Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.256489 | 2.3367 | 0.010932 |
2 | -0.299804 | -2.7313 | 0.003852 |
3 | -0.362456 | -3.3021 | 0.000708 |
4 | -0.211689 | -1.9286 | 0.028601 |
5 | 0.114562 | 1.0437 | 0.149825 |
6 | 0.272252 | 2.4803 | 0.007573 |
7 | 0.117982 | 1.0749 | 0.142775 |
8 | -0.194502 | -1.772 | 0.040032 |
9 | -0.334821 | -3.0504 | 0.001534 |
10 | -0.277482 | -2.528 | 0.006684 |
11 | 0.229033 | 2.0866 | 0.019997 |
12 | 0.792618 | 7.2211 | 0 |
13 | 0.188551 | 1.7178 | 0.044783 |
14 | -0.306898 | -2.796 | 0.003214 |
15 | -0.339302 | -3.0912 | 0.001357 |
16 | -0.200625 | -1.8278 | 0.035588 |
17 | 0.097082 | 0.8845 | 0.189502 |
18 | 0.214866 | 1.9575 | 0.026824 |
19 | 0.086449 | 0.7876 | 0.216589 |
20 | -0.190139 | -1.7322 | 0.043472 |
21 | -0.314151 | -2.862 | 0.002663 |
22 | -0.253153 | -2.3063 | 0.011793 |
23 | 0.179251 | 1.6331 | 0.053123 |
24 | 0.619493 | 5.6439 | 0 |
25 | 0.117742 | 1.0727 | 0.143263 |
26 | -0.288455 | -2.628 | 0.005115 |
27 | -0.266336 | -2.4264 | 0.008707 |
28 | -0.14393 | -1.3113 | 0.096692 |
29 | 0.098709 | 0.8993 | 0.185551 |
30 | 0.167712 | 1.5279 | 0.065166 |
31 | 0.051323 | 0.4676 | 0.320656 |
32 | -0.167881 | -1.5295 | 0.064976 |
33 | -0.229757 | -2.0932 | 0.019693 |
34 | -0.176151 | -1.6048 | 0.056167 |
35 | 0.189475 | 1.7262 | 0.044016 |
36 | 0.494224 | 4.5026 | 1.1e-05 |
37 | 0.080199 | 0.7306 | 0.233526 |
38 | -0.216693 | -1.9742 | 0.025844 |
39 | -0.192627 | -1.7549 | 0.041482 |
40 | -0.103371 | -0.9418 | 0.174527 |
41 | 0.087224 | 0.7947 | 0.214542 |
42 | 0.1405 | 1.28 | 0.102052 |
43 | 0.042305 | 0.3854 | 0.350457 |
44 | -0.120244 | -1.0955 | 0.138238 |
45 | -0.174097 | -1.5861 | 0.05826 |
46 | -0.098116 | -0.8939 | 0.186985 |
47 | 0.15177 | 1.3827 | 0.085235 |
48 | 0.391779 | 3.5693 | 0.000299 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.256489 | 2.3367 | 0.010932 |
2 | -0.391335 | -3.5652 | 0.000303 |
3 | -0.196037 | -1.786 | 0.038877 |
4 | -0.205349 | -1.8708 | 0.032447 |
5 | 0.04952 | 0.4511 | 0.326529 |
6 | 0.057749 | 0.5261 | 0.300105 |
7 | -0.008325 | -0.0758 | 0.469862 |
8 | -0.166231 | -1.5144 | 0.066858 |
9 | -0.190409 | -1.7347 | 0.043252 |
10 | -0.295195 | -2.6894 | 0.004326 |
11 | 0.179423 | 1.6346 | 0.052958 |
12 | 0.658712 | 6.0012 | 0 |
13 | -0.203163 | -1.8509 | 0.033871 |
14 | -0.001487 | -0.0135 | 0.494613 |
15 | 0.050285 | 0.4581 | 0.324034 |
16 | -0.041988 | -0.3825 | 0.351522 |
17 | -0.06752 | -0.6151 | 0.270074 |
18 | -0.154717 | -1.4095 | 0.081206 |
19 | -0.049924 | -0.4548 | 0.325211 |
20 | -0.079348 | -0.7229 | 0.235887 |
21 | -0.076796 | -0.6996 | 0.243052 |
22 | -0.075268 | -0.6857 | 0.2474 |
23 | -0.124026 | -1.1299 | 0.130881 |
24 | -0.070656 | -0.6437 | 0.260772 |
25 | -0.123246 | -1.1228 | 0.132374 |
26 | -0.047241 | -0.4304 | 0.334016 |
27 | 0.036547 | 0.333 | 0.370001 |
28 | -0.022348 | -0.2036 | 0.419582 |
29 | -0.019908 | -0.1814 | 0.428259 |
30 | -0.061116 | -0.5568 | 0.289583 |
31 | -0.055718 | -0.5076 | 0.306534 |
32 | -0.031174 | -0.284 | 0.388557 |
33 | 0.062461 | 0.569 | 0.28543 |
34 | -0.010519 | -0.0958 | 0.461942 |
35 | 0.056921 | 0.5186 | 0.302717 |
36 | -0.041114 | -0.3746 | 0.354469 |
37 | 0.039304 | 0.3581 | 0.360599 |
38 | 0.089951 | 0.8195 | 0.207426 |
39 | -0.066048 | -0.6017 | 0.274499 |
40 | -0.068629 | -0.6252 | 0.266763 |
41 | -0.05607 | -0.5108 | 0.305415 |
42 | -0.001797 | -0.0164 | 0.493489 |
43 | -0.013975 | -0.1273 | 0.449497 |
44 | -0.027151 | -0.2474 | 0.402623 |
45 | -0.086016 | -0.7836 | 0.217739 |
46 | 0.038635 | 0.352 | 0.362873 |
47 | -0.161587 | -1.4721 | 0.072384 |
48 | 0.03861 | 0.3518 | 0.362957 |