Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.158732 | -1.6419 | 0.051769 |
2 | -0.191914 | -1.9852 | 0.024842 |
3 | -0.199742 | -2.0661 | 0.020615 |
4 | -0.019608 | -0.2028 | 0.419829 |
5 | -0.055598 | -0.5751 | 0.283213 |
6 | 0.321646 | 3.3271 | 0.000602 |
7 | -0.035876 | -0.3711 | 0.355649 |
8 | -0.000532 | -0.0055 | 0.49781 |
9 | -0.168497 | -1.743 | 0.042107 |
10 | -0.229509 | -2.3741 | 0.009688 |
11 | -0.138351 | -1.4311 | 0.077656 |
12 | 0.770369 | 7.9688 | 0 |
13 | -0.078776 | -0.8149 | 0.208481 |
14 | -0.194763 | -2.0146 | 0.023225 |
15 | -0.159799 | -1.653 | 0.050634 |
16 | -0.029296 | -0.303 | 0.381224 |
17 | -0.030558 | -0.3161 | 0.376272 |
18 | 0.264997 | 2.7412 | 0.003588 |
19 | -0.01457 | -0.1507 | 0.440243 |
20 | -0.021459 | -0.222 | 0.412379 |
21 | -0.114145 | -1.1807 | 0.120164 |
22 | -0.236537 | -2.4468 | 0.008022 |
23 | -0.077835 | -0.8051 | 0.211266 |
24 | 0.646068 | 6.683 | 0 |
25 | -0.080282 | -0.8304 | 0.20407 |
26 | -0.136505 | -1.412 | 0.080424 |
27 | -0.146156 | -1.5118 | 0.06676 |
28 | -0.034519 | -0.3571 | 0.360873 |
29 | -0.011805 | -0.1221 | 0.45152 |
30 | 0.216086 | 2.2352 | 0.01374 |
31 | -0.023519 | -0.2433 | 0.404128 |
32 | 0.019159 | 0.1982 | 0.42164 |
33 | -0.136574 | -1.4127 | 0.080319 |
34 | -0.159359 | -1.6484 | 0.051099 |
35 | -0.12853 | -1.3295 | 0.093251 |
36 | 0.600084 | 6.2073 | 0 |
37 | -0.104543 | -1.0814 | 0.140976 |
38 | -0.093534 | -0.9675 | 0.167732 |
39 | -0.141957 | -1.4684 | 0.072462 |
40 | -0.02121 | -0.2194 | 0.41338 |
41 | -0.026911 | -0.2784 | 0.390635 |
42 | 0.18297 | 1.8927 | 0.030553 |
43 | -0.02713 | -0.2806 | 0.389767 |
44 | 0.036544 | 0.378 | 0.353084 |
45 | -0.113853 | -1.1777 | 0.120763 |
46 | -0.142698 | -1.4761 | 0.07143 |
47 | -0.066345 | -0.6863 | 0.247012 |
48 | 0.43965 | 4.5478 | 7e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.158732 | -1.6419 | 0.051769 |
2 | -0.222721 | -2.3038 | 0.011582 |
3 | -0.293964 | -3.0408 | 0.001484 |
4 | -0.202987 | -2.0997 | 0.019053 |
5 | -0.280747 | -2.9041 | 0.002238 |
6 | 0.138302 | 1.4306 | 0.077728 |
7 | -0.034209 | -0.3539 | 0.36207 |
8 | 0.082912 | 0.8576 | 0.196502 |
9 | -0.052057 | -0.5385 | 0.295683 |
10 | -0.320283 | -3.313 | 0.00063 |
11 | -0.443821 | -4.5909 | 6e-06 |
12 | 0.569477 | 5.8907 | 0 |
13 | 0.106082 | 1.0973 | 0.137483 |
14 | -0.12653 | -1.3088 | 0.096697 |
15 | 0.019274 | 0.1994 | 0.421175 |
16 | 0.030355 | 0.314 | 0.37707 |
17 | 0.06604 | 0.6831 | 0.248004 |
18 | -0.065064 | -0.673 | 0.251191 |
19 | -0.047597 | -0.4923 | 0.31174 |
20 | -0.098668 | -1.0206 | 0.154866 |
21 | -0.024049 | -0.2488 | 0.402009 |
22 | -0.029255 | -0.3026 | 0.381385 |
23 | 0.043479 | 0.4497 | 0.3269 |
24 | 0.147316 | 1.5238 | 0.065248 |
25 | -0.113593 | -1.175 | 0.121299 |
26 | 0.115351 | 1.1932 | 0.117715 |
27 | 0.057508 | 0.5949 | 0.276594 |
28 | 0.003836 | 0.0397 | 0.48421 |
29 | 0.020352 | 0.2105 | 0.416831 |
30 | -0.05973 | -0.6179 | 0.268993 |
31 | -0.050031 | -0.5175 | 0.302928 |
32 | 0.076067 | 0.7868 | 0.216555 |
33 | -0.099012 | -1.0242 | 0.154029 |
34 | 0.147077 | 1.5214 | 0.065557 |
35 | -0.153379 | -1.5866 | 0.057781 |
36 | 0.097096 | 1.0044 | 0.158734 |
37 | 0.025838 | 0.2673 | 0.394889 |
38 | -0.020637 | -0.2135 | 0.415684 |
39 | 0.016345 | 0.1691 | 0.43303 |
40 | -0.047186 | -0.4881 | 0.31324 |
41 | -0.008948 | -0.0926 | 0.463213 |
42 | -0.088481 | -0.9153 | 0.181059 |
43 | 0.019863 | 0.2055 | 0.4188 |
44 | -0.031992 | -0.3309 | 0.370675 |
45 | 0.00346 | 0.0358 | 0.48576 |
46 | -0.014291 | -0.1478 | 0.44138 |
47 | 0.151326 | 1.5653 | 0.06023 |
48 | -0.134609 | -1.3924 | 0.083343 |