Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.5699 | -4.8021 | 4e-06 |
2 | -0.042266 | -0.3561 | 0.361395 |
3 | 0.483815 | 4.0767 | 5.9e-05 |
4 | -0.452505 | -3.8129 | 0.000145 |
5 | 0.14417 | 1.2148 | 0.114234 |
6 | 0.156765 | 1.3209 | 0.095384 |
7 | -0.263096 | -2.2169 | 0.014917 |
8 | 0.085775 | 0.7228 | 0.236102 |
9 | 0.150862 | 1.2712 | 0.103906 |
10 | -0.230151 | -1.9393 | 0.02822 |
11 | 0.042031 | 0.3542 | 0.362136 |
12 | 0.182281 | 1.5359 | 0.0645 |
13 | -0.270605 | -2.2802 | 0.012802 |
14 | 0.082782 | 0.6975 | 0.243873 |
15 | 0.16643 | 1.4024 | 0.082582 |
16 | -0.318769 | -2.686 | 0.004499 |
17 | 0.225837 | 1.9029 | 0.030552 |
18 | 0.028834 | 0.243 | 0.404368 |
19 | -0.247815 | -2.0881 | 0.020187 |
20 | 0.294133 | 2.4784 | 0.007788 |
21 | -0.036017 | -0.3035 | 0.381203 |
22 | -0.335951 | -2.8308 | 0.003018 |
23 | 0.489334 | 4.1232 | 5e-05 |
24 | -0.322675 | -2.7189 | 0.004113 |
25 | -0.058958 | -0.4968 | 0.310437 |
26 | 0.325813 | 2.7454 | 0.003826 |
27 | -0.308997 | -2.6037 | 0.005612 |
28 | 0.096987 | 0.8172 | 0.208267 |
29 | 0.118744 | 1.0006 | 0.160219 |
30 | -0.161616 | -1.3618 | 0.088783 |
31 | 0.033553 | 0.2827 | 0.389106 |
32 | 0.128332 | 1.0813 | 0.141602 |
33 | -0.189437 | -1.5962 | 0.05744 |
34 | 0.054961 | 0.4631 | 0.32235 |
35 | 0.112584 | 0.9486 | 0.173009 |
36 | -0.169946 | -1.432 | 0.078267 |
37 | 0.06615 | 0.5574 | 0.289507 |
38 | 0.08757 | 0.7379 | 0.23151 |
39 | -0.164454 | -1.3857 | 0.085086 |
40 | 0.12033 | 1.0139 | 0.157033 |
41 | -0.001085 | -0.0091 | 0.496366 |
42 | -0.131234 | -1.1058 | 0.136273 |
43 | 0.145657 | 1.2273 | 0.111876 |
44 | -0.00698 | -0.0588 | 0.476631 |
45 | -0.165641 | -1.3957 | 0.083575 |
46 | 0.261734 | 2.2054 | 0.015332 |
47 | -0.117784 | -0.9925 | 0.16217 |
48 | -0.10177 | -0.8575 | 0.19702 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.5699 | -4.8021 | 4e-06 |
2 | -0.543609 | -4.5805 | 1e-05 |
3 | 0.287652 | 2.4238 | 0.008955 |
4 | 0.112544 | 0.9483 | 0.173093 |
5 | 0.015559 | 0.1311 | 0.448033 |
6 | -0.045718 | -0.3852 | 0.350609 |
7 | -0.027724 | -0.2336 | 0.407981 |
8 | -0.186459 | -1.5711 | 0.060299 |
9 | 0.064205 | 0.541 | 0.295099 |
10 | 0.054823 | 0.462 | 0.322765 |
11 | -0.13617 | -1.1474 | 0.127536 |
12 | -0.016745 | -0.1411 | 0.444098 |
13 | -0.037218 | -0.3136 | 0.377371 |
14 | -0.143475 | -1.2089 | 0.115348 |
15 | 0.013972 | 0.1177 | 0.453305 |
16 | -0.069768 | -0.5879 | 0.279241 |
17 | 0.002627 | 0.0221 | 0.491202 |
18 | 0.024386 | 0.2055 | 0.418892 |
19 | -0.028074 | -0.2366 | 0.406842 |
20 | 0.052516 | 0.4425 | 0.329732 |
21 | 0.216589 | 1.825 | 0.036103 |
22 | -0.301802 | -2.543 | 0.006585 |
23 | 0.047142 | 0.3972 | 0.346195 |
24 | -0.157285 | -1.3253 | 0.09466 |
25 | 0.005652 | 0.0476 | 0.481073 |
26 | -0.044989 | -0.3791 | 0.352879 |
27 | 0.107239 | 0.9036 | 0.184629 |
28 | 0.010119 | 0.0853 | 0.466145 |
29 | -0.033065 | -0.2786 | 0.390675 |
30 | -0.032022 | -0.2698 | 0.394041 |
31 | 0.011378 | 0.0959 | 0.461945 |
32 | -0.0085 | -0.0716 | 0.471551 |
33 | -0.0828 | -0.6977 | 0.243828 |
34 | -0.007534 | -0.0635 | 0.474782 |
35 | -0.090988 | -0.7667 | 0.222907 |
36 | 0.015762 | 0.1328 | 0.447357 |
37 | 0.026543 | 0.2237 | 0.411834 |
38 | -0.08346 | -0.7033 | 0.2421 |
39 | 0.009949 | 0.0838 | 0.466714 |
40 | -0.052569 | -0.443 | 0.329574 |
41 | -0.009452 | -0.0796 | 0.468373 |
42 | -0.050469 | -0.4253 | 0.335967 |
43 | 0.037051 | 0.3122 | 0.377902 |
44 | 0.018466 | 0.1556 | 0.438395 |
45 | 0.028542 | 0.2405 | 0.405317 |
46 | 0.011756 | 0.0991 | 0.460685 |
47 | 0.104261 | 0.8785 | 0.191313 |
48 | -0.042468 | -0.3578 | 0.36076 |