Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.333781 | 2.5855 | 0.006086 |
2 | 0.150922 | 1.169 | 0.123505 |
3 | -0.066373 | -0.5141 | 0.304526 |
4 | -0.224566 | -1.7395 | 0.043539 |
5 | -0.27677 | -2.1439 | 0.018053 |
6 | -0.332845 | -2.5782 | 0.006202 |
7 | -0.264073 | -2.0455 | 0.022599 |
8 | -0.261568 | -2.0261 | 0.023604 |
9 | -0.044381 | -0.3438 | 0.366108 |
10 | 0.081119 | 0.6283 | 0.266082 |
11 | 0.267858 | 2.0748 | 0.02115 |
12 | 0.580894 | 4.4996 | 1.6e-05 |
13 | 0.141706 | 1.0976 | 0.138372 |
14 | 0.13197 | 1.0222 | 0.155386 |
15 | -0.071421 | -0.5532 | 0.291083 |
16 | -0.177743 | -1.3768 | 0.086847 |
17 | -0.244019 | -1.8902 | 0.031784 |
18 | -0.287931 | -2.2303 | 0.01474 |
19 | -0.201622 | -1.5618 | 0.061802 |
20 | -0.215824 | -1.6718 | 0.049889 |
21 | -0.032964 | -0.2553 | 0.399669 |
22 | 0.051651 | 0.4001 | 0.345257 |
23 | 0.330889 | 2.5631 | 0.006451 |
24 | 0.502554 | 3.8928 | 0.000126 |
25 | 0.092554 | 0.7169 | 0.238102 |
26 | 0.071077 | 0.5506 | 0.291991 |
27 | -0.096216 | -0.7453 | 0.229505 |
28 | -0.15957 | -1.236 | 0.110633 |
29 | -0.182423 | -1.413 | 0.081405 |
30 | -0.191744 | -1.4852 | 0.071358 |
31 | -0.131323 | -1.0172 | 0.156565 |
32 | -0.139235 | -1.0785 | 0.142562 |
33 | 0.02235 | 0.1731 | 0.431569 |
34 | 0.006743 | 0.0522 | 0.479258 |
35 | 0.266418 | 2.0637 | 0.021691 |
36 | 0.286922 | 2.2225 | 0.015016 |
37 | 0.076864 | 0.5954 | 0.276913 |
38 | 0.076976 | 0.5963 | 0.276625 |
39 | -0.041946 | -0.3249 | 0.373189 |
40 | -0.100239 | -0.7764 | 0.220268 |
41 | -0.118657 | -0.9191 | 0.180859 |
42 | -0.11101 | -0.8599 | 0.196639 |
43 | -0.076466 | -0.5923 | 0.277937 |
44 | -0.092898 | -0.7196 | 0.237287 |
45 | 0.014885 | 0.1153 | 0.454297 |
46 | 0.024216 | 0.1876 | 0.425921 |
47 | 0.244171 | 1.8913 | 0.031705 |
48 | 0.189801 | 1.4702 | 0.073367 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.333781 | 2.5855 | 0.006086 |
2 | 0.044466 | 0.3444 | 0.365861 |
3 | -0.145857 | -1.1298 | 0.131528 |
4 | -0.193572 | -1.4994 | 0.069506 |
5 | -0.150467 | -1.1655 | 0.124213 |
6 | -0.206719 | -1.6012 | 0.057288 |
7 | -0.141185 | -1.0936 | 0.139247 |
8 | -0.235757 | -1.8262 | 0.036401 |
9 | -0.03578 | -0.2772 | 0.391308 |
10 | -0.041355 | -0.3203 | 0.374915 |
11 | 0.091113 | 0.7058 | 0.241534 |
12 | 0.431842 | 3.345 | 0.000711 |
13 | -0.302534 | -2.3434 | 0.01122 |
14 | 0.040383 | 0.3128 | 0.377757 |
15 | -0.053923 | -0.4177 | 0.338834 |
16 | -0.078379 | -0.6071 | 0.273031 |
17 | -0.033477 | -0.2593 | 0.39814 |
18 | -0.090327 | -0.6997 | 0.243419 |
19 | 0.00501 | 0.0388 | 0.484587 |
20 | -0.074934 | -0.5804 | 0.281897 |
21 | -0.107334 | -0.8314 | 0.20452 |
22 | -0.02122 | -0.1644 | 0.434998 |
23 | 0.146714 | 1.1364 | 0.130146 |
24 | 0.134889 | 1.0448 | 0.150142 |
25 | -0.195654 | -1.5155 | 0.067445 |
26 | -0.118313 | -0.9164 | 0.181551 |
27 | 0.018928 | 0.1466 | 0.441964 |
28 | -0.051573 | -0.3995 | 0.345478 |
29 | 0.054159 | 0.4195 | 0.33817 |
30 | 0.000121 | 9e-04 | 0.499627 |
31 | 0.015807 | 0.1224 | 0.451481 |
32 | 0.02852 | 0.2209 | 0.412956 |
33 | -0.039683 | -0.3074 | 0.379808 |
34 | -0.146182 | -1.1323 | 0.131003 |
35 | -0.011823 | -0.0916 | 0.463667 |
36 | -0.062748 | -0.486 | 0.314352 |
37 | 0.093561 | 0.7247 | 0.235721 |
38 | -0.041393 | -0.3206 | 0.374803 |
39 | 0.034655 | 0.2684 | 0.394642 |
40 | 0.002594 | 0.0201 | 0.492019 |
41 | 0.022394 | 0.1735 | 0.431436 |
42 | 0.017207 | 0.1333 | 0.447208 |
43 | 6.4e-05 | 5e-04 | 0.499802 |
44 | 0.013222 | 0.1024 | 0.459382 |
45 | 0.035076 | 0.2717 | 0.393393 |
46 | 0.018595 | 0.144 | 0.442977 |
47 | -0.0149 | -0.1154 | 0.454251 |
48 | 0.027299 | 0.2115 | 0.416622 |