Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.218154 | 1.9634 | 0.026516 |
2 | -0.14527 | -1.3074 | 0.097383 |
3 | -0.03339 | -0.3005 | 0.38228 |
4 | 0.354679 | 3.1921 | 0.001006 |
5 | 0.163229 | 1.4691 | 0.072845 |
6 | 0.095852 | 0.8627 | 0.195434 |
7 | 0.161803 | 1.4562 | 0.074598 |
8 | 0.315723 | 2.8415 | 0.002839 |
9 | -0.079249 | -0.7132 | 0.238873 |
10 | -0.192443 | -1.732 | 0.043541 |
11 | 0.053685 | 0.4832 | 0.315142 |
12 | 0.670894 | 6.038 | 0 |
13 | 0.046483 | 0.4183 | 0.338399 |
14 | -0.244703 | -2.2023 | 0.015243 |
15 | -0.1378 | -1.2402 | 0.109241 |
16 | 0.215295 | 1.9377 | 0.028075 |
17 | 0.067166 | 0.6045 | 0.273603 |
18 | 0.006589 | 0.0593 | 0.476428 |
19 | 0.05529 | 0.4976 | 0.310052 |
20 | 0.205618 | 1.8506 | 0.033939 |
21 | -0.124351 | -1.1192 | 0.13319 |
22 | -0.214002 | -1.926 | 0.028805 |
23 | -0.042262 | -0.3804 | 0.352337 |
24 | 0.471046 | 4.2394 | 3e-05 |
25 | 0.022568 | 0.2031 | 0.419778 |
26 | -0.255336 | -2.298 | 0.01207 |
27 | -0.213913 | -1.9252 | 0.028856 |
28 | 0.086982 | 0.7828 | 0.218004 |
29 | 0.024018 | 0.2162 | 0.414704 |
30 | -0.082357 | -0.7412 | 0.230353 |
31 | -0.067094 | -0.6038 | 0.273817 |
32 | 0.085919 | 0.7733 | 0.220806 |
33 | -0.169998 | -1.53 | 0.064958 |
34 | -0.246834 | -2.2215 | 0.014554 |
35 | -0.118087 | -1.0628 | 0.14552 |
36 | 0.3188 | 2.8692 | 0.002623 |
37 | -0.019012 | -0.1711 | 0.432282 |
38 | -0.22792 | -2.0513 | 0.021736 |
39 | -0.211118 | -1.9001 | 0.030491 |
40 | 0.020381 | 0.1834 | 0.427461 |
41 | -0.01242 | -0.1118 | 0.455638 |
42 | -0.095039 | -0.8554 | 0.19744 |
43 | -0.107462 | -0.9672 | 0.168173 |
44 | 0.038925 | 0.3503 | 0.363502 |
45 | -0.146845 | -1.3216 | 0.095011 |
46 | -0.230024 | -2.0702 | 0.020809 |
47 | -0.140101 | -1.2609 | 0.105481 |
48 | 0.197005 | 1.773 | 0.039991 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.218154 | 1.9634 | 0.026516 |
2 | -0.202498 | -1.8225 | 0.036036 |
3 | 0.053533 | 0.4818 | 0.315624 |
4 | 0.352094 | 3.1688 | 0.00108 |
5 | -0.018381 | -0.1654 | 0.434509 |
6 | 0.197664 | 1.779 | 0.039498 |
7 | 0.187148 | 1.6843 | 0.047984 |
8 | 0.211576 | 1.9042 | 0.030218 |
9 | -0.225 | -2.025 | 0.023081 |
10 | -0.166282 | -1.4965 | 0.0692 |
11 | -0.021619 | -0.1946 | 0.423108 |
12 | 0.567209 | 5.1049 | 1e-06 |
13 | -0.402845 | -3.6256 | 0.000251 |
14 | -0.001328 | -0.012 | 0.495246 |
15 | -0.106831 | -0.9615 | 0.169588 |
16 | -0.065905 | -0.5931 | 0.277368 |
17 | 0.111936 | 1.0074 | 0.158366 |
18 | -0.023022 | -0.2072 | 0.418186 |
19 | -0.002757 | -0.0248 | 0.490133 |
20 | 0.015137 | 0.1362 | 0.445987 |
21 | 0.023778 | 0.214 | 0.415542 |
22 | -0.014567 | -0.1311 | 0.448008 |
23 | -0.03109 | -0.2798 | 0.390167 |
24 | -0.011711 | -0.1054 | 0.45816 |
25 | 0.070373 | 0.6334 | 0.264142 |
26 | -0.114893 | -1.034 | 0.152097 |
27 | -0.096514 | -0.8686 | 0.19381 |
28 | -0.091528 | -0.8237 | 0.20625 |
29 | 0.045345 | 0.4081 | 0.342138 |
30 | -0.140401 | -1.2636 | 0.104998 |
31 | -0.003788 | -0.0341 | 0.486445 |
32 | -0.045985 | -0.4139 | 0.340034 |
33 | -0.021755 | -0.1958 | 0.422629 |
34 | 0.049899 | 0.4491 | 0.327282 |
35 | 0.018733 | 0.1686 | 0.433266 |
36 | 0.025265 | 0.2274 | 0.410347 |
37 | -0.063309 | -0.5698 | 0.285201 |
38 | 0.150695 | 1.3563 | 0.089393 |
39 | -0.034985 | -0.3149 | 0.376839 |
40 | -0.063026 | -0.5672 | 0.286061 |
41 | -0.114294 | -1.0286 | 0.153353 |
42 | 0.017677 | 0.1591 | 0.436996 |
43 | -0.122882 | -1.1059 | 0.136013 |
44 | -0.011428 | -0.1029 | 0.459166 |
45 | -0.017999 | -0.162 | 0.435857 |
46 | -0.07403 | -0.6663 | 0.253566 |
47 | 0.051422 | 0.4628 | 0.322375 |
48 | -0.078419 | -0.7058 | 0.241179 |