Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.229345 | 2.102 | 0.019275 |
2 | -0.195231 | -1.7893 | 0.038583 |
3 | 0.074243 | 0.6804 | 0.249046 |
4 | 0.144873 | 1.3278 | 0.093923 |
5 | -0.150103 | -1.3757 | 0.086283 |
6 | -0.355228 | -3.2557 | 0.000816 |
7 | -0.230346 | -2.1112 | 0.018866 |
8 | 0.1038 | 0.9513 | 0.17208 |
9 | 0.0176 | 0.1613 | 0.436121 |
10 | -0.315647 | -2.893 | 0.00243 |
11 | 0.041733 | 0.3825 | 0.351531 |
12 | 0.651081 | 5.9673 | 0 |
13 | 0.140964 | 1.292 | 0.099958 |
14 | -0.184913 | -1.6948 | 0.046913 |
15 | -0.011854 | -0.1086 | 0.456873 |
16 | 0.060075 | 0.5506 | 0.291685 |
17 | -0.145315 | -1.3318 | 0.093259 |
18 | -0.293962 | -2.6942 | 0.004259 |
19 | -0.215344 | -1.9737 | 0.025854 |
20 | 0.064318 | 0.5895 | 0.27856 |
21 | 0.056107 | 0.5142 | 0.304221 |
22 | -0.222742 | -2.0415 | 0.022172 |
23 | 0.073229 | 0.6712 | 0.251982 |
24 | 0.560923 | 5.1409 | 1e-06 |
25 | 0.152722 | 1.3997 | 0.08264 |
26 | -0.13258 | -1.2151 | 0.113863 |
27 | -0.022791 | -0.2089 | 0.417524 |
28 | 0.062909 | 0.5766 | 0.282887 |
29 | -0.109239 | -1.0012 | 0.159805 |
30 | -0.249081 | -2.2829 | 0.012482 |
31 | -0.216314 | -1.9826 | 0.025343 |
32 | 0.036293 | 0.3326 | 0.37012 |
33 | 0.04216 | 0.3864 | 0.350089 |
34 | -0.219192 | -2.0089 | 0.023878 |
35 | -0.007418 | -0.068 | 0.472978 |
36 | 0.460338 | 4.2191 | 3.1e-05 |
37 | 0.15419 | 1.4132 | 0.08065 |
38 | -0.076288 | -0.6992 | 0.243182 |
39 | -0.030339 | -0.2781 | 0.390825 |
40 | 0.045746 | 0.4193 | 0.338045 |
41 | -0.012112 | -0.111 | 0.455936 |
42 | -0.181478 | -1.6633 | 0.049992 |
43 | -0.209114 | -1.9166 | 0.029347 |
44 | 0.069595 | 0.6378 | 0.262654 |
45 | 0.104516 | 0.9579 | 0.170429 |
46 | -0.155902 | -1.4289 | 0.078375 |
47 | -0.001326 | -0.0122 | 0.495167 |
48 | 0.361111 | 3.3096 | 0.000689 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.229345 | 2.102 | 0.019275 |
2 | -0.26159 | -2.3975 | 0.009362 |
3 | 0.216102 | 1.9806 | 0.025454 |
4 | 0.007554 | 0.0692 | 0.472486 |
5 | -0.161825 | -1.4832 | 0.070888 |
6 | -0.273777 | -2.5092 | 0.00701 |
7 | -0.188497 | -1.7276 | 0.043867 |
8 | 0.133541 | 1.2239 | 0.112201 |
9 | -0.039326 | -0.3604 | 0.359715 |
10 | -0.253911 | -2.3271 | 0.011183 |
11 | 0.154409 | 1.4152 | 0.080356 |
12 | 0.528491 | 4.8437 | 3e-06 |
13 | -0.237576 | -2.1774 | 0.016127 |
14 | -0.019616 | -0.1798 | 0.428878 |
15 | -0.181188 | -1.6606 | 0.05026 |
16 | -0.151093 | -1.3848 | 0.084893 |
17 | -0.11221 | -1.0284 | 0.153352 |
18 | 0.097424 | 0.8929 | 0.187229 |
19 | -0.006196 | -0.0568 | 0.477424 |
20 | -0.108995 | -0.999 | 0.160342 |
21 | 0.071541 | 0.6557 | 0.256911 |
22 | 0.044463 | 0.4075 | 0.342334 |
23 | 0.093355 | 0.8556 | 0.197322 |
24 | 0.122145 | 1.1195 | 0.133063 |
25 | -0.090235 | -0.827 | 0.205284 |
26 | -0.133786 | -1.2262 | 0.111781 |
27 | -0.099297 | -0.9101 | 0.182695 |
28 | 0.087456 | 0.8015 | 0.212538 |
29 | -0.010172 | -0.0932 | 0.462974 |
30 | 0.009017 | 0.0826 | 0.467167 |
31 | -0.054971 | -0.5038 | 0.307853 |
32 | -0.04422 | -0.4053 | 0.34315 |
33 | -0.024069 | -0.2206 | 0.412972 |
34 | 0.01577 | 0.1445 | 0.442713 |
35 | -0.103098 | -0.9449 | 0.173707 |
36 | 0.043433 | 0.3981 | 0.345795 |
37 | -0.065403 | -0.5994 | 0.275251 |
38 | 0.097853 | 0.8968 | 0.186185 |
39 | -0.035894 | -0.329 | 0.371497 |
40 | -0.005485 | -0.0503 | 0.480013 |
41 | 0.100985 | 0.9255 | 0.178668 |
42 | -0.106236 | -0.9737 | 0.166509 |
43 | 0.002978 | 0.0273 | 0.489144 |
44 | 0.063488 | 0.5819 | 0.281105 |
45 | 0.021699 | 0.1989 | 0.42142 |
46 | -0.011908 | -0.1091 | 0.456677 |
47 | 0.052844 | 0.4843 | 0.314707 |
48 | -0.042788 | -0.3922 | 0.347969 |