Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.257737 | 2.187 | 0.015997 |
2 | 0.090262 | 0.7659 | 0.22312 |
3 | -0.16705 | -1.4175 | 0.08033 |
4 | -0.248304 | -2.1069 | 0.019304 |
5 | -0.245015 | -2.079 | 0.020589 |
6 | 0.18146 | 1.5397 | 0.064004 |
7 | -0.162868 | -1.382 | 0.085625 |
8 | -0.17082 | -1.4495 | 0.075777 |
9 | -0.160688 | -1.3635 | 0.08849 |
10 | -0.010882 | -0.0923 | 0.463345 |
11 | 0.113331 | 0.9616 | 0.169722 |
12 | 0.736265 | 6.2474 | 0 |
13 | 0.160054 | 1.3581 | 0.089336 |
14 | 0.061781 | 0.5242 | 0.300865 |
15 | -0.178477 | -1.5144 | 0.067147 |
16 | -0.256066 | -2.1728 | 0.016544 |
17 | -0.252803 | -2.1451 | 0.017659 |
18 | 0.117284 | 0.9952 | 0.161489 |
19 | -0.151065 | -1.2818 | 0.102008 |
20 | -0.159953 | -1.3572 | 0.089471 |
21 | -0.187411 | -1.5902 | 0.058081 |
22 | -0.056799 | -0.482 | 0.315651 |
23 | 0.043339 | 0.3677 | 0.357072 |
24 | 0.548654 | 4.6555 | 7e-06 |
25 | 0.132879 | 1.1275 | 0.131634 |
26 | 0.053658 | 0.4553 | 0.32513 |
27 | -0.154329 | -1.3095 | 0.09726 |
28 | -0.229516 | -1.9475 | 0.027687 |
29 | -0.248682 | -2.1101 | 0.019161 |
30 | 0.062288 | 0.5285 | 0.299377 |
31 | -0.08751 | -0.7425 | 0.230087 |
32 | -0.105632 | -0.8963 | 0.186534 |
33 | -0.108073 | -0.917 | 0.181095 |
34 | 8.3e-05 | 7e-04 | 0.49972 |
35 | 0.063585 | 0.5395 | 0.295591 |
36 | 0.425205 | 3.608 | 0.000283 |
37 | 0.151773 | 1.2878 | 0.100964 |
38 | 0.073221 | 0.6213 | 0.268182 |
39 | -0.088058 | -0.7472 | 0.228689 |
40 | -0.164577 | -1.3965 | 0.083429 |
41 | -0.176005 | -1.4935 | 0.069844 |
42 | 0.044359 | 0.3764 | 0.353865 |
43 | -0.019047 | -0.1616 | 0.436028 |
44 | -0.045962 | -0.39 | 0.348844 |
45 | -0.05152 | -0.4372 | 0.331651 |
46 | 0.00585 | 0.0496 | 0.480275 |
47 | 0.041203 | 0.3496 | 0.363822 |
48 | 0.26281 | 2.23 | 0.014432 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.257737 | 2.187 | 0.015997 |
2 | 0.02553 | 0.2166 | 0.414556 |
3 | -0.210405 | -1.7853 | 0.039209 |
4 | -0.177529 | -1.5064 | 0.068172 |
5 | -0.132636 | -1.1255 | 0.132067 |
6 | 0.317042 | 2.6902 | 0.004435 |
7 | -0.387588 | -3.2888 | 0.000779 |
8 | -0.271209 | -2.3013 | 0.012136 |
9 | -0.003054 | -0.0259 | 0.489698 |
10 | 0.17274 | 1.4657 | 0.073535 |
11 | 0.096405 | 0.818 | 0.208022 |
12 | 0.592139 | 5.0245 | 2e-06 |
13 | -0.371405 | -3.1515 | 0.001184 |
14 | -0.051641 | -0.4382 | 0.331281 |
15 | 0.043817 | 0.3718 | 0.355567 |
16 | 0.045202 | 0.3835 | 0.351222 |
17 | -0.022595 | -0.1917 | 0.424249 |
18 | -0.263413 | -2.2351 | 0.014256 |
19 | -0.015278 | -0.1296 | 0.448607 |
20 | -0.04032 | -0.3421 | 0.366625 |
21 | -0.0723 | -0.6135 | 0.270746 |
22 | 0.037997 | 0.3224 | 0.374036 |
23 | -0.079446 | -0.6741 | 0.251195 |
24 | -0.07692 | -0.6527 | 0.258019 |
25 | 0.049155 | 0.4171 | 0.338925 |
26 | -0.076041 | -0.6452 | 0.260414 |
27 | 0.043665 | 0.3705 | 0.356045 |
28 | -0.0849 | -0.7204 | 0.236806 |
29 | -0.12496 | -1.0603 | 0.146272 |
30 | -0.024651 | -0.2092 | 0.417452 |
31 | 0.096261 | 0.8168 | 0.208367 |
32 | -0.01932 | -0.1639 | 0.43512 |
33 | 0.049319 | 0.4185 | 0.338418 |
34 | -0.030772 | -0.2611 | 0.397376 |
35 | 0.054812 | 0.4651 | 0.321632 |
36 | -0.049697 | -0.4217 | 0.337254 |
37 | 0.059279 | 0.503 | 0.30825 |
38 | 0.061171 | 0.5191 | 0.302659 |
39 | -0.023948 | -0.2032 | 0.419775 |
40 | -0.047164 | -0.4002 | 0.345097 |
41 | 0.091296 | 0.7747 | 0.220534 |
42 | -0.011591 | -0.0984 | 0.460962 |
43 | 0.051597 | 0.4378 | 0.331417 |
44 | 0.037224 | 0.3159 | 0.376514 |
45 | -0.080833 | -0.6859 | 0.247491 |
46 | -0.039381 | -0.3342 | 0.369614 |
47 | -0.02812 | -0.2386 | 0.406044 |
48 | -0.063902 | -0.5422 | 0.294669 |