Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.08354 | 0.8396 | 0.201567 |
2 | 0.038231 | 0.3842 | 0.350813 |
3 | 0.053865 | 0.5413 | 0.294732 |
4 | -0.257699 | -2.5898 | 0.00551 |
5 | -0.24387 | -2.4509 | 0.007985 |
6 | -0.26514 | -2.6646 | 0.004487 |
7 | -0.279919 | -2.8132 | 0.002948 |
8 | -0.181865 | -1.8277 | 0.035272 |
9 | 0.051558 | 0.5182 | 0.302741 |
10 | -0.05896 | -0.5925 | 0.277405 |
11 | 0.23013 | 2.3128 | 0.011382 |
12 | 0.689564 | 6.93 | 0 |
13 | 0.120479 | 1.2108 | 0.114399 |
14 | 0.105883 | 1.0641 | 0.144908 |
15 | -0.016621 | -0.167 | 0.433838 |
16 | -0.175401 | -1.7628 | 0.040483 |
17 | -0.24294 | -2.4415 | 0.008182 |
18 | -0.236509 | -2.3769 | 0.009672 |
19 | -0.258401 | -2.5969 | 0.005405 |
20 | -0.146164 | -1.4689 | 0.072479 |
21 | 0.045467 | 0.4569 | 0.32435 |
22 | -0.030289 | -0.3044 | 0.380726 |
23 | 0.264578 | 2.659 | 0.004558 |
24 | 0.490068 | 4.9251 | 2e-06 |
25 | 0.187584 | 1.8852 | 0.031139 |
26 | 0.010358 | 0.1041 | 0.458648 |
27 | -0.02833 | -0.2847 | 0.388225 |
28 | -0.115714 | -1.1629 | 0.123804 |
29 | -0.210175 | -2.1122 | 0.018566 |
30 | -0.194164 | -1.9513 | 0.026894 |
31 | -0.227479 | -2.2861 | 0.012167 |
32 | -0.09774 | -0.9823 | 0.164156 |
33 | 0.00102 | 0.0103 | 0.49592 |
34 | 0.001123 | 0.0113 | 0.495507 |
35 | 0.216303 | 2.1738 | 0.016027 |
36 | 0.383322 | 3.8523 | 0.000103 |
37 | 0.210016 | 2.1106 | 0.018636 |
38 | -0.024147 | -0.2427 | 0.404376 |
39 | -0.032448 | -0.3261 | 0.372513 |
40 | -0.100565 | -1.0107 | 0.157296 |
41 | -0.170305 | -1.7115 | 0.045025 |
42 | -0.158917 | -1.5971 | 0.056684 |
43 | -0.172089 | -1.7295 | 0.04339 |
44 | -0.071119 | -0.7147 | 0.238211 |
45 | -0.02858 | -0.2872 | 0.387265 |
46 | 0.083778 | 0.842 | 0.2009 |
47 | 0.108312 | 1.0885 | 0.139477 |
48 | 0.333321 | 3.3498 | 0.000569 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.08354 | 0.8396 | 0.201567 |
2 | 0.031472 | 0.3163 | 0.376219 |
3 | 0.048529 | 0.4877 | 0.313405 |
4 | -0.269861 | -2.7121 | 0.00393 |
5 | -0.22019 | -2.2129 | 0.014578 |
6 | -0.252359 | -2.5362 | 0.006369 |
7 | -0.271498 | -2.7285 | 0.003752 |
8 | -0.301012 | -3.0251 | 0.001576 |
9 | -0.141915 | -1.4262 | 0.078442 |
10 | -0.406061 | -4.0809 | 4.5e-05 |
11 | -0.246424 | -2.4765 | 0.007464 |
12 | 0.473934 | 4.763 | 3e-06 |
13 | 0.108267 | 1.0881 | 0.139577 |
14 | -0.035954 | -0.3613 | 0.359301 |
15 | -0.157335 | -1.5812 | 0.05848 |
16 | 0.068383 | 0.6872 | 0.246754 |
17 | -0.050141 | -0.5039 | 0.307709 |
18 | 0.0095 | 0.0955 | 0.462064 |
19 | -0.012677 | -0.1274 | 0.449437 |
20 | -0.049986 | -0.5023 | 0.308258 |
21 | 0.000686 | 0.0069 | 0.497258 |
22 | 0.082217 | 0.8263 | 0.2053 |
23 | 0.031228 | 0.3138 | 0.377147 |
24 | -0.015162 | -0.1524 | 0.439596 |
25 | 0.084045 | 0.8446 | 0.200155 |
26 | -0.172786 | -1.7365 | 0.042764 |
27 | -0.103679 | -1.042 | 0.149959 |
28 | 0.026983 | 0.2712 | 0.393405 |
29 | 0.118661 | 1.1925 | 0.117925 |
30 | -0.010193 | -0.1024 | 0.459307 |
31 | 0.00763 | 0.0767 | 0.469513 |
32 | 0.037228 | 0.3741 | 0.354542 |
33 | -0.055355 | -0.5563 | 0.289615 |
34 | -0.031596 | -0.3175 | 0.375744 |
35 | -0.054996 | -0.5527 | 0.290845 |
36 | -0.061072 | -0.6138 | 0.270376 |
37 | 0.002705 | 0.0272 | 0.489184 |
38 | 0.053997 | 0.5427 | 0.294277 |
39 | -0.04607 | -0.463 | 0.32218 |
40 | -0.045953 | -0.4618 | 0.322601 |
41 | -0.00072 | -0.0072 | 0.497121 |
42 | 0.0213 | 0.2141 | 0.415464 |
43 | -0.020951 | -0.2106 | 0.41683 |
44 | -0.001514 | -0.0152 | 0.493946 |
45 | -0.061984 | -0.6229 | 0.267366 |
46 | 0.115492 | 1.1607 | 0.124255 |
47 | -0.039257 | -0.3945 | 0.347011 |
48 | 0.031954 | 0.3211 | 0.374388 |