Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.361264 | 3.5212 | 0.000331 |
2 | -0.094539 | -0.9215 | 0.179573 |
3 | -0.275777 | -2.6879 | 0.004245 |
4 | -0.168044 | -1.6379 | 0.052377 |
5 | 0.096115 | 0.9368 | 0.175615 |
6 | 0.419645 | 4.0902 | 4.5e-05 |
7 | 0.176663 | 1.7219 | 0.044172 |
8 | -0.190679 | -1.8585 | 0.033096 |
9 | -0.272159 | -2.6527 | 0.00468 |
10 | -0.138788 | -1.3527 | 0.089676 |
11 | 0.281833 | 2.747 | 0.003598 |
12 | 0.467215 | 4.5539 | 8e-06 |
13 | 0.279344 | 2.7227 | 0.003852 |
14 | -0.152648 | -1.4878 | 0.070054 |
15 | -0.26356 | -2.5689 | 0.00588 |
16 | -0.174982 | -1.7055 | 0.045684 |
17 | 0.113106 | 1.1024 | 0.136532 |
18 | 0.182954 | 1.7832 | 0.038873 |
19 | -0.003792 | -0.037 | 0.485299 |
20 | -0.16779 | -1.6354 | 0.052636 |
21 | -0.293436 | -2.8601 | 0.002604 |
22 | -0.129311 | -1.2604 | 0.105312 |
23 | 0.128367 | 1.2512 | 0.106972 |
24 | 0.313994 | 3.0604 | 0.001437 |
25 | 0.021163 | 0.2063 | 0.41851 |
26 | -0.206112 | -2.0089 | 0.023691 |
27 | -0.276325 | -2.6933 | 0.004182 |
28 | -0.119354 | -1.1633 | 0.123806 |
29 | 0.045555 | 0.444 | 0.329022 |
30 | 0.173874 | 1.6947 | 0.046703 |
31 | 0.003263 | 0.0318 | 0.487348 |
32 | -0.226754 | -2.2101 | 0.014749 |
33 | -0.247886 | -2.4161 | 0.0088 |
34 | -0.117516 | -1.1454 | 0.12746 |
35 | 0.137457 | 1.3398 | 0.091758 |
36 | 0.203474 | 1.9832 | 0.025115 |
37 | 0.080197 | 0.7817 | 0.218178 |
38 | -0.190523 | -1.857 | 0.033205 |
39 | -0.226432 | -2.207 | 0.014862 |
40 | -0.114409 | -1.1151 | 0.133805 |
41 | 0.079933 | 0.7791 | 0.218932 |
42 | 0.19578 | 1.9082 | 0.02969 |
43 | 0.023498 | 0.229 | 0.409668 |
44 | -0.148909 | -1.4514 | 0.074984 |
45 | -0.197461 | -1.9246 | 0.028635 |
46 | -0.063894 | -0.6228 | 0.267468 |
47 | 0.101504 | 0.9893 | 0.162505 |
48 | 0.249696 | 2.4337 | 0.008407 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.361264 | 3.5212 | 0.000331 |
2 | -0.258831 | -2.5228 | 0.006652 |
3 | -0.171684 | -1.6734 | 0.048772 |
4 | -0.012636 | -0.1232 | 0.451121 |
5 | 0.130908 | 1.2759 | 0.102546 |
6 | 0.336447 | 3.2793 | 0.000728 |
7 | -0.152785 | -1.4892 | 0.069879 |
8 | -0.173462 | -1.6907 | 0.047086 |
9 | 0.014664 | 0.1429 | 0.443325 |
10 | 0.013039 | 0.1271 | 0.449571 |
11 | 0.339491 | 3.3089 | 0.000662 |
12 | 0.103907 | 1.0128 | 0.156874 |
13 | 0.059533 | 0.5803 | 0.281558 |
14 | -0.108885 | -1.0613 | 0.145628 |
15 | 0.015841 | 0.1544 | 0.438813 |
16 | 0.006286 | 0.0613 | 0.475637 |
17 | -0.047384 | -0.4618 | 0.322626 |
18 | -0.170665 | -1.6634 | 0.04976 |
19 | -0.17855 | -1.7403 | 0.042523 |
20 | 0.117455 | 1.1448 | 0.127581 |
21 | -0.104787 | -1.0213 | 0.154843 |
22 | -0.029348 | -0.286 | 0.387732 |
23 | -0.084651 | -0.8251 | 0.205697 |
24 | 0.092453 | 0.9011 | 0.184903 |
25 | -0.115348 | -1.1243 | 0.131864 |
26 | -0.131428 | -1.281 | 0.101655 |
27 | 0.006718 | 0.0655 | 0.473964 |
28 | -0.017884 | -0.1743 | 0.430997 |
29 | -0.014613 | -0.1424 | 0.443522 |
30 | 0.044121 | 0.43 | 0.334071 |
31 | 0.002511 | 0.0245 | 0.490261 |
32 | -0.025862 | -0.2521 | 0.400766 |
33 | -0.043477 | -0.4238 | 0.336348 |
34 | 0.002147 | 0.0209 | 0.491674 |
35 | 0.042686 | 0.416 | 0.339157 |
36 | -0.013341 | -0.13 | 0.448407 |
37 | 0.011626 | 0.1133 | 0.455008 |
38 | 0.004708 | 0.0459 | 0.481749 |
39 | -0.008086 | -0.0788 | 0.468673 |
40 | -0.039723 | -0.3872 | 0.349747 |
41 | -0.043618 | -0.4251 | 0.33585 |
42 | 0.11381 | 1.1093 | 0.135054 |
43 | -0.111573 | -1.0875 | 0.139789 |
44 | -0.029628 | -0.2888 | 0.386688 |
45 | 0.014596 | 0.1423 | 0.443586 |
46 | 0.003663 | 0.0357 | 0.485799 |
47 | -0.011698 | -0.114 | 0.454732 |
48 | -0.018621 | -0.1815 | 0.428182 |