Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.087223 | 0.9065 | 0.183358 |
2 | -0.057883 | -0.6015 | 0.27437 |
3 | 0.276145 | 2.8698 | 0.002471 |
4 | -0.012592 | -0.1309 | 0.448064 |
5 | -0.219202 | -2.278 | 0.012347 |
6 | -0.067158 | -0.6979 | 0.243361 |
7 | -0.228669 | -2.3764 | 0.009622 |
8 | -0.015116 | -0.1571 | 0.437734 |
9 | 0.225481 | 2.3433 | 0.010473 |
10 | -0.053996 | -0.5611 | 0.287931 |
11 | 0.016061 | 0.1669 | 0.433875 |
12 | 0.815528 | 8.4752 | 0 |
13 | 0.10814 | 1.1238 | 0.131789 |
14 | -0.090445 | -0.9399 | 0.174674 |
15 | 0.245869 | 2.5551 | 0.006003 |
16 | 0.006891 | 0.0716 | 0.471523 |
17 | -0.225515 | -2.3436 | 0.010464 |
18 | -0.083275 | -0.8654 | 0.194364 |
19 | -0.204303 | -2.1232 | 0.018011 |
20 | -0.051528 | -0.5355 | 0.296706 |
21 | 0.181155 | 1.8826 | 0.031222 |
22 | -0.043563 | -0.4527 | 0.32583 |
23 | -0.052672 | -0.5474 | 0.292623 |
24 | 0.611143 | 6.3512 | 0 |
25 | 0.148074 | 1.5388 | 0.063385 |
26 | -0.098481 | -1.0234 | 0.154192 |
27 | 0.208967 | 2.1716 | 0.016035 |
28 | 0.023723 | 0.2465 | 0.402866 |
29 | -0.231307 | -2.4038 | 0.008964 |
30 | -0.099852 | -1.0377 | 0.150867 |
31 | -0.157269 | -1.6344 | 0.052544 |
32 | -0.096543 | -1.0033 | 0.158979 |
33 | 0.146412 | 1.5216 | 0.065522 |
34 | -0.020191 | -0.2098 | 0.417099 |
35 | -0.105026 | -1.0915 | 0.13875 |
36 | 0.417256 | 4.3363 | 1.6e-05 |
37 | 0.164909 | 1.7138 | 0.044719 |
38 | -0.091292 | -0.9487 | 0.172438 |
39 | 0.139773 | 1.4526 | 0.074623 |
40 | 0.013978 | 0.1453 | 0.442389 |
41 | -0.221551 | -2.3024 | 0.011614 |
42 | -0.107087 | -1.1129 | 0.134115 |
43 | -0.111602 | -1.1598 | 0.124343 |
44 | -0.137613 | -1.4301 | 0.077785 |
45 | 0.103232 | 1.0728 | 0.142873 |
46 | -0.000639 | -0.0066 | 0.497358 |
47 | -0.127759 | -1.3277 | 0.093536 |
48 | 0.251081 | 2.6093 | 0.005179 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.087223 | 0.9065 | 0.183358 |
2 | -0.065993 | -0.6858 | 0.247147 |
3 | 0.290752 | 3.0216 | 0.00157 |
4 | -0.082154 | -0.8538 | 0.197561 |
5 | -0.18383 | -1.9104 | 0.029365 |
6 | -0.122358 | -1.2716 | 0.103126 |
7 | -0.24721 | -2.5691 | 0.005781 |
8 | 0.15737 | 1.6354 | 0.052434 |
9 | 0.287922 | 2.9922 | 0.001716 |
10 | 0.016532 | 0.1718 | 0.431954 |
11 | -0.045594 | -0.4738 | 0.318291 |
12 | 0.757948 | 7.8768 | 0 |
13 | -0.070682 | -0.7345 | 0.232104 |
14 | -0.061314 | -0.6372 | 0.262672 |
15 | -0.12864 | -1.3369 | 0.092037 |
16 | 0.05356 | 0.5566 | 0.28947 |
17 | -0.050921 | -0.5292 | 0.298883 |
18 | -0.044965 | -0.4673 | 0.320617 |
19 | 0.076934 | 0.7995 | 0.212871 |
20 | -0.087286 | -0.9071 | 0.183187 |
21 | 0.022141 | 0.2301 | 0.409224 |
22 | -0.015917 | -0.1654 | 0.434465 |
23 | -0.035565 | -0.3696 | 0.356201 |
24 | -0.187543 | -1.949 | 0.026945 |
25 | 0.143812 | 1.4945 | 0.068975 |
26 | 0.062253 | 0.647 | 0.259517 |
27 | 0.018216 | 0.1893 | 0.425103 |
28 | -0.084139 | -0.8744 | 0.191922 |
29 | -0.050135 | -0.521 | 0.301712 |
30 | -0.02268 | -0.2357 | 0.407057 |
31 | 0.070531 | 0.733 | 0.23258 |
32 | 0.003015 | 0.0313 | 0.48753 |
33 | 0.005389 | 0.056 | 0.477722 |
34 | -0.016811 | -0.1747 | 0.430821 |
35 | -0.046042 | -0.4785 | 0.316636 |
36 | -0.111481 | -1.1585 | 0.124599 |
37 | -0.01289 | -0.134 | 0.446841 |
38 | 0.08895 | 0.9244 | 0.178669 |
39 | -0.083795 | -0.8708 | 0.192892 |
40 | -0.066935 | -0.6956 | 0.244084 |
41 | -0.02655 | -0.2759 | 0.39157 |
42 | 0.042755 | 0.4443 | 0.32885 |
43 | 0.003334 | 0.0346 | 0.486212 |
44 | 0.000199 | 0.0021 | 0.499177 |
45 | -0.025057 | -0.2604 | 0.397524 |
46 | -0.076087 | -0.7907 | 0.215421 |
47 | 0.022828 | 0.2372 | 0.40646 |
48 | -0.043183 | -0.4488 | 0.327247 |