Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.202179 | 2.1011 | 0.018979 |
2 | 0.15415 | 1.602 | 0.056041 |
3 | 0.229 | 2.3798 | 0.009537 |
4 | 0.251364 | 2.6123 | 0.005138 |
5 | 0.327039 | 3.3987 | 0.000475 |
6 | 0.324176 | 3.3689 | 0.000523 |
7 | 0.300239 | 3.1202 | 0.001159 |
8 | 0.229163 | 2.3815 | 0.009495 |
9 | 0.188044 | 1.9542 | 0.026631 |
10 | 0.082208 | 0.8543 | 0.197406 |
11 | 0.116528 | 1.211 | 0.114271 |
12 | 0.815807 | 8.4781 | 0 |
13 | 0.132268 | 1.3746 | 0.086055 |
14 | 0.07798 | 0.8104 | 0.209749 |
15 | 0.131965 | 1.3714 | 0.086543 |
16 | 0.171296 | 1.7802 | 0.038931 |
17 | 0.219217 | 2.2782 | 0.012342 |
18 | 0.215614 | 2.2407 | 0.013545 |
19 | 0.205195 | 2.1324 | 0.017618 |
20 | 0.12352 | 1.2837 | 0.101004 |
21 | 0.103617 | 1.0768 | 0.141979 |
22 | 0.010358 | 0.1076 | 0.45724 |
23 | 0.020819 | 0.2164 | 0.414557 |
24 | 0.638961 | 6.6403 | 0 |
25 | 0.054757 | 0.5691 | 0.285251 |
26 | -0.012876 | -0.1338 | 0.4469 |
27 | 0.040991 | 0.426 | 0.335481 |
28 | 0.076002 | 0.7898 | 0.215678 |
29 | 0.102597 | 1.0662 | 0.144352 |
30 | 0.115586 | 1.2012 | 0.11615 |
31 | 0.100057 | 1.0398 | 0.150371 |
32 | 0.029796 | 0.3096 | 0.378714 |
33 | 0.007709 | 0.0801 | 0.468148 |
34 | -0.076206 | -0.792 | 0.21506 |
35 | -0.065502 | -0.6807 | 0.248754 |
36 | 0.476272 | 4.9496 | 1e-06 |
37 | -0.042391 | -0.4405 | 0.330214 |
38 | -0.091349 | -0.9493 | 0.172287 |
39 | -0.04296 | -0.4465 | 0.32808 |
40 | -0.024561 | -0.2552 | 0.39951 |
41 | 0.006508 | 0.0676 | 0.4731 |
42 | 0.00991 | 0.103 | 0.45908 |
43 | 0.006415 | 0.0667 | 0.473484 |
44 | -0.048343 | -0.5024 | 0.308205 |
45 | -0.080686 | -0.8385 | 0.201798 |
46 | -0.143241 | -1.4886 | 0.069753 |
47 | -0.132154 | -1.3734 | 0.086239 |
48 | 0.315173 | 3.2754 | 0.000709 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.202179 | 2.1011 | 0.018979 |
2 | 0.118101 | 1.2273 | 0.111181 |
3 | 0.187828 | 1.952 | 0.026766 |
4 | 0.180402 | 1.8748 | 0.031761 |
5 | 0.2485 | 2.5825 | 0.005574 |
6 | 0.223887 | 2.3267 | 0.010923 |
7 | 0.194419 | 2.0205 | 0.022905 |
8 | 0.089284 | 0.9279 | 0.177773 |
9 | 0.006808 | 0.0708 | 0.471863 |
10 | -0.183265 | -1.9045 | 0.02975 |
11 | -0.187143 | -1.9448 | 0.027197 |
12 | 0.777957 | 8.0848 | 0 |
13 | -0.282612 | -2.937 | 0.002026 |
14 | -0.198525 | -2.0631 | 0.020749 |
15 | -0.137138 | -1.4252 | 0.078495 |
16 | 0.010376 | 0.1078 | 0.457164 |
17 | -0.164981 | -1.7145 | 0.04465 |
18 | -0.071216 | -0.7401 | 0.230423 |
19 | 0.052207 | 0.5426 | 0.294277 |
20 | -0.071312 | -0.7411 | 0.230123 |
21 | 0.026261 | 0.2729 | 0.39272 |
22 | 0.146398 | 1.5214 | 0.065539 |
23 | 0.023943 | 0.2488 | 0.401986 |
24 | -0.040158 | -0.4173 | 0.338631 |
25 | -0.012837 | -0.1334 | 0.447059 |
26 | -0.053519 | -0.5562 | 0.289619 |
27 | -0.045884 | -0.4768 | 0.317219 |
28 | -0.102577 | -1.066 | 0.144397 |
29 | -0.053168 | -0.5525 | 0.290859 |
30 | 0.007831 | 0.0814 | 0.467645 |
31 | -0.034881 | -0.3625 | 0.358847 |
32 | 0.067922 | 0.7059 | 0.240897 |
33 | -0.028771 | -0.299 | 0.382757 |
34 | -0.015304 | -0.159 | 0.436964 |
35 | 0.031122 | 0.3234 | 0.373499 |
36 | 0.011418 | 0.1187 | 0.452884 |
37 | -0.12366 | -1.2851 | 0.100751 |
38 | 0.010078 | 0.1047 | 0.458389 |
39 | 0.011981 | 0.1245 | 0.450571 |
40 | -0.097286 | -1.011 | 0.157132 |
41 | 0.011045 | 0.1148 | 0.454415 |
42 | -0.014485 | -0.1505 | 0.440313 |
43 | 0.000585 | 0.0061 | 0.497579 |
44 | -0.016736 | -0.1739 | 0.431125 |
45 | 0.032388 | 0.3366 | 0.368541 |
46 | 0.013691 | 0.1423 | 0.443562 |
47 | -0.020008 | -0.2079 | 0.417839 |
48 | -0.121081 | -1.2583 | 0.105496 |