Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.033754 | -0.362 | 0.35902 |
2 | -0.2157 | -2.3131 | 0.011247 |
3 | 0.291912 | 3.1304 | 0.001107 |
4 | 0.082123 | 0.8807 | 0.190166 |
5 | -0.108407 | -1.1625 | 0.123713 |
6 | 0.086154 | 0.9239 | 0.178735 |
7 | -0.111132 | -1.1918 | 0.117906 |
8 | 0.097378 | 1.0443 | 0.149277 |
9 | 0.250512 | 2.6864 | 0.004146 |
10 | -0.295522 | -3.1691 | 0.00098 |
11 | -0.222177 | -2.3826 | 0.009416 |
12 | 0.612507 | 6.5684 | 0 |
13 | -0.225254 | -2.4156 | 0.008642 |
14 | -0.24235 | -2.5989 | 0.005288 |
15 | 0.275668 | 2.9562 | 0.00189 |
16 | 0.068411 | 0.7336 | 0.232333 |
17 | -0.038048 | -0.408 | 0.342008 |
18 | 0.145636 | 1.5618 | 0.060545 |
19 | -0.047155 | -0.5057 | 0.307023 |
20 | 0.113207 | 1.214 | 0.113617 |
21 | 0.218232 | 2.3403 | 0.010497 |
22 | -0.209908 | -2.251 | 0.013143 |
23 | -0.108092 | -1.1592 | 0.124397 |
24 | 0.53505 | 5.7378 | 0 |
25 | -0.245386 | -2.6315 | 0.004834 |
26 | -0.231822 | -2.486 | 0.007178 |
27 | 0.210541 | 2.2578 | 0.012922 |
28 | -0.019731 | -0.2116 | 0.4164 |
29 | -0.133911 | -1.436 | 0.076853 |
30 | 0.013761 | 0.1476 | 0.44147 |
31 | -0.122135 | -1.3097 | 0.096446 |
32 | 0.029255 | 0.3137 | 0.377149 |
33 | 0.103204 | 1.1067 | 0.135358 |
34 | -0.249152 | -2.6719 | 0.004319 |
35 | -0.10047 | -1.0774 | 0.141773 |
36 | 0.481128 | 5.1595 | 1e-06 |
37 | -0.140167 | -1.5031 | 0.067774 |
38 | -0.096358 | -1.0333 | 0.151809 |
39 | 0.27613 | 2.9612 | 0.001862 |
40 | 0.048556 | 0.5207 | 0.301787 |
41 | -0.035475 | -0.3804 | 0.352166 |
42 | 0.07589 | 0.8138 | 0.208712 |
43 | -0.072857 | -0.7813 | 0.218114 |
44 | 0.04772 | 0.5117 | 0.304909 |
45 | 0.121268 | 1.3005 | 0.098022 |
46 | -0.152423 | -1.6346 | 0.052439 |
47 | -0.10999 | -1.1795 | 0.120314 |
48 | 0.283482 | 3.04 | 0.001465 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.033754 | -0.362 | 0.35902 |
2 | -0.217086 | -2.328 | 0.01083 |
3 | 0.28969 | 3.1066 | 0.001192 |
4 | 0.047341 | 0.5077 | 0.306327 |
5 | 0.013622 | 0.1461 | 0.442056 |
6 | 0.033278 | 0.3569 | 0.360923 |
7 | -0.193783 | -2.0781 | 0.019963 |
8 | 0.17593 | 1.8866 | 0.030866 |
9 | 0.193684 | 2.077 | 0.020013 |
10 | -0.234918 | -2.5192 | 0.006568 |
11 | -0.225641 | -2.4197 | 0.008549 |
12 | 0.532439 | 5.7098 | 0 |
13 | -0.38971 | -4.1792 | 2.9e-05 |
14 | 0.168091 | 1.8026 | 0.037037 |
15 | 0.003354 | 0.036 | 0.485686 |
16 | 0.074163 | 0.7953 | 0.214035 |
17 | 0.108006 | 1.1582 | 0.124585 |
18 | 0.042728 | 0.4582 | 0.323835 |
19 | 0.149178 | 1.5998 | 0.056199 |
20 | -0.064002 | -0.6863 | 0.246937 |
21 | -0.02997 | -0.3214 | 0.374247 |
22 | 0.094201 | 1.0102 | 0.157263 |
23 | 0.074838 | 0.8025 | 0.211947 |
24 | 0.013353 | 0.1432 | 0.443195 |
25 | -0.097705 | -1.0478 | 0.148471 |
26 | -0.065175 | -0.6989 | 0.243007 |
27 | -0.055098 | -0.5909 | 0.277888 |
28 | 0.031391 | 0.3366 | 0.368503 |
29 | -0.09165 | -0.9828 | 0.163876 |
30 | -0.067142 | -0.72 | 0.236488 |
31 | -0.05727 | -0.6142 | 0.270165 |
32 | -0.085399 | -0.9158 | 0.180843 |
33 | 0.009281 | 0.0995 | 0.460448 |
34 | -0.067836 | -0.7275 | 0.23421 |
35 | 0.033944 | 0.364 | 0.358258 |
36 | 0.074484 | 0.7988 | 0.213039 |
37 | 0.147379 | 1.5805 | 0.058373 |
38 | 0.083092 | 0.8911 | 0.187378 |
39 | 0.050439 | 0.5409 | 0.294814 |
40 | 0.017332 | 0.1859 | 0.42644 |
41 | 0.05041 | 0.5406 | 0.29492 |
42 | 0.050244 | 0.5388 | 0.29553 |
43 | -0.039181 | -0.4202 | 0.337575 |
44 | -0.000765 | -0.0082 | 0.496735 |
45 | 0.002634 | 0.0282 | 0.488759 |
46 | 0.114999 | 1.2332 | 0.110003 |
47 | -0.085767 | -0.9197 | 0.179816 |
48 | -0.079619 | -0.8538 | 0.197492 |