Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.502778 | -4.525 | 1e-05 |
2 | 0.194575 | 1.7512 | 0.041851 |
3 | -0.238493 | -2.1464 | 0.017415 |
4 | 0.153395 | 1.3806 | 0.085607 |
5 | -0.056918 | -0.5123 | 0.304931 |
6 | 0.054954 | 0.4946 | 0.311115 |
7 | -0.013535 | -0.1218 | 0.451674 |
8 | -0.119972 | -1.0798 | 0.141729 |
9 | 0.192983 | 1.7368 | 0.043108 |
10 | -0.156812 | -1.4113 | 0.080992 |
11 | 0.211616 | 1.9045 | 0.030195 |
12 | -0.400193 | -3.6017 | 0.000272 |
13 | 0.276629 | 2.4897 | 0.007417 |
14 | -0.029975 | -0.2698 | 0.394009 |
15 | -0.019003 | -0.171 | 0.432313 |
16 | -0.037766 | -0.3399 | 0.367407 |
17 | 0.051568 | 0.4641 | 0.321907 |
18 | -0.052282 | -0.4705 | 0.319618 |
19 | 0.031621 | 0.2846 | 0.388343 |
20 | 0.094239 | 0.8481 | 0.199427 |
21 | -0.159511 | -1.4356 | 0.077484 |
22 | -0.035519 | -0.3197 | 0.375019 |
23 | 0.033681 | 0.3031 | 0.381285 |
24 | 0.065464 | 0.5892 | 0.278691 |
25 | -0.043913 | -0.3952 | 0.346861 |
26 | -0.059583 | -0.5362 | 0.296628 |
27 | 0.133761 | 1.2039 | 0.116077 |
28 | -0.103918 | -0.9353 | 0.176217 |
29 | 0.101611 | 0.9145 | 0.181584 |
30 | -0.080023 | -0.7202 | 0.236736 |
31 | 0.117828 | 1.0604 | 0.146046 |
32 | -0.179962 | -1.6197 | 0.054596 |
33 | 0.204947 | 1.8445 | 0.034381 |
34 | -0.149679 | -1.3471 | 0.09085 |
35 | 0.058874 | 0.5299 | 0.298828 |
36 | -0.095438 | -0.8589 | 0.196453 |
37 | 0.077448 | 0.697 | 0.24389 |
38 | 0.060399 | 0.5436 | 0.294107 |
39 | -0.141131 | -1.2702 | 0.103828 |
40 | 0.053028 | 0.4773 | 0.317234 |
41 | -0.048096 | -0.4329 | 0.333133 |
42 | 0.057876 | 0.5209 | 0.301934 |
43 | -0.078676 | -0.7081 | 0.240462 |
44 | 0.146978 | 1.3228 | 0.094812 |
45 | -0.232198 | -2.0898 | 0.019887 |
46 | 0.274801 | 2.4732 | 0.007741 |
47 | -0.110788 | -0.9971 | 0.160844 |
48 | 0.077114 | 0.694 | 0.244826 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.502778 | -4.525 | 1e-05 |
2 | -0.077905 | -0.7011 | 0.242612 |
3 | -0.23188 | -2.0869 | 0.02002 |
4 | -0.081308 | -0.7318 | 0.233211 |
5 | -0.010777 | -0.097 | 0.461487 |
6 | 0.001533 | 0.0138 | 0.494514 |
7 | 0.043525 | 0.3917 | 0.348147 |
8 | -0.148029 | -1.3323 | 0.093256 |
9 | 0.102866 | 0.9258 | 0.178651 |
10 | -0.022149 | -0.1993 | 0.421246 |
11 | 0.130372 | 1.1733 | 0.122048 |
12 | -0.282704 | -2.5443 | 0.006424 |
13 | -0.09387 | -0.8448 | 0.200346 |
14 | 0.163882 | 1.4749 | 0.072053 |
15 | -0.120897 | -1.0881 | 0.139896 |
16 | -0.062439 | -0.5619 | 0.287851 |
17 | 0.080128 | 0.7212 | 0.236446 |
18 | -0.045231 | -0.4071 | 0.342512 |
19 | -0.00238 | -0.0214 | 0.491482 |
20 | 0.072613 | 0.6535 | 0.257637 |
21 | 0.003764 | 0.0339 | 0.486528 |
22 | -0.256408 | -2.3077 | 0.011785 |
23 | -0.058964 | -0.5307 | 0.298547 |
24 | -0.051744 | -0.4657 | 0.321342 |
25 | -0.062111 | -0.559 | 0.288852 |
26 | -0.063504 | -0.5715 | 0.284609 |
27 | 0.080215 | 0.7219 | 0.236206 |
28 | -0.01783 | -0.1605 | 0.436454 |
29 | 0.084509 | 0.7606 | 0.224557 |
30 | -0.011407 | -0.1027 | 0.459241 |
31 | 0.149933 | 1.3494 | 0.090485 |
32 | -0.025743 | -0.2317 | 0.408684 |
33 | 0.019403 | 0.1746 | 0.430904 |
34 | -0.166755 | -1.5008 | 0.068649 |
35 | 0.017181 | 0.1546 | 0.43875 |
36 | -0.121071 | -1.0896 | 0.139553 |
37 | -0.123105 | -1.1079 | 0.135583 |
38 | 0.119936 | 1.0794 | 0.141802 |
39 | -0.002483 | -0.0223 | 0.491114 |
40 | -0.212045 | -1.9084 | 0.029941 |
41 | 0.094454 | 0.8501 | 0.198891 |
42 | -0.002527 | -0.0227 | 0.490955 |
43 | -0.120868 | -1.0878 | 0.139951 |
44 | -0.075417 | -0.6787 | 0.249616 |
45 | -0.08458 | -0.7612 | 0.224368 |
46 | 0.097122 | 0.8741 | 0.192325 |
47 | 0.059461 | 0.5351 | 0.297007 |
48 | 0.044361 | 0.3992 | 0.345382 |