Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.141412 | 1.1916 | 0.118701 |
2 | -0.061278 | -0.5163 | 0.303611 |
3 | -0.104332 | -0.8791 | 0.191151 |
4 | -0.102614 | -0.8646 | 0.195074 |
5 | -0.104024 | -0.8765 | 0.191851 |
6 | -0.105434 | -0.8884 | 0.188662 |
7 | -0.103716 | -0.8739 | 0.192553 |
8 | -0.089484 | -0.754 | 0.226669 |
9 | -0.072125 | -0.6077 | 0.272651 |
10 | -0.073535 | -0.6196 | 0.268747 |
11 | 0.112454 | 0.9476 | 0.173284 |
12 | 0.55872 | 4.7079 | 6e-06 |
13 | -0.046531 | -0.3921 | 0.348087 |
14 | -0.079174 | -0.6671 | 0.253424 |
15 | -0.080584 | -0.679 | 0.249668 |
16 | -0.063225 | -0.5327 | 0.297937 |
17 | -0.064635 | -0.5446 | 0.293859 |
18 | -0.066045 | -0.5565 | 0.289808 |
19 | -0.067455 | -0.5684 | 0.285784 |
20 | -0.054788 | -0.4616 | 0.322872 |
21 | -0.056198 | -0.4735 | 0.318644 |
22 | -0.057607 | -0.4854 | 0.31444 |
23 | 0.065915 | 0.5554 | 0.290179 |
24 | 0.378573 | 3.1899 | 0.00106 |
25 | -0.041015 | -0.3456 | 0.365333 |
26 | -0.063247 | -0.5329 | 0.297873 |
27 | -0.064657 | -0.5448 | 0.293796 |
28 | -0.048862 | -0.4117 | 0.340894 |
29 | -0.050272 | -0.4236 | 0.33657 |
30 | -0.051682 | -0.4355 | 0.332269 |
31 | -0.053091 | -0.4474 | 0.32799 |
32 | -0.045117 | -0.3802 | 0.352481 |
33 | -0.046527 | -0.392 | 0.348102 |
34 | -0.047936 | -0.4039 | 0.343743 |
35 | 0.179697 | 1.5142 | 0.067213 |
36 | 0.348335 | 2.9351 | 0.002245 |
37 | -0.013992 | -0.1179 | 0.45324 |
38 | -0.053576 | -0.4514 | 0.326524 |
39 | -0.054986 | -0.4633 | 0.322276 |
40 | -0.047011 | -0.3961 | 0.346601 |
41 | -0.048421 | -0.408 | 0.342249 |
42 | -0.049831 | -0.4199 | 0.337919 |
43 | -0.051241 | -0.4318 | 0.333611 |
44 | -0.035446 | -0.2987 | 0.383032 |
45 | -0.036856 | -0.3106 | 0.378526 |
46 | -0.038265 | -0.3224 | 0.374037 |
47 | 0.21019 | 1.7711 | 0.040418 |
48 | 0.198369 | 1.6715 | 0.049514 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.141412 | 1.1916 | 0.118701 |
2 | -0.082934 | -0.6988 | 0.243475 |
3 | -0.085507 | -0.7205 | 0.236794 |
4 | -0.082352 | -0.6939 | 0.245001 |
5 | -0.094314 | -0.7947 | 0.214716 |
6 | -0.104689 | -0.8821 | 0.190343 |
7 | -0.114448 | -0.9644 | 0.16907 |
8 | -0.114899 | -0.9682 | 0.168126 |
9 | -0.117501 | -0.9901 | 0.162748 |
10 | -0.141521 | -1.1925 | 0.118522 |
11 | 0.047796 | 0.4027 | 0.344176 |
12 | 0.502667 | 4.2355 | 3.4e-05 |
13 | -0.278632 | -2.3478 | 0.010838 |
14 | -0.01129 | -0.0951 | 0.46224 |
15 | -0.011168 | -0.0941 | 0.462646 |
16 | -0.029397 | -0.2477 | 0.402541 |
17 | -0.02761 | -0.2327 | 0.408351 |
18 | -0.021517 | -0.1813 | 0.428322 |
19 | -0.026586 | -0.224 | 0.411695 |
20 | -0.034332 | -0.2893 | 0.386601 |
21 | -0.05429 | -0.4575 | 0.324371 |
22 | -0.022053 | -0.1858 | 0.426558 |
23 | -0.08288 | -0.6984 | 0.243617 |
24 | 0.098515 | 0.8301 | 0.204631 |
25 | 0.009162 | 0.0772 | 0.469341 |
26 | -0.076544 | -0.645 | 0.260513 |
27 | -0.025222 | -0.2125 | 0.416152 |
28 | -0.032927 | -0.2774 | 0.391122 |
29 | -0.039099 | -0.3295 | 0.371391 |
30 | -0.037636 | -0.3171 | 0.376039 |
31 | -0.039104 | -0.3295 | 0.371377 |
32 | -0.042944 | -0.3619 | 0.359269 |
33 | -0.049592 | -0.4179 | 0.338652 |
34 | -0.039199 | -0.3303 | 0.371073 |
35 | 0.182139 | 1.5347 | 0.064647 |
36 | 0.029605 | 0.2495 | 0.401865 |
37 | -0.000169 | -0.0014 | 0.499435 |
38 | 0.002597 | 0.0219 | 0.4913 |
39 | 0.001078 | 0.0091 | 0.49639 |
40 | -0.006934 | -0.0584 | 0.476786 |
41 | 1.1e-05 | 1e-04 | 0.499965 |
42 | 0.001864 | 0.0157 | 0.493757 |
43 | -0.001922 | -0.0162 | 0.493561 |
44 | -0.00619 | -0.0522 | 0.479274 |
45 | 0.022787 | 0.192 | 0.424142 |
46 | -0.034547 | -0.2911 | 0.385914 |
47 | 0.054078 | 0.4557 | 0.325009 |
48 | -0.072598 | -0.6117 | 0.271339 |