Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.000845 | 0.0083 | 0.496705 |
2 | -0.393115 | -3.8517 | 0.000106 |
3 | 0.091459 | 0.8961 | 0.186216 |
4 | 0.283633 | 2.779 | 0.00328 |
5 | -0.037809 | -0.3705 | 0.35593 |
6 | 0.032237 | 0.3159 | 0.376398 |
7 | 0.114903 | 1.1258 | 0.131525 |
8 | -0.153176 | -1.5008 | 0.068343 |
9 | 0.032088 | 0.3144 | 0.376952 |
10 | 0.350519 | 3.4344 | 0.000439 |
11 | -0.097793 | -0.9582 | 0.170192 |
12 | -0.531895 | -5.2115 | 1e-06 |
13 | 0.182747 | 1.7905 | 0.038259 |
14 | 0.356898 | 3.4969 | 0.000357 |
15 | -0.164205 | -1.6089 | 0.055464 |
16 | -0.243104 | -2.3819 | 0.009597 |
17 | 0.080113 | 0.7849 | 0.21721 |
18 | 0.034323 | 0.3363 | 0.368692 |
19 | -0.061784 | -0.6054 | 0.273185 |
20 | 0.002636 | 0.0258 | 0.489723 |
21 | -0.013292 | -0.1302 | 0.448327 |
22 | -0.18328 | -1.7958 | 0.037838 |
23 | 0.153189 | 1.5009 | 0.068327 |
24 | 0.191787 | 1.8791 | 0.031631 |
25 | -0.226388 | -2.2181 | 0.014451 |
26 | -0.309898 | -3.0364 | 0.001541 |
27 | 0.193204 | 1.893 | 0.030685 |
28 | 0.243233 | 2.3832 | 0.009566 |
29 | -0.140711 | -1.3787 | 0.085598 |
30 | -0.120423 | -1.1799 | 0.120477 |
31 | 0.043706 | 0.4282 | 0.334722 |
32 | 0.017248 | 0.169 | 0.433078 |
33 | -0.003067 | -0.03 | 0.488046 |
34 | 0.069406 | 0.68 | 0.24906 |
35 | -0.10776 | -1.0558 | 0.146848 |
36 | -0.152808 | -1.4972 | 0.06881 |
37 | 0.210059 | 2.0582 | 0.021143 |
38 | 0.167019 | 1.6364 | 0.05251 |
39 | -0.18671 | -1.8294 | 0.035224 |
40 | -0.169036 | -1.6562 | 0.050473 |
41 | 0.166572 | 1.6321 | 0.052971 |
42 | 0.114232 | 1.1192 | 0.132915 |
43 | -0.104834 | -1.0272 | 0.153463 |
44 | 0.00048 | 0.0047 | 0.498127 |
45 | 0.005467 | 0.0536 | 0.478696 |
46 | -0.022146 | -0.217 | 0.414339 |
47 | 0.022078 | 0.2163 | 0.414599 |
48 | 0.036908 | 0.3616 | 0.359216 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.000845 | 0.0083 | 0.496705 |
2 | -0.393116 | -3.8517 | 0.000106 |
3 | 0.109118 | 1.0691 | 0.143846 |
4 | 0.149533 | 1.4651 | 0.073078 |
5 | 0.030714 | 0.3009 | 0.382058 |
6 | 0.216891 | 2.1251 | 0.018073 |
7 | 0.083536 | 0.8185 | 0.207555 |
8 | -0.155064 | -1.5193 | 0.065986 |
9 | 0.104675 | 1.0256 | 0.153828 |
10 | 0.225828 | 2.2127 | 0.014646 |
11 | -0.125893 | -1.2335 | 0.110201 |
12 | -0.416116 | -4.0771 | 4.7e-05 |
13 | 0.087326 | 0.8556 | 0.19717 |
14 | 0.017638 | 0.1728 | 0.431579 |
15 | -0.020659 | -0.2024 | 0.420011 |
16 | -0.034905 | -0.342 | 0.366549 |
17 | -0.040631 | -0.3981 | 0.345721 |
18 | 0.039557 | 0.3876 | 0.349593 |
19 | 0.02749 | 0.2693 | 0.394122 |
20 | -0.155659 | -1.5251 | 0.065256 |
21 | 0.106304 | 1.0416 | 0.150116 |
22 | 0.025287 | 0.2478 | 0.402424 |
23 | 0.071379 | 0.6994 | 0.243008 |
24 | -0.108128 | -1.0594 | 0.146031 |
25 | -0.002443 | -0.0239 | 0.490477 |
26 | -0.182039 | -1.7836 | 0.038823 |
27 | 0.021821 | 0.2138 | 0.415579 |
28 | 0.079871 | 0.7826 | 0.217902 |
29 | 0.00415 | 0.0407 | 0.483825 |
30 | 0.035304 | 0.3459 | 0.365085 |
31 | -0.014065 | -0.1378 | 0.445342 |
32 | -0.080481 | -0.7885 | 0.21616 |
33 | 0.05715 | 0.56 | 0.288408 |
34 | -0.009071 | -0.0889 | 0.464684 |
35 | 0.024313 | 0.2382 | 0.406109 |
36 | -0.118614 | -1.1622 | 0.124023 |
37 | 0.072939 | 0.7147 | 0.238278 |
38 | -0.09549 | -0.9356 | 0.175912 |
39 | 0.109815 | 1.076 | 0.142321 |
40 | -0.017122 | -0.1678 | 0.433564 |
41 | 0.021829 | 0.2139 | 0.415547 |
42 | 0.00775 | 0.0759 | 0.469815 |
43 | -0.008071 | -0.0791 | 0.468567 |
44 | -0.015191 | -0.1488 | 0.440995 |
45 | 0.009309 | 0.0912 | 0.463758 |
46 | -0.035726 | -0.35 | 0.363535 |
47 | -0.04678 | -0.4584 | 0.323867 |
48 | -0.115537 | -1.132 | 0.130221 |