Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.267951 | -2.9353 | 0.001997 |
2 | 0.173517 | 1.9008 | 0.029865 |
3 | 0.312866 | 3.4273 | 0.000418 |
4 | -0.146369 | -1.6034 | 0.055738 |
5 | 0.1846 | 2.0222 | 0.02269 |
6 | 0.190251 | 2.0841 | 0.019637 |
7 | -0.174742 | -1.9142 | 0.028988 |
8 | 0.114826 | 1.2579 | 0.105444 |
9 | 0.228714 | 2.5054 | 0.006785 |
10 | -0.155867 | -1.7074 | 0.045163 |
11 | 0.147725 | 1.6182 | 0.054117 |
12 | 0.00026 | 0.0029 | 0.498864 |
13 | -0.204691 | -2.2423 | 0.01339 |
14 | 0.274382 | 3.0057 | 0.001614 |
15 | -0.105528 | -1.156 | 0.124989 |
16 | -0.114803 | -1.2576 | 0.105489 |
17 | 0.11134 | 1.2197 | 0.112491 |
18 | -0.053778 | -0.5891 | 0.27845 |
19 | -0.136572 | -1.4961 | 0.068631 |
20 | 0.083052 | 0.9098 | 0.182379 |
21 | -0.072389 | -0.793 | 0.214676 |
22 | -0.225909 | -2.4747 | 0.007366 |
23 | 0.257527 | 2.8211 | 0.002802 |
24 | -0.252359 | -2.7645 | 0.003301 |
25 | -0.07406 | -0.8113 | 0.209403 |
26 | 0.060479 | 0.6625 | 0.254457 |
27 | -0.138834 | -1.5208 | 0.065465 |
28 | -0.032848 | -0.3598 | 0.359803 |
29 | 0.029821 | 0.3267 | 0.372241 |
30 | -0.120622 | -1.3213 | 0.09445 |
31 | 0.002489 | 0.0273 | 0.489147 |
32 | 0.096789 | 1.0603 | 0.145576 |
33 | -0.12767 | -1.3986 | 0.082263 |
34 | -0.021295 | -0.2333 | 0.407973 |
35 | 0.157143 | 1.7214 | 0.043876 |
36 | -0.267321 | -2.9284 | 0.002039 |
37 | 0.273448 | 2.9955 | 0.001665 |
38 | -0.095191 | -1.0428 | 0.149576 |
39 | -0.098241 | -1.0762 | 0.142004 |
40 | 0.154249 | 1.6897 | 0.046839 |
41 | 0.004524 | 0.0496 | 0.480281 |
42 | -0.063039 | -0.6906 | 0.245588 |
43 | 0.104039 | 1.1397 | 0.128343 |
44 | 0.026583 | 0.2912 | 0.385699 |
45 | -0.038073 | -0.4171 | 0.338685 |
46 | 0.192678 | 2.1107 | 0.018438 |
47 | -0.01245 | -0.1364 | 0.445872 |
48 | -0.077238 | -0.8461 | 0.199591 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.267951 | -2.9353 | 0.001997 |
2 | 0.109587 | 1.2005 | 0.116162 |
3 | 0.418327 | 4.5825 | 6e-06 |
4 | 0.02429 | 0.2661 | 0.395315 |
5 | 0.0136 | 0.149 | 0.44091 |
6 | 0.185603 | 2.0332 | 0.02212 |
7 | -0.086203 | -0.9443 | 0.173457 |
8 | -0.151796 | -1.6628 | 0.049477 |
9 | 0.242407 | 2.6554 | 0.004498 |
10 | 0.085384 | 0.9353 | 0.175748 |
11 | -0.090524 | -0.9916 | 0.161685 |
12 | -0.120803 | -1.3233 | 0.094121 |
13 | -0.175479 | -1.9223 | 0.028471 |
14 | 0.124989 | 1.3692 | 0.086749 |
15 | 0.063094 | 0.6912 | 0.245401 |
16 | -0.077592 | -0.85 | 0.198516 |
17 | -0.088147 | -0.9656 | 0.168094 |
18 | 0.073723 | 0.8076 | 0.21046 |
19 | -0.140122 | -1.535 | 0.063713 |
20 | -0.17074 | -1.8704 | 0.031935 |
21 | 0.18094 | 1.9821 | 0.024877 |
22 | -0.061777 | -0.6767 | 0.249938 |
23 | 0.013039 | 0.1428 | 0.443329 |
24 | -0.076283 | -0.8356 | 0.202509 |
25 | -0.098773 | -1.082 | 0.140711 |
26 | -0.094766 | -1.0381 | 0.150654 |
27 | 0.147385 | 1.6145 | 0.054521 |
28 | 0.034385 | 0.3767 | 0.353543 |
29 | -0.080392 | -0.8807 | 0.190132 |
30 | 0.060772 | 0.6657 | 0.253431 |
31 | 0.05245 | 0.5746 | 0.283333 |
32 | -0.050571 | -0.554 | 0.290313 |
33 | 0.057675 | 0.6318 | 0.264361 |
34 | -0.040914 | -0.4482 | 0.327413 |
35 | 0.136409 | 1.4943 | 0.068864 |
36 | -0.121854 | -1.3348 | 0.092227 |
37 | 0.056352 | 0.6173 | 0.269102 |
38 | -0.037282 | -0.4084 | 0.341854 |
39 | 0.003915 | 0.0429 | 0.482933 |
40 | -0.017076 | -0.1871 | 0.425965 |
41 | 0.038601 | 0.4228 | 0.336581 |
42 | 0.061533 | 0.6741 | 0.250785 |
43 | -0.043617 | -0.4778 | 0.316831 |
44 | 0.002667 | 0.0292 | 0.488369 |
45 | 0.120029 | 1.3149 | 0.095533 |
46 | -0.012914 | -0.1415 | 0.443868 |
47 | 0.069698 | 0.7635 | 0.22333 |
48 | -0.104444 | -1.1441 | 0.127424 |