Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.295227 | 2.8775 | 0.002475 |
2 | 0.046241 | 0.4507 | 0.326614 |
3 | -0.0562 | -0.5478 | 0.292566 |
4 | -0.06093 | -0.5939 | 0.277004 |
5 | -0.146099 | -1.424 | 0.078861 |
6 | -0.112935 | -1.1008 | 0.136892 |
7 | -0.119753 | -1.1672 | 0.123023 |
8 | -0.079271 | -0.7726 | 0.220826 |
9 | -0.051826 | -0.5051 | 0.307316 |
10 | 0.053303 | 0.5195 | 0.302299 |
11 | 0.185782 | 1.8108 | 0.036668 |
12 | 0.705142 | 6.8729 | 0 |
13 | 0.342864 | 3.3418 | 0.000596 |
14 | -0.020313 | -0.198 | 0.421741 |
15 | -0.037338 | -0.3639 | 0.358361 |
16 | -0.063163 | -0.6156 | 0.269804 |
17 | -0.171377 | -1.6704 | 0.049069 |
18 | -0.120008 | -1.1697 | 0.122526 |
19 | -0.105351 | -1.0268 | 0.153553 |
20 | -0.066437 | -0.6475 | 0.259421 |
21 | -0.062863 | -0.6127 | 0.270766 |
22 | 0.057432 | 0.5598 | 0.288473 |
23 | 0.068803 | 0.6706 | 0.252049 |
24 | 0.394631 | 3.8464 | 0.000108 |
25 | 0.285293 | 2.7807 | 0.00327 |
26 | -0.050765 | -0.4948 | 0.310944 |
27 | -0.025911 | -0.2526 | 0.400581 |
28 | -0.071702 | -0.6989 | 0.243173 |
29 | -0.132717 | -1.2936 | 0.099476 |
30 | -0.109585 | -1.0681 | 0.14409 |
31 | -0.044347 | -0.4322 | 0.333274 |
32 | -0.063672 | -0.6206 | 0.268174 |
33 | -0.05967 | -0.5816 | 0.28111 |
34 | 0.057486 | 0.5603 | 0.288296 |
35 | -0.000281 | -0.0027 | 0.498909 |
36 | 0.122176 | 1.1908 | 0.118344 |
37 | 0.192987 | 1.881 | 0.031517 |
38 | -0.057734 | -0.5627 | 0.287476 |
39 | -0.038361 | -0.3739 | 0.354657 |
40 | -0.055383 | -0.5398 | 0.295297 |
41 | -0.060487 | -0.5896 | 0.278443 |
42 | -0.093634 | -0.9126 | 0.181873 |
43 | -0.007456 | -0.0727 | 0.471109 |
44 | -0.040111 | -0.391 | 0.348352 |
45 | -0.022034 | -0.2148 | 0.415209 |
46 | 0.037455 | 0.3651 | 0.357937 |
47 | 0.002476 | 0.0241 | 0.490399 |
48 | -0.08976 | -0.8749 | 0.191925 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.295227 | 2.8775 | 0.002475 |
2 | -0.044825 | -0.4369 | 0.331589 |
3 | -0.062821 | -0.6123 | 0.270899 |
4 | -0.026481 | -0.2581 | 0.398441 |
5 | -0.1309 | -1.2759 | 0.102558 |
6 | -0.040726 | -0.3969 | 0.346149 |
7 | -0.086209 | -0.8403 | 0.201436 |
8 | -0.043193 | -0.421 | 0.337356 |
9 | -0.037294 | -0.3635 | 0.358521 |
10 | 0.05216 | 0.5084 | 0.306179 |
11 | 0.146335 | 1.4263 | 0.07853 |
12 | 0.676369 | 6.5924 | 0 |
13 | 0.043858 | 0.4275 | 0.335001 |
14 | -0.19432 | -1.894 | 0.030634 |
15 | 0.104258 | 1.0162 | 0.156062 |
16 | -0.038877 | -0.3789 | 0.352796 |
17 | -0.087553 | -0.8534 | 0.197804 |
18 | 0.052348 | 0.5102 | 0.305537 |
19 | -0.035349 | -0.3445 | 0.365603 |
20 | 0.020821 | 0.2029 | 0.41981 |
21 | -0.011152 | -0.1087 | 0.456835 |
22 | -0.006335 | -0.0617 | 0.475447 |
23 | -0.130355 | -1.2705 | 0.103496 |
24 | -0.163493 | -1.5935 | 0.057181 |
25 | -0.036062 | -0.3515 | 0.363001 |
26 | -0.03142 | -0.3062 | 0.380044 |
27 | 0.069734 | 0.6797 | 0.24918 |
28 | -0.079019 | -0.7702 | 0.221551 |
29 | 0.086565 | 0.8437 | 0.20047 |
30 | 0.039224 | 0.3823 | 0.351542 |
31 | 0.031696 | 0.3089 | 0.379026 |
32 | -0.042296 | -0.4122 | 0.340543 |
33 | -0.007857 | -0.0766 | 0.469558 |
34 | 0.041921 | 0.4086 | 0.341878 |
35 | -0.064556 | -0.6292 | 0.265358 |
36 | -0.107484 | -1.0476 | 0.148735 |
37 | 0.032794 | 0.3196 | 0.374973 |
38 | -0.031731 | -0.3093 | 0.378896 |
39 | -0.008993 | -0.0877 | 0.46517 |
40 | -0.007002 | -0.0682 | 0.472866 |
41 | 0.074626 | 0.7274 | 0.234395 |
42 | -0.08749 | -0.8527 | 0.197972 |
43 | -0.013273 | -0.1294 | 0.44867 |
44 | 0.017586 | 0.1714 | 0.432135 |
45 | 0.05421 | 0.5284 | 0.299237 |
46 | -0.036133 | -0.3522 | 0.362742 |
47 | 0.035105 | 0.3422 | 0.366493 |
48 | -0.088505 | -0.8626 | 0.195255 |