Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.065181 | 0.5492 | 0.292288 |
2 | -0.338538 | -2.8526 | 0.002838 |
3 | -0.136354 | -1.1489 | 0.127219 |
4 | -0.152696 | -1.2866 | 0.1012 |
5 | 0.055469 | 0.4674 | 0.320826 |
6 | 0.273432 | 2.304 | 0.012077 |
7 | -0.012889 | -0.1086 | 0.456913 |
8 | -0.094045 | -0.7924 | 0.215372 |
9 | -0.137751 | -1.1607 | 0.124823 |
10 | -0.336207 | -2.8329 | 0.003 |
11 | 0.051533 | 0.4342 | 0.33272 |
12 | 0.625934 | 5.2742 | 1e-06 |
13 | 0.066458 | 0.56 | 0.288625 |
14 | -0.307903 | -2.5944 | 0.005751 |
15 | -0.132638 | -1.1176 | 0.133746 |
16 | -0.136084 | -1.1467 | 0.127685 |
17 | 0.101185 | 0.8526 | 0.198373 |
18 | 0.247513 | 2.0856 | 0.020306 |
19 | 0.11908 | 1.0034 | 0.159542 |
20 | -0.104308 | -0.8789 | 0.191207 |
21 | -0.103797 | -0.8746 | 0.192367 |
22 | -0.269394 | -2.27 | 0.013124 |
23 | 0.042027 | 0.3541 | 0.362147 |
24 | 0.380056 | 3.2024 | 0.00102 |
25 | 0.013766 | 0.116 | 0.453993 |
26 | -0.269778 | -2.2732 | 0.013021 |
27 | -0.158139 | -1.3325 | 0.093478 |
28 | -0.043241 | -0.3644 | 0.358338 |
29 | 0.059189 | 0.4987 | 0.309754 |
30 | 0.183661 | 1.5476 | 0.063088 |
31 | 0.11339 | 0.9554 | 0.171299 |
32 | -0.130982 | -1.1037 | 0.13673 |
33 | -0.075803 | -0.6387 | 0.262528 |
34 | -0.118688 | -1.0001 | 0.160333 |
35 | 0.00655 | 0.0552 | 0.478072 |
36 | 0.37391 | 3.1506 | 0.001193 |
37 | 0.020405 | 0.1719 | 0.431987 |
38 | -0.198781 | -1.675 | 0.049171 |
39 | -0.066888 | -0.5636 | 0.287398 |
40 | -0.022478 | -0.1894 | 0.425158 |
41 | -0.020968 | -0.1767 | 0.430132 |
42 | 0.115471 | 0.973 | 0.166934 |
43 | -0.008033 | -0.0677 | 0.473113 |
44 | -0.097571 | -0.8221 | 0.206873 |
45 | -0.005294 | -0.0446 | 0.482271 |
46 | -0.087848 | -0.7402 | 0.230802 |
47 | 0.003521 | 0.0297 | 0.488207 |
48 | 0.265546 | 2.2375 | 0.014196 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.065181 | 0.5492 | 0.292288 |
2 | -0.344249 | -2.9007 | 0.002477 |
3 | -0.095988 | -0.8088 | 0.210664 |
4 | -0.290564 | -2.4483 | 0.008412 |
5 | -0.009724 | -0.0819 | 0.467463 |
6 | 0.121411 | 1.023 | 0.154885 |
7 | -0.068207 | -0.5747 | 0.283647 |
8 | 0.0312 | 0.2629 | 0.396695 |
9 | -0.147262 | -1.2409 | 0.109373 |
10 | -0.363884 | -3.0661 | 0.001533 |
11 | -0.086272 | -0.7269 | 0.234827 |
12 | 0.447374 | 3.7696 | 0.000167 |
13 | -0.024611 | -0.2074 | 0.418155 |
14 | -0.141283 | -1.1905 | 0.118913 |
15 | -0.011485 | -0.0968 | 0.461589 |
16 | -0.045404 | -0.3826 | 0.351585 |
17 | -0.003405 | -0.0287 | 0.488596 |
18 | -0.041823 | -0.3524 | 0.362787 |
19 | 0.25005 | 2.107 | 0.019328 |
20 | -0.115572 | -0.9738 | 0.166724 |
21 | 0.091295 | 0.7693 | 0.222143 |
22 | -0.018765 | -0.1581 | 0.437407 |
23 | 0.043328 | 0.3651 | 0.358066 |
24 | -0.148362 | -1.2501 | 0.10768 |
25 | -0.110062 | -0.9274 | 0.17843 |
26 | -0.036378 | -0.3065 | 0.380051 |
27 | -0.169044 | -1.4244 | 0.079357 |
28 | 0.129098 | 1.0878 | 0.140181 |
29 | -0.136605 | -1.1511 | 0.126786 |
30 | 0.00069 | 0.0058 | 0.497687 |
31 | -0.12837 | -1.0817 | 0.141532 |
32 | -0.108548 | -0.9146 | 0.181738 |
33 | 0.035113 | 0.2959 | 0.384099 |
34 | -0.066287 | -0.5585 | 0.289116 |
35 | 0.008045 | 0.0678 | 0.473072 |
36 | 0.08502 | 0.7164 | 0.238049 |
37 | 0.013495 | 0.1137 | 0.454895 |
38 | 0.034188 | 0.2881 | 0.387064 |
39 | 0.114124 | 0.9616 | 0.169751 |
40 | -0.030742 | -0.259 | 0.398179 |
41 | -0.085629 | -0.7215 | 0.23648 |
42 | -0.086864 | -0.7319 | 0.233311 |
43 | -0.124839 | -1.0519 | 0.148204 |
44 | 0.081036 | 0.6828 | 0.24847 |
45 | 0.016938 | 0.1427 | 0.443456 |
46 | 0.048825 | 0.4114 | 0.341008 |
47 | -0.053144 | -0.4478 | 0.327831 |
48 | -0.060433 | -0.5092 | 0.30609 |