Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.077853 | 0.6228 | 0.267807 |
2 | -0.134498 | -1.076 | 0.142986 |
3 | -0.053842 | -0.4307 | 0.334053 |
4 | 0.666596 | 5.3328 | 1e-06 |
5 | -0.110847 | -0.8868 | 0.189261 |
6 | -0.24074 | -1.9259 | 0.02928 |
7 | -0.177277 | -1.4182 | 0.080489 |
8 | 0.486514 | 3.8921 | 0.00012 |
9 | -0.228915 | -1.8313 | 0.035854 |
10 | -0.273263 | -2.1861 | 0.016236 |
11 | -0.145242 | -1.1619 | 0.124788 |
12 | 0.410758 | 3.2861 | 0.000826 |
13 | -0.183114 | -1.4649 | 0.07392 |
14 | -0.170637 | -1.3651 | 0.088501 |
15 | -0.057821 | -0.4626 | 0.322623 |
16 | 0.47572 | 3.8058 | 0.000159 |
17 | -0.10261 | -0.8209 | 0.20738 |
18 | -0.160843 | -1.2867 | 0.101409 |
19 | -0.041452 | -0.3316 | 0.370631 |
20 | 0.422097 | 3.3768 | 0.000626 |
21 | -0.083745 | -0.67 | 0.252647 |
22 | -0.154418 | -1.2353 | 0.110609 |
23 | -0.065042 | -0.5203 | 0.302312 |
24 | 0.345506 | 2.764 | 0.003724 |
25 | -0.110148 | -0.8812 | 0.190759 |
26 | -0.192919 | -1.5433 | 0.063838 |
27 | -0.074208 | -0.5937 | 0.277416 |
28 | 0.275248 | 2.202 | 0.015638 |
29 | -0.096055 | -0.7684 | 0.222525 |
30 | -0.138272 | -1.1062 | 0.136396 |
31 | -0.029688 | -0.2375 | 0.406513 |
32 | 0.236495 | 1.892 | 0.031511 |
33 | -0.07084 | -0.5667 | 0.286442 |
34 | -0.129646 | -1.0372 | 0.15178 |
35 | -0.035896 | -0.2872 | 0.387456 |
36 | 0.150558 | 1.2045 | 0.116422 |
37 | -0.119168 | -0.9533 | 0.172001 |
38 | -0.129005 | -1.032 | 0.152969 |
39 | -0.013356 | -0.1068 | 0.457623 |
40 | 0.153184 | 1.2255 | 0.112444 |
41 | -0.035108 | -0.2809 | 0.38986 |
42 | -0.077676 | -0.6214 | 0.268268 |
43 | 0.037673 | 0.3014 | 0.382048 |
44 | 0.16575 | 1.326 | 0.094776 |
45 | -0.009655 | -0.0772 | 0.469336 |
46 | -0.068845 | -0.5508 | 0.291858 |
47 | 0.016957 | 0.1357 | 0.446259 |
48 | 0.062449 | 0.4996 | 0.309537 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.077853 | 0.6228 | 0.267807 |
2 | -0.141417 | -1.1313 | 0.131068 |
3 | -0.031703 | -0.2536 | 0.400299 |
4 | 0.673084 | 5.3847 | 1e-06 |
5 | -0.466076 | -3.7286 | 0.000205 |
6 | -0.021626 | -0.173 | 0.431594 |
7 | -0.07909 | -0.6327 | 0.264586 |
8 | 0.085134 | 0.6811 | 0.249142 |
9 | -0.235767 | -1.8861 | 0.031908 |
10 | 0.029633 | 0.2371 | 0.406681 |
11 | 0.099565 | 0.7965 | 0.214337 |
12 | -0.124027 | -0.9922 | 0.162415 |
13 | 0.143538 | 1.1483 | 0.127558 |
14 | 0.00351 | 0.0281 | 0.488841 |
15 | 0.018936 | 0.1515 | 0.440035 |
16 | 0.190358 | 1.5229 | 0.06636 |
17 | -0.069642 | -0.5571 | 0.28969 |
18 | -0.125618 | -1.0049 | 0.159354 |
19 | 0.064904 | 0.5192 | 0.302694 |
20 | 0.000235 | 0.0019 | 0.499254 |
21 | 0.036228 | 0.2898 | 0.386444 |
22 | -0.007002 | -0.056 | 0.477751 |
23 | 0.050685 | 0.4055 | 0.343238 |
24 | -0.062811 | -0.5025 | 0.308525 |
25 | -0.001162 | -0.0093 | 0.496305 |
26 | 0.017014 | 0.1361 | 0.44608 |
27 | -0.050461 | -0.4037 | 0.343893 |
28 | -0.010618 | -0.0849 | 0.466286 |
29 | 0.083029 | 0.6642 | 0.254463 |
30 | 0.017502 | 0.14 | 0.444542 |
31 | -0.011929 | -0.0954 | 0.462136 |
32 | -0.051681 | -0.4134 | 0.340331 |
33 | 0.054783 | 0.4383 | 0.331336 |
34 | -0.06675 | -0.534 | 0.297595 |
35 | -0.072156 | -0.5772 | 0.282899 |
36 | -0.065191 | -0.5215 | 0.3019 |
37 | -0.110082 | -0.8807 | 0.190899 |
38 | 0.081172 | 0.6494 | 0.25921 |
39 | 0.035349 | 0.2828 | 0.389123 |
40 | 0.0755 | 0.604 | 0.273989 |
41 | 0.113062 | 0.9045 | 0.184562 |
42 | -0.031941 | -0.2555 | 0.399567 |
43 | 0.065343 | 0.5227 | 0.301478 |
44 | -0.056081 | -0.4486 | 0.327602 |
45 | -0.041087 | -0.3287 | 0.37173 |
46 | -0.026718 | -0.2137 | 0.415713 |
47 | -0.082047 | -0.6564 | 0.256969 |
48 | -0.086626 | -0.693 | 0.245406 |