Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.307423 | 2.5904 | 0.005813 |
2 | -0.211632 | -1.7832 | 0.03941 |
3 | -0.379093 | -3.1943 | 0.001046 |
4 | -0.272503 | -2.2962 | 0.012311 |
5 | -0.003648 | -0.0307 | 0.487783 |
6 | 0.156255 | 1.3166 | 0.096099 |
7 | 0.027229 | 0.2294 | 0.409595 |
8 | -0.208681 | -1.7584 | 0.041496 |
9 | -0.317395 | -2.6744 | 0.004642 |
10 | -0.207677 | -1.7499 | 0.042227 |
11 | 0.249726 | 2.1042 | 0.01945 |
12 | 0.79294 | 6.6814 | 0 |
13 | 0.238561 | 2.0102 | 0.024108 |
14 | -0.198483 | -1.6725 | 0.049418 |
15 | -0.30201 | -2.5448 | 0.006555 |
16 | -0.225662 | -1.9015 | 0.03065 |
17 | 0.018228 | 0.1536 | 0.439185 |
18 | 0.112674 | 0.9494 | 0.172816 |
19 | 0.029583 | 0.2493 | 0.401936 |
20 | -0.16829 | -1.418 | 0.080277 |
21 | -0.263662 | -2.2217 | 0.014748 |
22 | -0.177773 | -1.4979 | 0.069291 |
23 | 0.198026 | 1.6686 | 0.049801 |
24 | 0.607724 | 5.1208 | 1e-06 |
25 | 0.175651 | 1.4801 | 0.07164 |
26 | -0.151753 | -1.2787 | 0.102585 |
27 | -0.245535 | -2.0689 | 0.021098 |
28 | -0.167266 | -1.4094 | 0.08154 |
29 | 0.017643 | 0.1487 | 0.441121 |
30 | 0.091499 | 0.771 | 0.221636 |
31 | 0.021139 | 0.1781 | 0.429569 |
32 | -0.128339 | -1.0814 | 0.141588 |
33 | -0.200438 | -1.6889 | 0.047811 |
34 | -0.124842 | -1.0519 | 0.148198 |
35 | 0.158075 | 1.332 | 0.093566 |
36 | 0.472334 | 3.98 | 8.2e-05 |
37 | 0.148501 | 1.2513 | 0.107468 |
38 | -0.099357 | -0.8372 | 0.202646 |
39 | -0.178501 | -1.5041 | 0.068499 |
40 | -0.133757 | -1.1271 | 0.131756 |
41 | 0.002013 | 0.017 | 0.493257 |
42 | 0.058925 | 0.4965 | 0.310535 |
43 | 0.00318 | 0.0268 | 0.489348 |
44 | -0.103899 | -0.8755 | 0.192136 |
45 | -0.145433 | -1.2254 | 0.112229 |
46 | -0.070087 | -0.5906 | 0.278345 |
47 | 0.115909 | 0.9767 | 0.166025 |
48 | 0.342384 | 2.885 | 0.00259 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.307423 | 2.5904 | 0.005813 |
2 | -0.338094 | -2.8488 | 0.002868 |
3 | -0.23454 | -1.9763 | 0.026005 |
4 | -0.165793 | -1.397 | 0.083382 |
5 | -0.023814 | -0.2007 | 0.42077 |
6 | -0.023736 | -0.2 | 0.421024 |
7 | -0.176504 | -1.4872 | 0.070689 |
8 | -0.268588 | -2.2632 | 0.013342 |
9 | -0.327295 | -2.7578 | 0.003696 |
10 | -0.37731 | -3.1793 | 0.001094 |
11 | -0.043068 | -0.3629 | 0.358879 |
12 | 0.606925 | 5.114 | 1e-06 |
13 | -0.321108 | -2.7057 | 0.004264 |
14 | -8.8e-05 | -7e-04 | 0.499706 |
15 | 0.192298 | 1.6203 | 0.054797 |
16 | -0.008735 | -0.0736 | 0.470766 |
17 | 0.013511 | 0.1138 | 0.454842 |
18 | -0.129024 | -1.0872 | 0.140318 |
19 | 0.061925 | 0.5218 | 0.30172 |
20 | -0.030071 | -0.2534 | 0.400352 |
21 | -0.067947 | -0.5725 | 0.284385 |
22 | 0.011869 | 0.1 | 0.460311 |
23 | -0.09988 | -0.8416 | 0.201417 |
24 | -0.090774 | -0.7649 | 0.223439 |
25 | -0.031572 | -0.266 | 0.395492 |
26 | 0.027632 | 0.2328 | 0.408281 |
27 | -0.162264 | -1.3673 | 0.087928 |
28 | -0.004315 | -0.0364 | 0.485548 |
29 | -0.08882 | -0.7484 | 0.228342 |
30 | -0.00018 | -0.0015 | 0.499396 |
31 | -0.112135 | -0.9449 | 0.173965 |
32 | -0.065547 | -0.5523 | 0.291235 |
33 | 0.037102 | 0.3126 | 0.37774 |
34 | -0.059011 | -0.4972 | 0.310281 |
35 | -0.065185 | -0.5493 | 0.292276 |
36 | 0.01415 | 0.1192 | 0.452716 |
37 | 0.044286 | 0.3732 | 0.35507 |
38 | -0.007125 | -0.06 | 0.476146 |
39 | 0.039883 | 0.3361 | 0.368907 |
40 | -0.018833 | -0.1587 | 0.43718 |
41 | 0.001605 | 0.0135 | 0.494624 |
42 | 0.009869 | 0.0832 | 0.466981 |
43 | -0.052894 | -0.4457 | 0.328588 |
44 | 0.021618 | 0.1822 | 0.42799 |
45 | -0.064238 | -0.5413 | 0.295006 |
46 | 0.054015 | 0.4551 | 0.325201 |
47 | -0.083721 | -0.7054 | 0.241422 |
48 | -0.076792 | -0.6471 | 0.259841 |