Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.010339 | 0.1099 | 0.456341 |
2 | 0.084761 | 0.901 | 0.184746 |
3 | -0.202069 | -2.148 | 0.016924 |
4 | -0.201033 | -2.137 | 0.017377 |
5 | -0.137217 | -1.4586 | 0.073719 |
6 | -0.028343 | -0.3013 | 0.381875 |
7 | -0.139933 | -1.4875 | 0.069833 |
8 | -0.187988 | -1.9983 | 0.02404 |
9 | -0.229152 | -2.4359 | 0.008208 |
10 | 0.078009 | 0.8292 | 0.204356 |
11 | 0.188683 | 2.0057 | 0.023637 |
12 | 0.540357 | 5.7441 | 0 |
13 | 0.181376 | 1.9281 | 0.028179 |
14 | 0.082107 | 0.8728 | 0.19231 |
15 | -0.254124 | -2.7014 | 0.003985 |
16 | -0.095585 | -1.0161 | 0.155881 |
17 | -0.094887 | -1.0087 | 0.157647 |
18 | -0.100458 | -1.0679 | 0.143925 |
19 | -0.047025 | -0.4999 | 0.309065 |
20 | -0.185071 | -1.9673 | 0.025798 |
21 | -0.200085 | -2.1269 | 0.017801 |
22 | 0.067446 | 0.717 | 0.23744 |
23 | 0.160718 | 1.7085 | 0.045149 |
24 | 0.414893 | 4.4104 | 1.2e-05 |
25 | 0.179891 | 1.9123 | 0.029187 |
26 | 0.050384 | 0.5356 | 0.296648 |
27 | -0.202173 | -2.1491 | 0.016879 |
28 | -0.087812 | -0.9335 | 0.176288 |
29 | -0.064865 | -0.6895 | 0.245952 |
30 | -0.065936 | -0.7009 | 0.2424 |
31 | -0.046766 | -0.4971 | 0.310031 |
32 | -0.158494 | -1.6848 | 0.047392 |
33 | -0.169869 | -1.8057 | 0.036811 |
34 | 0.045788 | 0.4867 | 0.313695 |
35 | 0.092777 | 0.9862 | 0.163064 |
36 | 0.411655 | 4.376 | 1.4e-05 |
37 | 0.096234 | 1.023 | 0.154252 |
38 | 0.10527 | 1.119 | 0.132749 |
39 | -0.172191 | -1.8304 | 0.034912 |
40 | -0.122724 | -1.3046 | 0.097345 |
41 | -0.021319 | -0.2266 | 0.410563 |
42 | -0.036756 | -0.3907 | 0.348369 |
43 | -0.075212 | -0.7995 | 0.212835 |
44 | -0.130715 | -1.3895 | 0.083703 |
45 | -0.115085 | -1.2234 | 0.111867 |
46 | -0.002706 | -0.0288 | 0.48855 |
47 | 0.087905 | 0.9344 | 0.176035 |
48 | 0.337123 | 3.5837 | 0.000251 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.010339 | 0.1099 | 0.456341 |
2 | 0.084664 | 0.9 | 0.185021 |
3 | -0.205239 | -2.1817 | 0.0156 |
4 | -0.211196 | -2.245 | 0.013356 |
5 | -0.110336 | -1.1729 | 0.121653 |
6 | -0.040043 | -0.4257 | 0.335581 |
7 | -0.226301 | -2.4056 | 0.008884 |
8 | -0.342408 | -3.6398 | 0.000206 |
9 | -0.429297 | -4.5635 | 6e-06 |
10 | -0.220897 | -2.3482 | 0.010302 |
11 | -0.154975 | -1.6474 | 0.051126 |
12 | 0.27631 | 2.9372 | 0.002007 |
13 | 0.143423 | 1.5246 | 0.065076 |
14 | 0.100191 | 1.065 | 0.144562 |
15 | -0.140077 | -1.489 | 0.069631 |
16 | -0.001186 | -0.0126 | 0.494983 |
17 | 0.065792 | 0.6994 | 0.242877 |
18 | -0.092793 | -0.9864 | 0.163023 |
19 | 0.058202 | 0.6187 | 0.26868 |
20 | 0.061203 | 0.6506 | 0.258315 |
21 | 0.003423 | 0.0364 | 0.485517 |
22 | 0.012136 | 0.129 | 0.448791 |
23 | -0.068025 | -0.7231 | 0.235551 |
24 | 0.032008 | 0.3402 | 0.367152 |
25 | 0.021889 | 0.2327 | 0.408214 |
26 | -0.001044 | -0.0111 | 0.495584 |
27 | -0.071828 | -0.7635 | 0.223364 |
28 | -0.005512 | -0.0586 | 0.476688 |
29 | 0.037789 | 0.4017 | 0.344331 |
30 | -0.036261 | -0.3855 | 0.350309 |
31 | 0.007586 | 0.0806 | 0.467936 |
32 | 0.003391 | 0.0361 | 0.485653 |
33 | -0.049129 | -0.5222 | 0.30126 |
34 | 0.022806 | 0.2424 | 0.404443 |
35 | -0.134866 | -1.4336 | 0.077218 |
36 | 0.070483 | 0.7492 | 0.227634 |
37 | -0.022007 | -0.2339 | 0.407728 |
38 | 0.069155 | 0.7351 | 0.231893 |
39 | 0.009648 | 0.1026 | 0.459248 |
40 | -0.071276 | -0.7577 | 0.225113 |
41 | 0.019232 | 0.2044 | 0.419191 |
42 | -0.002282 | -0.0243 | 0.490345 |
43 | -0.027657 | -0.294 | 0.38465 |
44 | -0.054751 | -0.582 | 0.280861 |
45 | 0.046503 | 0.4943 | 0.311014 |
46 | 0.037495 | 0.3986 | 0.345477 |
47 | -0.057578 | -0.6121 | 0.270861 |
48 | -0.008434 | -0.0897 | 0.464362 |