Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.107365 | 0.8247 | 0.206435 |
2 | -0.300822 | -2.3107 | 0.012183 |
3 | -0.009655 | -0.0742 | 0.470566 |
4 | 0.05791 | 0.4448 | 0.32904 |
5 | -0.067562 | -0.519 | 0.302867 |
6 | -0.167467 | -1.2863 | 0.101674 |
7 | -0.116095 | -0.8917 | 0.188076 |
8 | 0.013595 | 0.1044 | 0.458593 |
9 | -0.010169 | -0.0781 | 0.469002 |
10 | -0.268747 | -2.0643 | 0.021698 |
11 | 0.120745 | 0.9275 | 0.178732 |
12 | 0.625547 | 4.8049 | 6e-06 |
13 | 0.043422 | 0.3335 | 0.369957 |
14 | -0.229573 | -1.7634 | 0.041507 |
15 | -0.087088 | -0.6689 | 0.253074 |
16 | 0.054698 | 0.4201 | 0.337953 |
17 | -0.128405 | -0.9863 | 0.164007 |
18 | -0.155658 | -1.1956 | 0.118311 |
19 | -0.054854 | -0.4213 | 0.337519 |
20 | 0.012721 | 0.0977 | 0.461247 |
21 | -0.031115 | -0.239 | 0.405968 |
22 | -0.150735 | -1.1578 | 0.125802 |
23 | 0.154304 | 1.1852 | 0.12034 |
24 | 0.481145 | 3.6957 | 0.000241 |
25 | 0.046473 | 0.357 | 0.361196 |
26 | -0.238635 | -1.833 | 0.035926 |
27 | -0.039947 | -0.3068 | 0.380024 |
28 | 0.075142 | 0.5772 | 0.283008 |
29 | -0.103995 | -0.7988 | 0.213806 |
30 | -0.109084 | -0.8379 | 0.202737 |
31 | -0.083199 | -0.6391 | 0.262627 |
32 | -0.019537 | -0.1501 | 0.440611 |
33 | -0.005383 | -0.0413 | 0.48358 |
34 | -0.110907 | -0.8519 | 0.198859 |
35 | 0.070998 | 0.5453 | 0.293786 |
36 | 0.312585 | 2.401 | 0.00976 |
37 | 0.018372 | 0.1411 | 0.444128 |
38 | -0.161888 | -1.2435 | 0.109304 |
39 | -0.020228 | -0.1554 | 0.438529 |
40 | 0.050235 | 0.3859 | 0.350494 |
41 | -0.025794 | -0.1981 | 0.421814 |
42 | -0.044934 | -0.3451 | 0.365607 |
43 | -0.00459 | -0.0353 | 0.485997 |
44 | 0.019078 | 0.1465 | 0.441997 |
45 | -0.007707 | -0.0592 | 0.476498 |
46 | -0.052579 | -0.4039 | 0.343885 |
47 | 0.08459 | 0.6497 | 0.259189 |
48 | 0.140847 | 1.0819 | 0.141857 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.107365 | 0.8247 | 0.206435 |
2 | -0.315992 | -2.4272 | 0.009144 |
3 | 0.075047 | 0.5764 | 0.283253 |
4 | -0.052897 | -0.4063 | 0.342993 |
5 | -0.056429 | -0.4334 | 0.333137 |
6 | -0.16257 | -1.2487 | 0.108349 |
7 | -0.128365 | -0.986 | 0.164081 |
8 | -0.058972 | -0.453 | 0.326114 |
9 | -0.092439 | -0.71 | 0.24024 |
10 | -0.332064 | -2.5506 | 0.006684 |
11 | 0.162095 | 1.2451 | 0.109013 |
12 | 0.487208 | 3.7423 | 0.000208 |
13 | -0.049327 | -0.3789 | 0.353065 |
14 | 0.03024 | 0.2323 | 0.408563 |
15 | -0.184661 | -1.4184 | 0.080667 |
16 | -0.02441 | -0.1875 | 0.425959 |
17 | -0.257073 | -1.9746 | 0.026499 |
18 | 0.003172 | 0.0244 | 0.490321 |
19 | 0.00997 | 0.0766 | 0.469607 |
20 | -0.012489 | -0.0959 | 0.46195 |
21 | -0.033577 | -0.2579 | 0.398688 |
22 | 0.055514 | 0.4264 | 0.335679 |
23 | -0.015583 | -0.1197 | 0.452564 |
24 | 0.129227 | 0.9926 | 0.162477 |
25 | -0.051549 | -0.396 | 0.346782 |
26 | -0.05903 | -0.4534 | 0.325955 |
27 | 0.016285 | 0.1251 | 0.45044 |
28 | -0.028366 | -0.2179 | 0.414136 |
29 | 0.077 | 0.5914 | 0.27824 |
30 | 0.007647 | 0.0587 | 0.476681 |
31 | -0.063899 | -0.4908 | 0.312687 |
32 | -0.07913 | -0.6078 | 0.272824 |
33 | -0.00703 | -0.054 | 0.478559 |
34 | -0.08063 | -0.6193 | 0.269042 |
35 | -0.119413 | -0.9172 | 0.181379 |
36 | -0.107905 | -0.8288 | 0.205269 |
37 | -0.023137 | -0.1777 | 0.429777 |
38 | 0.030152 | 0.2316 | 0.408825 |
39 | 0.014746 | 0.1133 | 0.455103 |
40 | 0.027005 | 0.2074 | 0.418194 |
41 | 0.065749 | 0.505 | 0.307711 |
42 | 0.014483 | 0.1112 | 0.455901 |
43 | 0.110145 | 0.846 | 0.200474 |
44 | 0.037388 | 0.2872 | 0.387491 |
45 | 0.007082 | 0.0544 | 0.478401 |
46 | 2.7e-05 | 2e-04 | 0.499916 |
47 | 0.022944 | 0.1762 | 0.430356 |
48 | -0.153167 | -1.1765 | 0.122061 |