Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.014628 | -0.1596 | 0.436746 |
2 | 0.026442 | 0.2884 | 0.386754 |
3 | 0.001126 | 0.0123 | 0.495112 |
4 | -0.087593 | -0.9555 | 0.170624 |
5 | 0.001835 | 0.02 | 0.492032 |
6 | -0.362899 | -3.9588 | 6.4e-05 |
7 | 0.033219 | 0.3624 | 0.358858 |
8 | -0.126057 | -1.3751 | 0.085839 |
9 | -0.022567 | -0.2462 | 0.402984 |
10 | -0.025881 | -0.2823 | 0.389089 |
11 | 0.001208 | 0.0132 | 0.494753 |
12 | 0.80377 | 8.7681 | 0 |
13 | -0.013926 | -0.1519 | 0.439758 |
14 | 0.014579 | 0.159 | 0.436956 |
15 | 0.034217 | 0.3733 | 0.354809 |
16 | -0.055766 | -0.6083 | 0.272063 |
17 | -0.021585 | -0.2355 | 0.407126 |
18 | -0.288233 | -3.1443 | 0.001051 |
19 | 0.006726 | 0.0734 | 0.470817 |
20 | -0.098668 | -1.0763 | 0.141975 |
21 | -0.057543 | -0.6277 | 0.265695 |
22 | -0.044121 | -0.4813 | 0.315593 |
23 | 0.010875 | 0.1186 | 0.452884 |
24 | 0.629391 | 6.8658 | 0 |
25 | 0.019927 | 0.2174 | 0.414143 |
26 | -0.00704 | -0.0768 | 0.469458 |
27 | 0.054566 | 0.5952 | 0.276405 |
28 | -0.028791 | -0.3141 | 0.377007 |
29 | -0.048222 | -0.526 | 0.299918 |
30 | -0.225764 | -2.4628 | 0.007609 |
31 | -0.030162 | -0.329 | 0.371354 |
32 | -0.053341 | -0.5819 | 0.280873 |
33 | -0.083726 | -0.9133 | 0.181453 |
34 | -0.038177 | -0.4165 | 0.338911 |
35 | 0.030391 | 0.3315 | 0.370414 |
36 | 0.470026 | 5.1274 | 1e-06 |
37 | 0.033883 | 0.3696 | 0.356162 |
38 | -0.043313 | -0.4725 | 0.31872 |
39 | 0.066468 | 0.7251 | 0.234914 |
40 | -0.013456 | -0.1468 | 0.441775 |
41 | -0.070124 | -0.765 | 0.222905 |
42 | -0.17248 | -1.8815 | 0.031171 |
43 | -0.032952 | -0.3595 | 0.359942 |
44 | -0.01502 | -0.1638 | 0.435065 |
45 | -0.123415 | -1.3463 | 0.090382 |
46 | -0.026288 | -0.2868 | 0.387394 |
47 | 0.044058 | 0.4806 | 0.315836 |
48 | 0.337295 | 3.6795 | 0.000176 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.014628 | -0.1596 | 0.436746 |
2 | 0.026233 | 0.2862 | 0.387622 |
3 | 0.001888 | 0.0206 | 0.491803 |
4 | -0.088324 | -0.9635 | 0.168626 |
5 | -0.00075 | -0.0082 | 0.496745 |
6 | -0.361188 | -3.9401 | 6.9e-05 |
7 | 0.026698 | 0.2912 | 0.385687 |
8 | -0.1439 | -1.5698 | 0.059563 |
9 | -0.027005 | -0.2946 | 0.384412 |
10 | -0.110666 | -1.2072 | 0.114871 |
11 | 0.002399 | 0.0262 | 0.489583 |
12 | 0.769833 | 8.3979 | 0 |
13 | 0.039094 | 0.4265 | 0.33527 |
14 | -0.157368 | -1.7167 | 0.04432 |
15 | 0.035849 | 0.3911 | 0.348225 |
16 | 0.010458 | 0.1141 | 0.45468 |
17 | -0.012306 | -0.1342 | 0.446721 |
18 | 0.150717 | 1.6441 | 0.051395 |
19 | -0.13113 | -1.4305 | 0.077602 |
20 | 0.077915 | 0.85 | 0.198528 |
21 | 0.004151 | 0.0453 | 0.481977 |
22 | -0.009724 | -0.1061 | 0.45785 |
23 | 0.016375 | 0.1786 | 0.429266 |
24 | -0.031501 | -0.3436 | 0.365863 |
25 | 0.057221 | 0.6242 | 0.266842 |
26 | 0.027135 | 0.296 | 0.383869 |
27 | -0.078098 | -0.8519 | 0.197978 |
28 | 0.047713 | 0.5205 | 0.301845 |
29 | -0.046966 | -0.5123 | 0.30468 |
30 | -0.011935 | -0.1302 | 0.448314 |
31 | -0.014164 | -0.1545 | 0.438733 |
32 | 0.032529 | 0.3548 | 0.361667 |
33 | 0.006395 | 0.0698 | 0.472249 |
34 | 0.050122 | 0.5468 | 0.29278 |
35 | 0.011544 | 0.1259 | 0.449998 |
36 | -0.065549 | -0.7151 | 0.237988 |
37 | -0.057206 | -0.624 | 0.266898 |
38 | -0.020567 | -0.2244 | 0.41143 |
39 | -0.016994 | -0.1854 | 0.426622 |
40 | 0.021808 | 0.2379 | 0.406183 |
41 | -0.029211 | -0.3187 | 0.375272 |
42 | -0.00739 | -0.0806 | 0.46794 |
43 | 0.065233 | 0.7116 | 0.239052 |
44 | -0.001472 | -0.0161 | 0.493608 |
45 | -0.098405 | -1.0735 | 0.142615 |
46 | 0.010143 | 0.1107 | 0.45604 |
47 | 0.005243 | 0.0572 | 0.477245 |
48 | -0.02503 | -0.273 | 0.392644 |