Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.089192 | 1.0247 | 0.153681 |
2 | 0.292633 | 3.3621 | 0.000506 |
3 | 0.291568 | 3.3499 | 0.000527 |
4 | -0.07178 | -0.8247 | 0.205517 |
5 | 0.195707 | 2.2485 | 0.013101 |
6 | -0.195394 | -2.2449 | 0.013219 |
7 | 0.048237 | 0.5542 | 0.290188 |
8 | 0.055037 | 0.6323 | 0.264134 |
9 | 0.115262 | 1.3243 | 0.093853 |
10 | 0.12404 | 1.4251 | 0.078243 |
11 | 0.086201 | 0.9904 | 0.161901 |
12 | 0.583918 | 6.7087 | 0 |
13 | -0.074043 | -0.8507 | 0.19824 |
14 | 0.15187 | 1.7449 | 0.041669 |
15 | 0.00826 | 0.0949 | 0.462271 |
16 | -0.223275 | -2.5652 | 0.005714 |
17 | 0.047116 | 0.5413 | 0.2946 |
18 | -0.462452 | -5.3132 | 0 |
19 | -0.090532 | -1.0401 | 0.150089 |
20 | -0.071575 | -0.8223 | 0.206184 |
21 | -0.134995 | -1.551 | 0.061651 |
22 | 0.014236 | 0.1636 | 0.435166 |
23 | -0.015853 | -0.1821 | 0.427877 |
24 | 0.299524 | 3.4413 | 0.000388 |
25 | -0.118045 | -1.3562 | 0.088671 |
26 | 0.022757 | 0.2615 | 0.397075 |
27 | -0.135543 | -1.5573 | 0.0609 |
28 | -0.208059 | -2.3904 | 0.009121 |
29 | -0.028339 | -0.3256 | 0.372624 |
30 | -0.494848 | -5.6854 | 0 |
31 | -0.030888 | -0.3549 | 0.361626 |
32 | -0.100855 | -1.1587 | 0.124328 |
33 | -0.135632 | -1.5583 | 0.060779 |
34 | 0.09436 | 1.0841 | 0.140145 |
35 | -0.036433 | -0.4186 | 0.338101 |
36 | 0.27699 | 3.1824 | 0.000911 |
37 | -0.004794 | -0.0551 | 0.478079 |
38 | 0.036249 | 0.4165 | 0.338869 |
39 | -0.026415 | -0.3035 | 0.380997 |
40 | -0.07479 | -0.8593 | 0.195874 |
41 | 0.008005 | 0.092 | 0.463431 |
42 | -0.364494 | -4.1877 | 2.6e-05 |
43 | 0.076027 | 0.8735 | 0.191993 |
44 | -0.028728 | -0.3301 | 0.370938 |
45 | -0.04448 | -0.511 | 0.305088 |
46 | 0.212825 | 2.4452 | 0.007898 |
47 | -0.018411 | -0.2115 | 0.416399 |
48 | 0.296875 | 3.4108 | 0.00043 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.089192 | 1.0247 | 0.153681 |
2 | 0.286961 | 3.2969 | 0.000628 |
3 | 0.271722 | 3.1218 | 0.001104 |
4 | -0.202506 | -2.3266 | 0.010754 |
5 | 0.053762 | 0.6177 | 0.268925 |
6 | -0.24984 | -2.8704 | 0.002388 |
7 | 0.096241 | 1.1057 | 0.135429 |
8 | 0.105534 | 1.2125 | 0.113744 |
9 | 0.318775 | 3.6624 | 0.00018 |
10 | -0.048225 | -0.5541 | 0.290235 |
11 | 0.009787 | 0.1124 | 0.455319 |
12 | 0.531032 | 6.1011 | 0 |
13 | -0.308619 | -3.5458 | 0.000271 |
14 | -0.258366 | -2.9684 | 0.001778 |
15 | -0.287582 | -3.3041 | 0.000613 |
16 | 0.011075 | 0.1272 | 0.449472 |
17 | -0.074882 | -0.8603 | 0.195585 |
18 | -0.197053 | -2.264 | 0.012604 |
19 | -0.024985 | -0.2871 | 0.387262 |
20 | 0.017134 | 0.1969 | 0.422122 |
21 | 0.042767 | 0.4914 | 0.311995 |
22 | -0.053815 | -0.6183 | 0.268724 |
23 | 0.106717 | 1.2261 | 0.111175 |
24 | 0.047075 | 0.5409 | 0.294759 |
25 | -0.040246 | -0.4624 | 0.322279 |
26 | -0.02395 | -0.2752 | 0.39181 |
27 | -0.053696 | -0.6169 | 0.269175 |
28 | 0.016539 | 0.19 | 0.424793 |
29 | 0.039879 | 0.4582 | 0.323791 |
30 | -0.004449 | -0.0511 | 0.479658 |
31 | -0.017489 | -0.2009 | 0.42053 |
32 | -0.034214 | -0.3931 | 0.347444 |
33 | 0.014006 | 0.1609 | 0.436201 |
34 | 0.015547 | 0.1786 | 0.429255 |
35 | -0.034092 | -0.3917 | 0.34796 |
36 | -0.036378 | -0.418 | 0.338331 |
37 | 0.066591 | 0.7651 | 0.222798 |
38 | 0.109785 | 1.2613 | 0.104707 |
39 | 0.013566 | 0.1559 | 0.43819 |
40 | -0.029232 | -0.3359 | 0.368757 |
41 | 0.00361 | 0.0415 | 0.483491 |
42 | -0.085378 | -0.9809 | 0.164213 |
43 | -0.011379 | -0.1307 | 0.448093 |
44 | 0.091738 | 1.054 | 0.146906 |
45 | -0.049544 | -0.5692 | 0.285089 |
46 | 0.028512 | 0.3276 | 0.371877 |
47 | -0.045708 | -0.5251 | 0.300182 |
48 | -0.089871 | -1.0325 | 0.151854 |