Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.210985 | -3.9415 | 4.9e-05 |
2 | -0.129439 | -2.4181 | 0.008056 |
3 | -0.05129 | -0.9582 | 0.169318 |
4 | -0.035156 | -0.6568 | 0.255882 |
5 | 0.064593 | 1.2067 | 0.114183 |
6 | -0.097305 | -1.8178 | 0.034975 |
7 | 0.084767 | 1.5836 | 0.057098 |
8 | 0.019631 | 0.3667 | 0.357017 |
9 | 0.00039 | 0.0073 | 0.497094 |
10 | -0.128459 | -2.3998 | 0.008464 |
11 | -0.057128 | -1.0672 | 0.143303 |
12 | 0.038861 | 0.726 | 0.234169 |
13 | -0.014382 | -0.2687 | 0.394169 |
14 | 0.070846 | 1.3235 | 0.093266 |
15 | -0.009015 | -0.1684 | 0.43318 |
16 | 0.013349 | 0.2494 | 0.401605 |
17 | -0.079537 | -1.4859 | 0.069107 |
18 | -0.035369 | -0.6608 | 0.254604 |
19 | 0.097431 | 1.8202 | 0.034795 |
20 | -0.047074 | -0.8794 | 0.18989 |
21 | 0.081217 | 1.5173 | 0.065054 |
22 | -0.056128 | -1.0486 | 0.147555 |
23 | -0.053586 | -1.0011 | 0.158745 |
24 | 0.066472 | 1.2418 | 0.107572 |
25 | -0.062377 | -1.1653 | 0.122347 |
26 | 0.063426 | 1.1849 | 0.118432 |
27 | -0.031443 | -0.5874 | 0.278659 |
28 | -0.042292 | -0.7901 | 0.215012 |
29 | 0.054911 | 1.0258 | 0.152841 |
30 | 0.045277 | 0.8458 | 0.199109 |
31 | 0.005627 | 0.1051 | 0.458173 |
32 | -0.056333 | -1.0524 | 0.146673 |
33 | 0.064768 | 1.21 | 0.113555 |
34 | 0.01464 | 0.2735 | 0.392313 |
35 | -0.075435 | -1.4092 | 0.079826 |
36 | 0.010925 | 0.2041 | 0.419198 |
37 | 0.019414 | 0.3627 | 0.358533 |
38 | 0.035265 | 0.6588 | 0.25523 |
39 | -0.030034 | -0.5611 | 0.287553 |
40 | -0.055059 | -1.0286 | 0.152194 |
41 | -0.06979 | -1.3038 | 0.096583 |
42 | 0.030991 | 0.579 | 0.281495 |
43 | -0.038392 | -0.7172 | 0.236857 |
44 | 0.02758 | 0.5152 | 0.303358 |
45 | 0.098953 | 1.8486 | 0.032681 |
46 | -0.097573 | -1.8228 | 0.034593 |
47 | 0.046249 | 0.864 | 0.194087 |
48 | -0.059946 | -1.1199 | 0.131767 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.210985 | -3.9415 | 4.9e-05 |
2 | -0.182058 | -3.4011 | 0.000374 |
3 | -0.132043 | -2.4668 | 0.007057 |
4 | -0.11553 | -2.1583 | 0.015794 |
5 | -0.00381 | -0.0712 | 0.471648 |
6 | -0.124414 | -2.3242 | 0.010343 |
7 | 0.031343 | 0.5855 | 0.27928 |
8 | 0.018075 | 0.3377 | 0.367905 |
9 | 0.023419 | 0.4375 | 0.331006 |
10 | -0.129006 | -2.41 | 0.008234 |
11 | -0.116373 | -2.174 | 0.015187 |
12 | -0.076156 | -1.4227 | 0.077857 |
13 | -0.083008 | -1.5507 | 0.060939 |
14 | 0.00514 | 0.096 | 0.461781 |
15 | -0.010048 | -0.1877 | 0.425607 |
16 | 0.001499 | 0.028 | 0.488838 |
17 | -0.082087 | -1.5335 | 0.063027 |
18 | -0.068807 | -1.2854 | 0.099748 |
19 | 0.034618 | 0.6467 | 0.259118 |
20 | -0.062283 | -1.1635 | 0.122704 |
21 | 0.033925 | 0.6338 | 0.26332 |
22 | -0.050827 | -0.9495 | 0.171503 |
23 | -0.09377 | -1.7518 | 0.040347 |
24 | 0.019461 | 0.3636 | 0.358202 |
25 | -0.046866 | -0.8755 | 0.190946 |
26 | 0.018458 | 0.3448 | 0.365217 |
27 | -0.039433 | -0.7367 | 0.23091 |
28 | -0.102284 | -1.9108 | 0.028423 |
29 | 0.001783 | 0.0333 | 0.486722 |
30 | 0.057327 | 1.071 | 0.142463 |
31 | 0.041436 | 0.7741 | 0.2197 |
32 | -0.013314 | -0.2487 | 0.401858 |
33 | 0.038976 | 0.7281 | 0.233511 |
34 | 0.037317 | 0.6971 | 0.243092 |
35 | -0.064614 | -1.2071 | 0.114108 |
36 | 0.012495 | 0.2334 | 0.407781 |
37 | 0.013928 | 0.2602 | 0.397435 |
38 | 0.005713 | 0.1067 | 0.457536 |
39 | 0.005938 | 0.1109 | 0.455864 |
40 | -0.057468 | -1.0736 | 0.141875 |
41 | -0.100086 | -1.8698 | 0.031178 |
42 | -0.035044 | -0.6547 | 0.256557 |
43 | -0.09848 | -1.8398 | 0.033326 |
44 | -0.01857 | -0.3469 | 0.364431 |
45 | 0.022711 | 0.4243 | 0.335813 |
46 | -0.083093 | -1.5523 | 0.060748 |
47 | 0.029951 | 0.5595 | 0.288078 |
48 | -0.063225 | -1.1811 | 0.119177 |