Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.287273 | -2.1689 | 0.01714 |
2 | -0.320895 | -2.4227 | 0.009303 |
3 | 0.15503 | 1.1704 | 0.123346 |
4 | -0.1958 | -1.4783 | 0.072422 |
5 | 0.138974 | 1.0492 | 0.149251 |
6 | 0.093186 | 0.7035 | 0.242292 |
7 | 0.058779 | 0.4438 | 0.329443 |
8 | -0.022485 | -0.1698 | 0.432899 |
9 | -0.030256 | -0.2284 | 0.410065 |
10 | -0.208299 | -1.5726 | 0.06067 |
11 | -0.14468 | -1.0923 | 0.139646 |
12 | 0.592116 | 4.4704 | 1.9e-05 |
13 | -0.110137 | -0.8315 | 0.204577 |
14 | -0.253324 | -1.9126 | 0.030417 |
15 | 0.030343 | 0.2291 | 0.409813 |
16 | -0.087775 | -0.6627 | 0.255101 |
17 | 0.134251 | 1.0136 | 0.157536 |
18 | 0.009837 | 0.0743 | 0.470528 |
19 | 0.048988 | 0.3699 | 0.356432 |
20 | 0.008772 | 0.0662 | 0.473713 |
21 | -0.08351 | -0.6305 | 0.265447 |
22 | -0.130977 | -0.9889 | 0.163457 |
23 | -0.06409 | -0.4839 | 0.315165 |
24 | 0.35095 | 2.6496 | 0.005205 |
25 | -0.017664 | -0.1334 | 0.447188 |
26 | -0.2064 | -1.5583 | 0.062351 |
27 | -0.034468 | -0.2602 | 0.397813 |
28 | 0.016943 | 0.1279 | 0.449334 |
29 | 0.057057 | 0.4308 | 0.334129 |
30 | 0.005033 | 0.038 | 0.484912 |
31 | 0.094278 | 0.7118 | 0.23975 |
32 | -0.108017 | -0.8155 | 0.209088 |
33 | 0.014889 | 0.1124 | 0.455447 |
34 | -0.041255 | -0.3115 | 0.378289 |
35 | -0.159783 | -1.2063 | 0.116336 |
36 | 0.347719 | 2.6252 | 0.005549 |
37 | -0.038888 | -0.2936 | 0.385065 |
38 | -0.205772 | -1.5535 | 0.062914 |
39 | 0.096092 | 0.7255 | 0.235562 |
40 | -0.053985 | -0.4076 | 0.342554 |
41 | 0.007292 | 0.0551 | 0.478144 |
42 | 0.072397 | 0.5466 | 0.293399 |
43 | 0.038486 | 0.2906 | 0.386219 |
44 | -0.102527 | -0.7741 | 0.221047 |
45 | 0.039586 | 0.2989 | 0.383065 |
46 | -0.013513 | -0.102 | 0.459549 |
47 | -0.122072 | -0.9216 | 0.180306 |
48 | 0.211805 | 1.5991 | 0.057664 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.287273 | -2.1689 | 0.01714 |
2 | -0.439708 | -3.3197 | 0.000788 |
3 | -0.140531 | -1.061 | 0.146586 |
4 | -0.444158 | -3.3533 | 0.000712 |
5 | -0.163672 | -1.2357 | 0.11082 |
6 | -0.210041 | -1.5858 | 0.059162 |
7 | 0.156715 | 1.1832 | 0.120826 |
8 | 0.133967 | 1.0114 | 0.158043 |
9 | 0.413575 | 3.1224 | 0.001408 |
10 | -0.009764 | -0.0737 | 0.470748 |
11 | -0.354671 | -2.6777 | 0.004833 |
12 | 0.204628 | 1.5449 | 0.063951 |
13 | 0.06468 | 0.4883 | 0.313597 |
14 | 0.083619 | 0.6313 | 0.265181 |
15 | -0.267092 | -2.0165 | 0.024234 |
16 | -0.033948 | -0.2563 | 0.39932 |
17 | -0.033929 | -0.2562 | 0.399376 |
18 | 0.005696 | 0.043 | 0.482924 |
19 | -0.049641 | -0.3748 | 0.354606 |
20 | -0.065248 | -0.4926 | 0.312091 |
21 | -0.002843 | -0.0215 | 0.491474 |
22 | -0.035715 | -0.2696 | 0.394204 |
23 | 0.012885 | 0.0973 | 0.461422 |
24 | -0.102919 | -0.777 | 0.22018 |
25 | -0.041635 | -0.3143 | 0.377206 |
26 | -0.113998 | -0.8607 | 0.196514 |
27 | -0.087513 | -0.6607 | 0.25573 |
28 | -0.007819 | -0.059 | 0.476565 |
29 | -0.109957 | -0.8302 | 0.204958 |
30 | -0.0092 | -0.0695 | 0.472435 |
31 | 0.072691 | 0.5488 | 0.292642 |
32 | -0.090571 | -0.6838 | 0.248436 |
33 | 0.07513 | 0.5672 | 0.286396 |
34 | 0.094081 | 0.7103 | 0.240207 |
35 | -0.018784 | -0.1418 | 0.443864 |
36 | 0.055562 | 0.4195 | 0.338219 |
37 | -0.09201 | -0.6947 | 0.245044 |
38 | -0.080372 | -0.6068 | 0.273197 |
39 | 0.047333 | 0.3574 | 0.361073 |
40 | -0.011894 | -0.0898 | 0.46438 |
41 | -0.107564 | -0.8121 | 0.210059 |
42 | -0.073611 | -0.5557 | 0.290278 |
43 | -0.006926 | -0.0523 | 0.479242 |
44 | 0.001063 | 0.008 | 0.496813 |
45 | -0.029535 | -0.223 | 0.412173 |
46 | -0.051802 | -0.3911 | 0.348591 |
47 | 0.033701 | 0.2544 | 0.400036 |
48 | -0.097107 | -0.7331 | 0.233238 |