Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.178762 | -2.046 | 0.021378 |
2 | 0.136955 | 1.5675 | 0.059702 |
3 | 0.018908 | 0.2164 | 0.414503 |
4 | -0.158108 | -1.8096 | 0.036323 |
5 | 0.023632 | 0.2705 | 0.393607 |
6 | -0.350589 | -4.0127 | 5e-05 |
7 | 0.031715 | 0.363 | 0.358598 |
8 | -0.174536 | -1.9977 | 0.023913 |
9 | 0.070904 | 0.8115 | 0.209264 |
10 | 0.083666 | 0.9576 | 0.170013 |
11 | -0.080661 | -0.9232 | 0.178799 |
12 | 0.594446 | 6.8037 | 0 |
13 | -0.078833 | -0.9023 | 0.184281 |
14 | 0.07812 | 0.8941 | 0.186448 |
15 | -0.019846 | -0.2271 | 0.410332 |
16 | -0.113557 | -1.2997 | 0.09799 |
17 | -0.062367 | -0.7138 | 0.238303 |
18 | -0.371808 | -4.2555 | 2e-05 |
19 | 0.00131 | 0.015 | 0.494031 |
20 | -0.13729 | -1.5714 | 0.059256 |
21 | 0.048246 | 0.5522 | 0.290878 |
22 | 0.023441 | 0.2683 | 0.394449 |
23 | -0.060245 | -0.6895 | 0.245852 |
24 | 0.469847 | 5.3776 | 0 |
25 | 0.013981 | 0.16 | 0.436557 |
26 | 0.045613 | 0.5221 | 0.301255 |
27 | -0.024324 | -0.2784 | 0.390573 |
28 | -0.14588 | -1.6697 | 0.048687 |
29 | -0.031741 | -0.3633 | 0.358488 |
30 | -0.313688 | -3.5903 | 0.000233 |
31 | -0.024382 | -0.2791 | 0.390319 |
32 | -0.112269 | -1.285 | 0.100534 |
33 | 0.057852 | 0.6621 | 0.254522 |
34 | 0.04644 | 0.5315 | 0.297974 |
35 | -0.081568 | -0.9336 | 0.176118 |
36 | 0.487169 | 5.5759 | 0 |
37 | -0.080155 | -0.9174 | 0.180307 |
38 | 0.100295 | 1.1479 | 0.126546 |
39 | -0.003719 | -0.0426 | 0.483055 |
40 | -0.153838 | -1.7608 | 0.040307 |
41 | 0.020617 | 0.236 | 0.406912 |
42 | -0.306916 | -3.5128 | 0.000305 |
43 | -0.002247 | -0.0257 | 0.48976 |
44 | -0.094241 | -1.0786 | 0.141365 |
45 | 0.077637 | 0.8886 | 0.187924 |
46 | 0.019743 | 0.226 | 0.410788 |
47 | -0.079915 | -0.9147 | 0.181022 |
48 | 0.400175 | 4.5802 | 5e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.178762 | -2.046 | 0.021378 |
2 | 0.108466 | 1.2414 | 0.108329 |
3 | 0.062848 | 0.7193 | 0.236609 |
4 | -0.167868 | -1.9213 | 0.028431 |
5 | -0.041453 | -0.4745 | 0.317983 |
6 | -0.334199 | -3.8251 | 0.000101 |
7 | -0.082444 | -0.9436 | 0.173551 |
8 | -0.156977 | -1.7967 | 0.037345 |
9 | 0.034245 | 0.392 | 0.347865 |
10 | 0.037159 | 0.4253 | 0.335658 |
11 | -0.108172 | -1.2381 | 0.10895 |
12 | 0.497673 | 5.6961 | 0 |
13 | 0.147203 | 1.6848 | 0.047203 |
14 | -0.075479 | -0.8639 | 0.19461 |
15 | -0.050146 | -0.574 | 0.283492 |
16 | 0.002339 | 0.0268 | 0.48934 |
17 | -0.102496 | -1.1731 | 0.121439 |
18 | -0.217489 | -2.4893 | 0.007027 |
19 | -0.109665 | -1.2552 | 0.105826 |
20 | -0.000714 | -0.0082 | 0.496747 |
21 | -0.057099 | -0.6535 | 0.25728 |
22 | -0.137144 | -1.5697 | 0.059451 |
23 | -0.137555 | -1.5744 | 0.058905 |
24 | 0.113622 | 1.3005 | 0.097864 |
25 | 0.137721 | 1.5763 | 0.058686 |
26 | -0.03029 | -0.3467 | 0.364693 |
27 | -0.0251 | -0.2873 | 0.387174 |
28 | -0.099526 | -1.1391 | 0.128364 |
29 | 0.013558 | 0.1552 | 0.43846 |
30 | 0.016631 | 0.1904 | 0.424663 |
31 | -0.042675 | -0.4884 | 0.313029 |
32 | -0.07362 | -0.8426 | 0.20049 |
33 | -0.000544 | -0.0062 | 0.49752 |
34 | 0.005309 | 0.0608 | 0.475819 |
35 | -0.168253 | -1.9257 | 0.028152 |
36 | 0.099854 | 1.1429 | 0.127585 |
37 | -0.125051 | -1.4313 | 0.077367 |
38 | -0.018843 | -0.2157 | 0.414793 |
39 | 0.039736 | 0.4548 | 0.325004 |
40 | -0.080947 | -0.9265 | 0.177949 |
41 | -0.019919 | -0.228 | 0.410009 |
42 | 0.022537 | 0.2579 | 0.398427 |
43 | 0.011821 | 0.1353 | 0.446291 |
44 | 0.006942 | 0.0795 | 0.468394 |
45 | -0.045452 | -0.5202 | 0.301895 |
46 | -0.098833 | -1.1312 | 0.13002 |
47 | -0.049767 | -0.5696 | 0.284958 |
48 | -0.061113 | -0.6995 | 0.242748 |