Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.18584 | 1.5659 | 0.060907 |
2 | -0.053662 | -0.4522 | 0.326265 |
3 | -0.126711 | -1.0677 | 0.14464 |
4 | -0.108161 | -0.9114 | 0.182589 |
5 | -0.109873 | -0.9258 | 0.178841 |
6 | -0.111586 | -0.9402 | 0.175142 |
7 | -0.113298 | -0.9547 | 0.171493 |
8 | -0.102116 | -0.8604 | 0.19622 |
9 | -0.096181 | -0.8104 | 0.210199 |
10 | -0.070291 | -0.5923 | 0.277772 |
11 | 0.175694 | 1.4804 | 0.071592 |
12 | 0.483108 | 4.0707 | 6e-05 |
13 | 0.053375 | 0.4497 | 0.327132 |
14 | -0.092993 | -0.7836 | 0.217949 |
15 | -0.108576 | -0.9149 | 0.181676 |
16 | -0.099236 | -0.8362 | 0.20293 |
17 | -0.100949 | -0.8506 | 0.198923 |
18 | -0.102661 | -0.865 | 0.194966 |
19 | -0.104373 | -0.8795 | 0.191058 |
20 | -0.096875 | -0.8163 | 0.208534 |
21 | -0.094624 | -0.7973 | 0.213962 |
22 | -0.052882 | -0.4456 | 0.328625 |
23 | 0.133656 | 1.1262 | 0.131935 |
24 | 0.488628 | 4.1173 | 5.1e-05 |
25 | 0.086637 | 0.73 | 0.233891 |
26 | -0.105307 | -0.8873 | 0.188948 |
27 | -0.107019 | -0.9018 | 0.185116 |
28 | -0.092153 | -0.7765 | 0.220017 |
29 | -0.093866 | -0.7909 | 0.21581 |
30 | -0.095578 | -0.8054 | 0.211652 |
31 | -0.093606 | -0.7887 | 0.216445 |
32 | -0.076898 | -0.648 | 0.259551 |
33 | -0.056506 | -0.4761 | 0.317722 |
34 | -0.028495 | -0.2401 | 0.405471 |
35 | 0.237306 | 1.9996 | 0.024687 |
36 | 0.340617 | 2.8701 | 0.002701 |
37 | -0.019761 | -0.1665 | 0.434116 |
38 | -0.065068 | -0.5483 | 0.292613 |
39 | -0.044676 | -0.3764 | 0.353855 |
40 | -0.027968 | -0.2357 | 0.407187 |
41 | -0.025996 | -0.219 | 0.413621 |
42 | -0.027708 | -0.2335 | 0.408032 |
43 | -0.029421 | -0.2479 | 0.402463 |
44 | -0.014555 | -0.1226 | 0.451369 |
45 | -0.016267 | -0.1371 | 0.445683 |
46 | 0.015708 | 0.1324 | 0.447539 |
47 | 0.004087 | 0.0344 | 0.486311 |
48 | 0.170809 | 1.4393 | 0.077235 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.18584 | 1.5659 | 0.060907 |
2 | -0.091353 | -0.7698 | 0.221999 |
3 | -0.103248 | -0.87 | 0.193621 |
4 | -0.072052 | -0.6071 | 0.272853 |
5 | -0.096286 | -0.8113 | 0.209946 |
6 | -0.105257 | -0.8869 | 0.189061 |
7 | -0.117463 | -0.9898 | 0.162825 |
8 | -0.120854 | -1.0183 | 0.155988 |
9 | -0.137571 | -1.1592 | 0.125131 |
10 | -0.132375 | -1.1154 | 0.134218 |
11 | 0.118198 | 0.996 | 0.161327 |
12 | 0.395564 | 3.3331 | 0.000683 |
13 | -0.141149 | -1.1893 | 0.119133 |
14 | -0.076291 | -0.6428 | 0.261199 |
15 | -0.02681 | -0.2259 | 0.410962 |
16 | -0.063228 | -0.5328 | 0.297929 |
17 | -0.066713 | -0.5621 | 0.287897 |
18 | -0.063123 | -0.5319 | 0.298233 |
19 | -0.072663 | -0.6123 | 0.271157 |
20 | -0.088851 | -0.7487 | 0.228264 |
21 | -0.094507 | -0.7963 | 0.214247 |
22 | -0.081089 | -0.6833 | 0.248331 |
23 | -0.077366 | -0.6519 | 0.258286 |
24 | 0.285582 | 2.4064 | 0.009359 |
25 | -0.038386 | -0.3234 | 0.373653 |
26 | -0.125034 | -1.0536 | 0.147829 |
27 | -0.034216 | -0.2883 | 0.386976 |
28 | -0.050109 | -0.4222 | 0.337067 |
29 | -0.073693 | -0.6209 | 0.268312 |
30 | -0.065757 | -0.5541 | 0.290634 |
31 | -0.060298 | -0.5081 | 0.306486 |
32 | -0.06331 | -0.5335 | 0.297692 |
33 | -0.054601 | -0.4601 | 0.323435 |
34 | -0.049865 | -0.4202 | 0.337814 |
35 | 0.07121 | 0.6 | 0.275198 |
36 | -0.098909 | -0.8334 | 0.2037 |
37 | -0.142387 | -1.1998 | 0.117108 |
38 | 0.032639 | 0.275 | 0.392048 |
39 | -0.015729 | -0.1325 | 0.447469 |
40 | -0.016665 | -0.1404 | 0.444362 |
41 | 0.021591 | 0.1819 | 0.428078 |
42 | 0.025754 | 0.217 | 0.414412 |
43 | 0.023251 | 0.1959 | 0.422616 |
44 | 0.039407 | 0.332 | 0.370416 |
45 | 0.046075 | 0.3882 | 0.349501 |
46 | 0.016521 | 0.1392 | 0.444839 |
47 | -0.302628 | -2.55 | 0.006466 |
48 | -0.077548 | -0.6534 | 0.257795 |