Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.132389 | 1.3758 | 0.085861 |
2 | -0.020452 | -0.2125 | 0.416043 |
3 | -0.091719 | -0.9532 | 0.171316 |
4 | -0.171307 | -1.7803 | 0.038921 |
5 | -0.153163 | -1.5917 | 0.057186 |
6 | -0.159647 | -1.6591 | 0.049998 |
7 | -0.168103 | -1.747 | 0.041742 |
8 | -0.190346 | -1.9781 | 0.02523 |
9 | -0.109638 | -1.1394 | 0.12853 |
10 | -0.052104 | -0.5415 | 0.294644 |
11 | 0.097712 | 1.0155 | 0.156079 |
12 | 0.900764 | 9.361 | 0 |
13 | 0.104558 | 1.0866 | 0.139816 |
14 | -0.029995 | -0.3117 | 0.377926 |
15 | -0.09292 | -0.9657 | 0.168187 |
16 | -0.160876 | -1.6719 | 0.048722 |
17 | -0.146921 | -1.5268 | 0.064861 |
18 | -0.152906 | -1.589 | 0.057487 |
19 | -0.161322 | -1.6765 | 0.048266 |
20 | -0.176755 | -1.8369 | 0.034488 |
21 | -0.099689 | -1.036 | 0.151258 |
22 | -0.053244 | -0.5533 | 0.290591 |
23 | 0.081135 | 0.8432 | 0.200496 |
24 | 0.796669 | 8.2792 | 0 |
25 | 0.095993 | 0.9976 | 0.160354 |
26 | -0.017336 | -0.1802 | 0.428682 |
27 | -0.072269 | -0.751 | 0.227131 |
28 | -0.130388 | -1.355 | 0.089118 |
29 | -0.114962 | -1.1947 | 0.117406 |
30 | -0.12095 | -1.2569 | 0.105742 |
31 | -0.128542 | -1.3359 | 0.092203 |
32 | -0.148046 | -1.5385 | 0.063421 |
33 | -0.077453 | -0.8049 | 0.211318 |
34 | -0.045188 | -0.4696 | 0.319791 |
35 | 0.070728 | 0.735 | 0.231958 |
36 | 0.676939 | 7.035 | 0 |
37 | 0.080154 | 0.833 | 0.203346 |
38 | -0.017758 | -0.1845 | 0.426966 |
39 | -0.068216 | -0.7089 | 0.239951 |
40 | -0.116445 | -1.2101 | 0.114435 |
41 | -0.103603 | -1.0767 | 0.142012 |
42 | -0.111027 | -1.1538 | 0.12556 |
43 | -0.122005 | -1.2679 | 0.103777 |
44 | -0.137093 | -1.4247 | 0.078561 |
45 | -0.079369 | -0.8248 | 0.205644 |
46 | -0.053688 | -0.5579 | 0.28902 |
47 | 0.049875 | 0.5183 | 0.302648 |
48 | 0.531833 | 5.527 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.132389 | 1.3758 | 0.085861 |
2 | -0.038656 | -0.4017 | 0.34434 |
3 | -0.085411 | -0.8876 | 0.188358 |
4 | -0.152222 | -1.5819 | 0.058294 |
5 | -0.122382 | -1.2718 | 0.103082 |
6 | -0.153171 | -1.5918 | 0.057176 |
7 | -0.188568 | -1.9597 | 0.026306 |
8 | -0.256059 | -2.661 | 0.004489 |
9 | -0.229231 | -2.3822 | 0.009478 |
10 | -0.266712 | -2.7717 | 0.003284 |
11 | -0.192085 | -1.9962 | 0.024214 |
12 | 0.860808 | 8.9458 | 0 |
13 | -0.315676 | -3.2806 | 0.000698 |
14 | -0.155262 | -1.6135 | 0.054774 |
15 | -0.058352 | -0.6064 | 0.272758 |
16 | -0.047606 | -0.4947 | 0.310896 |
17 | -0.090686 | -0.9424 | 0.174037 |
18 | -0.014141 | -0.147 | 0.441719 |
19 | 0.031529 | 0.3277 | 0.3719 |
20 | 0.048102 | 0.4999 | 0.309086 |
21 | -0.010693 | -0.1111 | 0.455861 |
22 | 0.010866 | 0.1129 | 0.45515 |
23 | -0.057927 | -0.602 | 0.274219 |
24 | -0.203294 | -2.1127 | 0.018466 |
25 | 0.076637 | 0.7964 | 0.213763 |
26 | 0.062454 | 0.649 | 0.258845 |
27 | 0.019607 | 0.2038 | 0.419461 |
28 | 0.032051 | 0.3331 | 0.369859 |
29 | 0.097471 | 1.0129 | 0.156675 |
30 | 0.048287 | 0.5018 | 0.308411 |
31 | 0.030724 | 0.3193 | 0.375062 |
32 | -0.016433 | -0.1708 | 0.43236 |
33 | 0.033344 | 0.3465 | 0.364814 |
34 | 0.011591 | 0.1205 | 0.452171 |
35 | 0.039517 | 0.4107 | 0.341064 |
36 | -0.107778 | -1.1201 | 0.132586 |
37 | 0.061085 | 0.6348 | 0.263445 |
38 | 0.017153 | 0.1783 | 0.429426 |
39 | -0.0067 | -0.0696 | 0.472309 |
40 | 0.002215 | 0.023 | 0.490837 |
41 | -0.022998 | -0.239 | 0.405778 |
42 | -0.049587 | -0.5153 | 0.30369 |
43 | -0.080362 | -0.8351 | 0.20274 |
44 | -0.003133 | -0.0326 | 0.487043 |
45 | -0.07706 | -0.8008 | 0.212493 |
46 | -0.056169 | -0.5837 | 0.280311 |
47 | -0.022211 | -0.2308 | 0.408943 |
48 | -0.189927 | -1.9738 | 0.02548 |