Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.085366 | 0.9075 | 0.18305 |
2 | -0.262378 | -2.7891 | 0.003102 |
3 | -0.506753 | -5.3869 | 0 |
4 | -0.159128 | -1.6915 | 0.046744 |
5 | 0.092608 | 0.9844 | 0.163502 |
6 | 0.516172 | 5.487 | 0 |
7 | 0.089484 | 0.9512 | 0.171759 |
8 | -0.151681 | -1.6124 | 0.054833 |
9 | -0.468626 | -4.9816 | 1e-06 |
10 | -0.250582 | -2.6637 | 0.004429 |
11 | 0.153792 | 1.6348 | 0.052434 |
12 | 0.79572 | 8.4586 | 0 |
13 | 0.100498 | 1.0683 | 0.14383 |
14 | -0.281795 | -2.9955 | 0.001684 |
15 | -0.416623 | -4.4288 | 1.1e-05 |
16 | -0.14443 | -1.5353 | 0.063751 |
17 | 0.099045 | 1.0529 | 0.147325 |
18 | 0.442661 | 4.7056 | 4e-06 |
19 | 0.101238 | 1.0762 | 0.142071 |
20 | -0.168404 | -1.7902 | 0.038054 |
21 | -0.394018 | -4.1885 | 2.8e-05 |
22 | -0.247269 | -2.6285 | 0.004884 |
23 | 0.199887 | 2.1248 | 0.01789 |
24 | 0.626914 | 6.6642 | 0 |
25 | 0.093811 | 0.9972 | 0.160393 |
26 | -0.257847 | -2.7409 | 0.003562 |
27 | -0.330763 | -3.5161 | 0.000316 |
28 | -0.12109 | -1.2872 | 0.100326 |
29 | 0.095811 | 1.0185 | 0.155311 |
30 | 0.360507 | 3.8322 | 0.000105 |
31 | 0.092328 | 0.9815 | 0.164232 |
32 | -0.157787 | -1.6773 | 0.048124 |
33 | -0.347039 | -3.6891 | 0.000174 |
34 | -0.185501 | -1.9719 | 0.025532 |
35 | 0.176596 | 1.8772 | 0.031532 |
36 | 0.523216 | 5.5619 | 0 |
37 | 0.067761 | 0.7203 | 0.23641 |
38 | -0.214654 | -2.2818 | 0.012187 |
39 | -0.290384 | -3.0868 | 0.001273 |
40 | -0.105309 | -1.1194 | 0.132662 |
41 | 0.110013 | 1.1695 | 0.122341 |
42 | 0.30712 | 3.2647 | 0.000725 |
43 | 0.080193 | 0.8525 | 0.197881 |
44 | -0.161247 | -1.7141 | 0.044628 |
45 | -0.287223 | -3.0532 | 0.001412 |
46 | -0.141307 | -1.5021 | 0.067928 |
47 | 0.158785 | 1.6879 | 0.047094 |
48 | 0.427393 | 4.5432 | 7e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.085366 | 0.9075 | 0.18305 |
2 | -0.271645 | -2.8876 | 0.002326 |
3 | -0.494945 | -5.2613 | 0 |
4 | -0.269619 | -2.8661 | 0.002479 |
5 | -0.282142 | -2.9992 | 0.001665 |
6 | 0.200924 | 2.1359 | 0.017425 |
7 | -0.096242 | -1.0231 | 0.154231 |
8 | -0.037602 | -0.3997 | 0.345062 |
9 | -0.286675 | -3.0474 | 0.001437 |
10 | -0.44085 | -4.6863 | 4e-06 |
11 | -0.345274 | -3.6703 | 0.000186 |
12 | 0.475528 | 5.0549 | 1e-06 |
13 | 0.04868 | 0.5175 | 0.302918 |
14 | -0.109525 | -1.1643 | 0.123384 |
15 | 0.186116 | 1.9784 | 0.025156 |
16 | 0.134646 | 1.4313 | 0.077551 |
17 | -0.00518 | -0.0551 | 0.478091 |
18 | -0.058747 | -0.6245 | 0.266783 |
19 | 0.023789 | 0.2529 | 0.400411 |
20 | -0.049535 | -0.5266 | 0.299765 |
21 | -0.004639 | -0.0493 | 0.480379 |
22 | -0.094778 | -1.0075 | 0.157923 |
23 | -0.02887 | -0.3069 | 0.379744 |
24 | -0.070514 | -0.7496 | 0.227536 |
25 | -0.101456 | -1.0785 | 0.141555 |
26 | 0.005434 | 0.0578 | 0.477019 |
27 | -0.005856 | -0.0623 | 0.475237 |
28 | 0.031874 | 0.3388 | 0.367683 |
29 | -0.008644 | -0.0919 | 0.463475 |
30 | -0.013741 | -0.1461 | 0.442064 |
31 | -0.033382 | -0.3549 | 0.361679 |
32 | -0.005719 | -0.0608 | 0.475815 |
33 | -0.071076 | -0.7555 | 0.225748 |
34 | 0.028689 | 0.305 | 0.380474 |
35 | -0.102577 | -1.0904 | 0.138926 |
36 | -0.008564 | -0.091 | 0.463811 |
37 | -0.004599 | -0.0489 | 0.480549 |
38 | -0.019291 | -0.2051 | 0.418945 |
39 | -0.092723 | -0.9857 | 0.163203 |
40 | -0.106106 | -1.1279 | 0.130872 |
41 | 0.059991 | 0.6377 | 0.262475 |
42 | -0.038 | -0.4039 | 0.343507 |
43 | -0.029662 | -0.3153 | 0.376555 |
44 | -0.075852 | -0.8063 | 0.210877 |
45 | 0.063093 | 0.6707 | 0.251894 |
46 | 0.011192 | 0.119 | 0.452753 |
47 | -0.068377 | -0.7269 | 0.234408 |
48 | 0.003943 | 0.0419 | 0.483319 |