Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.207969 | 1.7647 | 0.040929 |
2 | 0.178402 | 1.5138 | 0.067229 |
3 | 0.240096 | 2.0373 | 0.022649 |
4 | 0.190104 | 1.6131 | 0.05555 |
5 | 0.429204 | 3.6419 | 0.000253 |
6 | 0.28007 | 2.3765 | 0.01007 |
7 | 0.371684 | 3.1538 | 0.001175 |
8 | 0.195437 | 1.6583 | 0.0508 |
9 | 0.192981 | 1.6375 | 0.052945 |
10 | -0.010268 | -0.0871 | 0.465405 |
11 | 0.123027 | 1.0439 | 0.150008 |
12 | 0.648139 | 5.4996 | 0 |
13 | 0.083613 | 0.7095 | 0.240158 |
14 | 0.06909 | 0.5862 | 0.279771 |
15 | 0.046674 | 0.396 | 0.346623 |
16 | 0.027076 | 0.2298 | 0.409469 |
17 | 0.281482 | 2.3885 | 0.009772 |
18 | 0.076877 | 0.6523 | 0.258134 |
19 | 0.185758 | 1.5762 | 0.05968 |
20 | 0.076808 | 0.6517 | 0.258322 |
21 | 0.007409 | 0.0629 | 0.475022 |
22 | -0.116457 | -0.9882 | 0.16319 |
23 | -0.008408 | -0.0713 | 0.47166 |
24 | 0.321424 | 2.7274 | 0.004007 |
25 | 0.019298 | 0.1637 | 0.435194 |
26 | -0.068858 | -0.5843 | 0.28043 |
27 | -0.093438 | -0.7928 | 0.215236 |
28 | -0.054905 | -0.4659 | 0.321351 |
29 | 0.090931 | 0.7716 | 0.221444 |
30 | -0.059538 | -0.5052 | 0.307482 |
31 | 0.076097 | 0.6457 | 0.260262 |
32 | -0.057938 | -0.4916 | 0.312241 |
33 | -0.105046 | -0.8913 | 0.187857 |
34 | -0.172537 | -1.464 | 0.07377 |
35 | -0.155438 | -1.3189 | 0.095685 |
36 | 0.153245 | 1.3003 | 0.098818 |
37 | -0.034478 | -0.2926 | 0.385353 |
38 | -0.185871 | -1.5772 | 0.059571 |
39 | -0.179879 | -1.5263 | 0.065655 |
40 | -0.128515 | -1.0905 | 0.139569 |
41 | -0.077098 | -0.6542 | 0.257533 |
42 | -0.102461 | -0.8694 | 0.193755 |
43 | -0.047075 | -0.3994 | 0.345373 |
44 | -0.128301 | -1.0887 | 0.139965 |
45 | -0.151408 | -1.2847 | 0.101501 |
46 | -0.195065 | -1.6552 | 0.051121 |
47 | -0.231511 | -1.9644 | 0.02667 |
48 | 0.059242 | 0.5027 | 0.30836 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.207969 | 1.7647 | 0.040929 |
2 | 0.14126 | 1.1986 | 0.117301 |
3 | 0.190749 | 1.6186 | 0.054957 |
4 | 0.105032 | 0.8912 | 0.187887 |
5 | 0.367198 | 3.1158 | 0.001317 |
6 | 0.147593 | 1.2524 | 0.107244 |
7 | 0.293434 | 2.4899 | 0.007544 |
8 | 0.004753 | 0.0403 | 0.483972 |
9 | 0.052674 | 0.447 | 0.328125 |
10 | -0.408617 | -3.4672 | 0.000445 |
11 | -0.160909 | -1.3654 | 0.088195 |
12 | 0.526054 | 4.4637 | 1.5e-05 |
13 | -0.137691 | -1.1684 | 0.12326 |
14 | -0.224364 | -1.9038 | 0.030467 |
15 | -0.051366 | -0.4359 | 0.332123 |
16 | 0.018858 | 0.16 | 0.436657 |
17 | 0.069582 | 0.5904 | 0.278378 |
18 | -0.104769 | -0.889 | 0.188484 |
19 | 0.006877 | 0.0584 | 0.476815 |
20 | -0.026321 | -0.2233 | 0.41195 |
21 | -0.107628 | -0.9133 | 0.182078 |
22 | 0.091738 | 0.7784 | 0.219436 |
23 | -0.000499 | -0.0042 | 0.498316 |
24 | -0.179712 | -1.5249 | 0.065832 |
25 | 0.098608 | 0.8367 | 0.202761 |
26 | -0.048267 | -0.4096 | 0.341674 |
27 | 0.047187 | 0.4004 | 0.345026 |
28 | 0.050224 | 0.4262 | 0.33563 |
29 | -0.103057 | -0.8745 | 0.192385 |
30 | -0.029098 | -0.2469 | 0.402844 |
31 | 0.081812 | 0.6942 | 0.244896 |
32 | -0.104499 | -0.8867 | 0.189095 |
33 | -0.026102 | -0.2215 | 0.41267 |
34 | -0.08305 | -0.7047 | 0.241634 |
35 | -0.065593 | -0.5566 | 0.289771 |
36 | 0.056278 | 0.4775 | 0.317213 |
37 | 0.02744 | 0.2328 | 0.408274 |
38 | -0.042597 | -0.3615 | 0.35941 |
39 | -0.077997 | -0.6618 | 0.255098 |
40 | -0.01441 | -0.1223 | 0.451513 |
41 | 0.036807 | 0.3123 | 0.377852 |
42 | 0.01775 | 0.1506 | 0.44035 |
43 | -0.094517 | -0.802 | 0.212596 |
44 | 0.031789 | 0.2697 | 0.394066 |
45 | -0.057284 | -0.4861 | 0.314196 |
46 | 0.114068 | 0.9679 | 0.168167 |
47 | -0.006615 | -0.0561 | 0.477696 |
48 | -0.111286 | -0.9443 | 0.174089 |