Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.351242 | 2.875 | 0.002705 |
2 | 0.132165 | 1.0818 | 0.141607 |
3 | 0.10054 | 0.823 | 0.206726 |
4 | -0.106058 | -0.8681 | 0.194213 |
5 | -0.173424 | -1.4195 | 0.08019 |
6 | -0.275599 | -2.2559 | 0.013674 |
7 | -0.184131 | -1.5072 | 0.068233 |
8 | -0.113405 | -0.9283 | 0.178302 |
9 | 0.035033 | 0.2868 | 0.387593 |
10 | 0.032659 | 0.2673 | 0.395021 |
11 | 0.227387 | 1.8612 | 0.033549 |
12 | 0.696965 | 5.7049 | 0 |
13 | 0.232086 | 1.8997 | 0.030888 |
14 | 0.048325 | 0.3956 | 0.346846 |
15 | 0.024331 | 0.1992 | 0.421373 |
16 | -0.164858 | -1.3494 | 0.090872 |
17 | -0.186503 | -1.5266 | 0.065785 |
18 | -0.265666 | -2.1746 | 0.016599 |
19 | -0.213437 | -1.7471 | 0.042605 |
20 | -0.108059 | -0.8845 | 0.189795 |
21 | -0.057874 | -0.4737 | 0.318621 |
22 | -0.036547 | -0.2991 | 0.382877 |
23 | 0.152949 | 1.2519 | 0.107472 |
24 | 0.49311 | 4.0363 | 7.1e-05 |
25 | 0.15419 | 1.2621 | 0.105644 |
26 | 0.042383 | 0.3469 | 0.36487 |
27 | -0.00813 | -0.0665 | 0.47357 |
28 | -0.119369 | -0.9771 | 0.166022 |
29 | -0.120904 | -0.9896 | 0.162955 |
30 | -0.225355 | -1.8446 | 0.034758 |
31 | -0.143723 | -1.1764 | 0.121794 |
32 | -0.053613 | -0.4388 | 0.331093 |
33 | -0.011649 | -0.0954 | 0.462159 |
34 | -0.021718 | -0.1778 | 0.429721 |
35 | 0.100271 | 0.8208 | 0.207349 |
36 | 0.344265 | 2.8179 | 0.003174 |
37 | 0.111939 | 0.9163 | 0.181408 |
38 | 0.038179 | 0.3125 | 0.377812 |
39 | -0.018851 | -0.1543 | 0.438917 |
40 | -0.111125 | -0.9096 | 0.183148 |
41 | -0.111563 | -0.9132 | 0.18221 |
42 | -0.2152 | -1.7615 | 0.041359 |
43 | -0.144449 | -1.1824 | 0.12062 |
44 | -0.09046 | -0.7405 | 0.230807 |
45 | -0.079762 | -0.6529 | 0.258033 |
46 | -0.060862 | -0.4982 | 0.309996 |
47 | -0.030201 | -0.2472 | 0.402751 |
48 | 0.161948 | 1.3256 | 0.094737 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.351242 | 2.875 | 0.002705 |
2 | 0.010031 | 0.0821 | 0.467402 |
3 | 0.058253 | 0.4768 | 0.317522 |
4 | -0.183236 | -1.4998 | 0.069176 |
5 | -0.101873 | -0.8339 | 0.20366 |
6 | -0.207901 | -1.7017 | 0.04672 |
7 | 0.00705 | 0.0577 | 0.477078 |
8 | -0.03083 | -0.2524 | 0.400771 |
9 | 0.131893 | 1.0796 | 0.142097 |
10 | -0.07204 | -0.5897 | 0.278697 |
11 | 0.230292 | 1.885 | 0.031882 |
12 | 0.620881 | 5.0821 | 2e-06 |
13 | -0.276223 | -2.261 | 0.013506 |
14 | -0.164888 | -1.3497 | 0.090832 |
15 | -0.080364 | -0.6578 | 0.256458 |
16 | -0.039429 | -0.3227 | 0.373948 |
17 | 0.043858 | 0.359 | 0.360364 |
18 | 0.010085 | 0.0826 | 0.467227 |
19 | -0.085573 | -0.7004 | 0.243036 |
20 | 0.009469 | 0.0775 | 0.469226 |
21 | -0.149917 | -1.2271 | 0.112036 |
22 | 0.034253 | 0.2804 | 0.390029 |
23 | 0.038661 | 0.3165 | 0.37632 |
24 | 0.007889 | 0.0646 | 0.474353 |
25 | -0.056513 | -0.4626 | 0.322583 |
26 | 0.058674 | 0.4803 | 0.316301 |
27 | -0.085538 | -0.7002 | 0.243127 |
28 | 0.146186 | 1.1966 | 0.117842 |
29 | 0.000629 | 0.0051 | 0.497953 |
30 | -0.059192 | -0.4845 | 0.314804 |
31 | 0.07304 | 0.5979 | 0.275974 |
32 | -0.011085 | -0.0907 | 0.463986 |
33 | 0.134078 | 1.0975 | 0.138181 |
34 | -0.01434 | -0.1174 | 0.453455 |
35 | -0.165109 | -1.3515 | 0.090545 |
36 | -0.019317 | -0.1581 | 0.437419 |
37 | 0.031828 | 0.2605 | 0.397628 |
38 | 0.014722 | 0.1205 | 0.452222 |
39 | 0.074122 | 0.6067 | 0.273046 |
40 | -0.163217 | -1.336 | 0.093037 |
41 | -0.083179 | -0.6808 | 0.249158 |
42 | -0.005228 | -0.0428 | 0.482998 |
43 | -0.049026 | -0.4013 | 0.344739 |
44 | -0.047104 | -0.3856 | 0.350521 |
45 | -0.098815 | -0.8088 | 0.210737 |
46 | -0.080805 | -0.6614 | 0.255306 |
47 | -0.079085 | -0.6473 | 0.259812 |
48 | -0.054298 | -0.4444 | 0.329076 |