Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.297506 | 2.7104 | 0.004082 |
2 | 0.117715 | 1.0724 | 0.143316 |
3 | -0.202081 | -1.841 | 0.034594 |
4 | -0.344142 | -3.1353 | 0.001187 |
5 | -0.052836 | -0.4814 | 0.315765 |
6 | -0.278962 | -2.5415 | 0.006449 |
7 | -0.016052 | -0.1462 | 0.442045 |
8 | -0.272477 | -2.4824 | 0.007533 |
9 | -0.154367 | -1.4064 | 0.081676 |
10 | 0.128326 | 1.1691 | 0.122853 |
11 | 0.178406 | 1.6254 | 0.053939 |
12 | 0.666847 | 6.0753 | 0 |
13 | 0.228852 | 2.0849 | 0.020074 |
14 | 0.060681 | 0.5528 | 0.290933 |
15 | -0.176435 | -1.6074 | 0.055882 |
16 | -0.330399 | -3.0101 | 0.001729 |
17 | -0.013151 | -0.1198 | 0.452461 |
18 | -0.26875 | -2.4484 | 0.008227 |
19 | -0.055296 | -0.5038 | 0.307877 |
20 | -0.231753 | -2.1114 | 0.018874 |
21 | -0.096752 | -0.8814 | 0.19031 |
22 | 0.188438 | 1.7167 | 0.044878 |
23 | 0.17546 | 1.5985 | 0.056864 |
24 | 0.490615 | 4.4697 | 1.2e-05 |
25 | 0.12156 | 1.1075 | 0.135647 |
26 | -0.023635 | -0.2153 | 0.415021 |
27 | -0.187634 | -1.7094 | 0.045554 |
28 | -0.318202 | -2.899 | 0.002394 |
29 | -0.020499 | -0.1868 | 0.426153 |
30 | -0.111852 | -1.019 | 0.155577 |
31 | -0.024552 | -0.2237 | 0.411778 |
32 | -0.172186 | -1.5687 | 0.060262 |
33 | -0.088243 | -0.8039 | 0.211867 |
34 | 0.145689 | 1.3273 | 0.094025 |
35 | 0.151425 | 1.3795 | 0.085716 |
36 | 0.387357 | 3.529 | 0.000342 |
37 | 0.126594 | 1.1533 | 0.126044 |
38 | -0.025071 | -0.2284 | 0.409945 |
39 | -0.108105 | -0.9849 | 0.163771 |
40 | -0.209183 | -1.9057 | 0.030073 |
41 | -0.038522 | -0.3509 | 0.363258 |
42 | -0.061361 | -0.559 | 0.288826 |
43 | 0.009285 | 0.0846 | 0.466395 |
44 | -0.091792 | -0.8363 | 0.202703 |
45 | -0.061098 | -0.5566 | 0.289639 |
46 | 0.113067 | 1.0301 | 0.15298 |
47 | 0.117329 | 1.0689 | 0.144103 |
48 | 0.213338 | 1.9436 | 0.027666 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.297506 | 2.7104 | 0.004082 |
2 | 0.032042 | 0.2919 | 0.385541 |
3 | -0.269629 | -2.4564 | 0.008058 |
4 | -0.256879 | -2.3403 | 0.010835 |
5 | 0.193318 | 1.7612 | 0.040943 |
6 | -0.356428 | -3.2472 | 0.000841 |
7 | 0.007234 | 0.0659 | 0.473807 |
8 | -0.371886 | -3.388 | 0.000539 |
9 | -0.070277 | -0.6403 | 0.261884 |
10 | 0.087411 | 0.7964 | 0.21405 |
11 | 0.102782 | 0.9364 | 0.175896 |
12 | 0.456161 | 4.1558 | 3.9e-05 |
13 | -0.073959 | -0.6738 | 0.251156 |
14 | -0.104528 | -0.9523 | 0.171857 |
15 | 0.040611 | 0.37 | 0.356167 |
16 | -0.018013 | -0.1641 | 0.435024 |
17 | 0.089074 | 0.8115 | 0.209699 |
18 | -0.16218 | -1.4775 | 0.071659 |
19 | -0.080255 | -0.7312 | 0.23337 |
20 | -0.048252 | -0.4396 | 0.330685 |
21 | 0.109543 | 0.998 | 0.160594 |
22 | 0.002382 | 0.0217 | 0.491368 |
23 | 0.041495 | 0.378 | 0.353184 |
24 | -0.072628 | -0.6617 | 0.255006 |
25 | -0.043879 | -0.3998 | 0.34518 |
26 | -0.070694 | -0.6441 | 0.260659 |
27 | -0.028921 | -0.2635 | 0.396416 |
28 | -0.075457 | -0.6874 | 0.246858 |
29 | -0.034256 | -0.3121 | 0.37788 |
30 | 0.198061 | 1.8044 | 0.037396 |
31 | -0.100316 | -0.9139 | 0.181702 |
32 | -0.070421 | -0.6416 | 0.26146 |
33 | 0.024342 | 0.2218 | 0.412519 |
34 | -0.116918 | -1.0652 | 0.144943 |
35 | 0.040433 | 0.3684 | 0.35677 |
36 | 0.030519 | 0.278 | 0.390837 |
37 | 0.019851 | 0.1809 | 0.428463 |
38 | -0.001282 | -0.0117 | 0.495355 |
39 | 0.144083 | 1.3127 | 0.096459 |
40 | 0.062318 | 0.5677 | 0.285871 |
41 | -0.042288 | -0.3853 | 0.350515 |
42 | 0.032221 | 0.2935 | 0.384918 |
43 | 0.04259 | 0.388 | 0.3495 |
44 | 0.025628 | 0.2335 | 0.40798 |
45 | 0.024146 | 0.22 | 0.413212 |
46 | -0.002212 | -0.0202 | 0.491984 |
47 | -0.052637 | -0.4795 | 0.316406 |
48 | -0.039541 | -0.3602 | 0.359794 |