Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.156541 | -1.4262 | 0.078787 |
2 | -0.310957 | -2.833 | 0.002894 |
3 | 0.097623 | 0.8894 | 0.188183 |
4 | -0.1385 | -1.2618 | 0.105279 |
5 | -0.114196 | -1.0404 | 0.150593 |
6 | 0.522509 | 4.7603 | 4e-06 |
7 | -0.037131 | -0.3383 | 0.368004 |
8 | -0.262172 | -2.3885 | 0.009593 |
9 | 0.071425 | 0.6507 | 0.258516 |
10 | -0.176302 | -1.6062 | 0.056015 |
11 | -0.218554 | -1.9911 | 0.024878 |
12 | 0.69817 | 6.3606 | 0 |
13 | -0.040161 | -0.3659 | 0.357692 |
14 | -0.333524 | -3.0385 | 0.001589 |
15 | 0.031585 | 0.2878 | 0.387127 |
16 | -0.061267 | -0.5582 | 0.289116 |
17 | -0.105038 | -0.9569 | 0.170687 |
18 | 0.364008 | 3.3163 | 0.000677 |
19 | 0.040466 | 0.3687 | 0.35666 |
20 | -0.293365 | -2.6727 | 0.004528 |
21 | 0.026389 | 0.2404 | 0.405301 |
22 | -0.102216 | -0.9312 | 0.177216 |
23 | -0.148145 | -1.3497 | 0.090396 |
24 | 0.427554 | 3.8952 | 9.9e-05 |
25 | 0.049496 | 0.4509 | 0.326607 |
26 | -0.271234 | -2.4711 | 0.007759 |
27 | -0.017771 | -0.1619 | 0.435888 |
28 | -0.000378 | -0.0034 | 0.498632 |
29 | -0.029462 | -0.2684 | 0.394525 |
30 | 0.223717 | 2.0382 | 0.022359 |
31 | 0.06623 | 0.6034 | 0.273948 |
32 | -0.228482 | -2.0816 | 0.020231 |
33 | 0.040346 | 0.3676 | 0.357066 |
34 | -0.072662 | -0.662 | 0.254908 |
35 | -0.054178 | -0.4936 | 0.311451 |
36 | 0.25724 | 2.3436 | 0.010746 |
37 | 0.080876 | 0.7368 | 0.231657 |
38 | -0.215693 | -1.9651 | 0.026376 |
39 | -0.024623 | -0.2243 | 0.411528 |
40 | 0.025587 | 0.2331 | 0.408127 |
41 | 0.021284 | 0.1939 | 0.42336 |
42 | 0.122985 | 1.1204 | 0.132878 |
43 | 0.067212 | 0.6123 | 0.270997 |
44 | -0.168625 | -1.5362 | 0.064141 |
45 | 0.001978 | 0.018 | 0.492833 |
46 | -0.069446 | -0.6327 | 0.264338 |
47 | -0.002506 | -0.0228 | 0.490921 |
48 | 0.110054 | 1.0026 | 0.159474 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.156541 | -1.4262 | 0.078787 |
2 | -0.343889 | -3.133 | 0.001196 |
3 | -0.025144 | -0.2291 | 0.409689 |
4 | -0.267143 | -2.4338 | 0.008544 |
5 | -0.213091 | -1.9413 | 0.027805 |
6 | 0.410061 | 3.7358 | 0.000171 |
7 | 0.092903 | 0.8464 | 0.199885 |
8 | 0.039417 | 0.3591 | 0.360215 |
9 | 0.02776 | 0.2529 | 0.400485 |
10 | -0.211576 | -1.9275 | 0.028666 |
11 | -0.328312 | -2.9911 | 0.001829 |
12 | 0.47112 | 4.2921 | 2.4e-05 |
13 | 0.015886 | 0.1447 | 0.442639 |
14 | 0.065138 | 0.5934 | 0.277251 |
15 | -0.076398 | -0.696 | 0.244182 |
16 | -0.050123 | -0.4566 | 0.32456 |
17 | 0.088964 | 0.8105 | 0.209986 |
18 | -0.177717 | -1.6191 | 0.054612 |
19 | 0.003142 | 0.0286 | 0.488618 |
20 | -0.082098 | -0.7479 | 0.228303 |
21 | -0.021506 | -0.1959 | 0.422571 |
22 | -0.095718 | -0.872 | 0.192852 |
23 | 0.058832 | 0.536 | 0.296701 |
24 | -0.099106 | -0.9029 | 0.184597 |
25 | 0.038258 | 0.3485 | 0.364157 |
26 | 0.036766 | 0.335 | 0.369252 |
27 | 0.00624 | 0.0569 | 0.477399 |
28 | 0.087063 | 0.7932 | 0.214966 |
29 | 0.038523 | 0.351 | 0.363253 |
30 | 0.011001 | 0.1002 | 0.460206 |
31 | -0.056604 | -0.5157 | 0.303722 |
32 | -0.00088 | -0.008 | 0.49681 |
33 | 0.075501 | 0.6878 | 0.246734 |
34 | -0.026736 | -0.2436 | 0.404079 |
35 | 0.04438 | 0.4043 | 0.343507 |
36 | -0.000243 | -0.0022 | 0.499121 |
37 | 0.070047 | 0.6382 | 0.262563 |
38 | -0.043051 | -0.3922 | 0.347953 |
39 | 0.023043 | 0.2099 | 0.417117 |
40 | 0.0292 | 0.266 | 0.39544 |
41 | 0.027543 | 0.2509 | 0.401243 |
42 | -0.020247 | -0.1845 | 0.427052 |
43 | 0.021458 | 0.1955 | 0.422741 |
44 | 0.03558 | 0.3241 | 0.373321 |
45 | -0.090514 | -0.8246 | 0.205974 |
46 | -0.042452 | -0.3868 | 0.349964 |
47 | -0.052187 | -0.4754 | 0.31786 |
48 | -0.08532 | -0.7773 | 0.219596 |