 0.323287 |
43 | -0.150528 | -1.1562 | 0.126124 |
44 | 0.147466 | 1.1327 | 0.130959 |
45 | -0.070393 | -0.5407 | 0.295376 |
46 | -0.015113 | -0.1161 | 0.45399 |
47 | -0.060374 | -0.4637 | 0.32227 |
48 | -0.042335 | -0.3252 | 0.373096 |