Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.249118 | 2.1138 | 0.018997 |
2 | -0.383768 | -3.2564 | 0.000861 |
3 | -0.369679 | -3.1368 | 0.001237 |
4 | -0.22775 | -1.9325 | 0.028615 |
5 | 0.12493 | 1.0601 | 0.14633 |
6 | 0.381546 | 3.2375 | 0.000912 |
7 | 0.154968 | 1.3149 | 0.09635 |
8 | -0.17658 | -1.4983 | 0.069209 |
9 | -0.33882 | -2.875 | 0.002655 |
10 | -0.348137 | -2.954 | 0.002117 |
11 | 0.197627 | 1.6769 | 0.048948 |
12 | 0.757493 | 6.4275 | 0 |
13 | 0.181965 | 1.544 | 0.063483 |
14 | -0.342463 | -2.9059 | 0.002431 |
15 | -0.336613 | -2.8563 | 0.002799 |
16 | -0.198401 | -1.6835 | 0.048306 |
17 | 0.087079 | 0.7389 | 0.231187 |
18 | 0.262931 | 2.231 | 0.014397 |
19 | 0.125217 | 1.0625 | 0.14578 |
20 | -0.153742 | -1.3045 | 0.098101 |
21 | -0.316715 | -2.6874 | 0.004469 |
22 | -0.297678 | -2.5259 | 0.006871 |
23 | 0.137486 | 1.1666 | 0.123609 |
24 | 0.595009 | 5.0488 | 2e-06 |
25 | 0.175296 | 1.4874 | 0.070634 |
26 | -0.272609 | -2.3132 | 0.011787 |
27 | -0.27545 | -2.3373 | 0.011105 |
28 | -0.162513 | -1.379 | 0.086087 |
29 | 0.076876 | 0.6523 | 0.258138 |
30 | 0.208799 | 1.7717 | 0.040336 |
31 | 0.114089 | 0.9681 | 0.168123 |
32 | -0.106932 | -0.9073 | 0.183625 |
33 | -0.211396 | -1.7938 | 0.038525 |
34 | -0.197724 | -1.6777 | 0.048866 |
35 | 0.120947 | 1.0263 | 0.1541 |
36 | 0.459648 | 3.9002 | 0.000107 |
37 | 0.135351 | 1.1485 | 0.127284 |
38 | -0.188934 | -1.6032 | 0.056639 |
39 | -0.173193 | -1.4696 | 0.073015 |
40 | -0.114638 | -0.9727 | 0.16697 |
41 | 0.0392 | 0.3326 | 0.370191 |
42 | 0.165069 | 1.4007 | 0.082806 |
43 | 0.079594 | 0.6754 | 0.250799 |
44 | -0.068254 | -0.5792 | 0.282146 |
45 | -0.119256 | -1.0119 | 0.157482 |
46 | -0.129454 | -1.0985 | 0.137833 |
47 | 0.0541 | 0.4591 | 0.323788 |
48 | 0.306582 | 2.6014 | 0.005631 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.249118 | 2.1138 | 0.018997 |
2 | -0.475327 | -4.0333 | 6.8e-05 |
3 | -0.151813 | -1.2882 | 0.100905 |
4 | -0.340819 | -2.8919 | 0.00253 |
5 | 0.060205 | 0.5109 | 0.305508 |
6 | 0.101378 | 0.8602 | 0.19626 |
7 | -0.007301 | -0.062 | 0.475387 |
8 | -0.049409 | -0.4193 | 0.33814 |
9 | -0.191266 | -1.6229 | 0.054486 |
10 | -0.342345 | -2.9049 | 0.002438 |
11 | 0.194263 | 1.6484 | 0.051817 |
12 | 0.542472 | 4.603 | 9e-06 |
13 | -0.199826 | -1.6956 | 0.047143 |
14 | 0.06339 | 0.5379 | 0.296159 |
15 | -0.013758 | -0.1167 | 0.453696 |
16 | 0.064465 | 0.547 | 0.293033 |
17 | -0.125134 | -1.0618 | 0.145939 |
18 | -0.229484 | -1.9472 | 0.027704 |
19 | -0.034692 | -0.2944 | 0.384661 |
20 | -0.161297 | -1.3686 | 0.087683 |
21 | -0.108464 | -0.9204 | 0.180231 |
22 | -0.132614 | -1.1253 | 0.132106 |
23 | -0.173284 | -1.4704 | 0.07291 |
24 | 0.018217 | 0.1546 | 0.438794 |
25 | -0.049913 | -0.4235 | 0.336586 |
26 | -0.005395 | -0.0458 | 0.481809 |
27 | -0.00031 | -0.0026 | 0.498955 |
28 | -0.034157 | -0.2898 | 0.386389 |
29 | 0.079838 | 0.6774 | 0.250147 |
30 | -0.047294 | -0.4013 | 0.344692 |
31 | -0.043123 | -0.3659 | 0.357751 |
32 | -0.031616 | -0.2683 | 0.39463 |
33 | 0.103886 | 0.8815 | 0.19049 |
34 | 0.030276 | 0.2569 | 0.398996 |
35 | 0.002294 | 0.0195 | 0.492263 |
36 | -0.066791 | -0.5667 | 0.286326 |
37 | -0.028455 | -0.2414 | 0.404947 |
38 | 0.065416 | 0.5551 | 0.290284 |
39 | 0.01026 | 0.0871 | 0.465433 |
40 | -0.063175 | -0.5361 | 0.296785 |
41 | -0.120475 | -1.0223 | 0.155039 |
42 | 0.072813 | 0.6178 | 0.269317 |
43 | -0.080413 | -0.6823 | 0.24861 |
44 | -0.002497 | -0.0212 | 0.491577 |
45 | -0.028787 | -0.2443 | 0.40386 |
46 | 0.020799 | 0.1765 | 0.430204 |
47 | -0.049022 | -0.416 | 0.339336 |
48 | -0.048119 | -0.4083 | 0.342131 |