Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.130124 | 1.1855 | 0.119603 |
2 | 0.144619 | 1.3175 | 0.095642 |
3 | -0.262761 | -2.3939 | 0.009463 |
4 | -0.223508 | -2.0363 | 0.022457 |
5 | -0.042144 | -0.384 | 0.350998 |
6 | -0.297489 | -2.7103 | 0.004084 |
7 | -0.054233 | -0.4941 | 0.311274 |
8 | -0.225571 | -2.0551 | 0.021509 |
9 | -0.308317 | -2.8089 | 0.003098 |
10 | 0.157055 | 1.4308 | 0.078115 |
11 | 0.106506 | 0.9703 | 0.167354 |
12 | 0.809269 | 7.3728 | 0 |
13 | 0.109551 | 0.9981 | 0.160577 |
14 | 0.093566 | 0.8524 | 0.198215 |
15 | -0.186705 | -1.701 | 0.046347 |
16 | -0.207471 | -1.8902 | 0.031114 |
17 | -0.01349 | -0.1229 | 0.451243 |
18 | -0.24947 | -2.2728 | 0.012812 |
19 | -0.062307 | -0.5676 | 0.285905 |
20 | -0.177473 | -1.6169 | 0.054852 |
21 | -0.288526 | -2.6286 | 0.005106 |
22 | 0.1407 | 1.2818 | 0.101734 |
23 | 0.104049 | 0.9479 | 0.172959 |
24 | 0.650648 | 5.9277 | 0 |
25 | 0.099884 | 0.91 | 0.182732 |
26 | 0.065987 | 0.6012 | 0.274683 |
27 | -0.134805 | -1.2281 | 0.111434 |
28 | -0.169608 | -1.5452 | 0.063051 |
29 | -0.00383 | -0.0349 | 0.486126 |
30 | -0.18758 | -1.7089 | 0.0456 |
31 | -0.069119 | -0.6297 | 0.265308 |
32 | -0.149853 | -1.3652 | 0.087935 |
33 | -0.244531 | -2.2278 | 0.0143 |
34 | 0.113861 | 1.0373 | 0.151299 |
35 | 0.101245 | 0.9224 | 0.179501 |
36 | 0.498849 | 4.5447 | 9e-06 |
37 | 0.096246 | 0.8768 | 0.191551 |
38 | 0.063238 | 0.5761 | 0.283044 |
39 | -0.099068 | -0.9025 | 0.184689 |
40 | -0.115729 | -1.0543 | 0.147392 |
41 | -0.024838 | -0.2263 | 0.410768 |
42 | -0.13163 | -1.1992 | 0.11693 |
43 | -0.083456 | -0.7603 | 0.224609 |
44 | -0.113678 | -1.0357 | 0.151685 |
45 | -0.197555 | -1.7998 | 0.037762 |
46 | 0.085015 | 0.7745 | 0.220412 |
47 | 0.084919 | 0.7736 | 0.220669 |
48 | 0.354303 | 3.2279 | 0.000893 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.130124 | 1.1855 | 0.119603 |
2 | 0.129886 | 1.1833 | 0.120031 |
3 | -0.306303 | -2.7906 | 0.003263 |
4 | -0.190962 | -1.7397 | 0.042805 |
5 | 0.113051 | 1.0299 | 0.153014 |
6 | -0.36727 | -3.346 | 0.000617 |
7 | -0.13612 | -1.2401 | 0.109214 |
8 | -0.156215 | -1.4232 | 0.079215 |
9 | -0.623945 | -5.6844 | 0 |
10 | 0.117186 | 1.0676 | 0.144395 |
11 | 0.006498 | 0.0592 | 0.476466 |
12 | 0.548553 | 4.9976 | 2e-06 |
13 | -0.08819 | -0.8034 | 0.212006 |
14 | -0.149266 | -1.3599 | 0.088775 |
15 | -0.000595 | -0.0054 | 0.497843 |
16 | 0.007044 | 0.0642 | 0.474492 |
17 | -0.060575 | -0.5519 | 0.291263 |
18 | 0.002181 | 0.0199 | 0.492099 |
19 | -0.006258 | -0.057 | 0.477337 |
20 | 0.038299 | 0.3489 | 0.364016 |
21 | 0.046521 | 0.4238 | 0.336393 |
22 | -0.121563 | -1.1075 | 0.135641 |
23 | 0.034578 | 0.315 | 0.37677 |
24 | -0.004883 | -0.0445 | 0.482312 |
25 | -0.044141 | -0.4021 | 0.344307 |
26 | 0.056127 | 0.5113 | 0.305235 |
27 | -0.058161 | -0.5299 | 0.298807 |
28 | 0.025985 | 0.2367 | 0.406721 |
29 | 0.024399 | 0.2223 | 0.412317 |
30 | -0.0086 | -0.0783 | 0.468871 |
31 | -0.019206 | -0.175 | 0.430761 |
32 | 0.00171 | 0.0156 | 0.493802 |
33 | 0.040144 | 0.3657 | 0.357748 |
34 | -0.027858 | -0.2538 | 0.400139 |
35 | 0.006339 | 0.0577 | 0.477044 |
36 | -0.070657 | -0.6437 | 0.260769 |
37 | 0.041943 | 0.3821 | 0.351674 |
38 | 0.075065 | 0.6839 | 0.247981 |
39 | -0.040454 | -0.3685 | 0.356701 |
40 | 0.04784 | 0.4358 | 0.33204 |
41 | -0.059012 | -0.5376 | 0.296138 |
42 | 0.03122 | 0.2844 | 0.388397 |
43 | -0.017724 | -0.1615 | 0.436056 |
44 | 0.051418 | 0.4684 | 0.320348 |
45 | -0.003253 | -0.0296 | 0.488213 |
46 | 0.017841 | 0.1625 | 0.435639 |
47 | -0.017397 | -0.1585 | 0.437226 |
48 | -0.092816 | -0.8456 | 0.200105 |