Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.0685 | 0.6241 | 0.267148 |
2 | 0.228333 | 2.0802 | 0.020295 |
3 | -0.126526 | -1.1527 | 0.126169 |
4 | -0.132087 | -1.2034 | 0.116128 |
5 | -0.340699 | -3.1039 | 0.001306 |
6 | -0.18311 | -1.6682 | 0.049521 |
7 | -0.373196 | -3.4 | 0.000519 |
8 | -0.156578 | -1.4265 | 0.078739 |
9 | -0.149791 | -1.3647 | 0.088024 |
10 | 0.164532 | 1.499 | 0.068839 |
11 | 0.077394 | 0.7051 | 0.241364 |
12 | 0.797855 | 7.2688 | 0 |
13 | 0.081939 | 0.7465 | 0.228739 |
14 | 0.226757 | 2.0659 | 0.02098 |
15 | -0.128822 | -1.1736 | 0.12195 |
16 | -0.07593 | -0.6918 | 0.245511 |
17 | -0.312664 | -2.8485 | 0.002768 |
18 | -0.140978 | -1.2844 | 0.101294 |
19 | -0.312306 | -2.8452 | 0.002794 |
20 | -0.141061 | -1.2851 | 0.101162 |
21 | -0.104101 | -0.9484 | 0.172837 |
22 | 0.095134 | 0.8667 | 0.194299 |
23 | 0.082745 | 0.7538 | 0.226539 |
24 | 0.655649 | 5.9732 | 0 |
25 | 0.060098 | 0.5475 | 0.292747 |
26 | 0.218008 | 1.9861 | 0.025159 |
27 | -0.131901 | -1.2017 | 0.116454 |
28 | -0.054545 | -0.4969 | 0.310277 |
29 | -0.240498 | -2.191 | 0.015626 |
30 | -0.134981 | -1.2297 | 0.111135 |
31 | -0.244825 | -2.2305 | 0.014208 |
32 | -0.09778 | -0.8908 | 0.187802 |
33 | -0.089892 | -0.819 | 0.20758 |
34 | 0.072018 | 0.6561 | 0.256783 |
35 | 0.061285 | 0.5583 | 0.28906 |
36 | 0.499224 | 4.5481 | 9e-06 |
37 | 0.072003 | 0.656 | 0.256826 |
38 | 0.142565 | 1.2988 | 0.0988 |
39 | -0.08383 | -0.7637 | 0.223596 |
40 | -0.050172 | -0.4571 | 0.324401 |
41 | -0.199951 | -1.8216 | 0.036056 |
42 | -0.078757 | -0.7175 | 0.237537 |
43 | -0.215734 | -1.9654 | 0.026354 |
44 | -0.072423 | -0.6598 | 0.255603 |
45 | -0.063522 | -0.5787 | 0.282174 |
46 | 0.05015 | 0.4569 | 0.324473 |
47 | 0.066919 | 0.6097 | 0.271877 |
48 | 0.33149 | 3.02 | 0.001679 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.0685 | 0.6241 | 0.267148 |
2 | 0.224695 | 2.0471 | 0.021907 |
3 | -0.163 | -1.485 | 0.070666 |
4 | -0.17702 | -1.6127 | 0.055299 |
5 | -0.283002 | -2.5783 | 0.005847 |
6 | -0.123897 | -1.1288 | 0.131126 |
7 | -0.32095 | -2.924 | 0.002227 |
8 | -0.268496 | -2.4461 | 0.008277 |
9 | -0.28256 | -2.5742 | 0.005911 |
10 | -0.109523 | -0.9978 | 0.160638 |
11 | -0.258605 | -2.356 | 0.010415 |
12 | 0.653532 | 5.954 | 0 |
13 | -0.01913 | -0.1743 | 0.431033 |
14 | -0.163128 | -1.4862 | 0.070511 |
15 | -0.178805 | -1.629 | 0.053552 |
16 | 0.001981 | 0.0181 | 0.49282 |
17 | -0.073642 | -0.6709 | 0.252069 |
18 | -0.000527 | -0.0048 | 0.49809 |
19 | 0.133989 | 1.2207 | 0.112829 |
20 | 0.03049 | 0.2778 | 0.390938 |
21 | 0.077535 | 0.7064 | 0.240966 |
22 | -0.131397 | -1.1971 | 0.117341 |
23 | -0.064225 | -0.5851 | 0.280027 |
24 | 0.03734 | 0.3402 | 0.367291 |
25 | -0.054963 | -0.5007 | 0.308942 |
26 | 0.001167 | 0.0106 | 0.495772 |
27 | 0.007416 | 0.0676 | 0.473147 |
28 | -0.00652 | -0.0594 | 0.476389 |
29 | 0.088425 | 0.8056 | 0.21139 |
30 | -0.081128 | -0.7391 | 0.230962 |
31 | -0.002831 | -0.0258 | 0.489744 |
32 | 0.066436 | 0.6053 | 0.273327 |
33 | -0.021729 | -0.198 | 0.421779 |
34 | 0.007891 | 0.0719 | 0.471433 |
35 | -0.049132 | -0.4476 | 0.327799 |
36 | -0.087181 | -0.7943 | 0.214655 |
37 | 0.045824 | 0.4175 | 0.338704 |
38 | -0.115147 | -1.049 | 0.148602 |
39 | 0.096198 | 0.8764 | 0.19167 |
40 | 0.010478 | 0.0955 | 0.462089 |
41 | -0.042267 | -0.3851 | 0.350585 |
42 | 0.049364 | 0.4497 | 0.32704 |
43 | -0.090372 | -0.8233 | 0.20634 |
44 | -0.098306 | -0.8956 | 0.186526 |
45 | -0.043983 | -0.4007 | 0.344834 |
46 | 0.0629 | 0.573 | 0.28408 |
47 | 0.035603 | 0.3244 | 0.373242 |
48 | -0.16612 | -1.5134 | 0.066986 |