Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.038985 | 0.38 | 0.352405 |
2 | 0.110453 | 1.0766 | 0.142202 |
3 | -0.036737 | -0.3581 | 0.360544 |
4 | -0.251567 | -2.452 | 0.008017 |
5 | -0.088487 | -0.8625 | 0.195301 |
6 | -0.4213 | -4.1063 | 4.3e-05 |
7 | -0.155357 | -1.5142 | 0.066644 |
8 | -0.218381 | -2.1285 | 0.017941 |
9 | 0.058487 | 0.5701 | 0.284992 |
10 | 0.000165 | 0.0016 | 0.499361 |
11 | 0.20519 | 1.9999 | 0.024181 |
12 | 0.619093 | 6.0342 | 0 |
13 | 0.057253 | 0.558 | 0.289066 |
14 | 0.176932 | 1.7245 | 0.043934 |
15 | -0.095311 | -0.929 | 0.177628 |
16 | -0.124816 | -1.2166 | 0.113393 |
17 | -0.122407 | -1.1931 | 0.117905 |
18 | -0.404024 | -3.9379 | 7.8e-05 |
19 | -0.153541 | -1.4965 | 0.068914 |
20 | -0.14724 | -1.4351 | 0.077269 |
21 | 0.069955 | 0.6818 | 0.248499 |
22 | 0.01423 | 0.1387 | 0.444992 |
23 | 0.216323 | 2.1085 | 0.018811 |
24 | 0.414206 | 4.0372 | 5.5e-05 |
25 | 0.118077 | 1.1509 | 0.126336 |
26 | 0.116274 | 1.1333 | 0.129971 |
27 | -0.037412 | -0.3646 | 0.358093 |
28 | -0.113314 | -1.1044 | 0.136094 |
29 | -0.127655 | -1.2442 | 0.108238 |
30 | -0.368942 | -3.596 | 0.000257 |
31 | -0.164228 | -1.6007 | 0.056382 |
32 | 0.013865 | 0.1351 | 0.446395 |
33 | -0.060811 | -0.5927 | 0.277392 |
34 | 0.105795 | 1.0312 | 0.152542 |
35 | 0.157767 | 1.5377 | 0.06372 |
36 | 0.278024 | 2.7098 | 0.003993 |
37 | 0.213006 | 2.0761 | 0.020292 |
38 | 0.024041 | 0.2343 | 0.407619 |
39 | -0.041967 | -0.409 | 0.341714 |
40 | -0.093066 | -0.9071 | 0.183327 |
41 | -0.101318 | -0.9875 | 0.162946 |
42 | -0.295362 | -2.8788 | 0.002466 |
43 | -0.084464 | -0.8232 | 0.206214 |
44 | -0.051527 | -0.5022 | 0.308337 |
45 | -0.104255 | -1.0162 | 0.156069 |
46 | 0.194222 | 1.893 | 0.030698 |
47 | 0.027368 | 0.2667 | 0.395122 |
48 | 0.327315 | 3.1903 | 0.000963 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.038985 | 0.38 | 0.352405 |
2 | 0.109099 | 1.0634 | 0.145157 |
3 | -0.045435 | -0.4428 | 0.329441 |
4 | -0.264648 | -2.5795 | 0.005714 |
5 | -0.067945 | -0.6622 | 0.254709 |
6 | -0.389622 | -3.7976 | 0.000129 |
7 | -0.198711 | -1.9368 | 0.027871 |
8 | -0.317431 | -3.0939 | 0.001297 |
9 | -0.080971 | -0.7892 | 0.215977 |
10 | -0.354638 | -3.4566 | 0.00041 |
11 | -0.089767 | -0.8749 | 0.191908 |
12 | 0.437716 | 4.2663 | 2.3e-05 |
13 | 0.004914 | 0.0479 | 0.480951 |
14 | -0.041105 | -0.4006 | 0.344793 |
15 | 0.026323 | 0.2566 | 0.399035 |
16 | 0.069312 | 0.6756 | 0.250479 |
17 | -0.032555 | -0.3173 | 0.375852 |
18 | -0.106768 | -1.0406 | 0.15034 |
19 | 0.008897 | 0.0867 | 0.465539 |
20 | 0.037026 | 0.3609 | 0.359494 |
21 | -0.004022 | -0.0392 | 0.484406 |
22 | 0.004377 | 0.0427 | 0.483031 |
23 | -0.018163 | -0.177 | 0.429932 |
24 | 0.029308 | 0.2857 | 0.387882 |
25 | 0.023863 | 0.2326 | 0.40829 |
26 | -0.08552 | -0.8335 | 0.203313 |
27 | 0.115316 | 1.124 | 0.131931 |
28 | -0.057261 | -0.5581 | 0.289039 |
29 | 0.024982 | 0.2435 | 0.404076 |
30 | -0.071556 | -0.6974 | 0.243616 |
31 | -0.00272 | -0.0265 | 0.489453 |
32 | 0.201345 | 1.9625 | 0.026317 |
33 | -0.173446 | -1.6905 | 0.047101 |
34 | 0.055502 | 0.541 | 0.294898 |
35 | 0.03747 | 0.3652 | 0.357883 |
36 | -0.074437 | -0.7255 | 0.234958 |
37 | 0.090655 | 0.8836 | 0.189573 |
38 | -0.036646 | -0.3572 | 0.360874 |
39 | -0.073455 | -0.7159 | 0.23789 |
40 | 0.005193 | 0.0506 | 0.479869 |
41 | 0.034917 | 0.3403 | 0.367182 |
42 | 0.113495 | 1.1062 | 0.135715 |
43 | 0.003453 | 0.0337 | 0.48661 |
44 | -0.073045 | -0.712 | 0.23912 |
45 | -0.067117 | -0.6542 | 0.257288 |
46 | 0.062675 | 0.6109 | 0.271369 |
47 | -0.032039 | -0.3123 | 0.377758 |
48 | 0.01038 | 0.1012 | 0.459815 |