Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.304279 | 2.5819 | 0.00593 |
2 | -0.215301 | -1.8269 | 0.03593 |
3 | -0.38543 | -3.2705 | 0.000825 |
4 | -0.273397 | -2.3199 | 0.011594 |
5 | 0.001483 | 0.0126 | 0.494996 |
6 | 0.178074 | 1.511 | 0.067582 |
7 | 0.027641 | 0.2345 | 0.407614 |
8 | -0.211461 | -1.7943 | 0.038481 |
9 | -0.318964 | -2.7065 | 0.004243 |
10 | -0.209699 | -1.7794 | 0.039701 |
11 | 0.245966 | 2.0871 | 0.02021 |
12 | 0.789804 | 6.7017 | 0 |
13 | 0.235131 | 1.9952 | 0.024905 |
14 | -0.203563 | -1.7273 | 0.044202 |
15 | -0.310848 | -2.6376 | 0.005112 |
16 | -0.227398 | -1.9295 | 0.028803 |
17 | 0.021856 | 0.1855 | 0.426698 |
18 | 0.134878 | 1.1445 | 0.128108 |
19 | 0.031526 | 0.2675 | 0.39492 |
20 | -0.172993 | -1.4679 | 0.073244 |
21 | -0.266431 | -2.2607 | 0.013399 |
22 | -0.181504 | -1.5401 | 0.063958 |
23 | 0.195266 | 1.6569 | 0.050947 |
24 | 0.604347 | 5.1281 | 1e-06 |
25 | 0.177118 | 1.5029 | 0.06862 |
26 | -0.155545 | -1.3198 | 0.095534 |
27 | -0.253393 | -2.1501 | 0.017453 |
28 | -0.169114 | -1.435 | 0.077812 |
29 | 0.022576 | 0.1916 | 0.424312 |
30 | 0.112816 | 0.9573 | 0.170815 |
31 | 0.024828 | 0.2107 | 0.416869 |
32 | -0.133256 | -1.1307 | 0.130963 |
33 | -0.200732 | -1.7033 | 0.046416 |
34 | -0.124764 | -1.0587 | 0.146648 |
35 | 0.157305 | 1.3348 | 0.093077 |
36 | 0.472432 | 4.0087 | 7.4e-05 |
37 | 0.149835 | 1.2714 | 0.103841 |
38 | -0.102095 | -0.8663 | 0.1946 |
39 | -0.184063 | -1.5618 | 0.061357 |
40 | -0.13579 | -1.1522 | 0.126522 |
41 | 0.005599 | 0.0475 | 0.481119 |
42 | 0.08174 | 0.6936 | 0.245086 |
43 | 0.00671 | 0.0569 | 0.477377 |
44 | -0.110003 | -0.9334 | 0.176865 |
45 | -0.145233 | -1.2323 | 0.110916 |
46 | -0.074649 | -0.6334 | 0.264233 |
47 | 0.113049 | 0.9592 | 0.170322 |
48 | 0.34114 | 2.8947 | 0.00251 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.304279 | 2.5819 | 0.00593 |
2 | -0.339301 | -2.8791 | 0.002624 |
3 | -0.242167 | -2.0549 | 0.021761 |
4 | -0.166849 | -1.4158 | 0.080578 |
5 | -0.025188 | -0.2137 | 0.415683 |
6 | -0.003064 | -0.026 | 0.489666 |
7 | -0.192774 | -1.6357 | 0.053129 |
8 | -0.257808 | -2.1876 | 0.015974 |
9 | -0.322147 | -2.7335 | 0.00394 |
10 | -0.372992 | -3.1649 | 0.001137 |
11 | -0.043801 | -0.3717 | 0.355619 |
12 | 0.604178 | 5.1266 | 1e-06 |
13 | -0.316979 | -2.6897 | 0.004442 |
14 | -0.00383 | -0.0325 | 0.487082 |
15 | 0.187243 | 1.5888 | 0.058242 |
16 | -0.016439 | -0.1395 | 0.444728 |
17 | -0.003212 | -0.0273 | 0.489165 |
18 | -0.117663 | -0.9984 | 0.160715 |
19 | 0.061832 | 0.5247 | 0.300714 |
20 | -0.051028 | -0.433 | 0.333159 |
21 | -0.083268 | -0.7066 | 0.241063 |
22 | 0.011426 | 0.097 | 0.461515 |
23 | -0.09867 | -0.8372 | 0.202613 |
24 | -0.109588 | -0.9299 | 0.17777 |
25 | -0.031503 | -0.2673 | 0.394996 |
26 | 0.022847 | 0.1939 | 0.423413 |
27 | -0.162652 | -1.3802 | 0.085905 |
28 | -0.010272 | -0.0872 | 0.465393 |
29 | -0.079244 | -0.6724 | 0.251739 |
30 | -0.012639 | -0.1072 | 0.457447 |
31 | -0.117438 | -0.9965 | 0.161174 |
32 | -0.059018 | -0.5008 | 0.309024 |
33 | 0.044907 | 0.3811 | 0.352144 |
34 | -0.054494 | -0.4624 | 0.322595 |
35 | -0.074104 | -0.6288 | 0.265736 |
36 | 0.042069 | 0.357 | 0.361079 |
37 | 0.03806 | 0.323 | 0.373833 |
38 | -0.00265 | -0.0225 | 0.491061 |
39 | 0.058792 | 0.4989 | 0.309697 |
40 | -0.011828 | -0.1004 | 0.460166 |
41 | 0.007954 | 0.0675 | 0.473188 |
42 | 0.026251 | 0.2227 | 0.412182 |
43 | -0.03742 | -0.3175 | 0.375883 |
44 | 0.026851 | 0.2278 | 0.410209 |
45 | -0.044067 | -0.3739 | 0.354781 |
46 | 0.043103 | 0.3657 | 0.357814 |
47 | -0.060463 | -0.513 | 0.304746 |
48 | -0.082861 | -0.7031 | 0.24213 |