Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.243059 | 2.2144 | 0.014772 |
2 | -0.193211 | -1.7602 | 0.041026 |
3 | -0.296378 | -2.7001 | 0.004199 |
4 | -0.258613 | -2.3561 | 0.010413 |
5 | 0.073346 | 0.6682 | 0.252924 |
6 | 0.189534 | 1.7267 | 0.043967 |
7 | 0.042953 | 0.3913 | 0.34828 |
8 | -0.238333 | -2.1713 | 0.016381 |
9 | -0.25998 | -2.3685 | 0.010091 |
10 | -0.157491 | -1.4348 | 0.077549 |
11 | 0.255609 | 2.3287 | 0.011153 |
12 | 0.792132 | 7.2167 | 0 |
13 | 0.177096 | 1.6134 | 0.055224 |
14 | -0.163074 | -1.4857 | 0.070577 |
15 | -0.280874 | -2.5589 | 0.006158 |
16 | -0.229544 | -2.0912 | 0.019782 |
17 | 0.070022 | 0.6379 | 0.262636 |
18 | 0.123004 | 1.1206 | 0.132841 |
19 | 0.033712 | 0.3071 | 0.379758 |
20 | -0.224087 | -2.0415 | 0.022187 |
21 | -0.234603 | -2.1373 | 0.017757 |
22 | -0.096076 | -0.8753 | 0.191971 |
23 | 0.195489 | 1.781 | 0.039286 |
24 | 0.599648 | 5.4631 | 0 |
25 | 0.147367 | 1.3426 | 0.091535 |
26 | -0.155905 | -1.4204 | 0.079624 |
27 | -0.246967 | -2.25 | 0.013548 |
28 | -0.190847 | -1.7387 | 0.042898 |
29 | 0.03887 | 0.3541 | 0.362073 |
30 | 0.0701 | 0.6386 | 0.262409 |
31 | 0.016655 | 0.1517 | 0.439882 |
32 | -0.189232 | -1.724 | 0.044217 |
33 | -0.159179 | -1.4502 | 0.075386 |
34 | -0.071682 | -0.6531 | 0.257762 |
35 | 0.139388 | 1.2699 | 0.103837 |
36 | 0.489822 | 4.4625 | 1.3e-05 |
37 | 0.098682 | 0.899 | 0.185618 |
38 | -0.16148 | -1.4712 | 0.072515 |
39 | -0.241118 | -2.1967 | 0.015416 |
40 | -0.141991 | -1.2936 | 0.099696 |
41 | 0.035321 | 0.3218 | 0.374212 |
42 | 0.075425 | 0.6872 | 0.246951 |
43 | 0.002587 | 0.0236 | 0.490626 |
44 | -0.162288 | -1.4785 | 0.071527 |
45 | -0.11103 | -1.0115 | 0.157351 |
46 | -0.059516 | -0.5422 | 0.294561 |
47 | 0.092825 | 0.8457 | 0.200083 |
48 | 0.373614 | 3.4038 | 0.000513 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.243059 | 2.2144 | 0.014772 |
2 | -0.268129 | -2.4428 | 0.008348 |
3 | -0.196563 | -1.7908 | 0.038488 |
4 | -0.208691 | -1.9013 | 0.030368 |
5 | 0.096544 | 0.8796 | 0.19082 |
6 | 0.01001 | 0.0912 | 0.463779 |
7 | -0.083118 | -0.7572 | 0.225525 |
8 | -0.264074 | -2.4058 | 0.009179 |
9 | -0.12893 | -1.1746 | 0.121754 |
10 | -0.198987 | -1.8129 | 0.036734 |
11 | 0.183515 | 1.6719 | 0.049155 |
12 | 0.695833 | 6.3393 | 0 |
13 | -0.107502 | -0.9794 | 0.165116 |
14 | 0.141152 | 1.286 | 0.101018 |
15 | 0.036331 | 0.331 | 0.370742 |
16 | 0.063952 | 0.5826 | 0.280861 |
17 | -0.067935 | -0.6189 | 0.268833 |
18 | -0.123399 | -1.1242 | 0.13208 |
19 | 0.060447 | 0.5507 | 0.29166 |
20 | -0.102966 | -0.9381 | 0.175467 |
21 | -0.028707 | -0.2615 | 0.397166 |
22 | 0.040995 | 0.3735 | 0.354871 |
23 | -0.193374 | -1.7617 | 0.040899 |
24 | -0.024854 | -0.2264 | 0.41071 |
25 | -0.003022 | -0.0275 | 0.489051 |
26 | -0.094805 | -0.8637 | 0.195116 |
27 | 0.008309 | 0.0757 | 0.46992 |
28 | -0.037071 | -0.3377 | 0.368208 |
29 | -0.022738 | -0.2072 | 0.418199 |
30 | -0.053732 | -0.4895 | 0.312883 |
31 | -0.052418 | -0.4776 | 0.317112 |
32 | 0.07124 | 0.649 | 0.259057 |
33 | 0.032999 | 0.3006 | 0.382222 |
34 | -0.071823 | -0.6543 | 0.257351 |
35 | 0.057525 | 0.5241 | 0.30081 |
36 | 0.068983 | 0.6285 | 0.265712 |
37 | -0.076644 | -0.6983 | 0.243485 |
38 | -0.055276 | -0.5036 | 0.307942 |
39 | -0.122366 | -1.1148 | 0.134075 |
40 | 0.102055 | 0.9298 | 0.177594 |
41 | -0.092757 | -0.8451 | 0.200255 |
42 | 0.097581 | 0.889 | 0.188285 |
43 | -0.032514 | -0.2962 | 0.383903 |
44 | -0.037066 | -0.3377 | 0.368226 |
45 | 0.023069 | 0.2102 | 0.417027 |
46 | -0.040332 | -0.3674 | 0.357111 |
47 | -0.115008 | -1.0478 | 0.148893 |
48 | -0.075615 | -0.6889 | 0.246409 |