Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.305102 | 2.6598 | 0.004766 |
2 | 0.30399 | 2.6501 | 0.004892 |
3 | -0.100856 | -0.8792 | 0.191021 |
4 | -0.29839 | -2.6013 | 0.005579 |
5 | -0.487021 | -4.2458 | 3e-05 |
6 | -0.386231 | -3.3671 | 0.000597 |
7 | -0.428973 | -3.7397 | 0.000178 |
8 | -0.219159 | -1.9106 | 0.029915 |
9 | 0.019508 | 0.1701 | 0.432705 |
10 | 0.177039 | 1.5434 | 0.063445 |
11 | 0.37686 | 3.2854 | 0.000771 |
12 | 0.625291 | 5.4512 | 0 |
13 | 0.254658 | 2.2201 | 0.014698 |
14 | 0.186119 | 1.6226 | 0.054413 |
15 | -0.043144 | -0.3761 | 0.353938 |
16 | -0.247422 | -2.157 | 0.017084 |
17 | -0.330869 | -2.8845 | 0.002549 |
18 | -0.332563 | -2.8992 | 0.002444 |
19 | -0.316542 | -2.7596 | 0.003625 |
20 | -0.129017 | -1.1247 | 0.132119 |
21 | -0.048485 | -0.4227 | 0.336862 |
22 | 0.163694 | 1.4271 | 0.07883 |
23 | 0.215962 | 1.8827 | 0.031783 |
24 | 0.481794 | 4.2002 | 3.6e-05 |
25 | 0.182503 | 1.591 | 0.057877 |
26 | 0.219916 | 1.9172 | 0.029487 |
27 | -0.030176 | -0.2631 | 0.396605 |
28 | -0.131304 | -1.1447 | 0.127967 |
29 | -0.272736 | -2.3777 | 0.009969 |
30 | -0.222004 | -1.9354 | 0.028332 |
31 | -0.25086 | -2.1869 | 0.015911 |
32 | -0.126061 | -1.099 | 0.137625 |
33 | -0.083068 | -0.7242 | 0.235593 |
34 | 0.090229 | 0.7866 | 0.216981 |
35 | 0.136587 | 1.1907 | 0.118731 |
36 | 0.350851 | 3.0586 | 0.001535 |
37 | 0.172315 | 1.5022 | 0.068594 |
38 | 0.167473 | 1.46 | 0.074206 |
39 | 0.022789 | 0.1987 | 0.421526 |
40 | -0.12491 | -1.0889 | 0.13981 |
41 | -0.157705 | -1.3748 | 0.08661 |
42 | -0.167519 | -1.4604 | 0.074151 |
43 | -0.169131 | -1.4744 | 0.072246 |
44 | -0.136576 | -1.1906 | 0.11875 |
45 | -0.059375 | -0.5176 | 0.303114 |
46 | 0.042621 | 0.3716 | 0.355627 |
47 | 0.082331 | 0.7177 | 0.237559 |
48 | 0.262633 | 2.2896 | 0.012411 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.305102 | 2.6598 | 0.004766 |
2 | 0.23255 | 2.0273 | 0.023068 |
3 | -0.283246 | -2.4693 | 0.007892 |
4 | -0.34544 | -3.0115 | 0.001764 |
5 | -0.325442 | -2.8371 | 0.002916 |
6 | -0.097519 | -0.8501 | 0.198957 |
7 | -0.271762 | -2.3692 | 0.010184 |
8 | -0.295808 | -2.5788 | 0.005923 |
9 | -0.097947 | -0.8539 | 0.197926 |
10 | -0.121305 | -1.0575 | 0.146814 |
11 | -0.039995 | -0.3487 | 0.36415 |
12 | 0.386042 | 3.3654 | 6e-04 |
13 | -0.154921 | -1.3506 | 0.090421 |
14 | -0.229335 | -1.9993 | 0.024576 |
15 | 0.129376 | 1.1279 | 0.131461 |
16 | 0.124465 | 1.0851 | 0.140662 |
17 | 0.010553 | 0.092 | 0.463469 |
18 | -0.10007 | -0.8724 | 0.192871 |
19 | 0.031642 | 0.2758 | 0.391708 |
20 | 0.130732 | 1.1397 | 0.128996 |
21 | -0.213954 | -1.8652 | 0.033006 |
22 | 0.0331 | 0.2886 | 0.386851 |
23 | -0.136631 | -1.1911 | 0.118656 |
24 | 0.107413 | 0.9364 | 0.176015 |
25 | 0.058359 | 0.5088 | 0.306196 |
26 | -0.05149 | -0.4489 | 0.327397 |
27 | -0.052801 | -0.4603 | 0.323305 |
28 | 0.003088 | 0.0269 | 0.489297 |
29 | 0.04312 | 0.3759 | 0.354016 |
30 | 0.133509 | 1.1639 | 0.124051 |
31 | -0.072302 | -0.6303 | 0.26519 |
32 | -0.061371 | -0.535 | 0.2971 |
33 | -0.024635 | -0.2148 | 0.415265 |
34 | 0.102055 | 0.8897 | 0.188219 |
35 | -0.023738 | -0.2069 | 0.418305 |
36 | -0.084878 | -0.74 | 0.230804 |
37 | 0.006161 | 0.0537 | 0.478652 |
38 | -0.019786 | -0.1725 | 0.431754 |
39 | -0.026363 | -0.2298 | 0.409422 |
40 | -0.093466 | -0.8148 | 0.208861 |
41 | 0.016289 | 0.142 | 0.443727 |
42 | 0.039241 | 0.3421 | 0.366611 |
43 | -0.010465 | -0.0912 | 0.463774 |
44 | -0.093513 | -0.8152 | 0.208744 |
45 | 0.00537 | 0.0468 | 0.481392 |
46 | 0.042773 | 0.3729 | 0.355135 |
47 | -0.031958 | -0.2786 | 0.390654 |
48 | -0.024434 | -0.213 | 0.415944 |