Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.018825 | 0.2054 | 0.418824 |
2 | -0.301986 | -3.2943 | 0.00065 |
3 | -0.309541 | -3.3767 | 0.000496 |
4 | -0.140978 | -1.5379 | 0.063365 |
5 | 0.190853 | 2.082 | 0.019745 |
6 | 0.300883 | 3.2823 | 0.000676 |
7 | 0.175922 | 1.9191 | 0.028684 |
8 | -0.089054 | -0.9715 | 0.166643 |
9 | -0.332194 | -3.6238 | 0.000214 |
10 | -0.286096 | -3.1209 | 0.001131 |
11 | 0.065178 | 0.711 | 0.239236 |
12 | 0.798075 | 8.706 | 0 |
13 | 0.003712 | 0.0405 | 0.483884 |
14 | -0.253147 | -2.7615 | 0.003333 |
15 | -0.244845 | -2.6709 | 0.004311 |
16 | -0.117962 | -1.2868 | 0.100329 |
17 | 0.12775 | 1.3936 | 0.08302 |
18 | 0.273778 | 2.9866 | 0.001713 |
19 | 0.152475 | 1.6633 | 0.049442 |
20 | -0.087003 | -0.9491 | 0.172248 |
21 | -0.325826 | -3.5543 | 0.000272 |
22 | -0.188698 | -2.0584 | 0.020865 |
23 | 0.07986 | 0.8712 | 0.192708 |
24 | 0.605628 | 6.6066 | 0 |
25 | -0.041276 | -0.4503 | 0.326667 |
26 | -0.189778 | -2.0702 | 0.020297 |
27 | -0.144881 | -1.5805 | 0.058327 |
28 | -0.140591 | -1.5337 | 0.063883 |
29 | 0.033656 | 0.3671 | 0.357081 |
30 | 0.280754 | 3.0627 | 0.001357 |
31 | 0.15553 | 1.6966 | 0.04619 |
32 | -0.050006 | -0.5455 | 0.293214 |
33 | -0.330127 | -3.6013 | 0.000232 |
34 | -0.180608 | -1.9702 | 0.025569 |
35 | 0.077294 | 0.8432 | 0.20041 |
36 | 0.424389 | 4.6295 | 5e-06 |
37 | -0.026067 | -0.2844 | 0.388316 |
38 | -0.115765 | -1.2629 | 0.104556 |
39 | -0.06878 | -0.7503 | 0.227276 |
40 | -0.163475 | -1.7833 | 0.038543 |
41 | -0.056742 | -0.619 | 0.268556 |
42 | 0.274997 | 2.9999 | 0.001645 |
43 | 0.183463 | 2.0013 | 0.023815 |
44 | -0.016868 | -0.184 | 0.427161 |
45 | -0.316542 | -3.4531 | 0.000384 |
46 | -0.159936 | -1.7447 | 0.04181 |
47 | 0.038171 | 0.4164 | 0.338934 |
48 | 0.317652 | 3.4652 | 0.000369 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.018825 | 0.2054 | 0.418824 |
2 | -0.302448 | -3.2993 | 0.000639 |
3 | -0.326407 | -3.5607 | 0.000266 |
4 | -0.304053 | -3.3168 | 0.000604 |
5 | -0.070767 | -0.772 | 0.220829 |
6 | 0.095333 | 1.04 | 0.150233 |
7 | 0.211288 | 2.3049 | 0.011453 |
8 | 0.185087 | 2.0191 | 0.022864 |
9 | -0.031077 | -0.339 | 0.367602 |
10 | -0.24032 | -2.6216 | 0.004948 |
11 | -0.235229 | -2.566 | 0.005764 |
12 | 0.676253 | 7.3771 | 0 |
13 | -0.030331 | -0.3309 | 0.370662 |
14 | 0.08141 | 0.8881 | 0.188146 |
15 | 0.126611 | 1.3812 | 0.084909 |
16 | 0.182793 | 1.994 | 0.024217 |
17 | -0.102701 | -1.1203 | 0.132415 |
18 | 0.015302 | 0.1669 | 0.433858 |
19 | -0.03577 | -0.3902 | 0.348542 |
20 | -0.122721 | -1.3387 | 0.091605 |
21 | -0.096017 | -1.0474 | 0.148513 |
22 | 0.175509 | 1.9146 | 0.028974 |
23 | -0.048413 | -0.5281 | 0.299199 |
24 | -0.064577 | -0.7045 | 0.241264 |
25 | -0.054911 | -0.599 | 0.275153 |
26 | 0.100501 | 1.0963 | 0.137573 |
27 | 0.054747 | 0.5972 | 0.275747 |
28 | -0.125445 | -1.3684 | 0.086876 |
29 | -0.166637 | -1.8178 | 0.035805 |
30 | 0.074903 | 0.8171 | 0.207752 |
31 | 0.059857 | 0.653 | 0.257521 |
32 | 0.106055 | 1.1569 | 0.124811 |
33 | -0.059087 | -0.6446 | 0.260227 |
34 | -0.134807 | -1.4706 | 0.072023 |
35 | -0.082886 | -0.9042 | 0.183862 |
36 | -0.121528 | -1.3257 | 0.093737 |
37 | 0.009806 | 0.107 | 0.457494 |
38 | -0.133604 | -1.4574 | 0.073814 |
39 | -0.005208 | -0.0568 | 0.477394 |
40 | 0.023961 | 0.2614 | 0.397124 |
41 | 0.085699 | 0.9349 | 0.175874 |
42 | 0.061354 | 0.6693 | 0.252303 |
43 | 0.090621 | 0.9886 | 0.162442 |
44 | -0.034846 | -0.3801 | 0.352267 |
45 | -0.019588 | -0.2137 | 0.415582 |
46 | 0.038987 | 0.4253 | 0.335695 |
47 | -0.023295 | -0.2541 | 0.399923 |
48 | -0.016509 | -0.1801 | 0.428694 |