Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.108885 | 0.8364 | 0.203164 |
2 | -0.245371 | -1.8847 | 0.032197 |
3 | -0.488711 | -3.7539 | 2e-04 |
4 | -0.341795 | -2.6254 | 0.005503 |
5 | 0.253059 | 1.9438 | 0.028348 |
6 | 0.409136 | 3.1426 | 0.00131 |
7 | 0.253729 | 1.9489 | 0.028032 |
8 | -0.265559 | -2.0398 | 0.022928 |
9 | -0.408402 | -3.137 | 0.001331 |
10 | -0.305319 | -2.3452 | 0.0112 |
11 | 0.230639 | 1.7716 | 0.040815 |
12 | 0.616648 | 4.7366 | 7e-06 |
13 | 0.148429 | 1.1401 | 0.129425 |
14 | -0.146317 | -1.1239 | 0.132807 |
15 | -0.459696 | -3.531 | 0.000405 |
16 | -0.20218 | -1.553 | 0.062888 |
17 | 0.182375 | 1.4008 | 0.083249 |
18 | 0.296074 | 2.2742 | 0.013303 |
19 | 0.167033 | 1.283 | 0.102254 |
20 | -0.21346 | -1.6396 | 0.053203 |
21 | -0.251177 | -1.9293 | 0.029252 |
22 | -0.245729 | -1.8875 | 0.032009 |
23 | 0.282846 | 2.1726 | 0.01692 |
24 | 0.352186 | 2.7052 | 0.004455 |
25 | 0.145204 | 1.1153 | 0.134615 |
26 | -0.179275 | -1.377 | 0.086852 |
27 | -0.342007 | -2.627 | 0.00548 |
28 | -0.072088 | -0.5537 | 0.290931 |
29 | 0.115101 | 0.8841 | 0.190113 |
30 | 0.208176 | 1.599 | 0.057578 |
31 | 0.123444 | 0.9482 | 0.173451 |
32 | -0.195822 | -1.5041 | 0.06894 |
33 | -0.179014 | -1.375 | 0.08716 |
34 | -0.116127 | -0.892 | 0.188012 |
35 | 0.158125 | 1.2146 | 0.114683 |
36 | 0.234115 | 1.7983 | 0.038625 |
37 | 0.126074 | 0.9684 | 0.168401 |
38 | -0.111271 | -0.8547 | 0.198091 |
39 | -0.200717 | -1.5417 | 0.064242 |
40 | -0.066011 | -0.507 | 0.307008 |
41 | 0.019634 | 0.1508 | 0.44032 |
42 | 0.141113 | 1.0839 | 0.141407 |
43 | 0.087082 | 0.6689 | 0.253088 |
44 | -0.056587 | -0.4347 | 0.332701 |
45 | -0.110051 | -0.8453 | 0.200675 |
46 | -0.055309 | -0.4248 | 0.33625 |
47 | 0.027096 | 0.2081 | 0.417924 |
48 | 0.116888 | 0.8978 | 0.186463 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.108885 | 0.8364 | 0.203164 |
2 | -0.260313 | -1.9995 | 0.025083 |
3 | -0.463202 | -3.5579 | 0.000373 |
4 | -0.458162 | -3.5192 | 0.00042 |
5 | -0.027796 | -0.2135 | 0.415834 |
6 | 0.038858 | 0.2985 | 0.383196 |
7 | 0.048277 | 0.3708 | 0.356049 |
8 | -0.235242 | -1.8069 | 0.037937 |
9 | -0.192144 | -1.4759 | 0.072646 |
10 | -0.375656 | -2.8855 | 0.002725 |
11 | -0.173345 | -1.3315 | 0.094075 |
12 | 0.232395 | 1.7851 | 0.039696 |
13 | -0.064347 | -0.4943 | 0.31148 |
14 | -0.004053 | -0.0311 | 0.487634 |
15 | 0.007479 | 0.0574 | 0.477192 |
16 | 0.167655 | 1.2878 | 0.101425 |
17 | 0.062333 | 0.4788 | 0.31693 |
18 | -0.101111 | -0.7766 | 0.220234 |
19 | -0.13868 | -1.0652 | 0.145558 |
20 | -0.123178 | -0.9461 | 0.173966 |
21 | 0.065944 | 0.5065 | 0.307188 |
22 | -0.126528 | -0.9719 | 0.167538 |
23 | 0.051205 | 0.3933 | 0.347753 |
24 | -0.032315 | -0.2482 | 0.402415 |
25 | 0.095997 | 0.7374 | 0.231911 |
26 | -0.067635 | -0.5195 | 0.302672 |
27 | 0.028812 | 0.2213 | 0.412809 |
28 | 0.027764 | 0.2133 | 0.41593 |
29 | -0.019702 | -0.1513 | 0.440115 |
30 | -0.131287 | -1.0084 | 0.158682 |
31 | 0.113662 | 0.8731 | 0.193087 |
32 | -0.070148 | -0.5388 | 0.29602 |
33 | 0.017533 | 0.1347 | 0.446664 |
34 | -0.015751 | -0.121 | 0.452056 |
35 | -0.143728 | -1.104 | 0.137038 |
36 | -0.132468 | -1.0175 | 0.156534 |
37 | -0.040085 | -0.3079 | 0.379621 |
38 | 0.066827 | 0.5133 | 0.304826 |
39 | 0.017312 | 0.133 | 0.447334 |
40 | -0.028197 | -0.2166 | 0.41464 |
41 | -0.033225 | -0.2552 | 0.399727 |
42 | -0.018422 | -0.1415 | 0.443977 |
43 | 0.080673 | 0.6197 | 0.268934 |
44 | 0.044657 | 0.343 | 0.366402 |
45 | -0.018587 | -0.1428 | 0.443479 |
46 | 0.079055 | 0.6072 | 0.273014 |
47 | 0.082283 | 0.632 | 0.264906 |
48 | 0.019073 | 0.1465 | 0.442012 |