Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.127806 | 1.322 | 0.094487 |
2 | -0.241029 | -2.4932 | 0.007095 |
3 | -0.149826 | -1.5498 | 0.062069 |
4 | -0.182875 | -1.8917 | 0.030619 |
5 | 0.178891 | 1.8505 | 0.033502 |
6 | 0.517313 | 5.3511 | 0 |
7 | 0.167843 | 1.7362 | 0.042705 |
8 | -0.168494 | -1.7429 | 0.042111 |
9 | -0.215977 | -2.2341 | 0.013779 |
10 | -0.302971 | -3.134 | 0.001113 |
11 | 0.08901 | 0.9207 | 0.179632 |
12 | 0.695528 | 7.1946 | 0 |
13 | 0.02118 | 0.2191 | 0.413499 |
14 | -0.304465 | -3.1494 | 0.001061 |
15 | -0.210331 | -2.1757 | 0.01589 |
16 | -0.258087 | -2.6697 | 0.004388 |
17 | 0.105372 | 1.09 | 0.139086 |
18 | 0.356639 | 3.6891 | 0.000178 |
19 | 0.078015 | 0.807 | 0.210729 |
20 | -0.23531 | -2.4341 | 0.008293 |
21 | -0.314761 | -3.2559 | 0.000757 |
22 | -0.329058 | -3.4038 | 0.000468 |
23 | 0.044219 | 0.4574 | 0.324153 |
24 | 0.516298 | 5.3406 | 0 |
25 | 0.009836 | 0.1017 | 0.459573 |
26 | -0.292924 | -3.03 | 0.001533 |
27 | -0.245699 | -2.5415 | 0.006235 |
28 | -0.24633 | -2.5481 | 0.006126 |
29 | 0.073513 | 0.7604 | 0.224338 |
30 | 0.290179 | 3.0016 | 0.001671 |
31 | 0.116338 | 1.2034 | 0.115736 |
32 | -0.170281 | -1.7614 | 0.040514 |
33 | -0.214914 | -2.2231 | 0.014156 |
34 | -0.193672 | -2.0034 | 0.023833 |
35 | 0.076296 | 0.7892 | 0.215866 |
36 | 0.476203 | 4.9259 | 2e-06 |
37 | 0.06556 | 0.6782 | 0.249569 |
38 | -0.21306 | -2.2039 | 0.014837 |
39 | -0.124031 | -1.283 | 0.101135 |
40 | -0.133309 | -1.379 | 0.085392 |
41 | 0.128296 | 1.3271 | 0.09365 |
42 | 0.2747 | 2.8415 | 0.002689 |
43 | 0.170442 | 1.7631 | 0.040372 |
44 | -0.122468 | -1.2668 | 0.103984 |
45 | -0.141156 | -1.4601 | 0.073592 |
46 | -0.11534 | -1.1931 | 0.117737 |
47 | 0.039419 | 0.4078 | 0.342134 |
48 | 0.433299 | 4.4821 | 9e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.127806 | 1.322 | 0.094487 |
2 | -0.261637 | -2.7064 | 0.003959 |
3 | -0.084602 | -0.8751 | 0.191733 |
4 | -0.231919 | -2.399 | 0.009085 |
5 | 0.1998 | 2.0667 | 0.020586 |
6 | 0.42083 | 4.3531 | 1.5e-05 |
7 | 0.173258 | 1.7922 | 0.037964 |
8 | 0.014601 | 0.151 | 0.440115 |
9 | -0.057025 | -0.5899 | 0.278259 |
10 | -0.302786 | -3.132 | 0.00112 |
11 | -0.104479 | -1.0807 | 0.141123 |
12 | 0.517391 | 5.3519 | 0 |
13 | -0.224682 | -2.3241 | 0.011004 |
14 | -0.188774 | -1.9527 | 0.026734 |
15 | -0.063958 | -0.6616 | 0.254828 |
16 | -0.021128 | -0.2186 | 0.413708 |
17 | -0.016214 | -0.1677 | 0.433559 |
18 | -0.182076 | -1.8834 | 0.03118 |
19 | -0.022558 | -0.2333 | 0.407972 |
20 | -0.095943 | -0.9924 | 0.161612 |
21 | -0.101268 | -1.0475 | 0.148608 |
22 | -0.046893 | -0.4851 | 0.314311 |
23 | -0.093285 | -0.9649 | 0.168373 |
24 | 0.043057 | 0.4454 | 0.328472 |
25 | 0.053252 | 0.5508 | 0.291444 |
26 | 0.011798 | 0.122 | 0.451548 |
27 | -0.071177 | -0.7363 | 0.23159 |
28 | 0.002838 | 0.0294 | 0.488318 |
29 | -0.053954 | -0.5581 | 0.288968 |
30 | -0.091433 | -0.9458 | 0.173192 |
31 | 0.012523 | 0.1295 | 0.448587 |
32 | 0.012709 | 0.1315 | 0.447828 |
33 | 0.186245 | 1.9265 | 0.028345 |
34 | 0.1217 | 1.2589 | 0.105407 |
35 | -0.016193 | -0.1675 | 0.433646 |
36 | 0.058227 | 0.6023 | 0.274122 |
37 | -0.052121 | -0.5391 | 0.295453 |
38 | -0.040017 | -0.4139 | 0.339874 |
39 | 0.017208 | 0.178 | 0.429529 |
40 | -0.048463 | -0.5013 | 0.308591 |
41 | 0.015997 | 0.1655 | 0.434442 |
42 | -0.104127 | -1.0771 | 0.141929 |
43 | 0.070209 | 0.7262 | 0.234636 |
44 | -0.023636 | -0.2445 | 0.40366 |
45 | 0.026336 | 0.2724 | 0.392911 |
46 | 0.010124 | 0.1047 | 0.458397 |
47 | -0.129991 | -1.3446 | 0.090793 |
48 | 0.063032 | 0.652 | 0.257897 |