Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.185347 | 2.4589 | 0.007452 |
2 | -0.141008 | -1.8707 | 0.031524 |
3 | 0.041075 | 0.5449 | 0.29325 |
4 | 0.233518 | 3.098 | 0.001134 |
5 | 0.032012 | 0.4247 | 0.335793 |
6 | -0.286061 | -3.795 | 0.000101 |
7 | 0.042993 | 0.5704 | 0.284579 |
8 | 0.20298 | 2.6928 | 0.003885 |
9 | 0.01285 | 0.1705 | 0.432416 |
10 | -0.146686 | -1.946 | 0.026623 |
11 | 0.151364 | 2.0081 | 0.023082 |
12 | 0.799961 | 10.6127 | 0 |
13 | 0.136786 | 1.8147 | 0.035639 |
14 | -0.158822 | -2.107 | 0.018267 |
15 | 0.010127 | 0.1343 | 0.446641 |
16 | 0.172966 | 2.2946 | 0.011467 |
17 | 0.003905 | 0.0518 | 0.479369 |
18 | -0.295296 | -3.9175 | 6.4e-05 |
19 | -0.000863 | -0.0114 | 0.495441 |
20 | 0.158431 | 2.1018 | 0.018496 |
21 | -0.015128 | -0.2007 | 0.420585 |
22 | -0.150342 | -1.9945 | 0.02382 |
23 | 0.135816 | 1.8018 | 0.036644 |
24 | 0.702704 | 9.3224 | 0 |
25 | 0.101481 | 1.3463 | 0.089968 |
26 | -0.171725 | -2.2782 | 0.011959 |
27 | -0.03592 | -0.4765 | 0.317143 |
28 | 0.155348 | 2.0609 | 0.020391 |
29 | -0.051143 | -0.6785 | 0.249177 |
30 | -0.322636 | -4.2802 | 1.5e-05 |
31 | -0.028421 | -0.377 | 0.353298 |
32 | 0.111231 | 1.4757 | 0.070912 |
33 | -0.063989 | -0.8489 | 0.198541 |
34 | -0.212963 | -2.8253 | 0.002635 |
35 | 0.100813 | 1.3374 | 0.091404 |
36 | 0.602516 | 7.9933 | 0 |
37 | 0.057519 | 0.7631 | 0.22322 |
38 | -0.192574 | -2.5548 | 0.005736 |
39 | -0.080489 | -1.0678 | 0.143534 |
40 | 0.141937 | 1.883 | 0.030675 |
41 | -0.081686 | -1.0837 | 0.139992 |
42 | -0.339273 | -4.501 | 6e-06 |
43 | -0.033585 | -0.4456 | 0.328233 |
44 | 0.102261 | 1.3566 | 0.088316 |
45 | -0.118328 | -1.5698 | 0.05913 |
46 | -0.217989 | -2.8919 | 0.002156 |
47 | 0.070038 | 0.9292 | 0.17704 |
48 | 0.514693 | 6.8282 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.185347 | 2.4589 | 0.007452 |
2 | -0.1816 | -2.4092 | 0.008509 |
3 | 0.113103 | 1.5005 | 0.067642 |
4 | 0.188333 | 2.4985 | 0.006694 |
5 | -0.042053 | -0.5579 | 0.288812 |
6 | -0.249792 | -3.3139 | 0.000559 |
7 | 0.159216 | 2.1122 | 0.018038 |
8 | 0.06424 | 0.8522 | 0.19762 |
9 | -0.012637 | -0.1676 | 0.433528 |
10 | -0.029498 | -0.3913 | 0.34801 |
11 | 0.197821 | 2.6244 | 0.004722 |
12 | 0.747289 | 9.9139 | 0 |
13 | -0.150629 | -1.9983 | 0.023611 |
14 | -0.044401 | -0.589 | 0.278294 |
15 | -0.118886 | -1.5772 | 0.058272 |
16 | -0.159114 | -2.1109 | 0.018097 |
17 | 0.025921 | 0.3439 | 0.365675 |
18 | -0.03269 | -0.4337 | 0.332526 |
19 | -0.084525 | -1.1214 | 0.131832 |
20 | 0.022225 | 0.2949 | 0.384227 |
21 | -0.012819 | -0.1701 | 0.43258 |
22 | 0.021289 | 0.2824 | 0.38897 |
23 | 0.084367 | 1.1193 | 0.132278 |
24 | 0.164426 | 2.1814 | 0.015242 |
25 | -0.06 | -0.796 | 0.213554 |
26 | -0.015418 | -0.2045 | 0.41908 |
27 | -0.139221 | -1.847 | 0.033215 |
28 | 0.049985 | 0.6631 | 0.25406 |
29 | -0.138269 | -1.8343 | 0.034146 |
30 | -0.036472 | -0.4839 | 0.314543 |
31 | -0.000617 | -0.0082 | 0.496742 |
32 | -0.056886 | -0.7547 | 0.225726 |
33 | -0.03655 | -0.4849 | 0.31418 |
34 | -0.127669 | -1.6937 | 0.046043 |
35 | -0.008704 | -0.1155 | 0.454101 |
36 | 0.048814 | 0.6476 | 0.259046 |
37 | 0.00332 | 0.044 | 0.482459 |
38 | 0.022135 | 0.2937 | 0.384682 |
39 | -0.063092 | -0.837 | 0.201861 |
40 | 0.054086 | 0.7175 | 0.236999 |
41 | -0.00844 | -0.112 | 0.455489 |
42 | 0.001266 | 0.0168 | 0.493312 |
43 | 0.036315 | 0.4818 | 0.315282 |
44 | 0.045886 | 0.6087 | 0.271738 |
45 | -0.173025 | -2.2954 | 0.011444 |
46 | 0.092877 | 1.2322 | 0.109768 |
47 | -0.124486 | -1.6515 | 0.050211 |
48 | -0.024733 | -0.3281 | 0.371607 |