Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.051927 | 0.5396 | 0.295278 |
2 | -0.087052 | -0.9047 | 0.183826 |
3 | 0.126941 | 1.3192 | 0.094944 |
4 | -0.049181 | -0.5111 | 0.305163 |
5 | -0.182339 | -1.8949 | 0.030388 |
6 | -0.399601 | -4.1528 | 3.3e-05 |
7 | -0.178583 | -1.8559 | 0.033098 |
8 | -0.077055 | -0.8008 | 0.21251 |
9 | 0.106832 | 1.1102 | 0.134682 |
10 | -0.110436 | -1.1477 | 0.126817 |
11 | 0.121356 | 1.2612 | 0.104982 |
12 | 0.77 | 8.0021 | 0 |
13 | 0.032404 | 0.3367 | 0.36848 |
14 | -0.041925 | -0.4357 | 0.331961 |
15 | 0.091813 | 0.9542 | 0.171069 |
16 | -0.037635 | -0.3911 | 0.348242 |
17 | -0.191177 | -1.9868 | 0.02474 |
18 | -0.339207 | -3.5251 | 0.000311 |
19 | -0.190921 | -1.9841 | 0.02489 |
20 | -0.096072 | -0.9984 | 0.160156 |
21 | 0.127792 | 1.3281 | 0.09348 |
22 | -0.126115 | -1.3106 | 0.096382 |
23 | 0.112233 | 1.1664 | 0.123018 |
24 | 0.583725 | 6.0662 | 0 |
25 | 0.008342 | 0.0867 | 0.465539 |
26 | -0.00484 | -0.0503 | 0.479989 |
27 | 0.062904 | 0.6537 | 0.257343 |
28 | -0.024323 | -0.2528 | 0.400463 |
29 | -0.15941 | -1.6566 | 0.050247 |
30 | -0.270186 | -2.8079 | 0.00296 |
31 | -0.175812 | -1.8271 | 0.035224 |
32 | -0.06111 | -0.6351 | 0.263363 |
33 | 0.11644 | 1.2101 | 0.114446 |
34 | -0.141044 | -1.4658 | 0.072808 |
35 | 0.138806 | 1.4425 | 0.076025 |
36 | 0.468973 | 4.8737 | 2e-06 |
37 | -0.042097 | -0.4375 | 0.331317 |
38 | 0.012068 | 0.1254 | 0.450215 |
39 | 0.075452 | 0.7841 | 0.217342 |
40 | -0.039844 | -0.4141 | 0.339821 |
41 | -0.130746 | -1.3588 | 0.088527 |
42 | -0.211246 | -2.1953 | 0.01514 |
43 | -0.134912 | -1.4021 | 0.081884 |
44 | -0.0654 | -0.6797 | 0.249087 |
45 | 0.093853 | 0.9753 | 0.165785 |
46 | -0.117846 | -1.2247 | 0.111677 |
47 | 0.135727 | 1.4105 | 0.080631 |
48 | 0.35671 | 3.707 | 0.000166 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.051927 | 0.5396 | 0.295278 |
2 | -0.089991 | -0.9352 | 0.175881 |
3 | 0.138028 | 1.4344 | 0.077169 |
4 | -0.075871 | -0.7885 | 0.216074 |
5 | -0.154086 | -1.6013 | 0.056115 |
6 | -0.42998 | -4.4685 | 1e-05 |
7 | -0.215059 | -2.235 | 0.013739 |
8 | -0.176553 | -1.8348 | 0.034644 |
9 | 0.197629 | 2.0538 | 0.021204 |
10 | -0.197499 | -2.0525 | 0.021271 |
11 | 0.041647 | 0.4328 | 0.33301 |
12 | 0.659758 | 6.8564 | 0 |
13 | 0.036889 | 0.3834 | 0.351102 |
14 | 0.007522 | 0.0782 | 0.468917 |
15 | -0.097105 | -1.0091 | 0.157582 |
16 | -0.052398 | -0.5445 | 0.293597 |
17 | -0.028618 | -0.2974 | 0.383364 |
18 | 0.082964 | 0.8622 | 0.195248 |
19 | -0.034964 | -0.3634 | 0.358526 |
20 | -0.044103 | -0.4583 | 0.323816 |
21 | 0.079069 | 0.8217 | 0.206525 |
22 | -0.032777 | -0.3406 | 0.367023 |
23 | -0.119033 | -1.237 | 0.109381 |
24 | -0.086227 | -0.8961 | 0.186096 |
25 | -0.102803 | -1.0684 | 0.14387 |
26 | 0.005721 | 0.0595 | 0.47635 |
27 | 0.016357 | 0.17 | 0.432668 |
28 | 0.027681 | 0.2877 | 0.387077 |
29 | 0.038404 | 0.3991 | 0.345302 |
30 | 0.018869 | 0.1961 | 0.422455 |
31 | 0.015722 | 0.1634 | 0.435259 |
32 | 0.044876 | 0.4664 | 0.320945 |
33 | -0.042465 | -0.4413 | 0.329937 |
34 | -0.042723 | -0.444 | 0.328971 |
35 | 0.083464 | 0.8674 | 0.193829 |
36 | 0.117709 | 1.2233 | 0.111945 |
37 | -0.075145 | -0.7809 | 0.218276 |
38 | -0.022264 | -0.2314 | 0.40873 |
39 | 0.023966 | 0.2491 | 0.401894 |
40 | -0.061692 | -0.6411 | 0.261401 |
41 | 0.01605 | 0.1668 | 0.433923 |
42 | -0.027839 | -0.2893 | 0.386447 |
43 | 0.020207 | 0.21 | 0.417031 |
44 | -0.084314 | -0.8762 | 0.191427 |
45 | 0.00925 | 0.0961 | 0.461799 |
46 | 0.009625 | 0.1 | 0.460255 |
47 | -0.043291 | -0.4499 | 0.326846 |
48 | -0.034035 | -0.3537 | 0.362128 |