Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.250053 | 1.9207 | 0.029803 |
2 | -0.271365 | -2.0844 | 0.020731 |
3 | -0.327025 | -2.5119 | 0.007382 |
4 | -0.190205 | -1.461 | 0.074662 |
5 | 0.125328 | 0.9627 | 0.169823 |
6 | 0.23906 | 1.8363 | 0.03568 |
7 | 0.073428 | 0.564 | 0.287443 |
8 | -0.180423 | -1.3859 | 0.085504 |
9 | -0.275063 | -2.1128 | 0.019429 |
10 | -0.227636 | -1.7485 | 0.042789 |
11 | 0.238577 | 1.8325 | 0.035959 |
12 | 0.730377 | 5.6101 | 0 |
13 | 0.137799 | 1.0585 | 0.147081 |
14 | -0.259916 | -1.9965 | 0.025253 |
15 | -0.297869 | -2.288 | 0.01287 |
16 | -0.186762 | -1.4345 | 0.078348 |
17 | 0.090906 | 0.6983 | 0.243878 |
18 | 0.170727 | 1.3114 | 0.097405 |
19 | 0.033846 | 0.26 | 0.397893 |
20 | -0.182711 | -1.4034 | 0.082865 |
21 | -0.257709 | -1.9795 | 0.026216 |
22 | -0.181825 | -1.3966 | 0.08388 |
23 | 0.180818 | 1.3889 | 0.085044 |
24 | 0.508228 | 3.9038 | 0.000123 |
25 | 0.048433 | 0.372 | 0.355604 |
26 | -0.233022 | -1.7899 | 0.039303 |
27 | -0.22658 | -1.7404 | 0.043502 |
28 | -0.116983 | -0.8986 | 0.18627 |
29 | 0.089291 | 0.6859 | 0.247744 |
30 | 0.094429 | 0.7253 | 0.235561 |
31 | 0.017698 | 0.1359 | 0.446167 |
32 | -0.140957 | -1.0827 | 0.14167 |
33 | -0.169517 | -1.3021 | 0.098974 |
34 | -0.087598 | -0.6729 | 0.251834 |
35 | 0.152407 | 1.1707 | 0.123221 |
36 | 0.299889 | 2.3035 | 0.012396 |
37 | 0.033845 | 0.26 | 0.397896 |
38 | -0.142951 | -1.098 | 0.138327 |
39 | -0.138254 | -1.0619 | 0.146294 |
40 | -0.056763 | -0.436 | 0.332211 |
41 | 0.071571 | 0.5497 | 0.292285 |
42 | 0.057137 | 0.4389 | 0.331177 |
43 | 0.032274 | 0.2479 | 0.402536 |
44 | -0.045756 | -0.3515 | 0.363249 |
45 | -0.065918 | -0.5063 | 0.307258 |
46 | -0.034641 | -0.2661 | 0.395551 |
47 | 0.067035 | 0.5149 | 0.30427 |
48 | 0.156071 | 1.1988 | 0.117698 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.250053 | 1.9207 | 0.029803 |
2 | -0.356162 | -2.7357 | 0.004104 |
3 | -0.178293 | -1.3695 | 0.088017 |
4 | -0.171264 | -1.3155 | 0.096715 |
5 | 0.085705 | 0.6583 | 0.25645 |
6 | 0.04714 | 0.3621 | 0.359288 |
7 | -0.019403 | -0.149 | 0.441017 |
8 | -0.134052 | -1.0297 | 0.153683 |
9 | -0.144628 | -1.1109 | 0.135558 |
10 | -0.233809 | -1.7959 | 0.038814 |
11 | 0.224543 | 1.7247 | 0.044905 |
12 | 0.600923 | 4.6158 | 1.1e-05 |
13 | -0.19683 | -1.5119 | 0.067951 |
14 | 0.077906 | 0.5984 | 0.275928 |
15 | 0.029749 | 0.2285 | 0.410023 |
16 | -0.088121 | -0.6769 | 0.250566 |
17 | -0.127824 | -0.9818 | 0.165096 |
18 | -0.082412 | -0.633 | 0.264584 |
19 | -0.02339 | -0.1797 | 0.429016 |
20 | -0.129278 | -0.993 | 0.162383 |
21 | -0.072332 | -0.5556 | 0.290295 |
22 | -0.004842 | -0.0372 | 0.485229 |
23 | -0.147745 | -1.1348 | 0.130514 |
24 | -0.071808 | -0.5516 | 0.291664 |
25 | -0.080328 | -0.617 | 0.269802 |
26 | -0.043512 | -0.3342 | 0.3697 |
27 | 0.000615 | 0.0047 | 0.498124 |
28 | 0.04368 | 0.3355 | 0.369215 |
29 | 1.4e-05 | 1e-04 | 0.499956 |
30 | -0.100678 | -0.7733 | 0.22121 |
31 | 0.049057 | 0.3768 | 0.353833 |
32 | -0.003243 | -0.0249 | 0.490104 |
33 | 0.02967 | 0.2279 | 0.410256 |
34 | 0.044632 | 0.3428 | 0.366474 |
35 | 0.004255 | 0.0327 | 0.487017 |
36 | -0.159516 | -1.2253 | 0.112673 |
37 | 0.116092 | 0.8917 | 0.188083 |
38 | -0.007542 | -0.0579 | 0.477 |
39 | -0.064544 | -0.4958 | 0.310949 |
40 | -0.03976 | -0.3054 | 0.380567 |
41 | 0.01203 | 0.0924 | 0.463344 |
42 | -0.037897 | -0.2911 | 0.386001 |
43 | -0.028985 | -0.2226 | 0.412293 |
44 | 0.133376 | 1.0245 | 0.154895 |
45 | 0.02423 | 0.1861 | 0.426498 |
46 | -0.094528 | -0.7261 | 0.23533 |
47 | -0.028405 | -0.2182 | 0.414019 |
48 | 0.037772 | 0.2901 | 0.386365 |