Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.238497 | 2.0096 | 0.024137 |
2 | -0.092512 | -0.7795 | 0.219132 |
3 | -0.231277 | -1.9488 | 0.027637 |
4 | -0.338576 | -2.8529 | 0.002836 |
5 | -0.047418 | -0.3996 | 0.345343 |
6 | -0.027144 | -0.2287 | 0.409873 |
7 | -0.048384 | -0.4077 | 0.342365 |
8 | -0.248616 | -2.0949 | 0.019876 |
9 | -0.230104 | -1.9389 | 0.028245 |
10 | -0.063669 | -0.5365 | 0.29665 |
11 | 0.263215 | 2.2179 | 0.014882 |
12 | 0.690565 | 5.8188 | 0 |
13 | 0.25565 | 2.1541 | 0.017312 |
14 | -0.067449 | -0.5683 | 0.285799 |
15 | -0.233056 | -1.9638 | 0.026737 |
16 | -0.264042 | -2.2249 | 0.014635 |
17 | -0.036385 | -0.3066 | 0.380029 |
18 | -0.023136 | -0.1949 | 0.422996 |
19 | -0.027944 | -0.2355 | 0.407263 |
20 | -0.220347 | -1.8567 | 0.033753 |
21 | -0.160332 | -1.351 | 0.090496 |
22 | -0.029562 | -0.2491 | 0.402004 |
23 | 0.226686 | 1.9101 | 0.030081 |
24 | 0.497843 | 4.1949 | 3.9e-05 |
25 | 0.27048 | 2.2791 | 0.012835 |
26 | -0.055008 | -0.4635 | 0.32221 |
27 | -0.255219 | -2.1505 | 0.01746 |
28 | -0.201063 | -1.6942 | 0.047306 |
29 | -0.033369 | -0.2812 | 0.389699 |
30 | -0.029017 | -0.2445 | 0.403775 |
31 | -0.018357 | -0.1547 | 0.438757 |
32 | -0.10401 | -0.8764 | 0.191884 |
33 | -0.156478 | -1.3185 | 0.095786 |
34 | -0.00495 | -0.0417 | 0.483425 |
35 | 0.138857 | 1.17 | 0.122951 |
36 | 0.32497 | 2.7382 | 0.003901 |
37 | 0.278625 | 2.3477 | 0.01084 |
38 | -0.04049 | -0.3412 | 0.366991 |
39 | -0.211533 | -1.7824 | 0.039479 |
40 | -0.162648 | -1.3705 | 0.087425 |
41 | -0.021779 | -0.1835 | 0.427459 |
42 | -0.030064 | -0.2533 | 0.400376 |
43 | -0.025632 | -0.216 | 0.414811 |
44 | -0.02241 | -0.1888 | 0.425383 |
45 | -0.13404 | -1.1294 | 0.131256 |
46 | 0.003596 | 0.0303 | 0.487957 |
47 | 0.158438 | 1.335 | 0.093067 |
48 | 0.161627 | 1.3619 | 0.088768 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.238497 | 2.0096 | 0.024137 |
2 | -0.158403 | -1.3347 | 0.093115 |
3 | -0.182651 | -1.539 | 0.064119 |
4 | -0.278804 | -2.3492 | 0.010799 |
5 | 0.052625 | 0.4434 | 0.329402 |
6 | -0.153847 | -1.2963 | 0.099529 |
7 | -0.149594 | -1.2605 | 0.105807 |
8 | -0.415948 | -3.5048 | 0.000398 |
9 | -0.291195 | -2.4537 | 0.008299 |
10 | -0.376101 | -3.1691 | 0.001128 |
11 | -0.111984 | -0.9436 | 0.174288 |
12 | 0.399645 | 3.3675 | 0.000614 |
13 | 0.003709 | 0.0312 | 0.487579 |
14 | -0.051375 | -0.4329 | 0.333204 |
15 | -0.059551 | -0.5018 | 0.308686 |
16 | 0.069867 | 0.5887 | 0.278962 |
17 | 0.024212 | 0.204 | 0.419464 |
18 | -0.035807 | -0.3017 | 0.381875 |
19 | 0.009467 | 0.0798 | 0.468321 |
20 | -0.067881 | -0.572 | 0.284572 |
21 | 0.105287 | 0.8872 | 0.188994 |
22 | -0.002784 | -0.0235 | 0.490674 |
23 | 0.000496 | 0.0042 | 0.498337 |
24 | -0.046846 | -0.3947 | 0.347113 |
25 | 0.147595 | 1.2437 | 0.108858 |
26 | 0.000463 | 0.0039 | 0.49845 |
27 | -0.055803 | -0.4702 | 0.319825 |
28 | 0.009051 | 0.0763 | 0.46971 |
29 | 0.057926 | 0.4881 | 0.313494 |
30 | -0.035517 | -0.2993 | 0.382805 |
31 | -0.000792 | -0.0067 | 0.497346 |
32 | 0.167492 | 1.4113 | 0.081259 |
33 | -0.052404 | -0.4416 | 0.330075 |
34 | 0.055976 | 0.4717 | 0.319306 |
35 | -0.106592 | -0.8982 | 0.186069 |
36 | -0.052772 | -0.4447 | 0.328956 |
37 | 0.020815 | 0.1754 | 0.430638 |
38 | -0.001522 | -0.0128 | 0.494903 |
39 | -0.021829 | -0.1839 | 0.427294 |
40 | -0.072328 | -0.6094 | 0.272088 |
41 | 0.099235 | 0.8362 | 0.202932 |
42 | -0.074203 | -0.6252 | 0.266907 |
43 | -0.046391 | -0.3909 | 0.348521 |
44 | 0.009941 | 0.0838 | 0.46674 |
45 | -0.003306 | -0.0279 | 0.488928 |
46 | -0.002147 | -0.0181 | 0.49281 |
47 | 0.154107 | 1.2985 | 0.099153 |
48 | -0.104592 | -0.8813 | 0.190563 |