Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.018817 | 0.2053 | 0.418856 |
2 | -0.301953 | -3.2939 | 0.000651 |
3 | -0.309553 | -3.3768 | 0.000496 |
4 | -0.140988 | -1.538 | 0.063352 |
5 | 0.190835 | 2.0818 | 0.019754 |
6 | 0.300902 | 3.2825 | 0.000676 |
7 | 0.175896 | 1.9188 | 0.028702 |
8 | -0.089053 | -0.9715 | 0.166646 |
9 | -0.3322 | -3.6239 | 0.000214 |
10 | -0.286087 | -3.1208 | 0.001132 |
11 | 0.065213 | 0.7114 | 0.239116 |
12 | 0.798034 | 8.7055 | 0 |
13 | 0.003688 | 0.0402 | 0.48399 |
14 | -0.253094 | -2.7609 | 0.003339 |
15 | -0.244859 | -2.6711 | 0.00431 |
16 | -0.117942 | -1.2866 | 0.100367 |
17 | 0.127762 | 1.3937 | 0.083 |
18 | 0.273742 | 2.9862 | 0.001715 |
19 | 0.152467 | 1.6632 | 0.04945 |
20 | -0.087044 | -0.9495 | 0.172137 |
21 | -0.325781 | -3.5539 | 0.000273 |
22 | -0.18868 | -2.0583 | 0.020875 |
23 | 0.079853 | 0.8711 | 0.192728 |
24 | 0.605598 | 6.6063 | 0 |
25 | -0.041295 | -0.4505 | 0.326595 |
26 | -0.189748 | -2.0699 | 0.020312 |
27 | -0.144885 | -1.5805 | 0.058323 |
28 | -0.14057 | -1.5334 | 0.063912 |
29 | 0.033675 | 0.3673 | 0.357005 |
30 | 0.280723 | 3.0623 | 0.001358 |
31 | 0.155509 | 1.6964 | 0.046212 |
32 | -0.050019 | -0.5456 | 0.293166 |
33 | -0.330092 | -3.6009 | 0.000232 |
34 | -0.180607 | -1.9702 | 0.02557 |
35 | 0.077286 | 0.8431 | 0.200435 |
36 | 0.424386 | 4.6295 | 5e-06 |
37 | -0.026104 | -0.2848 | 0.388163 |
38 | -0.115717 | -1.2623 | 0.10465 |
39 | -0.068792 | -0.7504 | 0.227237 |
40 | -0.163474 | -1.7833 | 0.038544 |
41 | -0.056721 | -0.6188 | 0.268631 |
42 | 0.274981 | 2.9997 | 0.001646 |
43 | 0.183471 | 2.0014 | 0.023811 |
44 | -0.016883 | -0.1842 | 0.427097 |
45 | -0.316524 | -3.4529 | 0.000384 |
46 | -0.159944 | -1.7448 | 0.041803 |
47 | 0.03817 | 0.4164 | 0.338941 |
48 | 0.317642 | 3.4651 | 0.000369 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.018817 | 0.2053 | 0.418856 |
2 | -0.302415 | -3.299 | 0.00064 |
3 | -0.326419 | -3.5608 | 0.000266 |
4 | -0.304042 | -3.3167 | 0.000604 |
5 | -0.070773 | -0.772 | 0.220808 |
6 | 0.095363 | 1.0403 | 0.150159 |
7 | 0.211236 | 2.3043 | 0.01147 |
8 | 0.185054 | 2.0187 | 0.022883 |
9 | -0.031136 | -0.3397 | 0.367358 |
10 | -0.240331 | -2.6217 | 0.004946 |
11 | -0.235161 | -2.5653 | 0.005775 |
12 | 0.676216 | 7.3766 | 0 |
13 | -0.030316 | -0.3307 | 0.370722 |
14 | 0.08139 | 0.8879 | 0.188204 |
15 | 0.126613 | 1.3812 | 0.084905 |
16 | 0.182853 | 1.9947 | 0.024181 |
17 | -0.102579 | -1.119 | 0.132696 |
18 | 0.015194 | 0.1657 | 0.434319 |
19 | -0.03566 | -0.389 | 0.348983 |
20 | -0.122827 | -1.3399 | 0.091418 |
21 | -0.095892 | -1.0461 | 0.148826 |
22 | 0.175429 | 1.9137 | 0.02903 |
23 | -0.048516 | -0.5292 | 0.29881 |
24 | -0.064561 | -0.7043 | 0.241316 |
25 | -0.054798 | -0.5978 | 0.275564 |
26 | 0.10036 | 1.0948 | 0.137908 |
27 | 0.054772 | 0.5975 | 0.275657 |
28 | -0.12542 | -1.3682 | 0.086918 |
29 | -0.16668 | -1.8183 | 0.035769 |
30 | 0.074849 | 0.8165 | 0.207921 |
31 | 0.059922 | 0.6537 | 0.257292 |
32 | 0.106194 | 1.1584 | 0.124503 |
33 | -0.059267 | -0.6465 | 0.259591 |
34 | -0.134826 | -1.4708 | 0.071995 |
35 | -0.082746 | -0.9027 | 0.184267 |
36 | -0.121378 | -1.3241 | 0.094008 |
37 | 0.009597 | 0.1047 | 0.4584 |
38 | -0.133513 | -1.4565 | 0.07395 |
39 | -0.005241 | -0.0572 | 0.477252 |
40 | 0.023999 | 0.2618 | 0.396967 |
41 | 0.085504 | 0.9327 | 0.176423 |
42 | 0.061584 | 0.6718 | 0.251504 |
43 | 0.0905 | 0.9872 | 0.162764 |
44 | -0.034838 | -0.38 | 0.352296 |
45 | -0.019559 | -0.2134 | 0.415705 |
46 | 0.039165 | 0.4272 | 0.334989 |
47 | -0.023388 | -0.2551 | 0.399529 |
48 | -0.01666 | -0.1817 | 0.428049 |