Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.232481 | 1.7857 | 0.039642 |
2 | -0.310429 | -2.3845 | 0.010169 |
3 | -0.425436 | -3.2678 | 0.000905 |
4 | -0.204855 | -1.5735 | 0.060473 |
5 | 0.114316 | 0.8781 | 0.191731 |
6 | 0.146128 | 1.1224 | 0.133114 |
7 | 0.123212 | 0.9464 | 0.173901 |
8 | -0.117844 | -0.9052 | 0.184526 |
9 | -0.370373 | -2.8449 | 0.003049 |
10 | -0.276126 | -2.121 | 0.019069 |
11 | 0.210214 | 1.6147 | 0.055857 |
12 | 0.748125 | 5.7465 | 0 |
13 | 0.189842 | 1.4582 | 0.075044 |
14 | -0.227093 | -1.7443 | 0.043154 |
15 | -0.351347 | -2.6987 | 0.004532 |
16 | -0.140991 | -1.083 | 0.141614 |
17 | 0.098256 | 0.7547 | 0.226711 |
18 | 0.09245 | 0.7101 | 0.240213 |
19 | 0.110688 | 0.8502 | 0.199323 |
20 | -0.075074 | -0.5767 | 0.283184 |
21 | -0.321365 | -2.4685 | 0.008243 |
22 | -0.179018 | -1.3751 | 0.087155 |
23 | 0.135343 | 1.0396 | 0.151386 |
24 | 0.533574 | 4.0985 | 6.4e-05 |
25 | 0.187843 | 1.4429 | 0.077175 |
26 | -0.176955 | -1.3592 | 0.089625 |
27 | -0.255282 | -1.9609 | 0.027311 |
28 | -0.090422 | -0.6945 | 0.245033 |
29 | 0.061863 | 0.4752 | 0.318206 |
30 | 0.059808 | 0.4594 | 0.323819 |
31 | 0.090395 | 0.6943 | 0.245098 |
32 | -0.083223 | -0.6392 | 0.262569 |
33 | -0.226542 | -1.7401 | 0.043528 |
34 | -0.09576 | -0.7356 | 0.232459 |
35 | 0.069333 | 0.5326 | 0.29817 |
36 | 0.36207 | 2.7811 | 0.00363 |
37 | 0.162643 | 1.2493 | 0.108247 |
38 | -0.128137 | -0.9842 | 0.164509 |
39 | -0.15781 | -1.2122 | 0.115142 |
40 | -0.067516 | -0.5186 | 0.302989 |
41 | 0.006333 | 0.0486 | 0.480684 |
42 | 0.04806 | 0.3692 | 0.356667 |
43 | 0.061606 | 0.4732 | 0.318906 |
44 | -0.06918 | -0.5314 | 0.298573 |
45 | -0.099062 | -0.7609 | 0.22487 |
46 | -0.048339 | -0.3713 | 0.355872 |
47 | 0.032586 | 0.2503 | 0.401613 |
48 | 0.197272 | 1.5153 | 0.067521 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.232481 | 1.7857 | 0.039642 |
2 | -0.385301 | -2.9596 | 0.002215 |
3 | -0.292837 | -2.2493 | 0.014119 |
4 | -0.187518 | -1.4404 | 0.077527 |
5 | -0.050969 | -0.3915 | 0.348419 |
6 | -0.145566 | -1.1181 | 0.134026 |
7 | 0.013542 | 0.104 | 0.458752 |
8 | -0.215917 | -1.6585 | 0.051263 |
9 | -0.42032 | -3.2285 | 0.001017 |
10 | -0.485715 | -3.7308 | 0.000215 |
11 | -0.300083 | -2.305 | 0.012352 |
12 | 0.368412 | 2.8298 | 0.003178 |
13 | -0.298046 | -2.2893 | 0.012827 |
14 | -0.008873 | -0.0682 | 0.472946 |
15 | -0.04857 | -0.3731 | 0.355217 |
16 | 0.107801 | 0.828 | 0.205495 |
17 | -0.04891 | -0.3757 | 0.354248 |
18 | -0.039608 | -0.3042 | 0.381009 |
19 | 0.009826 | 0.0755 | 0.470046 |
20 | -0.005846 | -0.0449 | 0.482167 |
21 | -0.064148 | -0.4927 | 0.312016 |
22 | 0.133058 | 1.022 | 0.155467 |
23 | -0.178593 | -1.3718 | 0.08766 |
24 | -0.034549 | -0.2654 | 0.395821 |
25 | 0.031186 | 0.2395 | 0.405758 |
26 | -0.072167 | -0.5543 | 0.290726 |
27 | -0.015004 | -0.1152 | 0.454321 |
28 | -0.021776 | -0.1673 | 0.433868 |
29 | -0.012571 | -0.0966 | 0.4617 |
30 | -0.034989 | -0.2688 | 0.394528 |
31 | 0.000358 | 0.0028 | 0.498907 |
32 | -0.109558 | -0.8415 | 0.201725 |
33 | 0.052344 | 0.4021 | 0.344546 |
34 | -0.001523 | -0.0117 | 0.495354 |
35 | -0.022926 | -0.1761 | 0.430409 |
36 | -0.110789 | -0.851 | 0.199109 |
37 | 0.06666 | 0.512 | 0.305272 |
38 | -0.06513 | -0.5003 | 0.309373 |
39 | 0.018356 | 0.141 | 0.444178 |
40 | -0.042208 | -0.3242 | 0.373463 |
41 | -0.10421 | -0.8005 | 0.21333 |
42 | -0.029417 | -0.226 | 0.411007 |
43 | -0.030925 | -0.2375 | 0.406531 |
44 | -0.099542 | -0.7646 | 0.223781 |
45 | 0.079627 | 0.6116 | 0.271568 |
46 | -0.028584 | -0.2196 | 0.413486 |
47 | 0.057788 | 0.4439 | 0.329378 |
48 | -0.061443 | -0.472 | 0.31935 |