Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.220549 | 2.9176 | 0.001995 |
2 | -0.03448 | -0.4561 | 0.32443 |
3 | 0.114196 | 1.5107 | 0.066338 |
4 | 0.179071 | 2.3689 | 0.009466 |
5 | -0.040617 | -0.5373 | 0.295867 |
6 | -0.276047 | -3.6518 | 0.000172 |
7 | -0.049877 | -0.6598 | 0.255122 |
8 | 0.136487 | 1.8056 | 0.036353 |
9 | 0.083327 | 1.1023 | 0.13592 |
10 | -0.079101 | -1.0464 | 0.148407 |
11 | 0.157299 | 2.0809 | 0.019451 |
12 | 0.727074 | 9.6183 | 0 |
13 | 0.172892 | 2.2871 | 0.011692 |
14 | -0.03736 | -0.4942 | 0.310884 |
15 | 0.081326 | 1.0758 | 0.141741 |
16 | 0.076146 | 1.0073 | 0.157586 |
17 | -0.051368 | -0.6795 | 0.248849 |
18 | -0.286716 | -3.7929 | 0.000102 |
19 | -0.084989 | -1.1243 | 0.131212 |
20 | 0.039294 | 0.5198 | 0.301926 |
21 | 0.055595 | 0.7355 | 0.231525 |
22 | -0.086418 | -1.1432 | 0.127257 |
23 | 0.142911 | 1.8905 | 0.03017 |
24 | 0.641843 | 8.4908 | 0 |
25 | 0.159902 | 2.1153 | 0.01791 |
26 | -0.03503 | -0.4634 | 0.321824 |
27 | 0.043362 | 0.5736 | 0.28348 |
28 | 0.064219 | 0.8495 | 0.198373 |
29 | -0.068999 | -0.9128 | 0.181308 |
30 | -0.250904 | -3.3192 | 0.000549 |
31 | -0.089672 | -1.1862 | 0.118567 |
32 | 0.007984 | 0.1056 | 0.458001 |
33 | 0.025569 | 0.3383 | 0.36779 |
34 | -0.09836 | -1.3012 | 0.097455 |
35 | 0.12539 | 1.6588 | 0.049478 |
36 | 0.592451 | 7.8374 | 0 |
37 | 0.142127 | 1.8802 | 0.030874 |
38 | -0.031362 | -0.4149 | 0.339369 |
39 | 0.05413 | 0.7161 | 0.237449 |
40 | 0.088623 | 1.1724 | 0.121321 |
41 | -0.05491 | -0.7264 | 0.234285 |
42 | -0.239134 | -3.1634 | 0.000919 |
43 | -0.07818 | -1.0342 | 0.15123 |
44 | 0.029897 | 0.3955 | 0.346479 |
45 | 0.031231 | 0.4132 | 0.34 |
46 | -0.092788 | -1.2275 | 0.110648 |
47 | 0.121626 | 1.609 | 0.054714 |
48 | 0.513711 | 6.7958 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.220549 | 2.9176 | 0.001995 |
2 | -0.087372 | -1.1558 | 0.124664 |
3 | 0.150128 | 1.986 | 0.024297 |
4 | 0.122258 | 1.6173 | 0.053805 |
5 | -0.102429 | -1.355 | 0.08858 |
6 | -0.25961 | -3.4343 | 0.000371 |
7 | 0.031387 | 0.4152 | 0.339248 |
8 | 0.124873 | 1.6519 | 0.050173 |
9 | 0.127402 | 1.6854 | 0.046849 |
10 | -0.040856 | -0.5405 | 0.294779 |
11 | 0.158033 | 2.0906 | 0.019005 |
12 | 0.663233 | 8.7737 | 0 |
13 | -0.125769 | -1.6638 | 0.048974 |
14 | -0.024139 | -0.3193 | 0.37493 |
15 | -0.068447 | -0.9055 | 0.183232 |
16 | -0.235641 | -3.1172 | 0.001067 |
17 | 0.054656 | 0.723 | 0.235311 |
18 | -0.055877 | -0.7392 | 0.230392 |
19 | -0.002012 | -0.0266 | 0.489399 |
20 | -0.073517 | -0.9725 | 0.166064 |
21 | 0.042255 | 0.559 | 0.288443 |
22 | 0.027392 | 0.3624 | 0.358758 |
23 | 0.100936 | 1.3353 | 0.091762 |
24 | 0.270995 | 3.5849 | 0.000219 |
25 | -0.059683 | -0.7895 | 0.215434 |
26 | -0.07025 | -0.9293 | 0.177 |
27 | -0.10416 | -1.3779 | 0.084996 |
28 | 0.00288 | 0.0381 | 0.484827 |
29 | -0.033323 | -0.4408 | 0.329943 |
30 | 0.099716 | 1.3191 | 0.094427 |
31 | 0.010724 | 0.1419 | 0.443676 |
32 | -0.056746 | -0.7507 | 0.226929 |
33 | -0.009346 | -0.1236 | 0.450872 |
34 | -0.029597 | -0.3915 | 0.347941 |
35 | 0.059016 | 0.7807 | 0.218014 |
36 | 0.143355 | 1.8964 | 0.029776 |
37 | -0.038828 | -0.5136 | 0.304076 |
38 | -0.070379 | -0.931 | 0.176561 |
39 | 0.013696 | 0.1812 | 0.428219 |
40 | 0.077699 | 1.0279 | 0.152718 |
41 | 0.062179 | 0.8226 | 0.205941 |
42 | 0.009287 | 0.1229 | 0.451183 |
43 | -0.019006 | -0.2514 | 0.400888 |
44 | 0.033969 | 0.4494 | 0.326861 |
45 | -0.01485 | -0.1964 | 0.422244 |
46 | 0.065744 | 0.8697 | 0.192826 |
47 | -0.018244 | -0.2413 | 0.404787 |
48 | -0.103123 | -1.3642 | 0.08713 |