Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.219423 | 1.8619 | 0.033351 |
2 | 0.073881 | 0.6269 | 0.266354 |
3 | 0.203664 | 1.7281 | 0.044125 |
4 | -0.116841 | -0.9914 | 0.162398 |
5 | -0.225143 | -1.9104 | 0.030032 |
6 | -0.342338 | -2.9048 | 0.002439 |
7 | -0.247975 | -2.1041 | 0.01943 |
8 | -0.17469 | -1.4823 | 0.071313 |
9 | 0.11774 | 0.9991 | 0.160557 |
10 | 0.013707 | 0.1163 | 0.453867 |
11 | 0.097695 | 0.829 | 0.204932 |
12 | 0.725894 | 6.1594 | 0 |
13 | 0.114646 | 0.9728 | 0.166953 |
14 | 0.02105 | 0.1786 | 0.42937 |
15 | 0.16082 | 1.3646 | 0.088314 |
16 | -0.126316 | -1.0718 | 0.143689 |
17 | -0.201179 | -1.7071 | 0.04606 |
18 | -0.288484 | -2.4479 | 0.008405 |
19 | -0.208732 | -1.7712 | 0.040384 |
20 | -0.16009 | -1.3584 | 0.089287 |
21 | 0.047768 | 0.4053 | 0.343222 |
22 | -0.02121 | -0.18 | 0.428839 |
23 | 0.045351 | 0.3848 | 0.350753 |
24 | 0.553874 | 4.6998 | 6e-06 |
25 | 0.087068 | 0.7388 | 0.231216 |
26 | 0.024141 | 0.2048 | 0.419136 |
27 | 0.141305 | 1.199 | 0.117227 |
28 | -0.089331 | -0.758 | 0.225462 |
29 | -0.173321 | -1.4707 | 0.072868 |
30 | -0.223659 | -1.8978 | 0.030865 |
31 | -0.164105 | -1.3925 | 0.084032 |
32 | -0.14487 | -1.2293 | 0.111488 |
33 | 0.004533 | 0.0385 | 0.484712 |
34 | -0.034885 | -0.296 | 0.384038 |
35 | 0.025133 | 0.2133 | 0.415865 |
36 | 0.42342 | 3.5928 | 0.000297 |
37 | 0.075907 | 0.6441 | 0.260782 |
38 | 0.026399 | 0.224 | 0.411696 |
39 | 0.131552 | 1.1163 | 0.134013 |
40 | -0.05016 | -0.4256 | 0.335825 |
41 | -0.122803 | -1.042 | 0.150444 |
42 | -0.167915 | -1.4248 | 0.079267 |
43 | -0.120859 | -1.0255 | 0.154274 |
44 | -0.117203 | -0.9945 | 0.161654 |
45 | -0.02453 | -0.2081 | 0.417852 |
46 | -0.053849 | -0.4569 | 0.324551 |
47 | -0.004022 | -0.0341 | 0.486435 |
48 | 0.266133 | 2.2582 | 0.013482 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.219423 | 1.8619 | 0.033351 |
2 | 0.027036 | 0.2294 | 0.409601 |
3 | 0.191302 | 1.6233 | 0.054453 |
4 | -0.218502 | -1.8541 | 0.033914 |
5 | -0.185704 | -1.5758 | 0.059734 |
6 | -0.33961 | -2.8817 | 0.002605 |
7 | -0.069968 | -0.5937 | 0.277286 |
8 | -0.057703 | -0.4896 | 0.312944 |
9 | 0.358036 | 3.038 | 0.001658 |
10 | -0.107467 | -0.9119 | 0.182436 |
11 | 0.049144 | 0.417 | 0.338959 |
12 | 0.599723 | 5.0888 | 1e-06 |
13 | -0.328382 | -2.7864 | 0.003404 |
14 | -0.035128 | -0.2981 | 0.383255 |
15 | -0.094838 | -0.8047 | 0.211812 |
16 | -0.010894 | -0.0924 | 0.463302 |
17 | 0.026777 | 0.2272 | 0.410452 |
18 | 0.037387 | 0.3172 | 0.375992 |
19 | 0.007399 | 0.0628 | 0.475057 |
20 | 0.006684 | 0.0567 | 0.477463 |
21 | -0.138711 | -1.177 | 0.121535 |
22 | -0.0056 | -0.0475 | 0.481116 |
23 | 0.023404 | 0.1986 | 0.421572 |
24 | 0.046694 | 0.3962 | 0.346562 |
25 | 0.063099 | 0.5354 | 0.297008 |
26 | -0.001537 | -0.013 | 0.494816 |
27 | -0.084118 | -0.7138 | 0.238839 |
28 | 0.023255 | 0.1973 | 0.422064 |
29 | -0.103557 | -0.8787 | 0.191242 |
30 | 0.092959 | 0.7888 | 0.216414 |
31 | -0.002563 | -0.0218 | 0.491354 |
32 | 0.006234 | 0.0529 | 0.478981 |
33 | -0.039708 | -0.3369 | 0.368572 |
34 | -0.019516 | -0.1656 | 0.434468 |
35 | -0.013871 | -0.1177 | 0.453316 |
36 | 0.021993 | 0.1866 | 0.426241 |
37 | 0.009985 | 0.0847 | 0.466356 |
38 | 0.004405 | 0.0374 | 0.485145 |
39 | -0.003479 | -0.0295 | 0.488267 |
40 | -0.017298 | -0.1468 | 0.441857 |
41 | 0.048385 | 0.4106 | 0.341308 |
42 | -0.034481 | -0.2926 | 0.385342 |
43 | 0.016355 | 0.1388 | 0.445008 |
44 | 0.000202 | 0.0017 | 0.499319 |
45 | -0.04207 | -0.357 | 0.361078 |
46 | -0.023602 | -0.2003 | 0.420918 |
47 | -0.015133 | -0.1284 | 0.449091 |
48 | -0.127673 | -1.0833 | 0.141135 |