Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.514283 | 4.542 | 1e-05 |
2 | 0.028567 | 0.2523 | 0.400738 |
3 | -0.340787 | -3.0097 | 0.00176 |
4 | -0.259094 | -2.2883 | 0.012415 |
5 | -0.047534 | -0.4198 | 0.33789 |
6 | 0.199588 | 1.7627 | 0.040933 |
7 | 0.317293 | 2.8023 | 0.003199 |
8 | 0.218027 | 1.9256 | 0.028902 |
9 | 0.106607 | 0.9415 | 0.174671 |
10 | 0.047179 | 0.4167 | 0.339031 |
11 | 0.099837 | 0.8817 | 0.190314 |
12 | 0.105906 | 0.9353 | 0.176252 |
13 | 0.012942 | 0.1143 | 0.454648 |
14 | -0.016101 | -0.1422 | 0.443643 |
15 | -0.033441 | -0.2953 | 0.384259 |
16 | -0.085891 | -0.7586 | 0.225197 |
17 | -0.085675 | -0.7567 | 0.225766 |
18 | -0.056199 | -0.4963 | 0.310526 |
19 | 0.108096 | 0.9547 | 0.171346 |
20 | 0.167056 | 1.4754 | 0.072065 |
21 | 0.131711 | 1.1632 | 0.124139 |
22 | -0.026749 | -0.2362 | 0.406932 |
23 | -0.184984 | -1.6337 | 0.053172 |
24 | -0.295954 | -2.6138 | 0.005371 |
25 | -0.230691 | -2.0374 | 0.0225 |
26 | -0.008103 | -0.0716 | 0.471567 |
27 | 0.126708 | 1.1191 | 0.133276 |
28 | 0.03892 | 0.3437 | 0.365985 |
29 | -0.125617 | -1.1094 | 0.135329 |
30 | -0.143856 | -1.2705 | 0.103841 |
31 | -0.033579 | -0.2966 | 0.383794 |
32 | 0.065894 | 0.582 | 0.281134 |
33 | 0.00174 | 0.0154 | 0.493889 |
34 | -0.056563 | -0.4995 | 0.3094 |
35 | -0.290872 | -2.5689 | 0.006055 |
36 | -0.273776 | -2.4179 | 0.008971 |
37 | -0.139866 | -1.2353 | 0.110221 |
38 | 0.157672 | 1.3925 | 0.08386 |
39 | 0.186923 | 1.6509 | 0.051394 |
40 | 0.151803 | 1.3407 | 0.091956 |
41 | -0.018811 | -0.1661 | 0.434241 |
42 | -0.130681 | -1.1541 | 0.125983 |
43 | -0.160399 | -1.4166 | 0.08029 |
44 | -0.143077 | -1.2636 | 0.105064 |
45 | -0.043379 | -0.3831 | 0.351341 |
46 | 0.062172 | 0.5491 | 0.292256 |
47 | 0.138238 | 1.2209 | 0.112903 |
48 | 0.119774 | 1.0578 | 0.146703 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.514283 | 4.542 | 1e-05 |
2 | -0.320757 | -2.8328 | 0.002935 |
3 | -0.295876 | -2.6131 | 0.005381 |
4 | 0.15883 | 1.4027 | 0.082331 |
5 | 0.018953 | 0.1674 | 0.433747 |
6 | 0.101429 | 0.8958 | 0.186559 |
7 | 0.17131 | 1.513 | 0.067165 |
8 | -0.024597 | -0.2172 | 0.414296 |
9 | 0.151848 | 1.3411 | 0.091892 |
10 | 0.156599 | 1.383 | 0.085298 |
11 | 0.124488 | 1.0994 | 0.137478 |
12 | 0.049835 | 0.4401 | 0.33053 |
13 | -0.098593 | -0.8708 | 0.193281 |
14 | 0.092158 | 0.8139 | 0.209085 |
15 | -0.039554 | -0.3493 | 0.363893 |
16 | -0.260565 | -2.3012 | 0.012024 |
17 | -0.054077 | -0.4776 | 0.317136 |
18 | -0.154639 | -1.3657 | 0.087974 |
19 | 0.086137 | 0.7607 | 0.224553 |
20 | 0.014781 | 0.1305 | 0.448237 |
21 | -0.104565 | -0.9235 | 0.1793 |
22 | 0.005818 | 0.0514 | 0.479577 |
23 | -0.079624 | -0.7032 | 0.242005 |
24 | -0.128218 | -1.1324 | 0.13047 |
25 | 0.022297 | 0.1969 | 0.422202 |
26 | 0.005136 | 0.0454 | 0.48197 |
27 | -0.02213 | -0.1954 | 0.422775 |
28 | -0.160068 | -1.4137 | 0.080717 |
29 | -0.091926 | -0.8119 | 0.209668 |
30 | 0.149026 | 1.3162 | 0.095988 |
31 | 0.053428 | 0.4719 | 0.31917 |
32 | 0.065133 | 0.5752 | 0.283391 |
33 | -0.080127 | -0.7077 | 0.240631 |
34 | 0.089357 | 0.7892 | 0.216199 |
35 | -0.228265 | -2.016 | 0.023623 |
36 | 0.075243 | 0.6645 | 0.254155 |
37 | 0.042352 | 0.374 | 0.354694 |
38 | 0.046319 | 0.4091 | 0.341801 |
39 | -0.059091 | -0.5219 | 0.301616 |
40 | 0.152784 | 1.3494 | 0.090563 |
41 | -0.066917 | -0.591 | 0.278116 |
42 | 0.013572 | 0.1199 | 0.452448 |
43 | 0.070153 | 0.6196 | 0.268671 |
44 | -0.028498 | -0.2517 | 0.400973 |
45 | -0.000806 | -0.0071 | 0.497171 |
46 | 0.033338 | 0.2944 | 0.384604 |
47 | 0.061835 | 0.5461 | 0.293275 |
48 | -0.026789 | -0.2366 | 0.406796 |