Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.15604 | 1.6141 | 0.054727 |
2 | -0.11403 | -1.1795 | 0.120401 |
3 | -0.435596 | -4.5058 | 8e-06 |
4 | -0.330764 | -3.4214 | 0.000442 |
5 | 0.167939 | 1.7372 | 0.042617 |
6 | 0.174337 | 1.8034 | 0.037073 |
7 | 0.141913 | 1.468 | 0.072525 |
8 | -0.33629 | -3.4786 | 0.000365 |
9 | -0.393299 | -4.0683 | 4.5e-05 |
10 | -0.174195 | -1.8019 | 0.037189 |
11 | 0.308327 | 3.1894 | 0.000935 |
12 | 0.70713 | 7.3146 | 0 |
13 | 0.207577 | 2.1472 | 0.017018 |
14 | -0.113583 | -1.1749 | 0.121319 |
15 | -0.387129 | -4.0045 | 5.7e-05 |
16 | -0.325896 | -3.3711 | 0.000521 |
17 | 0.248918 | 2.5748 | 0.005698 |
18 | 0.093307 | 0.9652 | 0.168316 |
19 | 0.166328 | 1.7205 | 0.044116 |
20 | -0.345214 | -3.5709 | 0.000267 |
21 | -0.351857 | -3.6396 | 0.000211 |
22 | -0.133099 | -1.3768 | 0.085727 |
23 | 0.299221 | 3.0952 | 0.001255 |
24 | 0.588122 | 6.0836 | 0 |
25 | 0.177972 | 1.841 | 0.034199 |
26 | -0.044046 | -0.4556 | 0.324795 |
27 | -0.403897 | -4.1779 | 3e-05 |
28 | -0.198939 | -2.0578 | 0.021018 |
29 | 0.151807 | 1.5703 | 0.059648 |
30 | 0.123948 | 1.2821 | 0.101285 |
31 | 0.077293 | 0.7995 | 0.212878 |
32 | -0.254638 | -2.634 | 0.004845 |
33 | -0.363818 | -3.7634 | 0.000137 |
34 | -0.057128 | -0.5909 | 0.277904 |
35 | 0.236925 | 2.4508 | 0.007938 |
36 | 0.524445 | 5.4249 | 0 |
37 | 0.129852 | 1.3432 | 0.091025 |
38 | -0.055783 | -0.577 | 0.282569 |
39 | -0.322908 | -3.3402 | 0.000577 |
40 | -0.159573 | -1.6506 | 0.050873 |
41 | 0.152521 | 1.5777 | 0.058794 |
42 | 0.074606 | 0.7717 | 0.220989 |
43 | 0.101309 | 1.0479 | 0.148512 |
44 | -0.261667 | -2.7067 | 0.003956 |
45 | -0.267758 | -2.7697 | 0.003308 |
46 | -0.061859 | -0.6399 | 0.261811 |
47 | 0.21665 | 2.241 | 0.013544 |
48 | 0.358767 | 3.7111 | 0.000165 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.15604 | 1.6141 | 0.054727 |
2 | -0.141832 | -1.4671 | 0.072638 |
3 | -0.411231 | -4.2538 | 2.3e-05 |
4 | -0.279737 | -2.8936 | 0.002308 |
5 | 0.180131 | 1.8633 | 0.032582 |
6 | -0.083562 | -0.8644 | 0.19466 |
7 | -0.116044 | -1.2004 | 0.116324 |
8 | -0.418363 | -4.3276 | 1.7e-05 |
9 | -0.391029 | -4.0448 | 5e-05 |
10 | -0.425051 | -4.3968 | 1.3e-05 |
11 | -0.187513 | -1.9396 | 0.027528 |
12 | 0.34362 | 3.5544 | 0.000283 |
13 | 0.060734 | 0.6282 | 0.265593 |
14 | -0.043736 | -0.4524 | 0.325946 |
15 | 0.100701 | 1.0417 | 0.149958 |
16 | -0.169624 | -1.7546 | 0.041095 |
17 | 0.185048 | 1.9141 | 0.029136 |
18 | -0.205855 | -2.1294 | 0.017758 |
19 | 0.034629 | 0.3582 | 0.360447 |
20 | -0.097326 | -1.0067 | 0.158164 |
21 | 0.078285 | 0.8098 | 0.209929 |
22 | -0.079172 | -0.819 | 0.207314 |
23 | 0.032774 | 0.339 | 0.367632 |
24 | -0.036488 | -0.3774 | 0.353298 |
25 | 0.022611 | 0.2339 | 0.40776 |
26 | 0.069291 | 0.7167 | 0.237545 |
27 | 0.094394 | 0.9764 | 0.165531 |
28 | 0.005681 | 0.0588 | 0.476626 |
29 | 0.056383 | 0.5832 | 0.280481 |
30 | -0.021186 | -0.2192 | 0.413475 |
31 | -0.048028 | -0.4968 | 0.310172 |
32 | 0.096951 | 1.0029 | 0.159094 |
33 | 0.005628 | 0.0582 | 0.476842 |
34 | -0.006953 | -0.0719 | 0.471397 |
35 | 0.056067 | 0.58 | 0.28158 |
36 | 0.069971 | 0.7238 | 0.235388 |
37 | -0.067288 | -0.696 | 0.24396 |
38 | -0.075437 | -0.7803 | 0.218461 |
39 | 0.06369 | 0.6588 | 0.255716 |
40 | -0.058831 | -0.6086 | 0.272055 |
41 | 0.071149 | 0.736 | 0.231679 |
42 | -0.026257 | -0.2716 | 0.393224 |
43 | 0.030505 | 0.3155 | 0.376481 |
44 | 0.078096 | 0.8078 | 0.210491 |
45 | 0.08938 | 0.9246 | 0.17864 |
46 | 0.037741 | 0.3904 | 0.34851 |
47 | -8.6e-05 | -9e-04 | 0.499644 |
48 | -0.115518 | -1.1949 | 0.117378 |