Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.26187 | 2.2066 | 0.01529 |
2 | -0.20102 | -1.6938 | 0.047341 |
3 | -0.309947 | -2.6117 | 0.005494 |
4 | -0.267141 | -2.251 | 0.013742 |
5 | 0.085221 | 0.7181 | 0.23753 |
6 | 0.201498 | 1.6979 | 0.046957 |
7 | 0.047098 | 0.3969 | 0.346332 |
8 | -0.244639 | -2.0614 | 0.021466 |
9 | -0.277805 | -2.3408 | 0.011027 |
10 | -0.159203 | -1.3415 | 0.092022 |
11 | 0.250991 | 2.1149 | 0.018975 |
12 | 0.747742 | 6.3006 | 0 |
13 | 0.174861 | 1.4734 | 0.072531 |
14 | -0.168781 | -1.4222 | 0.079677 |
15 | -0.263621 | -2.2213 | 0.01476 |
16 | -0.215712 | -1.8176 | 0.03667 |
17 | 0.06473 | 0.5454 | 0.293584 |
18 | 0.123743 | 1.0427 | 0.150317 |
19 | 0.01933 | 0.1629 | 0.435538 |
20 | -0.230224 | -1.9399 | 0.028182 |
21 | -0.227703 | -1.9187 | 0.029524 |
22 | -0.090601 | -0.7634 | 0.223873 |
23 | 0.188099 | 1.5849 | 0.058711 |
24 | 0.55345 | 4.6635 | 7e-06 |
25 | 0.117276 | 0.9882 | 0.163209 |
26 | -0.184602 | -1.5555 | 0.062139 |
27 | -0.264345 | -2.2274 | 0.014546 |
28 | -0.163441 | -1.3772 | 0.086392 |
29 | 0.053747 | 0.4529 | 0.326008 |
30 | 0.091557 | 0.7715 | 0.221494 |
31 | 0.009992 | 0.0842 | 0.466569 |
32 | -0.18945 | -1.5963 | 0.057428 |
33 | -0.145917 | -1.2295 | 0.111468 |
34 | -0.063854 | -0.538 | 0.296114 |
35 | 0.129199 | 1.0886 | 0.139995 |
36 | 0.420872 | 3.5463 | 0.000348 |
37 | 0.087509 | 0.7374 | 0.231667 |
38 | -0.175586 | -1.4795 | 0.071714 |
39 | -0.219303 | -1.8479 | 0.034393 |
40 | -0.112911 | -0.9514 | 0.172312 |
41 | 0.042229 | 0.3558 | 0.361511 |
42 | 0.097761 | 0.8238 | 0.20642 |
43 | -0.003206 | -0.027 | 0.489264 |
44 | -0.152089 | -1.2815 | 0.10209 |
45 | -0.103298 | -0.8704 | 0.193507 |
46 | -0.061138 | -0.5152 | 0.304021 |
47 | 0.07803 | 0.6575 | 0.256496 |
48 | 0.294365 | 2.4804 | 0.007749 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.26187 | 2.2066 | 0.01529 |
2 | -0.289445 | -2.4389 | 0.008617 |
3 | -0.194837 | -1.6417 | 0.052534 |
4 | -0.211814 | -1.7848 | 0.039284 |
5 | 0.119375 | 1.0059 | 0.158946 |
6 | -0.000897 | -0.0076 | 0.496994 |
7 | -0.080825 | -0.681 | 0.24903 |
8 | -0.270581 | -2.28 | 0.012808 |
9 | -0.124048 | -1.0453 | 0.149726 |
10 | -0.197666 | -1.6656 | 0.050104 |
11 | 0.18208 | 1.5342 | 0.064708 |
12 | 0.621785 | 5.2393 | 1e-06 |
13 | -0.154884 | -1.3051 | 0.09804 |
14 | 0.130924 | 1.1032 | 0.136837 |
15 | 0.050949 | 0.4293 | 0.334502 |
16 | 0.059487 | 0.5012 | 0.308873 |
17 | -0.121475 | -1.0236 | 0.154758 |
18 | -0.08432 | -0.7105 | 0.239864 |
19 | 0.021067 | 0.1775 | 0.429804 |
20 | -0.103874 | -0.8753 | 0.192192 |
21 | 0.006857 | 0.0578 | 0.477043 |
22 | 0.01518 | 0.1279 | 0.449292 |
23 | -0.119103 | -1.0036 | 0.159496 |
24 | 0.026897 | 0.2266 | 0.410678 |
25 | -0.033368 | -0.2812 | 0.3897 |
26 | -0.128775 | -1.0851 | 0.140779 |
27 | -0.141755 | -1.1944 | 0.118139 |
28 | 0.025519 | 0.215 | 0.415181 |
29 | -0.071256 | -0.6004 | 0.275071 |
30 | -0.04627 | -0.3899 | 0.348897 |
31 | -0.014682 | -0.1237 | 0.450947 |
32 | 0.068134 | 0.5741 | 0.283854 |
33 | 0.03243 | 0.2733 | 0.392722 |
34 | -0.079888 | -0.6731 | 0.251519 |
35 | 0.000606 | 0.0051 | 0.497969 |
36 | -0.00862 | -0.0726 | 0.47115 |
37 | -0.002043 | -0.0172 | 0.493156 |
38 | -0.042049 | -0.3543 | 0.362078 |
39 | 0.038467 | 0.3241 | 0.373396 |
40 | 0.012497 | 0.1053 | 0.458215 |
41 | -0.01425 | -0.1201 | 0.452383 |
42 | 0.090751 | 0.7647 | 0.223498 |
43 | -0.087733 | -0.7393 | 0.231094 |
44 | -0.008826 | -0.0744 | 0.470463 |
45 | -0.067524 | -0.569 | 0.285587 |
46 | -0.045169 | -0.3806 | 0.352317 |
47 | -0.137721 | -1.1605 | 0.124874 |
48 | -0.113393 | -0.9555 | 0.171292 |