Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.495368 | -4.513 | 1e-05 |
2 | -0.134184 | -1.2225 | 0.112495 |
3 | 0.313582 | 2.8569 | 0.002703 |
4 | -0.158681 | -1.4457 | 0.076019 |
5 | -0.012676 | -0.1155 | 0.454171 |
6 | 0.025549 | 0.2328 | 0.408261 |
7 | -0.015222 | -0.1387 | 0.445019 |
8 | -0.110996 | -1.0112 | 0.157425 |
9 | 0.182778 | 1.6652 | 0.049823 |
10 | -0.027249 | -0.2482 | 0.402278 |
11 | -0.209167 | -1.9056 | 0.030082 |
12 | 0.368027 | 3.3529 | 0.000603 |
13 | -0.266586 | -2.4287 | 0.008656 |
14 | 0.016544 | 0.1507 | 0.440278 |
15 | 0.182068 | 1.6587 | 0.050473 |
16 | -0.188574 | -1.718 | 0.044763 |
17 | 0.035009 | 0.3189 | 0.375285 |
18 | 0.074635 | 0.68 | 0.249212 |
19 | -0.056082 | -0.5109 | 0.305379 |
20 | -0.102012 | -0.9294 | 0.177696 |
21 | 0.169367 | 1.543 | 0.063317 |
22 | -0.075488 | -0.6877 | 0.24677 |
23 | -0.052039 | -0.4741 | 0.318338 |
24 | 0.175102 | 1.5953 | 0.057228 |
25 | -0.122972 | -1.1203 | 0.132903 |
26 | 0.019938 | 0.1816 | 0.428152 |
27 | 0.041588 | 0.3789 | 0.35287 |
28 | -0.058051 | -0.5289 | 0.299153 |
29 | 0.000574 | 0.0052 | 0.497921 |
30 | 0.041667 | 0.3796 | 0.352603 |
31 | -0.113102 | -1.0304 | 0.152906 |
32 | -0.016082 | -0.1465 | 0.441934 |
33 | 0.170677 | 1.5549 | 0.061882 |
34 | -0.074395 | -0.6778 | 0.249901 |
35 | -0.144203 | -1.3137 | 0.096275 |
36 | 0.229478 | 2.0906 | 0.019809 |
37 | -0.060933 | -0.5551 | 0.290151 |
38 | -0.07157 | -0.652 | 0.25809 |
39 | 0.032054 | 0.292 | 0.385498 |
40 | 0.042453 | 0.3868 | 0.349961 |
41 | -0.076125 | -0.6935 | 0.244955 |
42 | 0.008438 | 0.0769 | 0.469454 |
43 | 0.022334 | 0.2035 | 0.419633 |
44 | -0.024162 | -0.2201 | 0.413157 |
45 | 0.029275 | 0.2667 | 0.395178 |
46 | 0.0276 | 0.2514 | 0.401044 |
47 | -0.036992 | -0.337 | 0.36848 |
48 | 0.018376 | 0.1674 | 0.433727 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.495368 | -4.513 | 1e-05 |
2 | -0.503006 | -4.5826 | 8e-06 |
3 | -0.062973 | -0.5737 | 0.283859 |
4 | -0.036076 | -0.3287 | 0.371618 |
5 | 0.022063 | 0.201 | 0.420594 |
6 | -0.0739 | -0.6733 | 0.251327 |
7 | -0.068617 | -0.6251 | 0.266801 |
8 | -0.266207 | -2.4253 | 0.008733 |
9 | -0.020211 | -0.1841 | 0.427181 |
10 | 0.095556 | 0.8706 | 0.193252 |
11 | -0.107456 | -0.979 | 0.16522 |
12 | 0.220867 | 2.0122 | 0.023721 |
13 | -0.059002 | -0.5375 | 0.296167 |
14 | -0.004971 | -0.0453 | 0.481995 |
15 | 0.041978 | 0.3824 | 0.351557 |
16 | 0.017938 | 0.1634 | 0.435292 |
17 | 0.001606 | 0.0146 | 0.494182 |
18 | 0.036636 | 0.3338 | 0.369697 |
19 | -0.00064 | -0.0058 | 0.49768 |
20 | -0.123001 | -1.1206 | 0.132847 |
21 | -0.041153 | -0.3749 | 0.354339 |
22 | -0.063593 | -0.5794 | 0.281959 |
23 | 0.068797 | 0.6268 | 0.266266 |
24 | 0.070766 | 0.6447 | 0.260447 |
25 | 0.125135 | 1.14 | 0.128776 |
26 | 0.07466 | 0.6802 | 0.249141 |
27 | -0.049127 | -0.4476 | 0.327814 |
28 | -0.025006 | -0.2278 | 0.410174 |
29 | -0.025181 | -0.2294 | 0.409558 |
30 | 0.054623 | 0.4976 | 0.310027 |
31 | -0.118336 | -1.0781 | 0.142059 |
32 | -0.18011 | -1.6409 | 0.052303 |
33 | -0.114003 | -1.0386 | 0.151001 |
34 | 0.08848 | 0.8061 | 0.211248 |
35 | -0.118046 | -1.0754 | 0.142645 |
36 | 0.009905 | 0.0902 | 0.464156 |
37 | 0.043129 | 0.3929 | 0.347691 |
38 | 0.020359 | 0.1855 | 0.426654 |
39 | -0.092208 | -0.8401 | 0.201646 |
40 | 0.019417 | 0.1769 | 0.430008 |
41 | 0.02149 | 0.1958 | 0.42263 |
42 | -0.05646 | -0.5144 | 0.304178 |
43 | -0.029405 | -0.2679 | 0.394723 |
44 | 0.030586 | 0.2787 | 0.390602 |
45 | -0.001421 | -0.0129 | 0.494853 |
46 | 0.030934 | 0.2818 | 0.389389 |
47 | 0.115312 | 1.0505 | 0.14826 |
48 | -0.03903 | -0.3556 | 0.361529 |