Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.273835 | 2.683 | 0.004296 |
2 | 0.135548 | 1.3281 | 0.093649 |
3 | 0.24795 | 2.4294 | 0.008492 |
4 | -0.052642 | -0.5158 | 0.303594 |
5 | -0.146387 | -1.4343 | 0.07737 |
6 | -0.258389 | -2.5317 | 0.006488 |
7 | -0.170622 | -1.6717 | 0.048916 |
8 | -0.096155 | -0.9421 | 0.174248 |
9 | 0.176635 | 1.7307 | 0.043362 |
10 | 0.063369 | 0.6209 | 0.268072 |
11 | 0.147466 | 1.4449 | 0.075876 |
12 | 0.776629 | 7.6094 | 0 |
13 | 0.173882 | 1.7037 | 0.045837 |
14 | 0.063227 | 0.6195 | 0.268529 |
15 | 0.187947 | 1.8415 | 0.034319 |
16 | -0.079558 | -0.7795 | 0.2188 |
17 | -0.142063 | -1.3919 | 0.08358 |
18 | -0.250306 | -2.4525 | 0.007996 |
19 | -0.20233 | -1.9824 | 0.025145 |
20 | -0.131979 | -1.2931 | 0.099536 |
21 | 0.099044 | 0.9704 | 0.167135 |
22 | -0.004985 | -0.0488 | 0.480573 |
23 | 0.069396 | 0.6799 | 0.24909 |
24 | 0.608894 | 5.9659 | 0 |
25 | 0.119413 | 1.17 | 0.122447 |
26 | 0.039568 | 0.3877 | 0.349554 |
27 | 0.140481 | 1.3764 | 0.085945 |
28 | -0.08938 | -0.8757 | 0.191678 |
29 | -0.163135 | -1.5984 | 0.056621 |
30 | -0.248391 | -2.4337 | 0.008397 |
31 | -0.212687 | -2.0839 | 0.019913 |
32 | -0.153967 | -1.5086 | 0.067348 |
33 | 0.041093 | 0.4026 | 0.34406 |
34 | -0.028944 | -0.2836 | 0.388665 |
35 | 0.03056 | 0.2994 | 0.38263 |
36 | 0.482914 | 4.7316 | 4e-06 |
37 | 0.097267 | 0.953 | 0.171488 |
38 | 0.036796 | 0.3605 | 0.359622 |
39 | 0.128713 | 1.2611 | 0.10516 |
40 | -0.065432 | -0.6411 | 0.261494 |
41 | -0.128755 | -1.2615 | 0.105087 |
42 | -0.206524 | -2.0235 | 0.0229 |
43 | -0.172019 | -1.6854 | 0.047577 |
44 | -0.14194 | -1.3907 | 0.083763 |
45 | -0.014182 | -0.139 | 0.44489 |
46 | -0.061725 | -0.6048 | 0.273377 |
47 | -0.004063 | -0.0398 | 0.484166 |
48 | 0.37137 | 3.6387 | 0.000222 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.273835 | 2.683 | 0.004296 |
2 | 0.065471 | 0.6415 | 0.261368 |
3 | 0.212078 | 2.0779 | 0.020192 |
4 | -0.195815 | -1.9186 | 0.029003 |
5 | -0.137523 | -1.3474 | 0.090505 |
6 | -0.270054 | -2.646 | 0.00476 |
7 | 0.030337 | 0.2972 | 0.383463 |
8 | 0.041973 | 0.4112 | 0.340905 |
9 | 0.414446 | 4.0607 | 5e-05 |
10 | -0.092536 | -0.9067 | 0.183428 |
11 | 0.097904 | 0.9593 | 0.169918 |
12 | 0.680364 | 6.6662 | 0 |
13 | -0.38943 | -3.8156 | 0.00012 |
14 | -0.066965 | -0.6561 | 0.256657 |
15 | -0.093637 | -0.9174 | 0.180603 |
16 | 0.024411 | 0.2392 | 0.40574 |
17 | 0.04602 | 0.4509 | 0.326537 |
18 | 0.003296 | 0.0323 | 0.487153 |
19 | -0.096521 | -0.9457 | 0.173335 |
20 | 0.002748 | 0.0269 | 0.489287 |
21 | -0.074824 | -0.7331 | 0.232636 |
22 | 0.021131 | 0.207 | 0.418208 |
23 | 0.078184 | 0.766 | 0.222765 |
24 | -0.024454 | -0.2396 | 0.405574 |
25 | 0.02068 | 0.2026 | 0.419932 |
26 | -0.000477 | -0.0047 | 0.498141 |
27 | -0.105021 | -1.029 | 0.153035 |
28 | 0.034191 | 0.335 | 0.369176 |
29 | -0.138402 | -1.3561 | 0.089131 |
30 | 0.062535 | 0.6127 | 0.270756 |
31 | 0.040861 | 0.4004 | 0.344893 |
32 | -0.017009 | -0.1666 | 0.433998 |
33 | -0.045811 | -0.4489 | 0.327275 |
34 | 0.06485 | 0.6354 | 0.263341 |
35 | -0.07545 | -0.7393 | 0.230779 |
36 | 0.034381 | 0.3369 | 0.368476 |
37 | 0.013757 | 0.1348 | 0.446528 |
38 | -0.003628 | -0.0356 | 0.485857 |
39 | 0.060043 | 0.5883 | 0.278857 |
40 | -0.023922 | -0.2344 | 0.407591 |
41 | 0.046095 | 0.4516 | 0.326274 |
42 | -0.008462 | -0.0829 | 0.467049 |
43 | 0.01413 | 0.1384 | 0.445088 |
44 | -0.032751 | -0.3209 | 0.374494 |
45 | -0.094376 | -0.9247 | 0.178723 |
46 | -0.034292 | -0.336 | 0.368804 |
47 | 0.050015 | 0.49 | 0.312611 |
48 | -0.000933 | -0.0091 | 0.496362 |