Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.269713 | 2.9422 | 0.001959 |
2 | -0.061353 | -0.6693 | 0.252307 |
3 | -0.143238 | -1.5625 | 0.060408 |
4 | -0.236664 | -2.5817 | 0.005522 |
5 | -0.241398 | -2.6333 | 0.004789 |
6 | 0.056095 | 0.6119 | 0.270877 |
7 | -0.184129 | -2.0086 | 0.023421 |
8 | -0.185605 | -2.0247 | 0.022568 |
9 | -0.13342 | -1.4554 | 0.074091 |
10 | -0.068637 | -0.7487 | 0.227745 |
11 | 0.254268 | 2.7737 | 0.003218 |
12 | 0.832583 | 9.0824 | 0 |
13 | 0.259529 | 2.8311 | 0.002724 |
14 | -0.060207 | -0.6568 | 0.256295 |
15 | -0.147572 | -1.6098 | 0.055043 |
16 | -0.249725 | -2.7242 | 0.003709 |
17 | -0.189637 | -2.0687 | 0.02037 |
18 | 0.038387 | 0.4188 | 0.338074 |
19 | -0.120784 | -1.3176 | 0.095085 |
20 | -0.12701 | -1.3855 | 0.084244 |
21 | -0.131917 | -1.439 | 0.076382 |
22 | -0.105659 | -1.1526 | 0.125692 |
23 | 0.233387 | 2.5459 | 0.006088 |
24 | 0.678473 | 7.4013 | 0 |
25 | 0.227569 | 2.4825 | 0.007221 |
26 | -0.056326 | -0.6144 | 0.270049 |
27 | -0.124487 | -1.358 | 0.088518 |
28 | -0.253696 | -2.7675 | 0.003276 |
29 | -0.153635 | -1.676 | 0.048186 |
30 | 0.024561 | 0.2679 | 0.394608 |
31 | -0.069331 | -0.7563 | 0.22548 |
32 | -0.094253 | -1.0282 | 0.152974 |
33 | -0.129504 | -1.4127 | 0.080174 |
34 | -0.134832 | -1.4708 | 0.071986 |
35 | 0.210389 | 2.2951 | 0.01174 |
36 | 0.540084 | 5.8916 | 0 |
37 | 0.199385 | 2.175 | 0.015803 |
38 | -0.034646 | -0.3779 | 0.353071 |
39 | -0.093396 | -1.0188 | 0.155175 |
40 | -0.243918 | -2.6608 | 0.004435 |
41 | -0.109595 | -1.1955 | 0.117127 |
42 | -0.002939 | -0.0321 | 0.487237 |
43 | -0.047195 | -0.5148 | 0.30381 |
44 | -0.068313 | -0.7452 | 0.228807 |
45 | -0.13802 | -1.5056 | 0.067407 |
46 | -0.152322 | -1.6616 | 0.049609 |
47 | 0.178345 | 1.9455 | 0.027035 |
48 | 0.425428 | 4.6409 | 4e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.269713 | 2.9422 | 0.001959 |
2 | -0.144618 | -1.5776 | 0.058657 |
3 | -0.093948 | -1.0249 | 0.153755 |
4 | -0.195749 | -2.1354 | 0.017391 |
5 | -0.167708 | -1.8295 | 0.034916 |
6 | 0.128877 | 1.4059 | 0.081182 |
7 | -0.371384 | -4.0513 | 4.6e-05 |
8 | -0.136721 | -1.4915 | 0.069245 |
9 | -0.236106 | -2.5756 | 0.005615 |
10 | -0.170199 | -1.8567 | 0.032917 |
11 | 0.226307 | 2.4687 | 0.00749 |
12 | 0.731588 | 7.9807 | 0 |
13 | -0.03944 | -0.4302 | 0.333901 |
14 | -0.057279 | -0.6248 | 0.266638 |
15 | 0.000827 | 0.009 | 0.496407 |
16 | 0.069936 | 0.7629 | 0.223512 |
17 | 0.264685 | 2.8874 | 0.002308 |
18 | -0.097929 | -1.0683 | 0.143779 |
19 | 0.039696 | 0.433 | 0.332889 |
20 | 0.06225 | 0.6791 | 0.249207 |
21 | -0.003586 | -0.0391 | 0.484432 |
22 | -0.03023 | -0.3298 | 0.371078 |
23 | -0.033664 | -0.3672 | 0.357048 |
24 | -0.011731 | -0.128 | 0.449193 |
25 | -0.03789 | -0.4133 | 0.340053 |
26 | -0.035423 | -0.3864 | 0.349938 |
27 | 0.05601 | 0.611 | 0.271185 |
28 | -0.03524 | -0.3844 | 0.350674 |
29 | -0.034341 | -0.3746 | 0.354305 |
30 | -0.052692 | -0.5748 | 0.283254 |
31 | 0.016675 | 0.1819 | 0.427984 |
32 | -0.017303 | -0.1888 | 0.425303 |
33 | -0.036957 | -0.4032 | 0.343779 |
34 | -0.038911 | -0.4245 | 0.335994 |
35 | 0.011915 | 0.13 | 0.448401 |
36 | -0.05347 | -0.5833 | 0.280402 |
37 | -0.030121 | -0.3286 | 0.371526 |
38 | 0.038369 | 0.4186 | 0.338149 |
39 | 0.029622 | 0.3231 | 0.373581 |
40 | -0.014056 | -0.1533 | 0.439199 |
41 | 0.038056 | 0.4151 | 0.339391 |
42 | -0.071498 | -0.78 | 0.218483 |
43 | -0.006318 | -0.0689 | 0.472583 |
44 | 0.004268 | 0.0466 | 0.481471 |
45 | -0.039142 | -0.427 | 0.33508 |
46 | 0.021909 | 0.239 | 0.405757 |
47 | -0.088063 | -0.9607 | 0.169336 |
48 | -0.022992 | -0.2508 | 0.401195 |