Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.313218 | -2.8707 | 0.002591 |
2 | -0.33902 | -3.1072 | 0.001289 |
3 | 0.176139 | 1.6143 | 0.055102 |
4 | 0.061974 | 0.568 | 0.285774 |
5 | -0.10019 | -0.9183 | 0.180557 |
6 | 0.216426 | 1.9836 | 0.025285 |
7 | -0.300732 | -2.7563 | 0.003585 |
8 | 0.204889 | 1.8778 | 0.031936 |
9 | 0.083918 | 0.7691 | 0.22199 |
10 | -0.374852 | -3.4356 | 0.000461 |
11 | -0.094398 | -0.8652 | 0.194704 |
12 | 0.617997 | 5.664 | 0 |
13 | -0.231808 | -2.1246 | 0.018281 |
14 | -0.19925 | -1.8262 | 0.03569 |
15 | 0.044504 | 0.4079 | 0.342198 |
16 | 0.074034 | 0.6785 | 0.249648 |
17 | -0.035001 | -0.3208 | 0.374582 |
18 | 0.107138 | 0.9819 | 0.164475 |
19 | -0.165292 | -1.5149 | 0.066773 |
20 | 0.165078 | 1.513 | 0.067021 |
21 | 0.024594 | 0.2254 | 0.411106 |
22 | -0.283351 | -2.597 | 0.005551 |
23 | -0.004766 | -0.0437 | 0.482631 |
24 | 0.375951 | 3.4457 | 0.000446 |
25 | -0.094601 | -0.867 | 0.194198 |
26 | -0.174036 | -1.5951 | 0.057226 |
27 | -0.02507 | -0.2298 | 0.409416 |
28 | 0.135589 | 1.2427 | 0.108719 |
29 | -0.053097 | -0.4866 | 0.313889 |
30 | 0.041259 | 0.3781 | 0.353138 |
31 | -0.034873 | -0.3196 | 0.375025 |
32 | 0.069548 | 0.6374 | 0.262793 |
33 | -0.014894 | -0.1365 | 0.445873 |
34 | -0.125394 | -1.1493 | 0.126857 |
35 | -0.082034 | -0.7519 | 0.22712 |
36 | 0.300968 | 2.7584 | 0.003563 |
37 | -0.04014 | -0.3679 | 0.356941 |
38 | -0.184015 | -1.6865 | 0.047703 |
39 | -0.005688 | -0.0521 | 0.479275 |
40 | 0.144161 | 1.3213 | 0.095001 |
41 | -0.089259 | -0.8181 | 0.207815 |
42 | 0.047178 | 0.4324 | 0.33328 |
43 | -0.023542 | -0.2158 | 0.414845 |
44 | 0.058556 | 0.5367 | 0.296457 |
45 | -0.011477 | -0.1052 | 0.45824 |
46 | -0.101683 | -0.9319 | 0.177019 |
47 | -0.084397 | -0.7735 | 0.220696 |
48 | 0.275492 | 2.5249 | 0.006726 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.313218 | -2.8707 | 0.002591 |
2 | -0.484675 | -4.4421 | 1.3e-05 |
3 | -0.193214 | -1.7708 | 0.040108 |
4 | -0.142886 | -1.3096 | 0.096955 |
5 | -0.131427 | -1.2045 | 0.11588 |
6 | 0.228763 | 2.0966 | 0.019516 |
7 | -0.228704 | -2.0961 | 0.019541 |
8 | 0.262728 | 2.4079 | 0.009116 |
9 | 0.061112 | 0.5601 | 0.28845 |
10 | -0.296885 | -2.721 | 0.003955 |
11 | -0.512674 | -4.6987 | 5e-06 |
12 | 0.135712 | 1.2438 | 0.108513 |
13 | 0.150844 | 1.3825 | 0.08524 |
14 | 0.104332 | 0.9562 | 0.170852 |
15 | 0.028085 | 0.2574 | 0.39875 |
16 | 0.06751 | 0.6187 | 0.268882 |
17 | -0.158888 | -1.4562 | 0.074528 |
18 | -0.223069 | -2.0445 | 0.02202 |
19 | 0.010993 | 0.1007 | 0.459995 |
20 | -0.006373 | -0.0584 | 0.476781 |
21 | 0.052227 | 0.4787 | 0.31671 |
22 | 0.007826 | 0.0717 | 0.471494 |
23 | 0.0827 | 0.758 | 0.225298 |
24 | -0.141253 | -1.2946 | 0.099502 |
25 | 0.007362 | 0.0675 | 0.473183 |
26 | -0.026555 | -0.2434 | 0.404153 |
27 | -0.075383 | -0.6909 | 0.245767 |
28 | 0.104584 | 0.9585 | 0.170275 |
29 | -0.012337 | -0.1131 | 0.455121 |
30 | 0.05938 | 0.5442 | 0.293863 |
31 | -0.01258 | -0.1153 | 0.454241 |
32 | 0.006104 | 0.0559 | 0.47776 |
33 | -0.109359 | -1.0023 | 0.159542 |
34 | 0.03545 | 0.3249 | 0.37303 |
35 | -0.053573 | -0.491 | 0.312351 |
36 | 0.023467 | 0.2151 | 0.415113 |
37 | -0.055728 | -0.5108 | 0.30543 |
38 | 0.017903 | 0.1641 | 0.435029 |
39 | -0.039592 | -0.3629 | 0.358809 |
40 | 0.025523 | 0.2339 | 0.407807 |
41 | 0.089157 | 0.8171 | 0.208082 |
42 | -0.01013 | -0.0928 | 0.463125 |
43 | -0.030054 | -0.2755 | 0.391823 |
44 | -0.045698 | -0.4188 | 0.338207 |
45 | 0.00797 | 0.073 | 0.470972 |
46 | -0.128074 | -1.1738 | 0.121893 |
47 | -0.018237 | -0.1671 | 0.433829 |
48 | 0.039468 | 0.3617 | 0.35923 |