Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.298589 | 2.516 | 0.007067 |
2 | -0.21267 | -1.792 | 0.038697 |
3 | -0.376213 | -3.17 | 0.001125 |
4 | -0.261483 | -2.2033 | 0.01541 |
5 | -0.006216 | -0.0524 | 0.479187 |
6 | 0.158464 | 1.3352 | 0.093031 |
7 | 0.019794 | 0.1668 | 0.434007 |
8 | -0.19951 | -1.6811 | 0.048569 |
9 | -0.315952 | -2.6623 | 0.004797 |
10 | -0.207353 | -1.7472 | 0.042465 |
11 | 0.240257 | 2.0244 | 0.023344 |
12 | 0.793245 | 6.684 | 0 |
13 | 0.231421 | 1.95 | 0.027563 |
14 | -0.194804 | -1.6414 | 0.052564 |
15 | -0.301733 | -2.5424 | 0.006595 |
16 | -0.218751 | -1.8432 | 0.034735 |
17 | 0.014942 | 0.1259 | 0.450083 |
18 | 0.115457 | 0.9729 | 0.166964 |
19 | 0.022218 | 0.1872 | 0.426014 |
20 | -0.161259 | -1.3588 | 0.089257 |
21 | -0.2597 | -2.1883 | 0.015971 |
22 | -0.178496 | -1.504 | 0.068504 |
23 | 0.189119 | 1.5935 | 0.05774 |
24 | 0.610478 | 5.144 | 1e-06 |
25 | 0.170439 | 1.4361 | 0.077676 |
26 | -0.149315 | -1.2581 | 0.10623 |
27 | -0.24453 | -2.0605 | 0.021511 |
28 | -0.165086 | -1.391 | 0.084279 |
29 | 0.019068 | 0.1607 | 0.436405 |
30 | 0.090099 | 0.7592 | 0.225127 |
31 | 0.014595 | 0.123 | 0.451236 |
32 | -0.119601 | -1.0078 | 0.158492 |
33 | -0.19503 | -1.6434 | 0.052366 |
34 | -0.126117 | -1.0627 | 0.145764 |
35 | 0.150954 | 1.272 | 0.103768 |
36 | 0.474832 | 4.001 | 7.6e-05 |
37 | 0.146177 | 1.2317 | 0.111061 |
38 | -0.096847 | -0.816 | 0.208602 |
39 | -0.184923 | -1.5582 | 0.061817 |
40 | -0.1305 | -1.0996 | 0.137608 |
41 | 0.003512 | 0.0296 | 0.488239 |
42 | 0.064507 | 0.5435 | 0.294229 |
43 | -0.003061 | -0.0258 | 0.489749 |
44 | -0.095601 | -0.8055 | 0.211598 |
45 | -0.146274 | -1.2325 | 0.110909 |
46 | -0.071742 | -0.6045 | 0.273717 |
47 | 0.113055 | 0.9526 | 0.172008 |
48 | 0.34167 | 2.879 | 0.002634 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.298589 | 2.516 | 0.007067 |
2 | -0.331369 | -2.7922 | 0.003361 |
3 | -0.23769 | -2.0028 | 0.024508 |
4 | -0.158118 | -1.3323 | 0.093507 |
5 | -0.038232 | -0.3221 | 0.374143 |
6 | -0.010422 | -0.0878 | 0.465135 |
7 | -0.186259 | -1.5694 | 0.060496 |
8 | -0.248053 | -2.0901 | 0.020094 |
9 | -0.337596 | -2.8446 | 0.002903 |
10 | -0.37365 | -3.1484 | 0.0012 |
11 | -0.060201 | -0.5073 | 0.30677 |
12 | 0.612436 | 5.1605 | 1e-06 |
13 | -0.320575 | -2.7012 | 0.004317 |
14 | 0.016045 | 0.1352 | 0.446418 |
15 | 0.171819 | 1.4478 | 0.076042 |
16 | -0.011592 | -0.0977 | 0.461232 |
17 | 0.01394 | 0.1175 | 0.453415 |
18 | -0.125619 | -1.0585 | 0.146711 |
19 | 0.057225 | 0.4822 | 0.315579 |
20 | -0.046377 | -0.3908 | 0.348567 |
21 | -0.0517 | -0.4356 | 0.332213 |
22 | 0.001103 | 0.0093 | 0.496305 |
23 | -0.100462 | -0.8465 | 0.200057 |
24 | -0.076871 | -0.6477 | 0.259624 |
25 | -0.047711 | -0.402 | 0.344438 |
26 | 0.020085 | 0.1692 | 0.433046 |
27 | -0.148093 | -1.2479 | 0.108093 |
28 | -0.009617 | -0.081 | 0.467822 |
29 | -0.081572 | -0.6873 | 0.247055 |
30 | -0.027644 | -0.2329 | 0.408243 |
31 | -0.098289 | -0.8282 | 0.205167 |
32 | -0.049624 | -0.4181 | 0.338555 |
33 | 0.011214 | 0.0945 | 0.462494 |
34 | -0.051294 | -0.4322 | 0.333448 |
35 | -0.054036 | -0.4553 | 0.325136 |
36 | -0.00151 | -0.0127 | 0.494943 |
37 | 0.05552 | 0.4678 | 0.320673 |
38 | -0.01006 | -0.0848 | 0.466343 |
39 | 0.018557 | 0.1564 | 0.438096 |
40 | 0.004889 | 0.0412 | 0.483629 |
41 | -0.022996 | -0.1938 | 0.423457 |
42 | 0.047815 | 0.4029 | 0.344118 |
43 | -0.072642 | -0.6121 | 0.271217 |
44 | 0.010381 | 0.0875 | 0.46527 |
45 | -0.049303 | -0.4154 | 0.339537 |
46 | 0.052262 | 0.4404 | 0.330504 |
47 | -0.072118 | -0.6077 | 0.27267 |
48 | -0.102802 | -0.8662 | 0.194643 |