Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.01819 | 0.1984 | 0.421524 |
2 | -0.301552 | -3.2895 | 0.00066 |
3 | -0.309156 | -3.3725 | 0.000503 |
4 | -0.140527 | -1.533 | 0.063968 |
5 | 0.19059 | 2.0791 | 0.019879 |
6 | 0.300289 | 3.2758 | 0.00069 |
7 | 0.175738 | 1.9171 | 0.028813 |
8 | -0.08854 | -0.9659 | 0.168037 |
9 | -0.331935 | -3.621 | 0.000216 |
10 | -0.285889 | -3.1187 | 0.001139 |
11 | 0.064448 | 0.703 | 0.241699 |
12 | 0.798302 | 8.7084 | 0 |
13 | 0.003108 | 0.0339 | 0.486505 |
14 | -0.252634 | -2.7559 | 0.003387 |
15 | -0.244529 | -2.6675 | 0.004353 |
16 | -0.117384 | -1.2805 | 0.101429 |
17 | 0.127198 | 1.3876 | 0.08393 |
18 | 0.273419 | 2.9827 | 0.001734 |
19 | 0.152546 | 1.6641 | 0.049363 |
20 | -0.086777 | -0.9466 | 0.172874 |
21 | -0.325868 | -3.5548 | 0.000272 |
22 | -0.188686 | -2.0583 | 0.020871 |
23 | 0.079717 | 0.8696 | 0.193133 |
24 | 0.6056 | 6.6063 | 0 |
25 | -0.041588 | -0.4537 | 0.325447 |
26 | -0.189372 | -2.0658 | 0.020509 |
27 | -0.144712 | -1.5786 | 0.058539 |
28 | -0.139904 | -1.5262 | 0.06481 |
29 | 0.03288 | 0.3587 | 0.360238 |
30 | 0.280426 | 3.0591 | 0.001372 |
31 | 0.155868 | 1.7003 | 0.045842 |
32 | -0.04995 | -0.5449 | 0.293424 |
33 | -0.330336 | -3.6035 | 0.00023 |
34 | -0.180369 | -1.9676 | 0.02572 |
35 | 0.077256 | 0.8428 | 0.200526 |
36 | 0.424226 | 4.6278 | 5e-06 |
37 | -0.026538 | -0.2895 | 0.386353 |
38 | -0.115171 | -1.2564 | 0.105721 |
39 | -0.068635 | -0.7487 | 0.227753 |
40 | -0.162793 | -1.7759 | 0.039156 |
41 | -0.057507 | -0.6273 | 0.265822 |
42 | 0.274687 | 2.9965 | 0.001662 |
43 | 0.183495 | 2.0017 | 0.023796 |
44 | -0.016835 | -0.1836 | 0.427302 |
45 | -0.316502 | -3.4526 | 0.000385 |
46 | -0.159468 | -1.7396 | 0.042258 |
47 | 0.037961 | 0.4141 | 0.339772 |
48 | 0.317409 | 3.4625 | 0.000372 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.01819 | 0.1984 | 0.421524 |
2 | -0.301982 | -3.2942 | 0.00065 |
3 | -0.326384 | -3.5604 | 0.000267 |
4 | -0.30364 | -3.3123 | 0.000613 |
5 | -0.070847 | -0.7728 | 0.220573 |
6 | 0.095256 | 1.0391 | 0.150427 |
7 | 0.211308 | 2.3051 | 0.011447 |
8 | 0.185575 | 2.0244 | 0.022585 |
9 | -0.031038 | -0.3386 | 0.367761 |
10 | -0.240179 | -2.62 | 0.004969 |
11 | -0.236193 | -2.5766 | 0.005601 |
12 | 0.67658 | 7.3806 | 0 |
13 | -0.030577 | -0.3336 | 0.369649 |
14 | 0.081455 | 0.8886 | 0.188013 |
15 | 0.126368 | 1.3785 | 0.085315 |
16 | 0.183731 | 2.0043 | 0.023656 |
17 | -0.103533 | -1.1294 | 0.130498 |
18 | 0.016031 | 0.1749 | 0.430735 |
19 | -0.035266 | -0.3847 | 0.35057 |
20 | -0.123478 | -1.347 | 0.090272 |
21 | -0.097072 | -1.0589 | 0.145888 |
22 | 0.175702 | 1.9167 | 0.028838 |
23 | -0.047163 | -0.5145 | 0.303932 |
24 | -0.06667 | -0.7273 | 0.234239 |
25 | -0.053611 | -0.5848 | 0.279887 |
26 | 0.101192 | 1.1039 | 0.135938 |
27 | 0.054781 | 0.5976 | 0.275623 |
28 | -0.126098 | -1.3756 | 0.08577 |
29 | -0.165973 | -1.8105 | 0.036367 |
30 | 0.074118 | 0.8085 | 0.2102 |
31 | 0.05956 | 0.6497 | 0.258561 |
32 | 0.105796 | 1.1541 | 0.125386 |
33 | -0.058348 | -0.6365 | 0.262838 |
34 | -0.134805 | -1.4705 | 0.072026 |
35 | -0.083172 | -0.9073 | 0.183041 |
36 | -0.121156 | -1.3217 | 0.09441 |
37 | 0.009678 | 0.1056 | 0.458048 |
38 | -0.132797 | -1.4486 | 0.075034 |
39 | -0.005794 | -0.0632 | 0.474853 |
40 | 0.023643 | 0.2579 | 0.398458 |
41 | 0.086216 | 0.9405 | 0.174432 |
42 | 0.06182 | 0.6744 | 0.250689 |
43 | 0.089714 | 0.9787 | 0.164865 |
44 | -0.034726 | -0.3788 | 0.352749 |
45 | -0.01978 | -0.2158 | 0.414768 |
46 | 0.039302 | 0.4287 | 0.334445 |
47 | -0.024703 | -0.2695 | 0.394016 |
48 | -0.015322 | -0.1671 | 0.433771 |