Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.517008 | -3.9712 | 9.8e-05 |
2 | 0.000878 | 0.0067 | 0.49732 |
3 | 0.235309 | 1.8074 | 0.037896 |
4 | -0.302022 | -2.3199 | 0.011913 |
5 | 0.00366 | 0.0281 | 0.488833 |
6 | 0.267464 | 2.0544 | 0.022186 |
7 | -0.380938 | -2.926 | 0.002434 |
8 | 0.312452 | 2.4 | 0.009785 |
9 | 0.038853 | 0.2984 | 0.383209 |
10 | -0.345907 | -2.657 | 0.005064 |
11 | 0.473576 | 3.6376 | 0.00029 |
12 | -0.329533 | -2.5312 | 0.007026 |
13 | -0.058606 | -0.4502 | 0.327121 |
14 | 0.140138 | 1.0764 | 0.14306 |
15 | 0.012496 | 0.096 | 0.46193 |
16 | -0.187359 | -1.4391 | 0.077699 |
17 | 0.288426 | 2.2154 | 0.015301 |
18 | -0.185415 | -1.4242 | 0.079828 |
19 | 0.03319 | 0.2549 | 0.399828 |
20 | 0.067927 | 0.5218 | 0.301896 |
21 | -0.068508 | -0.5262 | 0.300353 |
22 | 0.035771 | 0.2748 | 0.39223 |
23 | 0.021335 | 0.1639 | 0.435193 |
24 | -0.125262 | -0.9622 | 0.169949 |
25 | 0.029991 | 0.2304 | 0.409302 |
26 | 0.189947 | 1.459 | 0.074933 |
27 | -0.267838 | -2.0573 | 0.022043 |
28 | 0.191955 | 1.4744 | 0.07284 |
29 | 0.024632 | 0.1892 | 0.425293 |
30 | -0.195368 | -1.5006 | 0.06939 |
31 | 0.15744 | 1.2093 | 0.115682 |
32 | -0.010588 | -0.0813 | 0.46773 |
33 | -0.158743 | -1.2193 | 0.113786 |
34 | 0.14006 | 1.0758 | 0.143194 |
35 | -0.048219 | -0.3704 | 0.356213 |
36 | -0.055214 | -0.4241 | 0.336514 |
37 | 0.227397 | 1.7467 | 0.042949 |
38 | -0.242452 | -1.8623 | 0.033771 |
39 | 0.113286 | 0.8702 | 0.193868 |
40 | 0.030518 | 0.2344 | 0.407739 |
41 | -0.148316 | -1.1392 | 0.129604 |
42 | 0.074826 | 0.5747 | 0.283823 |
43 | 0.048866 | 0.3753 | 0.354374 |
44 | -0.107056 | -0.8223 | 0.207105 |
45 | 0.110391 | 0.8479 | 0.199951 |
46 | -0.016675 | -0.1281 | 0.449261 |
47 | -0.036772 | -0.2824 | 0.389294 |
48 | 0.061268 | 0.4706 | 0.319828 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.517008 | -3.9712 | 9.8e-05 |
2 | -0.363612 | -2.793 | 0.003515 |
3 | 0.075393 | 0.5791 | 0.28236 |
4 | -0.16344 | -1.2554 | 0.107141 |
5 | -0.319731 | -2.4559 | 0.008509 |
6 | 0.050878 | 0.3908 | 0.348676 |
7 | -0.226353 | -1.7387 | 0.043656 |
8 | 0.02497 | 0.1918 | 0.424281 |
9 | 0.155965 | 1.198 | 0.117856 |
10 | -0.182211 | -1.3996 | 0.083436 |
11 | 0.270771 | 2.0798 | 0.020947 |
12 | -0.076849 | -0.5903 | 0.278626 |
13 | -0.060779 | -0.4669 | 0.321163 |
14 | -0.284264 | -2.1835 | 0.016495 |
15 | 0.163983 | 1.2596 | 0.10639 |
16 | -0.124085 | -0.9531 | 0.17221 |
17 | -0.165502 | -1.2712 | 0.104315 |
18 | 0.139498 | 1.0715 | 0.144154 |
19 | -0.144664 | -1.1112 | 0.135499 |
20 | 0.014596 | 0.1121 | 0.455558 |
21 | 0.142832 | 1.0971 | 0.138525 |
22 | 0.0871 | 0.669 | 0.253043 |
23 | 0.034546 | 0.2654 | 0.395832 |
24 | -0.132967 | -1.0213 | 0.155631 |
25 | -0.005064 | -0.0389 | 0.484552 |
26 | -0.04736 | -0.3638 | 0.358661 |
27 | -0.008757 | -0.0673 | 0.473299 |
28 | -0.016063 | -0.1234 | 0.451112 |
29 | 0.014192 | 0.109 | 0.456781 |
30 | -0.089558 | -0.6879 | 0.247103 |
31 | 0.074021 | 0.5686 | 0.285904 |
32 | -0.026843 | -0.2062 | 0.418677 |
33 | 0.001537 | 0.0118 | 0.495309 |
34 | -0.127419 | -0.9787 | 0.165857 |
35 | -0.009389 | -0.0721 | 0.471375 |
36 | -0.050822 | -0.3904 | 0.348834 |
37 | -0.049214 | -0.378 | 0.353387 |
38 | 0.020315 | 0.156 | 0.438265 |
39 | 0.002202 | 0.0169 | 0.493282 |
40 | -0.049656 | -0.3814 | 0.352133 |
41 | 0.005224 | 0.0401 | 0.484063 |
42 | -0.048618 | -0.3734 | 0.355078 |
43 | -0.086139 | -0.6616 | 0.255388 |
44 | -0.023108 | -0.1775 | 0.429864 |
45 | 0.065115 | 0.5002 | 0.309413 |
46 | -0.133677 | -1.0268 | 0.154355 |
47 | 0.022315 | 0.1714 | 0.432247 |
48 | -0.056212 | -0.4318 | 0.333741 |