Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.2835 | -2.5828 | 0.005777 |
2 | -0.074635 | -0.68 | 0.249213 |
3 | 0.030542 | 0.2783 | 0.390755 |
4 | -0.081179 | -0.7396 | 0.230823 |
5 | 0.102682 | 0.9355 | 0.176129 |
6 | -0.292949 | -2.6689 | 0.004576 |
7 | 0.130438 | 1.1883 | 0.119043 |
8 | -0.061171 | -0.5573 | 0.289412 |
9 | -0.057728 | -0.5259 | 0.300172 |
10 | -0.02979 | -0.2714 | 0.39338 |
11 | -0.211029 | -1.9226 | 0.028982 |
12 | 0.672964 | 6.131 | 0 |
13 | -0.14319 | -1.3045 | 0.097831 |
14 | -0.009206 | -0.0839 | 0.466682 |
15 | -0.03805 | -0.3467 | 0.364864 |
16 | -0.121109 | -1.1034 | 0.136531 |
17 | 0.153497 | 1.3984 | 0.082856 |
18 | -0.253445 | -2.309 | 0.011715 |
19 | 0.055105 | 0.502 | 0.308487 |
20 | 0.006576 | 0.0599 | 0.476184 |
21 | -0.01838 | -0.1674 | 0.433713 |
22 | -0.108575 | -0.9892 | 0.162729 |
23 | -0.130508 | -1.189 | 0.118919 |
24 | 0.489135 | 4.4562 | 1.3e-05 |
25 | -0.097935 | -0.8922 | 0.187426 |
26 | 0.059797 | 0.5448 | 0.293685 |
27 | -0.080981 | -0.7378 | 0.231366 |
28 | -0.084712 | -0.7718 | 0.221224 |
29 | 0.135731 | 1.2366 | 0.109868 |
30 | -0.196464 | -1.7899 | 0.038561 |
31 | 0.051406 | 0.4683 | 0.320388 |
32 | -0.002967 | -0.027 | 0.48925 |
33 | 0.000332 | 0.003 | 0.498799 |
34 | -0.069132 | -0.6298 | 0.265269 |
35 | -0.145957 | -1.3297 | 0.093625 |
36 | 0.353523 | 3.2207 | 0.000913 |
37 | -0.051189 | -0.4664 | 0.321093 |
38 | 0.077739 | 0.7082 | 0.240392 |
39 | -0.10192 | -0.9285 | 0.177912 |
40 | -0.057303 | -0.5221 | 0.301511 |
41 | 0.106803 | 0.973 | 0.166685 |
42 | -0.185395 | -1.689 | 0.047484 |
43 | 0.060586 | 0.552 | 0.291227 |
44 | -0.003879 | -0.0353 | 0.485946 |
45 | -0.01715 | -0.1562 | 0.438111 |
46 | -0.018375 | -0.1674 | 0.43373 |
47 | -0.133177 | -1.2133 | 0.114229 |
48 | 0.218263 | 1.9885 | 0.025028 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.2835 | -2.5828 | 0.005777 |
2 | -0.168554 | -1.5356 | 0.06422 |
3 | -0.046971 | -0.4279 | 0.334908 |
4 | -0.109785 | -1.0002 | 0.160064 |
5 | 0.049454 | 0.4506 | 0.326744 |
6 | -0.301646 | -2.7481 | 0.003676 |
7 | -0.04215 | -0.384 | 0.350978 |
8 | -0.151149 | -1.377 | 0.086103 |
9 | -0.131198 | -1.1953 | 0.117692 |
10 | -0.223229 | -2.0337 | 0.022588 |
11 | -0.408276 | -3.7196 | 0.000181 |
12 | 0.481012 | 4.3822 | 1.7e-05 |
13 | 0.208815 | 1.9024 | 0.030294 |
14 | 0.236819 | 2.1575 | 0.016928 |
15 | -0.097133 | -0.8849 | 0.189377 |
16 | -0.198029 | -1.8041 | 0.037419 |
17 | -0.05463 | -0.4977 | 0.310005 |
18 | 0.030255 | 0.2756 | 0.391757 |
19 | -0.073561 | -0.6702 | 0.252304 |
20 | -0.002991 | -0.0273 | 0.489161 |
21 | 0.101032 | 0.9204 | 0.180003 |
22 | -0.103542 | -0.9433 | 0.174129 |
23 | -0.005005 | -0.0456 | 0.481871 |
24 | -0.046992 | -0.4281 | 0.334836 |
25 | -0.082752 | -0.7539 | 0.226519 |
26 | 0.060431 | 0.5506 | 0.291709 |
27 | -0.035061 | -0.3194 | 0.375104 |
28 | 0.04223 | 0.3847 | 0.35071 |
29 | 0.031368 | 0.2858 | 0.387881 |
30 | 0.047397 | 0.4318 | 0.333502 |
31 | 0.019388 | 0.1766 | 0.430114 |
32 | -0.007288 | -0.0664 | 0.47361 |
33 | -0.063206 | -0.5758 | 0.283144 |
34 | 0.078537 | 0.7155 | 0.238151 |
35 | -0.016539 | -0.1507 | 0.440297 |
36 | 0.014992 | 0.1366 | 0.445847 |
37 | -0.011999 | -0.1093 | 0.456607 |
38 | -0.05014 | -0.4568 | 0.324504 |
39 | -0.009803 | -0.0893 | 0.464525 |
40 | 0.005328 | 0.0485 | 0.480702 |
41 | -0.062803 | -0.5722 | 0.284379 |
42 | -0.070171 | -0.6393 | 0.262199 |
43 | -0.038909 | -0.3545 | 0.361941 |
44 | -0.039217 | -0.3573 | 0.360892 |
45 | -0.037757 | -0.344 | 0.365866 |
46 | 0.000741 | 0.0068 | 0.497314 |
47 | -0.013759 | -0.1253 | 0.450275 |
48 | -0.052073 | -0.4744 | 0.318229 |