Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.320452 | 2.7002 | 0.004329 |
2 | -0.126524 | -1.0661 | 0.144994 |
3 | -0.331426 | -2.7926 | 0.003357 |
4 | -0.300202 | -2.5296 | 0.006821 |
5 | -0.053519 | -0.451 | 0.326697 |
6 | 0.022894 | 0.1929 | 0.423791 |
7 | -0.054468 | -0.459 | 0.323835 |
8 | -0.25678 | -2.1637 | 0.016928 |
9 | -0.268094 | -2.259 | 0.013478 |
10 | -0.09916 | -0.8355 | 0.203109 |
11 | 0.286833 | 2.4169 | 0.009113 |
12 | 0.815411 | 6.8708 | 0 |
13 | 0.259355 | 2.1854 | 0.016082 |
14 | -0.102529 | -0.8639 | 0.195268 |
15 | -0.286765 | -2.4163 | 0.009126 |
16 | -0.253435 | -2.1355 | 0.018086 |
17 | -0.053078 | -0.4472 | 0.328031 |
18 | 0.001809 | 0.0152 | 0.493942 |
19 | -0.049803 | -0.4196 | 0.338005 |
20 | -0.198909 | -1.676 | 0.049064 |
21 | -0.205277 | -1.7297 | 0.044015 |
22 | -0.062593 | -0.5274 | 0.299775 |
23 | 0.22272 | 1.8767 | 0.032336 |
24 | 0.639464 | 5.3882 | 0 |
25 | 0.196261 | 1.6537 | 0.0513 |
26 | -0.09029 | -0.7608 | 0.224648 |
27 | -0.241667 | -2.0363 | 0.022725 |
28 | -0.193142 | -1.6274 | 0.054037 |
29 | -0.033566 | -0.2828 | 0.389064 |
30 | 0.00225 | 0.019 | 0.492463 |
31 | -0.027925 | -0.2353 | 0.407326 |
32 | -0.146989 | -1.2385 | 0.109796 |
33 | -0.132593 | -1.1172 | 0.133827 |
34 | -0.051527 | -0.4342 | 0.332739 |
35 | 0.165834 | 1.3973 | 0.083331 |
36 | 0.468528 | 3.9479 | 9.2e-05 |
37 | 0.132992 | 1.1206 | 0.133114 |
38 | -0.095711 | -0.8065 | 0.21133 |
39 | -0.194781 | -1.6413 | 0.052584 |
40 | -0.14137 | -1.1912 | 0.11877 |
41 | -0.00975 | -0.0822 | 0.467377 |
42 | 0.044045 | 0.3711 | 0.355822 |
43 | -0.010987 | -0.0926 | 0.463251 |
44 | -0.104556 | -0.881 | 0.190645 |
45 | -0.09763 | -0.8226 | 0.206731 |
46 | -0.056331 | -0.4747 | 0.318246 |
47 | 0.102081 | 0.8602 | 0.1963 |
48 | 0.306331 | 2.5812 | 0.005956 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.320452 | 2.7002 | 0.004329 |
2 | -0.255445 | -2.1524 | 0.017382 |
3 | -0.236858 | -1.9958 | 0.024896 |
4 | -0.165821 | -1.3972 | 0.083348 |
5 | 0.007482 | 0.063 | 0.474953 |
6 | -0.129126 | -1.088 | 0.14013 |
7 | -0.197449 | -1.6637 | 0.050287 |
8 | -0.361501 | -3.0461 | 0.001627 |
9 | -0.324928 | -2.7379 | 0.003905 |
10 | -0.37476 | -3.1578 | 0.001167 |
11 | -0.137896 | -1.1619 | 0.124576 |
12 | 0.628467 | 5.2956 | 1e-06 |
13 | -0.278776 | -2.349 | 0.010805 |
14 | 0.093718 | 0.7897 | 0.216171 |
15 | 0.096364 | 0.812 | 0.20976 |
16 | 0.075218 | 0.6338 | 0.264124 |
17 | -0.072509 | -0.611 | 0.271584 |
18 | 0.000142 | 0.0012 | 0.499523 |
19 | 0.054451 | 0.4588 | 0.323886 |
20 | 0.033409 | 0.2815 | 0.389571 |
21 | -0.017104 | -0.1441 | 0.442908 |
22 | 0.061377 | 0.5172 | 0.303322 |
23 | -0.105951 | -0.8928 | 0.187501 |
24 | -0.01408 | -0.1186 | 0.452946 |
25 | -0.058341 | -0.4916 | 0.312262 |
26 | -0.06589 | -0.5552 | 0.290251 |
27 | -0.06956 | -0.5861 | 0.279826 |
28 | 0.005409 | 0.0456 | 0.481888 |
29 | -0.026176 | -0.2206 | 0.413033 |
30 | -0.011769 | -0.0992 | 0.460643 |
31 | 0.022014 | 0.1855 | 0.426686 |
32 | 0.018706 | 0.1576 | 0.437602 |
33 | 0.081669 | 0.6882 | 0.246799 |
34 | -0.063042 | -0.5312 | 0.298469 |
35 | 0.071538 | 0.6028 | 0.274285 |
36 | -0.092094 | -0.776 | 0.220165 |
37 | 0.026322 | 0.2218 | 0.412555 |
38 | -0.102637 | -0.8648 | 0.195021 |
39 | 0.026542 | 0.2236 | 0.411836 |
40 | -0.090623 | -0.7636 | 0.223816 |
41 | 0.00408 | 0.0344 | 0.486336 |
42 | 0.068129 | 0.5741 | 0.28387 |
43 | -0.069876 | -0.5888 | 0.278938 |
44 | 0.002901 | 0.0244 | 0.490282 |
45 | -0.029471 | -0.2483 | 0.402298 |
46 | -0.014835 | -0.125 | 0.450438 |
47 | -0.09186 | -0.774 | 0.220743 |
48 | -0.129235 | -1.089 | 0.139928 |