Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.152917 | 1.5892 | 0.057473 |
2 | -0.145397 | -1.511 | 0.066853 |
3 | -0.055985 | -0.5818 | 0.280954 |
4 | 0.154922 | 1.61 | 0.055159 |
5 | -0.25948 | -2.6966 | 0.004064 |
6 | -0.376109 | -3.9086 | 8.1e-05 |
7 | -0.278642 | -2.8957 | 0.00229 |
8 | 0.090021 | 0.9355 | 0.175803 |
9 | -0.070119 | -0.7287 | 0.233881 |
10 | -0.158237 | -1.6444 | 0.051496 |
11 | 0.137454 | 1.4285 | 0.078022 |
12 | 0.881173 | 9.1574 | 0 |
13 | 0.136216 | 1.4156 | 0.079886 |
14 | -0.134658 | -1.3994 | 0.082279 |
15 | -0.040943 | -0.4255 | 0.33566 |
16 | 0.159324 | 1.6557 | 0.050338 |
17 | -0.2436 | -2.5316 | 0.006397 |
18 | -0.339798 | -3.5313 | 0.000305 |
19 | -0.247527 | -2.5724 | 0.005729 |
20 | 0.062311 | 0.6476 | 0.259323 |
21 | -0.072924 | -0.7579 | 0.225096 |
22 | -0.139471 | -1.4494 | 0.075058 |
23 | 0.116953 | 1.2154 | 0.113431 |
24 | 0.770941 | 8.0118 | 0 |
25 | 0.114045 | 1.1852 | 0.119271 |
26 | -0.119572 | -1.2426 | 0.108347 |
27 | -0.032705 | -0.3399 | 0.367302 |
28 | 0.159554 | 1.6581 | 0.050096 |
29 | -0.214073 | -2.2247 | 0.01409 |
30 | -0.294488 | -3.0604 | 0.001394 |
31 | -0.217091 | -2.2561 | 0.01304 |
32 | 0.045512 | 0.473 | 0.318593 |
33 | -0.059728 | -0.6207 | 0.268049 |
34 | -0.127616 | -1.3262 | 0.093782 |
35 | 0.097356 | 1.0117 | 0.15696 |
36 | 0.651165 | 6.7671 | 0 |
37 | 0.093487 | 0.9715 | 0.166723 |
38 | -0.102479 | -1.065 | 0.144628 |
39 | -0.031102 | -0.3232 | 0.373576 |
40 | 0.133308 | 1.3854 | 0.084396 |
41 | -0.179005 | -1.8603 | 0.032784 |
42 | -0.253751 | -2.6371 | 0.004798 |
43 | -0.191558 | -1.9907 | 0.024519 |
44 | 0.030801 | 0.3201 | 0.374758 |
45 | -0.060124 | -0.6248 | 0.266702 |
46 | -0.109285 | -1.1357 | 0.129293 |
47 | 0.076662 | 0.7967 | 0.213689 |
48 | 0.52939 | 5.5016 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.152917 | 1.5892 | 0.057473 |
2 | -0.172822 | -1.796 | 0.037643 |
3 | -0.003674 | -0.0382 | 0.484808 |
4 | 0.148249 | 1.5407 | 0.063163 |
5 | -0.348059 | -3.6171 | 0.000227 |
6 | -0.261014 | -2.7125 | 0.003886 |
7 | -0.301847 | -3.1369 | 0.0011 |
8 | -0.003307 | -0.0344 | 0.486323 |
9 | -0.171372 | -1.7809 | 0.038866 |
10 | -0.236311 | -2.4558 | 0.007826 |
11 | 0.034329 | 0.3568 | 0.360984 |
12 | 0.820176 | 8.5235 | 0 |
13 | -0.153371 | -1.5939 | 0.056943 |
14 | -0.008612 | -0.0895 | 0.464427 |
15 | -0.042025 | -0.4367 | 0.331587 |
16 | -0.235581 | -2.4482 | 0.007983 |
17 | 0.021273 | 0.2211 | 0.412724 |
18 | 0.12411 | 1.2898 | 0.099939 |
19 | 0.154775 | 1.6085 | 0.055326 |
20 | 0.106643 | 1.1083 | 0.135103 |
21 | -0.00143 | -0.0149 | 0.494085 |
22 | 0.037966 | 0.3946 | 0.346975 |
23 | -0.173893 | -1.8071 | 0.036762 |
24 | -0.062697 | -0.6516 | 0.258032 |
25 | -0.005825 | -0.0605 | 0.475919 |
26 | 0.045444 | 0.4723 | 0.318844 |
27 | 0.086468 | 0.8986 | 0.185433 |
28 | 0.063433 | 0.6592 | 0.25558 |
29 | 0.099684 | 1.036 | 0.15127 |
30 | -0.010006 | -0.104 | 0.458688 |
31 | -0.074939 | -0.7788 | 0.218905 |
32 | -0.017232 | -0.1791 | 0.429106 |
33 | -0.003196 | -0.0332 | 0.486784 |
34 | -0.031563 | -0.328 | 0.37177 |
35 | 0.061789 | 0.6421 | 0.261073 |
36 | -0.054247 | -0.5638 | 0.287045 |
37 | 0.025371 | 0.2637 | 0.396272 |
38 | 0.051648 | 0.5367 | 0.296276 |
39 | -0.0265 | -0.2754 | 0.391769 |
40 | -0.082209 | -0.8543 | 0.197404 |
41 | 0.034737 | 0.361 | 0.359403 |
42 | -0.067716 | -0.7037 | 0.241558 |
43 | -0.023407 | -0.2432 | 0.404137 |
44 | 0.023895 | 0.2483 | 0.402176 |
45 | -0.080183 | -0.8333 | 0.203261 |
46 | 0.046678 | 0.4851 | 0.314297 |
47 | -0.0265 | -0.2754 | 0.391768 |
48 | -0.125165 | -1.3008 | 0.098056 |