Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.269614 | 2.9038 | 0.002207 |
2 | -0.219843 | -2.3678 | 0.009775 |
3 | -0.292322 | -3.1484 | 0.001044 |
4 | -0.266543 | -2.8708 | 0.002434 |
5 | 0.044215 | 0.4762 | 0.317411 |
6 | 0.208575 | 2.2464 | 0.013285 |
7 | 0.063577 | 0.6847 | 0.247435 |
8 | -0.242137 | -2.6079 | 0.005154 |
9 | -0.267476 | -2.8808 | 0.002363 |
10 | -0.199377 | -2.1474 | 0.016923 |
11 | 0.265638 | 2.861 | 0.002505 |
12 | 0.814515 | 8.7726 | 0 |
13 | 0.188794 | 2.0334 | 0.022149 |
14 | -0.181121 | -1.9507 | 0.02675 |
15 | -0.275345 | -2.9656 | 0.001834 |
16 | -0.262407 | -2.8262 | 0.002774 |
17 | 0.021438 | 0.2309 | 0.4089 |
18 | 0.156414 | 1.6846 | 0.047374 |
19 | 0.030071 | 0.3239 | 0.373306 |
20 | -0.250144 | -2.6941 | 0.004052 |
21 | -0.259362 | -2.7934 | 0.003052 |
22 | -0.1536 | -1.6543 | 0.050383 |
23 | 0.266002 | 2.8649 | 0.002476 |
24 | 0.675956 | 7.2803 | 0 |
25 | 0.102111 | 1.0998 | 0.136855 |
26 | -0.203863 | -2.1957 | 0.015053 |
27 | -0.246645 | -2.6564 | 0.004504 |
28 | -0.224352 | -2.4163 | 0.008618 |
29 | 0.023686 | 0.2551 | 0.399547 |
30 | 0.119068 | 1.2824 | 0.10113 |
31 | 0.001823 | 0.0196 | 0.492184 |
32 | -0.247339 | -2.6639 | 0.004411 |
33 | -0.234168 | -2.5221 | 0.006511 |
34 | -0.119364 | -1.2856 | 0.100573 |
35 | 0.223634 | 2.4086 | 0.008794 |
36 | 0.577704 | 6.2221 | 0 |
37 | 0.111972 | 1.206 | 0.11514 |
38 | -0.16678 | -1.7963 | 0.037527 |
39 | -0.24798 | -2.6708 | 0.004327 |
40 | -0.191087 | -2.0581 | 0.020912 |
41 | 0.0232 | 0.2499 | 0.401566 |
42 | 0.10468 | 1.1274 | 0.130942 |
43 | 0.008674 | 0.0934 | 0.462864 |
44 | -0.211061 | -2.2732 | 0.012427 |
45 | -0.184546 | -1.9876 | 0.024605 |
46 | -0.096779 | -1.0423 | 0.14971 |
47 | 0.181619 | 1.9561 | 0.026429 |
48 | 0.489892 | 5.2763 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.269614 | 2.9038 | 0.002207 |
2 | -0.315467 | -3.3977 | 0.000466 |
3 | -0.154841 | -1.6677 | 0.049038 |
4 | -0.236414 | -2.5463 | 0.0061 |
5 | 0.08759 | 0.9434 | 0.173726 |
6 | 0.019859 | 0.2139 | 0.415505 |
7 | -0.076731 | -0.8264 | 0.205132 |
8 | -0.284516 | -3.0643 | 0.001357 |
9 | -0.118683 | -1.2783 | 0.101855 |
10 | -0.262771 | -2.8301 | 0.002743 |
11 | 0.268818 | 2.8953 | 0.002264 |
12 | 0.690427 | 7.4361 | 0 |
13 | -0.210452 | -2.2666 | 0.012633 |
14 | 0.18776 | 2.0222 | 0.022726 |
15 | -0.018358 | -0.1977 | 0.421806 |
16 | 0.029882 | 0.3218 | 0.374077 |
17 | -0.059115 | -0.6367 | 0.26279 |
18 | -0.136592 | -1.4711 | 0.07198 |
19 | -0.087937 | -0.9471 | 0.172777 |
20 | -0.139654 | -1.5041 | 0.067635 |
21 | -0.0918 | -0.9887 | 0.162429 |
22 | 0.013952 | 0.1503 | 0.440408 |
23 | -0.066557 | -0.7168 | 0.237455 |
24 | 0.04654 | 0.5012 | 0.308573 |
25 | -0.143729 | -1.548 | 0.062172 |
26 | -0.104826 | -1.129 | 0.130611 |
27 | 0.080213 | 0.8639 | 0.194708 |
28 | -0.057145 | -0.6155 | 0.269726 |
29 | 0.007565 | 0.0815 | 0.467601 |
30 | -0.067759 | -0.7298 | 0.233495 |
31 | -0.010369 | -0.1117 | 0.455635 |
32 | 0.018434 | 0.1985 | 0.421483 |
33 | -0.034702 | -0.3738 | 0.354635 |
34 | -0.058508 | -0.6301 | 0.264918 |
35 | -0.177097 | -1.9074 | 0.029471 |
36 | 0.045366 | 0.4886 | 0.313022 |
37 | 0.136874 | 1.4742 | 0.071571 |
38 | -0.02551 | -0.2747 | 0.391999 |
39 | -0.099793 | -1.0748 | 0.142346 |
40 | 0.082275 | 0.8861 | 0.188692 |
41 | -0.0782 | -0.8422 | 0.200693 |
42 | 0.067552 | 0.7276 | 0.234174 |
43 | -0.052136 | -0.5615 | 0.287761 |
44 | 0.032178 | 0.3466 | 0.364774 |
45 | 0.008573 | 0.0923 | 0.463295 |
46 | -0.08413 | -0.9061 | 0.183378 |
47 | -0.00985 | -0.1061 | 0.457847 |
48 | -0.043188 | -0.4652 | 0.321348 |