Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.227902 | 1.9203 | 0.029416 |
2 | -0.398714 | -3.3596 | 0.000629 |
3 | -0.419412 | -3.534 | 0.000362 |
4 | -0.274795 | -2.3155 | 0.011741 |
5 | 0.15495 | 1.3056 | 0.097946 |
6 | 0.497601 | 4.1929 | 3.9e-05 |
7 | 0.152531 | 1.2852 | 0.101441 |
8 | -0.223906 | -1.8867 | 0.031648 |
9 | -0.354222 | -2.9847 | 0.001945 |
10 | -0.349137 | -2.9419 | 0.002201 |
11 | 0.165823 | 1.3972 | 0.083345 |
12 | 0.775152 | 6.5315 | 0 |
13 | 0.210375 | 1.7727 | 0.040288 |
14 | -0.29957 | -2.5242 | 0.006917 |
15 | -0.35024 | -2.9512 | 0.002143 |
16 | -0.2539 | -2.1394 | 0.017921 |
17 | 0.107614 | 0.9068 | 0.183796 |
18 | 0.397404 | 3.3486 | 0.000651 |
19 | 0.138727 | 1.1689 | 0.12317 |
20 | -0.17337 | -1.4608 | 0.074235 |
21 | -0.305781 | -2.5766 | 0.00603 |
22 | -0.31022 | -2.614 | 0.00546 |
23 | 0.108911 | 0.9177 | 0.180942 |
24 | 0.599615 | 5.0524 | 2e-06 |
25 | 0.17464 | 1.4715 | 0.072782 |
26 | -0.215748 | -1.8179 | 0.036647 |
27 | -0.268908 | -2.2659 | 0.013255 |
28 | -0.203418 | -1.714 | 0.045443 |
29 | 0.060899 | 0.5131 | 0.304721 |
30 | 0.273607 | 2.3055 | 0.012033 |
31 | 0.09829 | 0.8282 | 0.205165 |
32 | -0.113637 | -0.9575 | 0.170776 |
33 | -0.219255 | -1.8475 | 0.034422 |
34 | -0.262511 | -2.212 | 0.015094 |
35 | 0.075678 | 0.6377 | 0.262869 |
36 | 0.463898 | 3.9089 | 0.000105 |
37 | 0.130274 | 1.0977 | 0.138021 |
38 | -0.149491 | -1.2596 | 0.105963 |
39 | -0.206221 | -1.7377 | 0.043304 |
40 | -0.173353 | -1.4607 | 0.074255 |
41 | 0.044452 | 0.3746 | 0.354554 |
42 | 0.234092 | 1.9725 | 0.026224 |
43 | 0.089741 | 0.7562 | 0.226024 |
44 | -0.081017 | -0.6827 | 0.248521 |
45 | -0.160912 | -1.3559 | 0.089719 |
46 | -0.19242 | -1.6214 | 0.054686 |
47 | 0.043493 | 0.3665 | 0.357547 |
48 | 0.319309 | 2.6905 | 0.004444 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.227902 | 1.9203 | 0.029416 |
2 | -0.475343 | -4.0053 | 7.5e-05 |
3 | -0.241221 | -2.0326 | 0.022919 |
4 | -0.411026 | -3.4634 | 0.000454 |
5 | -0.018995 | -0.1601 | 0.436646 |
6 | 0.174449 | 1.4699 | 0.072999 |
7 | -0.094896 | -0.7996 | 0.213303 |
8 | -0.006866 | -0.0579 | 0.477015 |
9 | -0.183377 | -1.5452 | 0.063376 |
10 | -0.355896 | -2.9988 | 0.001867 |
11 | 0.002529 | 0.0213 | 0.491529 |
12 | 0.563338 | 4.7468 | 5e-06 |
13 | -0.131666 | -1.1094 | 0.135493 |
14 | 0.212789 | 1.793 | 0.038617 |
15 | 0.114139 | 0.9618 | 0.169718 |
16 | 0.134028 | 1.1293 | 0.131278 |
17 | -0.022431 | -0.189 | 0.425313 |
18 | -0.073252 | -0.6172 | 0.269527 |
19 | 0.020423 | 0.1721 | 0.431929 |
20 | -0.103544 | -0.8725 | 0.192945 |
21 | -0.108738 | -0.9162 | 0.18132 |
22 | -0.107684 | -0.9074 | 0.183642 |
23 | -0.104646 | -0.8818 | 0.190439 |
24 | -0.088426 | -0.7451 | 0.229337 |
25 | -0.171698 | -1.4468 | 0.076184 |
26 | -0.032742 | -0.2759 | 0.391717 |
27 | -0.040049 | -0.3375 | 0.368382 |
28 | 0.037562 | 0.3165 | 0.376274 |
29 | -0.049065 | -0.4134 | 0.340268 |
30 | -0.063556 | -0.5355 | 0.296978 |
31 | -0.032784 | -0.2762 | 0.391582 |
32 | -0.027401 | -0.2309 | 0.409035 |
33 | -0.004402 | -0.0371 | 0.485258 |
34 | -0.085415 | -0.7197 | 0.237029 |
35 | 0.051956 | 0.4378 | 0.331435 |
36 | 0.00066 | 0.0056 | 0.497788 |
37 | -0.036676 | -0.309 | 0.379098 |
38 | 0.019922 | 0.1679 | 0.433582 |
39 | -0.060428 | -0.5092 | 0.306104 |
40 | -0.041882 | -0.3529 | 0.362602 |
41 | -0.053629 | -0.4519 | 0.326366 |
42 | 0.079675 | 0.6714 | 0.252086 |
43 | 0.002361 | 0.0199 | 0.492093 |
44 | 0.003866 | 0.0326 | 0.487052 |
45 | 0.064022 | 0.5395 | 0.295628 |
46 | 0.129027 | 1.0872 | 0.140312 |
47 | -0.02704 | -0.2278 | 0.410211 |
48 | -0.088452 | -0.7453 | 0.229272 |