Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.058924 | -0.5743 | 0.283553 |
2 | -0.201964 | -1.9685 | 0.025962 |
3 | -0.109641 | -1.0687 | 0.143967 |
4 | -0.289889 | -2.8255 | 0.002877 |
5 | 0.124323 | 1.2118 | 0.114307 |
6 | 0.158406 | 1.544 | 0.062962 |
7 | 0.157687 | 1.5369 | 0.063816 |
8 | -0.316669 | -3.0865 | 0.001327 |
9 | -0.105339 | -1.0267 | 0.153581 |
10 | -0.19697 | -1.9198 | 0.02894 |
11 | -0.072982 | -0.7113 | 0.239307 |
12 | 0.806645 | 7.8622 | 0 |
13 | 0.003215 | 0.0313 | 0.487533 |
14 | -0.175782 | -1.7133 | 0.044958 |
15 | -0.107226 | -1.0451 | 0.149311 |
16 | -0.24928 | -2.4297 | 0.008496 |
17 | 0.102233 | 0.9964 | 0.160783 |
18 | 0.151039 | 1.4721 | 0.072144 |
19 | 0.148503 | 1.4474 | 0.075535 |
20 | -0.294341 | -2.8689 | 0.002538 |
21 | -0.081162 | -0.7911 | 0.215436 |
22 | -0.160746 | -1.5668 | 0.060249 |
23 | -0.058279 | -0.568 | 0.285676 |
24 | 0.63365 | 6.1761 | 0 |
25 | 0.008844 | 0.0862 | 0.465743 |
26 | -0.12497 | -1.2181 | 0.11311 |
27 | -0.104358 | -1.0172 | 0.155831 |
28 | -0.199164 | -1.9412 | 0.027598 |
29 | 0.082709 | 0.8062 | 0.211085 |
30 | 0.111853 | 1.0902 | 0.139189 |
31 | 0.117264 | 1.1429 | 0.127967 |
32 | -0.218219 | -2.1269 | 0.018008 |
33 | -0.075315 | -0.7341 | 0.232354 |
34 | -0.125274 | -1.221 | 0.112551 |
35 | -0.01484 | -0.1446 | 0.442649 |
36 | 0.49506 | 4.8252 | 3e-06 |
37 | -0.021341 | -0.208 | 0.417833 |
38 | -0.102231 | -0.9964 | 0.160787 |
39 | -0.066236 | -0.6456 | 0.260051 |
40 | -0.157995 | -1.5399 | 0.063449 |
41 | 0.059329 | 0.5783 | 0.282227 |
42 | 0.096465 | 0.9402 | 0.174744 |
43 | 0.081455 | 0.7939 | 0.214608 |
44 | -0.16326 | -1.5913 | 0.057437 |
45 | -0.050597 | -0.4932 | 0.311519 |
46 | -0.110242 | -1.0745 | 0.142658 |
47 | 0.003704 | 0.0361 | 0.485639 |
48 | 0.367817 | 3.585 | 0.000267 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.058924 | -0.5743 | 0.283553 |
2 | -0.206152 | -2.0093 | 0.02367 |
3 | -0.142681 | -1.3907 | 0.083786 |
4 | -0.377637 | -3.6807 | 0.000193 |
5 | -0.014759 | -0.1439 | 0.442959 |
6 | -0.00842 | -0.0821 | 0.467384 |
7 | 0.151079 | 1.4725 | 0.072091 |
8 | -0.40261 | -3.9242 | 8.2e-05 |
9 | -0.051298 | -0.5 | 0.309119 |
10 | -0.469532 | -4.5764 | 7e-06 |
11 | -0.28183 | -2.7469 | 0.003599 |
12 | 0.591614 | 5.7663 | 0 |
13 | 0.088547 | 0.863 | 0.195142 |
14 | -0.004578 | -0.0446 | 0.482252 |
15 | 0.02583 | 0.2518 | 0.400887 |
16 | -0.031065 | -0.3028 | 0.381358 |
17 | 0.028093 | 0.2738 | 0.392411 |
18 | -0.065096 | -0.6345 | 0.263647 |
19 | -0.105014 | -1.0235 | 0.154325 |
20 | -0.035951 | -0.3504 | 0.363406 |
21 | 0.048947 | 0.4771 | 0.317201 |
22 | 0.037014 | 0.3608 | 0.359538 |
23 | 0.098555 | 0.9606 | 0.169596 |
24 | -0.059333 | -0.5783 | 0.282214 |
25 | -0.081185 | -0.7913 | 0.215371 |
26 | 0.020563 | 0.2004 | 0.42079 |
27 | -0.011923 | -0.1162 | 0.453865 |
28 | -0.010046 | -0.0979 | 0.461102 |
29 | -0.003982 | -0.0388 | 0.48456 |
30 | -0.118967 | -1.1595 | 0.12457 |
31 | -0.059994 | -0.5848 | 0.280051 |
32 | 0.112829 | 1.0997 | 0.137117 |
33 | -0.039597 | -0.3859 | 0.3502 |
34 | -0.001822 | -0.0178 | 0.492933 |
35 | 0.06766 | 0.6595 | 0.255595 |
36 | 0.014161 | 0.138 | 0.445257 |
37 | -0.04565 | -0.4449 | 0.328688 |
38 | -0.079899 | -0.7788 | 0.219029 |
39 | 0.006294 | 0.0614 | 0.475604 |
40 | 0.005938 | 0.0579 | 0.476986 |
41 | -0.055266 | -0.5387 | 0.29569 |
42 | 0.033487 | 0.3264 | 0.372425 |
43 | 0.040853 | 0.3982 | 0.345693 |
44 | 0.014952 | 0.1457 | 0.44222 |
45 | 0.0357 | 0.348 | 0.364319 |
46 | -0.026168 | -0.2551 | 0.399615 |
47 | -0.062534 | -0.6095 | 0.271821 |
48 | -0.098675 | -0.9618 | 0.169306 |