Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.243613 | 2.0527 | 0.021893 |
2 | -0.057873 | -0.4876 | 0.313651 |
3 | -0.139675 | -1.1769 | 0.121578 |
4 | -0.113683 | -0.9579 | 0.170679 |
5 | -0.131134 | -1.105 | 0.136455 |
6 | -0.13527 | -1.1398 | 0.129098 |
7 | -0.135125 | -1.1386 | 0.129352 |
8 | -0.105007 | -0.8848 | 0.189623 |
9 | -0.111519 | -0.9397 | 0.175284 |
10 | -0.086808 | -0.7315 | 0.233453 |
11 | 0.201967 | 1.7018 | 0.046584 |
12 | 0.514995 | 4.3394 | 2.3e-05 |
13 | 0.104776 | 0.8829 | 0.190145 |
14 | -0.090197 | -0.76 | 0.224883 |
15 | -0.127619 | -1.0753 | 0.142933 |
16 | -0.11319 | -0.9538 | 0.171721 |
17 | -0.115108 | -0.9699 | 0.167691 |
18 | -0.117025 | -0.9861 | 0.163723 |
19 | -0.118943 | -1.0022 | 0.159818 |
20 | -0.095326 | -0.8032 | 0.212262 |
21 | -0.099775 | -0.8407 | 0.201664 |
22 | -0.050811 | -0.4281 | 0.334922 |
23 | 0.166955 | 1.4068 | 0.081926 |
24 | 0.422445 | 3.5596 | 0.000334 |
25 | 0.116521 | 0.9818 | 0.164761 |
26 | -0.093985 | -0.7919 | 0.215518 |
27 | -0.086683 | -0.7304 | 0.233773 |
28 | -0.070192 | -0.5914 | 0.27805 |
29 | -0.067984 | -0.5728 | 0.284281 |
30 | -0.069901 | -0.589 | 0.278866 |
31 | -0.067381 | -0.5678 | 0.285994 |
32 | -0.041232 | -0.3474 | 0.364648 |
33 | -0.038712 | -0.3262 | 0.37262 |
34 | -0.027471 | -0.2315 | 0.408805 |
35 | 0.030525 | 0.2572 | 0.398881 |
36 | 0.345928 | 2.9148 | 0.002379 |
37 | 0.16427 | 1.3842 | 0.085322 |
38 | -0.044174 | -0.3722 | 0.355421 |
39 | -0.072719 | -0.6127 | 0.271001 |
40 | -0.064323 | -0.542 | 0.294759 |
41 | -0.066241 | -0.5582 | 0.289248 |
42 | -0.068158 | -0.5743 | 0.283786 |
43 | -0.06595 | -0.5557 | 0.290079 |
44 | -0.027269 | -0.2298 | 0.409465 |
45 | -0.024404 | -0.2056 | 0.418832 |
46 | -0.013008 | -0.1096 | 0.456516 |
47 | 0.01836 | 0.1547 | 0.438746 |
48 | 0.222812 | 1.8774 | 0.032282 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.243613 | 2.0527 | 0.021893 |
2 | -0.124616 | -1.05 | 0.148632 |
3 | -0.100926 | -0.8504 | 0.198976 |
4 | -0.063492 | -0.535 | 0.297163 |
5 | -0.11607 | -0.978 | 0.165691 |
6 | -0.114112 | -0.9615 | 0.169776 |
7 | -0.129092 | -1.0878 | 0.140192 |
8 | -0.116909 | -0.9851 | 0.163962 |
9 | -0.161258 | -1.3588 | 0.089259 |
10 | -0.150573 | -1.2687 | 0.104337 |
11 | 0.154263 | 1.2998 | 0.098929 |
12 | 0.398517 | 3.358 | 0.000633 |
13 | -0.157181 | -1.3244 | 0.094804 |
14 | -0.070175 | -0.5913 | 0.278096 |
15 | -0.038412 | -0.3237 | 0.373572 |
16 | -0.073362 | -0.6182 | 0.269224 |
17 | -0.060911 | -0.5132 | 0.304687 |
18 | -0.0582 | -0.4904 | 0.31268 |
19 | -0.076872 | -0.6477 | 0.259622 |
20 | -0.087175 | -0.7345 | 0.232516 |
21 | -0.082226 | -0.6928 | 0.245332 |
22 | -0.055913 | -0.4711 | 0.319497 |
23 | -0.05951 | -0.5014 | 0.308807 |
24 | 0.142827 | 1.2035 | 0.116393 |
25 | -0.033355 | -0.2811 | 0.389744 |
26 | -0.114553 | -0.9652 | 0.168851 |
27 | 0.002424 | 0.0204 | 0.491882 |
28 | -0.028205 | -0.2377 | 0.406415 |
29 | -0.036537 | -0.3079 | 0.379541 |
30 | -0.01551 | -0.1307 | 0.448194 |
31 | -0.009485 | -0.0799 | 0.468261 |
32 | -0.003904 | -0.0329 | 0.486924 |
33 | -0.002591 | -0.0218 | 0.491322 |
34 | -0.025167 | -0.2121 | 0.416335 |
35 | -0.215053 | -1.8121 | 0.037102 |
36 | 0.11186 | 0.9425 | 0.174554 |
37 | 0.095833 | 0.8075 | 0.211038 |
38 | -0.051085 | -0.4304 | 0.334087 |
39 | -0.026885 | -0.2265 | 0.410717 |
40 | -0.002971 | -0.025 | 0.490048 |
41 | -0.039035 | -0.3289 | 0.371595 |
42 | -0.032797 | -0.2764 | 0.391541 |
43 | -0.004117 | -0.0347 | 0.486212 |
44 | 0.000238 | 0.002 | 0.499203 |
45 | -0.033204 | -0.2798 | 0.390229 |
46 | 0.075461 | 0.6358 | 0.26346 |
47 | -0.048724 | -0.4106 | 0.341316 |
48 | -0.124423 | -1.0484 | 0.149004 |