Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.571705 | -5.5429 | 0 |
2 | 0.013789 | 0.1337 | 0.446966 |
3 | 0.128141 | 1.2424 | 0.108595 |
4 | -0.025763 | -0.2498 | 0.401651 |
5 | -0.162491 | -1.5754 | 0.059261 |
6 | 0.272285 | 2.6399 | 0.004855 |
7 | -0.236287 | -2.2909 | 0.012102 |
8 | 0.17372 | 1.6843 | 0.047723 |
9 | -0.190019 | -1.8423 | 0.034292 |
10 | 0.158571 | 1.5374 | 0.063777 |
11 | 0.057709 | 0.5595 | 0.288574 |
12 | -0.181892 | -1.7635 | 0.040532 |
13 | 0.007556 | 0.0733 | 0.470878 |
14 | 0.08412 | 0.8156 | 0.208402 |
15 | -0.070869 | -0.6871 | 0.246854 |
16 | 0.119486 | 1.1585 | 0.124806 |
17 | -0.164734 | -1.5972 | 0.056794 |
18 | 0.114522 | 1.1103 | 0.134844 |
19 | -0.016896 | -0.1638 | 0.435115 |
20 | -0.048186 | -0.4672 | 0.320727 |
21 | 0.061758 | 0.5988 | 0.275384 |
22 | 0.042399 | 0.4111 | 0.340975 |
23 | -0.152836 | -1.4818 | 0.070869 |
24 | 0.088399 | 0.8571 | 0.196796 |
25 | 0.027211 | 0.2638 | 0.396247 |
26 | -0.034162 | -0.3312 | 0.370612 |
27 | 0.036039 | 0.3494 | 0.363782 |
28 | -0.067619 | -0.6556 | 0.256843 |
29 | 0.056381 | 0.5466 | 0.292963 |
30 | 0.004022 | 0.039 | 0.484489 |
31 | -0.07313 | -0.709 | 0.240032 |
32 | 0.101415 | 0.9833 | 0.164004 |
33 | -0.022452 | -0.2177 | 0.414076 |
34 | -0.117075 | -1.1351 | 0.129613 |
35 | 0.134203 | 1.3011 | 0.098194 |
36 | -0.029911 | -0.29 | 0.38623 |
37 | -0.01448 | -0.1404 | 0.444328 |
38 | 0.019839 | 0.1923 | 0.423942 |
39 | -0.075578 | -0.7328 | 0.232764 |
40 | 0.079552 | 0.7713 | 0.221236 |
41 | -0.010336 | -0.1002 | 0.460197 |
42 | -0.047795 | -0.4634 | 0.322079 |
43 | 0.11958 | 1.1594 | 0.124622 |
44 | -0.133083 | -1.2903 | 0.100058 |
45 | -0.01481 | -0.1436 | 0.443066 |
46 | 0.158977 | 1.5413 | 0.063297 |
47 | -0.126157 | -1.2231 | 0.112168 |
48 | 0.020438 | 0.1982 | 0.421677 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.571705 | -5.5429 | 0 |
2 | -0.465062 | -4.5089 | 9e-06 |
3 | -0.239191 | -2.319 | 0.01128 |
4 | -0.063837 | -0.6189 | 0.268732 |
5 | -0.260386 | -2.5245 | 0.00663 |
6 | 0.022064 | 0.2139 | 0.415539 |
7 | -0.120379 | -1.1671 | 0.123057 |
8 | 0.103623 | 1.0047 | 0.158819 |
9 | -0.178616 | -1.7317 | 0.0433 |
10 | -0.071606 | -0.6942 | 0.244621 |
11 | 0.239565 | 2.3227 | 0.011177 |
12 | 0.039573 | 0.3837 | 0.351044 |
13 | -0.103371 | -1.0022 | 0.159406 |
14 | -0.306199 | -2.9687 | 0.001897 |
15 | -0.159257 | -1.5441 | 0.062967 |
16 | 0.065206 | 0.6322 | 0.264395 |
17 | -0.204037 | -1.9782 | 0.025416 |
18 | -0.12899 | -1.2506 | 0.107092 |
19 | -0.071795 | -0.6961 | 0.244049 |
20 | 0.041993 | 0.4071 | 0.342415 |
21 | -0.046983 | -0.4555 | 0.324895 |
22 | -0.010577 | -0.1025 | 0.45927 |
23 | 0.136975 | 1.328 | 0.093693 |
24 | 0.00285 | 0.0276 | 0.489007 |
25 | -0.032238 | -0.3126 | 0.377654 |
26 | -0.202288 | -1.9613 | 0.026404 |
27 | 0.037248 | 0.3611 | 0.359404 |
28 | -9.4e-05 | -9e-04 | 0.499638 |
29 | -0.122065 | -1.1835 | 0.119805 |
30 | -0.063924 | -0.6198 | 0.268455 |
31 | -0.135743 | -1.3161 | 0.095674 |
32 | 0.07356 | 0.7132 | 0.238748 |
33 | 0.053916 | 0.5227 | 0.301193 |
34 | -0.035774 | -0.3468 | 0.364741 |
35 | 0.043215 | 0.419 | 0.338091 |
36 | -0.004435 | -0.043 | 0.482896 |
37 | 0.09003 | 0.8729 | 0.192479 |
38 | -0.001613 | -0.0156 | 0.493779 |
39 | -0.07465 | -0.7238 | 0.235505 |
40 | -0.048676 | -0.4719 | 0.319035 |
41 | -0.066733 | -0.647 | 0.259603 |
42 | -0.026429 | -0.2562 | 0.399164 |
43 | 0.020559 | 0.1993 | 0.42122 |
44 | 0.07257 | 0.7036 | 0.241712 |
45 | -0.054068 | -0.5242 | 0.300685 |
46 | 0.057949 | 0.5618 | 0.287783 |
47 | 0.042301 | 0.4101 | 0.341324 |
48 | 0.007331 | 0.0711 | 0.471745 |