Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.259394 | 2.3632 | 0.010228 |
2 | -0.105257 | -0.9589 | 0.170188 |
3 | -0.230339 | -2.0985 | 0.019451 |
4 | -0.332157 | -3.0261 | 0.001649 |
5 | -0.073228 | -0.6671 | 0.253268 |
6 | -0.006483 | -0.0591 | 0.476522 |
7 | -0.06824 | -0.6217 | 0.267922 |
8 | -0.265907 | -2.4225 | 0.008795 |
9 | -0.229866 | -2.0942 | 0.019647 |
10 | -0.081807 | -0.7453 | 0.229098 |
11 | 0.264811 | 2.4125 | 0.009023 |
12 | 0.719652 | 6.5563 | 0 |
13 | 0.2814 | 2.5637 | 0.00608 |
14 | -0.093311 | -0.8501 | 0.198857 |
15 | -0.232947 | -2.1222 | 0.018399 |
16 | -0.252877 | -2.3038 | 0.011866 |
17 | -0.051193 | -0.4664 | 0.321078 |
18 | -0.020621 | -0.1879 | 0.42572 |
19 | -0.047341 | -0.4313 | 0.333685 |
20 | -0.212878 | -1.9394 | 0.027924 |
21 | -0.169238 | -1.5418 | 0.063459 |
22 | -0.057867 | -0.5272 | 0.299732 |
23 | 0.251977 | 2.2956 | 0.01211 |
24 | 0.536884 | 4.8912 | 2e-06 |
25 | 0.257522 | 2.3461 | 0.010677 |
26 | -0.066654 | -0.6073 | 0.272671 |
27 | -0.259697 | -2.3659 | 0.010157 |
28 | -0.198733 | -1.8105 | 0.036915 |
29 | -0.040986 | -0.3734 | 0.354902 |
30 | -0.023258 | -0.2119 | 0.416358 |
31 | -0.023229 | -0.2116 | 0.416457 |
32 | -0.121075 | -1.103 | 0.136597 |
33 | -0.176581 | -1.6087 | 0.055737 |
34 | 0.008134 | 0.0741 | 0.470554 |
35 | 0.184682 | 1.6825 | 0.048112 |
36 | 0.378787 | 3.4509 | 0.000441 |
37 | 0.296695 | 2.703 | 0.004166 |
38 | -0.068427 | -0.6234 | 0.267366 |
39 | -0.252107 | -2.2968 | 0.012075 |
40 | -0.17755 | -1.6176 | 0.054776 |
41 | -0.028418 | -0.2589 | 0.398176 |
42 | -0.044807 | -0.4082 | 0.342084 |
43 | -0.009906 | -0.0902 | 0.464154 |
44 | -0.044395 | -0.4045 | 0.343457 |
45 | -0.158466 | -1.4437 | 0.076294 |
46 | 0.012202 | 0.1112 | 0.455878 |
47 | 0.1879 | 1.7118 | 0.045329 |
48 | 0.220017 | 2.0044 | 0.024141 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.259394 | 2.3632 | 0.010228 |
2 | -0.184989 | -1.6853 | 0.047841 |
3 | -0.166519 | -1.5171 | 0.066526 |
4 | -0.273277 | -2.4897 | 0.007391 |
5 | 0.031583 | 0.2877 | 0.387132 |
6 | -0.125985 | -1.1478 | 0.127178 |
7 | -0.180505 | -1.6445 | 0.05193 |
8 | -0.421783 | -3.8426 | 0.000119 |
9 | -0.301406 | -2.7459 | 0.003698 |
10 | -0.415269 | -3.7833 | 0.000146 |
11 | -0.180872 | -1.6478 | 0.051585 |
12 | 0.402517 | 3.6671 | 0.000216 |
13 | -0.015747 | -0.1435 | 0.443138 |
14 | -0.120567 | -1.0984 | 0.1376 |
15 | -0.110288 | -1.0048 | 0.158964 |
16 | 0.046606 | 0.4246 | 0.336114 |
17 | -0.004042 | -0.0368 | 0.485356 |
18 | -0.128559 | -1.1712 | 0.12243 |
19 | -0.056218 | -0.5122 | 0.304946 |
20 | -0.054115 | -0.493 | 0.311654 |
21 | 0.067579 | 0.6157 | 0.269896 |
22 | -0.072492 | -0.6604 | 0.255402 |
23 | 0.003678 | 0.0335 | 0.486675 |
24 | -0.046544 | -0.424 | 0.336317 |
25 | 0.037044 | 0.3375 | 0.368302 |
26 | 0.000363 | 0.0033 | 0.498686 |
27 | -0.097367 | -0.8871 | 0.188807 |
28 | -0.026593 | -0.2423 | 0.404584 |
29 | -0.016898 | -0.1539 | 0.439014 |
30 | -0.021929 | -0.1998 | 0.42107 |
31 | -0.020418 | -0.186 | 0.426442 |
32 | 0.082796 | 0.7543 | 0.2264 |
33 | -0.113835 | -1.0371 | 0.151354 |
34 | 0.114814 | 1.046 | 0.149298 |
35 | -0.104972 | -0.9563 | 0.170839 |
36 | -0.033162 | -0.3021 | 0.381657 |
37 | 0.119967 | 1.093 | 0.138789 |
38 | 0.003329 | 0.0303 | 0.487939 |
39 | 0.001328 | 0.0121 | 0.49519 |
40 | -0.035996 | -0.3279 | 0.371891 |
41 | 0.134911 | 1.2291 | 0.111253 |
42 | -0.078086 | -0.7114 | 0.239417 |
43 | 0.041102 | 0.3745 | 0.354508 |
44 | 0.046832 | 0.4267 | 0.335367 |
45 | 0.022126 | 0.2016 | 0.420371 |
46 | 0.010241 | 0.0933 | 0.462945 |
47 | 0.126837 | 1.1555 | 0.125593 |
48 | -0.102255 | -0.9316 | 0.177125 |