Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.034172 | -0.2879 | 0.387118 |
2 | -0.27648 | -2.3297 | 0.011336 |
3 | -0.067956 | -0.5726 | 0.28436 |
4 | 0.059639 | 0.5025 | 0.308426 |
5 | 0.038106 | 0.3211 | 0.374545 |
6 | -0.300717 | -2.5339 | 0.006744 |
7 | -0.018989 | -0.16 | 0.436665 |
8 | 0.074424 | 0.6271 | 0.266301 |
9 | -0.065169 | -0.5491 | 0.292322 |
10 | -0.216283 | -1.8224 | 0.0363 |
11 | -0.023666 | -0.1994 | 0.421254 |
12 | 0.745956 | 6.2855 | 0 |
13 | -0.032066 | -0.2702 | 0.393898 |
14 | -0.232746 | -1.9612 | 0.026892 |
15 | -0.064371 | -0.5424 | 0.294621 |
16 | 0.04294 | 0.3618 | 0.35928 |
17 | 0.040094 | 0.3378 | 0.368242 |
18 | -0.233712 | -1.9693 | 0.026411 |
19 | -0.054912 | -0.4627 | 0.322499 |
20 | 0.06544 | 0.5514 | 0.291544 |
21 | -0.045415 | -0.3827 | 0.351552 |
22 | -0.226639 | -1.9097 | 0.030107 |
23 | 0.000793 | 0.0067 | 0.497343 |
24 | 0.575372 | 4.8482 | 4e-06 |
25 | -0.002031 | -0.0171 | 0.493198 |
26 | -0.148803 | -1.2538 | 0.107007 |
27 | -0.06739 | -0.5678 | 0.285967 |
28 | 0.070273 | 0.5921 | 0.277823 |
29 | 0.047216 | 0.3978 | 0.345968 |
30 | -0.161341 | -1.3595 | 0.089148 |
31 | -0.071491 | -0.6024 | 0.274417 |
32 | 0.066587 | 0.5611 | 0.288257 |
33 | 0.002408 | 0.0203 | 0.491934 |
34 | -0.188224 | -1.586 | 0.058591 |
35 | -0.030788 | -0.2594 | 0.398029 |
36 | 0.436283 | 3.6762 | 0.000228 |
37 | 0.02115 | 0.1782 | 0.429531 |
38 | -0.092078 | -0.7759 | 0.220203 |
39 | -0.070978 | -0.5981 | 0.275848 |
40 | 0.010064 | 0.0848 | 0.466331 |
41 | 0.060219 | 0.5074 | 0.306717 |
42 | -0.114605 | -0.9657 | 0.168741 |
43 | -0.051153 | -0.431 | 0.33388 |
44 | 0.033472 | 0.282 | 0.389366 |
45 | -0.045619 | -0.3844 | 0.350919 |
46 | -0.120273 | -1.0134 | 0.157146 |
47 | 0.002498 | 0.0211 | 0.491632 |
48 | 0.285859 | 2.4087 | 0.009304 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.034172 | -0.2879 | 0.387118 |
2 | -0.277972 | -2.3422 | 0.010989 |
3 | -0.097139 | -0.8185 | 0.207903 |
4 | -0.029037 | -0.2447 | 0.403708 |
5 | -0.006208 | -0.0523 | 0.479214 |
6 | -0.32427 | -2.7323 | 0.003965 |
7 | -0.061426 | -0.5176 | 0.303177 |
8 | -0.124718 | -1.0509 | 0.148436 |
9 | -0.18511 | -1.5598 | 0.061631 |
10 | -0.360537 | -3.0379 | 0.001666 |
11 | -0.269204 | -2.2683 | 0.013175 |
12 | 0.603456 | 5.0848 | 1e-06 |
13 | -0.060685 | -0.5113 | 0.30535 |
14 | 0.082766 | 0.6974 | 0.243916 |
15 | -0.047673 | -0.4017 | 0.344557 |
16 | -0.0459 | -0.3868 | 0.350044 |
17 | -0.115942 | -0.9769 | 0.165957 |
18 | 0.053593 | 0.4516 | 0.326473 |
19 | -0.091828 | -0.7738 | 0.220823 |
20 | -0.046653 | -0.3931 | 0.34771 |
21 | -0.041455 | -0.3493 | 0.363945 |
22 | -0.213207 | -1.7965 | 0.038333 |
23 | -0.061855 | -0.5212 | 0.301923 |
24 | -0.08604 | -0.725 | 0.235422 |
25 | -0.022852 | -0.1926 | 0.423927 |
26 | 0.023444 | 0.1975 | 0.421984 |
27 | -0.024818 | -0.2091 | 0.417476 |
28 | 0.027983 | 0.2358 | 0.407139 |
29 | -0.026849 | -0.2262 | 0.410834 |
30 | 0.060716 | 0.5116 | 0.305259 |
31 | -0.036653 | -0.3088 | 0.379173 |
32 | 0.084232 | 0.7098 | 0.240091 |
33 | 0.064344 | 0.5422 | 0.2947 |
34 | 0.133801 | 1.1274 | 0.131678 |
35 | -0.071739 | -0.6045 | 0.273726 |
36 | 0.040791 | 0.3437 | 0.366041 |
37 | -0.011726 | -0.0988 | 0.460787 |
38 | 0.010088 | 0.085 | 0.466248 |
39 | 0.038647 | 0.3256 | 0.372826 |
40 | -0.131497 | -1.108 | 0.135798 |
41 | 0.015646 | 0.1318 | 0.447744 |
42 | -0.083539 | -0.7039 | 0.241894 |
43 | 0.094322 | 0.7948 | 0.214697 |
44 | -0.11626 | -0.9796 | 0.165299 |
45 | -0.090605 | -0.7635 | 0.223862 |
46 | 0.017265 | 0.1455 | 0.442374 |
47 | 0.100367 | 0.8457 | 0.200278 |
48 | -0.064246 | -0.5413 | 0.294981 |