Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.268106 | -2.7862 | 0.00315 |
2 | 0.030128 | 0.3131 | 0.377406 |
3 | 0.132104 | 1.3729 | 0.08632 |
4 | -0.027291 | -0.2836 | 0.388625 |
5 | 0.178698 | 1.8571 | 0.033012 |
6 | -0.337506 | -3.5075 | 0.00033 |
7 | 0.181221 | 1.8833 | 0.031175 |
8 | -0.056015 | -0.5821 | 0.280848 |
9 | 0.140616 | 1.4613 | 0.073414 |
10 | 0.009322 | 0.0969 | 0.461504 |
11 | -0.287701 | -2.9899 | 0.001728 |
12 | 0.75824 | 7.8799 | 0 |
13 | -0.196807 | -2.0453 | 0.021629 |
14 | 0.005108 | 0.0531 | 0.478882 |
15 | 0.148619 | 1.5445 | 0.062696 |
16 | -0.017192 | -0.1787 | 0.429267 |
17 | 0.127668 | 1.3268 | 0.093692 |
18 | -0.274039 | -2.8479 | 0.002635 |
19 | 0.150596 | 1.565 | 0.06025 |
20 | -0.082594 | -0.8583 | 0.196301 |
21 | 0.095317 | 0.9906 | 0.162055 |
22 | -0.005651 | -0.0587 | 0.476639 |
23 | -0.285965 | -2.9718 | 0.001825 |
24 | 0.538376 | 5.595 | 0 |
25 | -0.18272 | -1.8989 | 0.030124 |
26 | 0.000154 | 0.0016 | 0.499361 |
27 | 0.109382 | 1.1367 | 0.129083 |
28 | 0.004428 | 0.046 | 0.481689 |
29 | 0.029574 | 0.3073 | 0.379587 |
30 | -0.182531 | -1.8969 | 0.030255 |
31 | 0.106114 | 1.1028 | 0.13629 |
32 | -0.105776 | -1.0993 | 0.137051 |
33 | 0.059512 | 0.6185 | 0.268783 |
34 | -0.030181 | -0.3137 | 0.377196 |
35 | -0.239474 | -2.4887 | 0.007174 |
36 | 0.338934 | 3.5223 | 0.000314 |
37 | -0.182219 | -1.8937 | 0.030472 |
38 | -0.056693 | -0.5892 | 0.27849 |
39 | 0.063119 | 0.656 | 0.256624 |
40 | 0.007129 | 0.0741 | 0.470538 |
41 | 0.016733 | 0.1739 | 0.431136 |
42 | -0.170224 | -1.769 | 0.039857 |
43 | 0.112645 | 1.1706 | 0.12216 |
44 | -0.103263 | -1.0731 | 0.1428 |
45 | 0.059294 | 0.6162 | 0.269528 |
46 | -0.052198 | -0.5425 | 0.29431 |
47 | -0.217087 | -2.256 | 0.013041 |
48 | 0.226335 | 2.3521 | 0.010239 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.268106 | -2.7862 | 0.00315 |
2 | -0.044987 | -0.4675 | 0.320536 |
3 | 0.138715 | 1.4416 | 0.076159 |
4 | 0.050936 | 0.5293 | 0.298828 |
5 | 0.199605 | 2.0744 | 0.020212 |
6 | -0.294837 | -3.064 | 0.001379 |
7 | 0.017495 | 0.1818 | 0.428037 |
8 | -0.064811 | -0.6735 | 0.251024 |
9 | 0.263716 | 2.7406 | 0.003589 |
10 | 0.068616 | 0.7131 | 0.238667 |
11 | -0.243124 | -2.5266 | 0.006483 |
12 | 0.651725 | 6.7729 | 0 |
13 | 0.121756 | 1.2653 | 0.10424 |
14 | -0.054349 | -0.5648 | 0.286688 |
15 | 0.105305 | 1.0944 | 0.138116 |
16 | 0.000145 | 0.0015 | 0.499399 |
17 | -0.142143 | -1.4772 | 0.071267 |
18 | 0.058431 | 0.6072 | 0.272485 |
19 | -0.011577 | -0.1203 | 0.45223 |
20 | -0.053763 | -0.5587 | 0.288752 |
21 | -0.062079 | -0.6451 | 0.260103 |
22 | -0.054344 | -0.5648 | 0.286705 |
23 | -0.045365 | -0.4714 | 0.319137 |
24 | -0.089738 | -0.9326 | 0.176557 |
25 | -0.10636 | -1.1053 | 0.135737 |
26 | 0.063095 | 0.6557 | 0.256704 |
27 | -0.066181 | -0.6878 | 0.246534 |
28 | -0.002821 | -0.0293 | 0.488334 |
29 | -0.129492 | -1.3457 | 0.090605 |
30 | 0.049466 | 0.5141 | 0.304129 |
31 | -0.043936 | -0.4566 | 0.324438 |
32 | -0.005265 | -0.0547 | 0.478232 |
33 | -0.007565 | -0.0786 | 0.46874 |
34 | -0.019805 | -0.2058 | 0.41866 |
35 | -0.027394 | -0.2847 | 0.388216 |
36 | -0.047481 | -0.4934 | 0.311351 |
37 | -0.078298 | -0.8137 | 0.208804 |
38 | -0.099124 | -1.0301 | 0.152625 |
39 | -0.066777 | -0.694 | 0.244595 |
40 | -0.035654 | -0.3705 | 0.355859 |
41 | 0.144702 | 1.5038 | 0.067778 |
42 | -0.11407 | -1.1854 | 0.119221 |
43 | 0.027947 | 0.2904 | 0.386022 |
44 | 0.072111 | 0.7494 | 0.227624 |
45 | 0.04535 | 0.4713 | 0.319193 |
46 | -0.030266 | -0.3145 | 0.376862 |
47 | -0.021956 | -0.2282 | 0.409972 |
48 | -0.029696 | -0.3086 | 0.379105 |