Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.234479 | 1.9758 | 0.026035 |
2 | 0.100769 | 0.8491 | 0.19934 |
3 | -0.220831 | -1.8608 | 0.03346 |
4 | -0.36459 | -3.0721 | 0.001507 |
5 | -0.024494 | -0.2064 | 0.418538 |
6 | -0.257286 | -2.1679 | 0.016759 |
7 | 0.052802 | 0.4449 | 0.328866 |
8 | -0.207734 | -1.7504 | 0.042185 |
9 | -0.0946 | -0.7971 | 0.214022 |
10 | 0.180936 | 1.5246 | 0.065901 |
11 | 0.132351 | 1.1152 | 0.13426 |
12 | 0.606986 | 5.1146 | 1e-06 |
13 | 0.135431 | 1.1412 | 0.128818 |
14 | -0.009173 | -0.0773 | 0.469304 |
15 | -0.218535 | -1.8414 | 0.034869 |
16 | -0.325242 | -2.7405 | 0.003877 |
17 | 0.021773 | 0.1835 | 0.427479 |
18 | -0.167593 | -1.4122 | 0.081135 |
19 | 0.005842 | 0.0492 | 0.48044 |
20 | -0.195344 | -1.646 | 0.052092 |
21 | -0.104477 | -0.8803 | 0.190822 |
22 | 0.127884 | 1.0776 | 0.142436 |
23 | 0.110546 | 0.9315 | 0.177382 |
24 | 0.372242 | 3.1366 | 0.001244 |
25 | 0.0978 | 0.8241 | 0.206327 |
26 | -0.037992 | -0.3201 | 0.374905 |
27 | -0.145056 | -1.2223 | 0.112825 |
28 | -0.251091 | -2.1157 | 0.018938 |
29 | 0.003431 | 0.0289 | 0.488509 |
30 | -0.084168 | -0.7092 | 0.240256 |
31 | 0.029714 | 0.2504 | 0.40151 |
32 | -0.092297 | -0.7777 | 0.219661 |
33 | -0.065386 | -0.551 | 0.291697 |
34 | 0.072094 | 0.6075 | 0.272738 |
35 | 0.068349 | 0.5759 | 0.283247 |
36 | 0.173279 | 1.4601 | 0.07434 |
37 | 0.059834 | 0.5042 | 0.307851 |
38 | 0.038068 | 0.3208 | 0.374665 |
39 | -0.039449 | -0.3324 | 0.370283 |
40 | -0.100798 | -0.8493 | 0.199274 |
41 | -0.033603 | -0.2831 | 0.388945 |
42 | -0.088934 | -0.7494 | 0.228054 |
43 | -0.015065 | -0.1269 | 0.449673 |
44 | -0.037443 | -0.3155 | 0.376653 |
45 | 0.009467 | 0.0798 | 0.468322 |
46 | 0.076051 | 0.6408 | 0.261852 |
47 | 0.061409 | 0.5174 | 0.303228 |
48 | 0.10199 | 0.8594 | 0.196512 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.234479 | 1.9758 | 0.026035 |
2 | 0.048453 | 0.4083 | 0.342151 |
3 | -0.270126 | -2.2761 | 0.012928 |
4 | -0.297532 | -2.5071 | 0.007232 |
5 | 0.192532 | 1.6223 | 0.054585 |
6 | -0.324432 | -2.7337 | 0.00395 |
7 | 0.008919 | 0.0752 | 0.470153 |
8 | -0.320846 | -2.7035 | 0.00429 |
9 | -0.06454 | -0.5438 | 0.294134 |
10 | 0.128504 | 1.0828 | 0.141282 |
11 | 0.057016 | 0.4804 | 0.3162 |
12 | 0.427508 | 3.6022 | 0.000291 |
13 | -0.03478 | -0.2931 | 0.385165 |
14 | -0.09364 | -0.789 | 0.216362 |
15 | 0.023958 | 0.2019 | 0.420297 |
16 | 0.078794 | 0.6639 | 0.254444 |
17 | 0.054555 | 0.4597 | 0.323573 |
18 | -0.020226 | -0.1704 | 0.43258 |
19 | -0.173399 | -1.4611 | 0.074201 |
20 | -0.135382 | -1.1407 | 0.128904 |
21 | 0.009718 | 0.0819 | 0.467485 |
22 | -0.121415 | -1.0231 | 0.154876 |
23 | -0.010296 | -0.0868 | 0.465554 |
24 | -0.126284 | -1.0641 | 0.145448 |
25 | -0.00146 | -0.0123 | 0.495108 |
26 | -0.050271 | -0.4236 | 0.336571 |
27 | 0.041383 | 0.3487 | 0.364174 |
28 | -0.06473 | -0.5454 | 0.293585 |
29 | 0.000477 | 0.004 | 0.498404 |
30 | 0.021683 | 0.1827 | 0.427774 |
31 | 0.088151 | 0.7428 | 0.230034 |
32 | 0.048348 | 0.4074 | 0.342473 |
33 | 0.029421 | 0.2479 | 0.40246 |
34 | -0.084444 | -0.7115 | 0.23954 |
35 | -0.009394 | -0.0792 | 0.468567 |
36 | -0.098387 | -0.829 | 0.204935 |
37 | 0.035759 | 0.3013 | 0.38203 |
38 | 0.114506 | 0.9648 | 0.168949 |
39 | -0.046069 | -0.3882 | 0.349522 |
40 | -0.025313 | -0.2133 | 0.415854 |
41 | -0.06643 | -0.5597 | 0.288706 |
42 | -0.064843 | -0.5464 | 0.29326 |
43 | 0.030943 | 0.2607 | 0.397527 |
44 | 0.051657 | 0.4353 | 0.332342 |
45 | 0.019294 | 0.1626 | 0.435658 |
46 | 0.052155 | 0.4395 | 0.330828 |
47 | -0.030532 | -0.2573 | 0.398858 |
48 | 0.027384 | 0.2307 | 0.40909 |