Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.23292 | 1.7891 | 0.039367 |
2 | -0.391154 | -3.0045 | 0.00195 |
3 | -0.442661 | -3.4001 | 0.000607 |
4 | -0.287391 | -2.2075 | 0.01559 |
5 | 0.137261 | 1.0543 | 0.148016 |
6 | 0.528366 | 4.0585 | 7.4e-05 |
7 | 0.156891 | 1.2051 | 0.116488 |
8 | -0.228093 | -1.752 | 0.042483 |
9 | -0.368191 | -2.8281 | 0.003193 |
10 | -0.333654 | -2.5628 | 0.006476 |
11 | 0.16626 | 1.2771 | 0.103291 |
12 | 0.740253 | 5.686 | 0 |
13 | 0.2071 | 1.5908 | 0.058503 |
14 | -0.281258 | -2.1604 | 0.017408 |
15 | -0.33784 | -2.595 | 0.005958 |
16 | -0.239921 | -1.8429 | 0.035187 |
17 | 0.077018 | 0.5916 | 0.278195 |
18 | 0.366779 | 2.8173 | 0.003289 |
19 | 0.127584 | 0.98 | 0.165546 |
20 | -0.154043 | -1.1832 | 0.120732 |
21 | -0.285807 | -2.1953 | 0.016043 |
22 | -0.278284 | -2.1375 | 0.018354 |
23 | 0.136602 | 1.0493 | 0.149168 |
24 | 0.564363 | 4.335 | 2.9e-05 |
25 | 0.121766 | 0.9353 | 0.176722 |
26 | -0.207834 | -1.5964 | 0.057871 |
27 | -0.259171 | -1.9907 | 0.025574 |
28 | -0.196468 | -1.5091 | 0.068305 |
29 | 0.065435 | 0.5026 | 0.308553 |
30 | 0.26741 | 2.054 | 0.022207 |
31 | 0.08101 | 0.6222 | 0.268089 |
32 | -0.094853 | -0.7286 | 0.234571 |
33 | -0.198278 | -1.523 | 0.06655 |
34 | -0.200663 | -1.5413 | 0.064292 |
35 | 0.086635 | 0.6655 | 0.254176 |
36 | 0.376782 | 2.8941 | 0.002661 |
37 | 0.088002 | 0.676 | 0.250854 |
38 | -0.121913 | -0.9364 | 0.176435 |
39 | -0.160414 | -1.2322 | 0.111389 |
40 | -0.134122 | -1.0302 | 0.153557 |
41 | 0.012394 | 0.0952 | 0.462239 |
42 | 0.172307 | 1.3235 | 0.095385 |
43 | 0.075633 | 0.581 | 0.281743 |
44 | -0.04163 | -0.3198 | 0.375138 |
45 | -0.102525 | -0.7875 | 0.217067 |
46 | -0.108904 | -0.8365 | 0.203122 |
47 | 0.030037 | 0.2307 | 0.409165 |
48 | 0.194527 | 1.4942 | 0.070228 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.23292 | 1.7891 | 0.039367 |
2 | -0.470955 | -3.6175 | 0.000309 |
3 | -0.270321 | -2.0764 | 0.021112 |
4 | -0.406199 | -3.1201 | 0.001398 |
5 | -0.078716 | -0.6046 | 0.273871 |
6 | 0.219834 | 1.6886 | 0.04829 |
7 | -0.16663 | -1.2799 | 0.102793 |
8 | -0.000352 | -0.0027 | 0.498925 |
9 | -0.221053 | -1.6979 | 0.047394 |
10 | -0.333401 | -2.5609 | 0.006509 |
11 | -0.014721 | -0.1131 | 0.455177 |
12 | 0.47637 | 3.6591 | 0.000271 |
13 | -0.12857 | -0.9876 | 0.163699 |
14 | 0.174567 | 1.3409 | 0.092551 |
15 | 0.160441 | 1.2324 | 0.11135 |
16 | 0.158962 | 1.221 | 0.11347 |
17 | 0.013926 | 0.107 | 0.45759 |
18 | -0.138656 | -1.065 | 0.145599 |
19 | 0.018598 | 0.1429 | 0.443446 |
20 | -0.098051 | -0.7531 | 0.227179 |
21 | -0.14323 | -1.1002 | 0.137864 |
22 | -0.14964 | -1.1494 | 0.127513 |
23 | -0.019014 | -0.146 | 0.44219 |
24 | -0.005038 | -0.0387 | 0.484631 |
25 | -0.230957 | -1.774 | 0.040611 |
26 | 0.035469 | 0.2724 | 0.393117 |
27 | -0.109432 | -0.8406 | 0.201993 |
28 | -0.044726 | -0.3435 | 0.366203 |
29 | -0.064974 | -0.4991 | 0.309791 |
30 | -0.077162 | -0.5927 | 0.277827 |
31 | -0.009326 | -0.0716 | 0.471566 |
32 | -0.040819 | -0.3135 | 0.377489 |
33 | 0.046253 | 0.3553 | 0.361825 |
34 | 0.070316 | 0.5401 | 0.295579 |
35 | -0.074919 | -0.5755 | 0.283584 |
36 | -0.082008 | -0.6299 | 0.26559 |
37 | 0.046161 | 0.3546 | 0.362087 |
38 | -0.042778 | -0.3286 | 0.371818 |
39 | -0.026056 | -0.2001 | 0.421029 |
40 | -0.004271 | -0.0328 | 0.486969 |
41 | -0.062782 | -0.4822 | 0.315711 |
42 | 0.041989 | 0.3225 | 0.374098 |
43 | -0.039237 | -0.3014 | 0.382091 |
44 | -0.006822 | -0.0524 | 0.479194 |
45 | 0.073925 | 0.5678 | 0.286152 |
46 | 0.082228 | 0.6316 | 0.265042 |
47 | -0.01945 | -0.1494 | 0.440876 |
48 | -0.067322 | -0.5171 | 0.303507 |