Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.384045 | -3.9726 | 6.5e-05 |
2 | 0.076218 | 0.7884 | 0.216103 |
3 | 0.106735 | 1.1041 | 0.136019 |
4 | -0.001838 | -0.019 | 0.492434 |
5 | -0.220832 | -2.2843 | 0.012164 |
6 | 0.360745 | 3.7316 | 0.000153 |
7 | -0.257047 | -2.6589 | 0.004521 |
8 | 0.062691 | 0.6485 | 0.25903 |
9 | -0.073744 | -0.7628 | 0.223626 |
10 | 0.053727 | 0.5558 | 0.28977 |
11 | -0.089374 | -0.9245 | 0.178655 |
12 | -0.100463 | -1.0392 | 0.150527 |
13 | -0.087924 | -0.9095 | 0.182566 |
14 | -0.01154 | -0.1194 | 0.452603 |
15 | -0.057664 | -0.5965 | 0.276058 |
16 | 0.053035 | 0.5486 | 0.292213 |
17 | -0.080836 | -0.8362 | 0.20246 |
18 | 0.067386 | 0.697 | 0.243642 |
19 | 0.004123 | 0.0426 | 0.483031 |
20 | 0.003204 | 0.0331 | 0.486813 |
21 | 0.03959 | 0.4095 | 0.341489 |
22 | -0.001997 | -0.0207 | 0.49178 |
23 | -0.021866 | -0.2262 | 0.410746 |
24 | 0.002317 | 0.024 | 0.49046 |
25 | 0.064267 | 0.6648 | 0.253811 |
26 | -0.000827 | -0.0086 | 0.496594 |
27 | 0.008046 | 0.0832 | 0.466915 |
28 | -0.010336 | -0.1069 | 0.457526 |
29 | 0.043613 | 0.4511 | 0.326402 |
30 | -0.032415 | -0.3353 | 0.369026 |
31 | 0.014138 | 0.1462 | 0.442003 |
32 | 0.015812 | 0.1636 | 0.435195 |
33 | -0.025598 | -0.2648 | 0.39584 |
34 | -0.04484 | -0.4638 | 0.321857 |
35 | 0.080173 | 0.8293 | 0.204385 |
36 | -0.020768 | -0.2148 | 0.415155 |
37 | 0.011615 | 0.1202 | 0.452294 |
38 | -0.023368 | -0.2417 | 0.40473 |
39 | -0.03183 | -0.3293 | 0.371304 |
40 | 0.030524 | 0.3157 | 0.376406 |
41 | 0.037042 | 0.3832 | 0.35118 |
42 | -0.039937 | -0.4131 | 0.340175 |
43 | 0.048264 | 0.4992 | 0.309316 |
44 | -0.0771 | -0.7975 | 0.213456 |
45 | -0.009099 | -0.0941 | 0.462595 |
46 | 0.088009 | 0.9104 | 0.182336 |
47 | -0.045322 | -0.4688 | 0.320077 |
48 | -0.026079 | -0.2698 | 0.39393 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.384045 | -3.9726 | 6.5e-05 |
2 | -0.083604 | -0.8648 | 0.194541 |
3 | 0.125622 | 1.2994 | 0.098292 |
4 | 0.110528 | 1.1433 | 0.12773 |
5 | -0.229854 | -2.3776 | 0.0096 |
6 | 0.214066 | 2.2143 | 0.014464 |
7 | -0.051752 | -0.5353 | 0.296767 |
8 | -0.019019 | -0.1967 | 0.422205 |
9 | -0.158162 | -1.636 | 0.052385 |
10 | -0.011761 | -0.1217 | 0.451698 |
11 | 0.044852 | 0.464 | 0.321813 |
12 | -0.299918 | -3.1024 | 0.001228 |
13 | -0.206704 | -2.1382 | 0.01739 |
14 | -0.167862 | -1.7364 | 0.042688 |
15 | 0.010443 | 0.108 | 0.457091 |
16 | -0.012959 | -0.134 | 0.446808 |
17 | -0.173272 | -1.7923 | 0.037952 |
18 | 0.093899 | 0.9713 | 0.166796 |
19 | 0.070457 | 0.7288 | 0.233853 |
20 | 0.022951 | 0.2374 | 0.406396 |
21 | -0.062509 | -0.6466 | 0.259638 |
22 | -0.067951 | -0.7029 | 0.241825 |
23 | 0.04295 | 0.4443 | 0.328868 |
24 | -0.2252 | -2.3295 | 0.010855 |
25 | -0.09845 | -1.0184 | 0.155398 |
26 | -0.063094 | -0.6526 | 0.257692 |
27 | -0.011184 | -0.1157 | 0.454059 |
28 | -0.076331 | -0.7896 | 0.215761 |
29 | -0.100177 | -1.0362 | 0.151215 |
30 | 0.121895 | 1.2609 | 0.105045 |
31 | 0.013572 | 0.1404 | 0.44431 |
32 | 0.032846 | 0.3398 | 0.367352 |
33 | -0.037088 | -0.3836 | 0.351002 |
34 | -0.056723 | -0.5867 | 0.279306 |
35 | 0.060603 | 0.6269 | 0.266036 |
36 | -0.11276 | -1.1664 | 0.123022 |
37 | 0.002939 | 0.0304 | 0.487903 |
38 | -0.096812 | -1.0014 | 0.159438 |
39 | -0.118326 | -1.224 | 0.111826 |
40 | 0.029032 | 0.3003 | 0.382263 |
41 | 0.01463 | 0.1513 | 0.439999 |
42 | 0.117641 | 1.2169 | 0.113163 |
43 | 0.001104 | 0.0114 | 0.495457 |
44 | -0.023853 | -0.2467 | 0.40279 |
45 | -0.007643 | -0.0791 | 0.468567 |
46 | 0.03906 | 0.404 | 0.343494 |
47 | 0.027521 | 0.2847 | 0.38822 |
48 | -0.112425 | -1.1629 | 0.123722 |