Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.049754 | 0.5171 | 0.303086 |
2 | 0.223512 | 2.3228 | 0.011032 |
3 | 0.02913 | 0.3027 | 0.381339 |
4 | -0.17786 | -1.8484 | 0.033642 |
5 | -0.341658 | -3.5506 | 0.000285 |
6 | -0.279037 | -2.8998 | 0.002262 |
7 | -0.352349 | -3.6617 | 0.000195 |
8 | -0.164452 | -1.709 | 0.045159 |
9 | 0.070546 | 0.7331 | 0.232533 |
10 | 0.175364 | 1.8224 | 0.035578 |
11 | 0.052648 | 0.5471 | 0.292707 |
12 | 0.778171 | 8.087 | 0 |
13 | -0.010195 | -0.106 | 0.457909 |
14 | 0.20327 | 2.1124 | 0.018476 |
15 | -0.026025 | -0.2705 | 0.393663 |
16 | -0.144526 | -1.502 | 0.068013 |
17 | -0.282297 | -2.9337 | 0.002046 |
18 | -0.262412 | -2.7271 | 0.00373 |
19 | -0.318328 | -3.3082 | 0.000638 |
20 | -0.176693 | -1.8362 | 0.034536 |
21 | 0.050519 | 0.525 | 0.300326 |
22 | 0.06058 | 0.6296 | 0.265155 |
23 | 0.050933 | 0.5293 | 0.298837 |
24 | 0.627021 | 6.5162 | 0 |
25 | -0.011123 | -0.1156 | 0.454095 |
26 | 0.186893 | 1.9422 | 0.027356 |
27 | -0.019446 | -0.2021 | 0.420114 |
28 | -0.106626 | -1.1081 | 0.135142 |
29 | -0.2222 | -2.3092 | 0.011418 |
30 | -0.17372 | -1.8054 | 0.036903 |
31 | -0.257437 | -2.6754 | 0.004313 |
32 | -0.17337 | -1.8017 | 0.03719 |
33 | 0.046707 | 0.4854 | 0.314189 |
34 | 0.017847 | 0.1855 | 0.426602 |
35 | 0.043937 | 0.4566 | 0.324434 |
36 | 0.500451 | 5.2008 | 0 |
37 | 0.016086 | 0.1672 | 0.433774 |
38 | 0.172677 | 1.7945 | 0.037765 |
39 | 0.035857 | 0.3726 | 0.355076 |
40 | -0.006778 | -0.0704 | 0.471987 |
41 | -0.152271 | -1.5824 | 0.058236 |
42 | -0.132736 | -1.3794 | 0.085305 |
43 | -0.250436 | -2.6026 | 0.005275 |
44 | -0.153432 | -1.5945 | 0.056872 |
45 | 0.036692 | 0.3813 | 0.351861 |
46 | -0.031375 | -0.3261 | 0.372505 |
47 | 0.076556 | 0.7956 | 0.214007 |
48 | 0.401345 | 4.1709 | 3.1e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.049754 | 0.5171 | 0.303086 |
2 | 0.221585 | 2.3028 | 0.011604 |
3 | 0.009962 | 0.1035 | 0.45887 |
4 | -0.241299 | -2.5076 | 0.006821 |
5 | -0.374958 | -3.8967 | 8.5e-05 |
6 | -0.235501 | -2.4474 | 0.008001 |
7 | -0.253409 | -2.6335 | 0.004845 |
8 | -0.147288 | -1.5307 | 0.064389 |
9 | 0.082455 | 0.8569 | 0.196699 |
10 | 0.138114 | 1.4353 | 0.077043 |
11 | -0.24666 | -2.5634 | 0.005871 |
12 | 0.645784 | 6.7112 | 0 |
13 | -0.165401 | -1.7189 | 0.044249 |
14 | -0.090992 | -0.9456 | 0.173227 |
15 | -0.04331 | -0.4501 | 0.326775 |
16 | 0.094848 | 0.9857 | 0.163244 |
17 | 0.057329 | 0.5958 | 0.276285 |
18 | -0.115069 | -1.1958 | 0.11719 |
19 | -0.032747 | -0.3403 | 0.367138 |
20 | -0.122025 | -1.2681 | 0.10374 |
21 | -0.104311 | -1.084 | 0.140382 |
22 | -0.199898 | -2.0774 | 0.020068 |
23 | 0.0021 | 0.0218 | 0.491313 |
24 | 0.075669 | 0.7864 | 0.216683 |
25 | -0.028346 | -0.2946 | 0.38444 |
26 | -0.178291 | -1.8529 | 0.033317 |
27 | -0.024985 | -0.2597 | 0.397812 |
28 | -0.027858 | -0.2895 | 0.386374 |
29 | -0.034314 | -0.3566 | 0.361042 |
30 | 0.162694 | 1.6908 | 0.046883 |
31 | 0.083056 | 0.8631 | 0.194986 |
32 | -0.091863 | -0.9547 | 0.170939 |
33 | -0.163258 | -1.6966 | 0.046323 |
34 | 0.050499 | 0.5248 | 0.300399 |
35 | 4.2e-05 | 4e-04 | 0.499825 |
36 | -0.007552 | -0.0785 | 0.468796 |
37 | 0.081953 | 0.8517 | 0.198138 |
38 | -0.013251 | -0.1377 | 0.445366 |
39 | 0.010216 | 0.1062 | 0.457824 |
40 | 0.0496 | 0.5155 | 0.303642 |
41 | 0.017987 | 0.1869 | 0.426036 |
42 | -0.081459 | -0.8465 | 0.19956 |
43 | -0.100345 | -1.0428 | 0.149681 |
44 | 0.102865 | 1.069 | 0.143725 |
45 | 0.118947 | 1.2361 | 0.109545 |
46 | -0.051997 | -0.5404 | 0.295029 |
47 | 0.072515 | 0.7536 | 0.226364 |
48 | -0.007438 | -0.0773 | 0.469264 |