Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.024238 | 0.2644 | 0.395964 |
2 | -0.106814 | -1.1652 | 0.123133 |
3 | -0.157458 | -1.7177 | 0.04423 |
4 | -0.00113 | -0.0123 | 0.495094 |
5 | -0.000753 | -0.0082 | 0.49673 |
6 | -0.088403 | -0.9644 | 0.168411 |
7 | -0.063443 | -0.6921 | 0.245117 |
8 | -0.045692 | -0.4984 | 0.309546 |
9 | -0.181714 | -1.9823 | 0.024877 |
10 | -0.105219 | -1.1478 | 0.126677 |
11 | 0.055466 | 0.6051 | 0.273145 |
12 | 0.809327 | 8.8287 | 0 |
13 | 0.008676 | 0.0946 | 0.462376 |
14 | -0.086166 | -0.94 | 0.174571 |
15 | -0.136302 | -1.4869 | 0.069845 |
16 | 0.03429 | 0.3741 | 0.354513 |
17 | 0.042478 | 0.4634 | 0.321969 |
18 | -0.097197 | -1.0603 | 0.145579 |
19 | -0.108481 | -1.1834 | 0.119506 |
20 | -0.101542 | -1.1077 | 0.135115 |
21 | -0.178565 | -1.9479 | 0.02689 |
22 | -0.13842 | -1.51 | 0.066849 |
23 | 0.058569 | 0.6389 | 0.262053 |
24 | 0.650775 | 7.0991 | 0 |
25 | -0.006368 | -0.0695 | 0.472366 |
26 | -0.077662 | -0.8472 | 0.199294 |
27 | -0.120509 | -1.3146 | 0.095587 |
28 | 0.061379 | 0.6696 | 0.252216 |
29 | 0.09594 | 1.0466 | 0.148708 |
30 | -0.09094 | -0.992 | 0.161595 |
31 | -0.140161 | -1.529 | 0.064462 |
32 | -0.142961 | -1.5595 | 0.060764 |
33 | -0.149845 | -1.6346 | 0.052386 |
34 | -0.176596 | -1.9264 | 0.028217 |
35 | 0.027615 | 0.3012 | 0.381879 |
36 | 0.516657 | 5.6361 | 0 |
37 | -0.025154 | -0.2744 | 0.392128 |
38 | -0.073718 | -0.8042 | 0.211452 |
39 | -0.089158 | -0.9726 | 0.166364 |
40 | 0.093458 | 1.0195 | 0.155014 |
41 | 0.135366 | 1.4767 | 0.071203 |
42 | -0.079594 | -0.8683 | 0.193497 |
43 | -0.141547 | -1.5441 | 0.06261 |
44 | -0.128483 | -1.4016 | 0.081822 |
45 | -0.129919 | -1.4173 | 0.079511 |
46 | -0.181874 | -1.984 | 0.024778 |
47 | 0.000941 | 0.0103 | 0.495912 |
48 | 0.389703 | 4.2512 | 2.1e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.024238 | 0.2644 | 0.395964 |
2 | -0.107465 | -1.1723 | 0.121708 |
3 | -0.153852 | -1.6783 | 0.047954 |
4 | -0.007066 | -0.0771 | 0.469344 |
5 | -0.034614 | -0.3776 | 0.353203 |
6 | -0.117496 | -1.2817 | 0.101214 |
7 | -0.070647 | -0.7707 | 0.221216 |
8 | -0.077586 | -0.8464 | 0.199525 |
9 | -0.24628 | -2.6866 | 0.004126 |
10 | -0.173357 | -1.8911 | 0.030521 |
11 | -0.047908 | -0.5226 | 0.301105 |
12 | 0.784422 | 8.557 | 0 |
13 | 0.025552 | 0.2787 | 0.390465 |
14 | 0.055858 | 0.6093 | 0.271732 |
15 | -0.021224 | -0.2315 | 0.40865 |
16 | -0.021531 | -0.2349 | 0.407354 |
17 | -0.015718 | -0.1715 | 0.432074 |
18 | -0.04581 | -0.4997 | 0.309095 |
19 | -0.031988 | -0.3489 | 0.363872 |
20 | -0.091608 | -0.9993 | 0.159832 |
21 | 0.013287 | 0.1449 | 0.442498 |
22 | -0.143099 | -1.561 | 0.060587 |
23 | -0.051321 | -0.5598 | 0.288318 |
24 | -0.021141 | -0.2306 | 0.409004 |
25 | -0.022565 | -0.2462 | 0.402992 |
26 | -0.030783 | -0.3358 | 0.368807 |
27 | -0.041257 | -0.4501 | 0.326743 |
28 | -0.032186 | -0.3511 | 0.363063 |
29 | 0.031846 | 0.3474 | 0.364452 |
30 | 0.023232 | 0.2534 | 0.400186 |
31 | -0.032211 | -0.3514 | 0.362961 |
32 | -0.035304 | -0.3851 | 0.350418 |
33 | 0.043668 | 0.4764 | 0.317344 |
34 | -0.096779 | -1.0557 | 0.146614 |
35 | -0.113268 | -1.2356 | 0.109519 |
36 | -0.031818 | -0.3471 | 0.364569 |
37 | -0.06078 | -0.663 | 0.254298 |
38 | -0.039176 | -0.4274 | 0.334946 |
39 | 0.015415 | 0.1682 | 0.433371 |
40 | -0.004021 | -0.0439 | 0.482543 |
41 | -0.027849 | -0.3038 | 0.380907 |
42 | -0.00566 | -0.0617 | 0.475436 |
43 | -0.000296 | -0.0032 | 0.498714 |
44 | 0.063776 | 0.6957 | 0.243983 |
45 | -0.009783 | -0.1067 | 0.457594 |
46 | 0.029896 | 0.3261 | 0.372452 |
47 | -0.032688 | -0.3566 | 0.361018 |
48 | -0.05523 | -0.6025 | 0.273996 |