Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.313996 | -2.5509 | 0.006535 |
2 | -0.14493 | -1.1774 | 0.121628 |
3 | 0.143813 | 1.1683 | 0.123436 |
4 | -0.127661 | -1.0371 | 0.151731 |
5 | 0.033277 | 0.2703 | 0.393871 |
6 | -0.106706 | -0.8669 | 0.194574 |
7 | -0.041671 | -0.3385 | 0.368018 |
8 | -0.035915 | -0.2918 | 0.385687 |
9 | 0.130905 | 1.0635 | 0.145721 |
10 | -0.173617 | -1.4105 | 0.081548 |
11 | -0.208245 | -1.6918 | 0.047701 |
12 | 0.701602 | 5.6998 | 0 |
13 | -0.205379 | -1.6685 | 0.049976 |
14 | -0.111127 | -0.9028 | 0.184958 |
15 | 0.128118 | 1.0408 | 0.150875 |
16 | -0.16371 | -1.33 | 0.094051 |
17 | 0.058579 | 0.4759 | 0.317859 |
18 | -0.06819 | -0.554 | 0.290732 |
19 | -0.087528 | -0.7111 | 0.239769 |
20 | 0.086236 | 0.7006 | 0.243012 |
21 | 0.042329 | 0.3439 | 0.366014 |
22 | -0.168455 | -1.3685 | 0.087893 |
23 | -0.117766 | -0.9567 | 0.171097 |
24 | 0.508583 | 4.1317 | 5.2e-05 |
25 | -0.17673 | -1.4358 | 0.077896 |
26 | -0.00991 | -0.0805 | 0.468037 |
27 | 0.023819 | 0.1935 | 0.423578 |
28 | -0.107523 | -0.8735 | 0.192772 |
29 | 0.110454 | 0.8973 | 0.186401 |
30 | -0.134449 | -1.0923 | 0.139343 |
31 | -0.045433 | -0.3691 | 0.356617 |
32 | 0.061136 | 0.4967 | 0.310536 |
33 | 0.052375 | 0.4255 | 0.335928 |
34 | -0.114112 | -0.9271 | 0.178639 |
35 | -0.075886 | -0.6165 | 0.269842 |
36 | 0.303025 | 2.4618 | 0.008223 |
37 | -0.103453 | -0.8405 | 0.201843 |
38 | 0.021549 | 0.1751 | 0.430781 |
39 | 0.010564 | 0.0858 | 0.465932 |
40 | -0.101085 | -0.8212 | 0.20724 |
41 | 0.118796 | 0.9651 | 0.169008 |
42 | -0.135225 | -1.0986 | 0.137972 |
43 | 0.005648 | 0.0459 | 0.481771 |
44 | 0.066058 | 0.5367 | 0.296653 |
45 | -0.017805 | -0.1446 | 0.442715 |
46 | -0.002372 | -0.0193 | 0.492341 |
47 | -0.111817 | -0.9084 | 0.183485 |
48 | 0.193223 | 1.5698 | 0.060628 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.313996 | -2.5509 | 0.006535 |
2 | -0.27016 | -2.1948 | 0.015851 |
3 | 0.001414 | 0.0115 | 0.495433 |
4 | -0.130429 | -1.0596 | 0.146591 |
5 | -0.026806 | -0.2178 | 0.414138 |
6 | -0.186204 | -1.5127 | 0.067561 |
7 | -0.161051 | -1.3084 | 0.09764 |
8 | -0.232456 | -1.8885 | 0.031679 |
9 | 0.006569 | 0.0534 | 0.478801 |
10 | -0.259749 | -2.1102 | 0.019317 |
11 | -0.512896 | -4.1668 | 4.6e-05 |
12 | 0.439293 | 3.5688 | 0.000337 |
13 | 0.179033 | 1.4545 | 0.075277 |
14 | 0.035868 | 0.2914 | 0.385832 |
15 | -0.001609 | -0.0131 | 0.494804 |
16 | -0.052791 | -0.4289 | 0.334704 |
17 | -0.088441 | -0.7185 | 0.237493 |
18 | -0.022387 | -0.1819 | 0.428121 |
19 | -0.020003 | -0.1625 | 0.435703 |
20 | 0.127788 | 1.0382 | 0.151494 |
21 | -0.066687 | -0.5418 | 0.294901 |
22 | -0.082584 | -0.6709 | 0.252309 |
23 | -0.058292 | -0.4736 | 0.318685 |
24 | 0.051943 | 0.422 | 0.337204 |
25 | -0.089786 | -0.7294 | 0.234161 |
26 | 0.108554 | 0.8819 | 0.190516 |
27 | -0.129793 | -1.0544 | 0.147763 |
28 | 0.027819 | 0.226 | 0.410949 |
29 | 0.072692 | 0.5906 | 0.278419 |
30 | -0.050452 | -0.4099 | 0.341614 |
31 | 0.012595 | 0.1023 | 0.459406 |
32 | -0.165654 | -1.3458 | 0.09149 |
33 | -0.027059 | -0.2198 | 0.413341 |
34 | 0.115157 | 0.9355 | 0.17646 |
35 | 0.070177 | 0.5701 | 0.285266 |
36 | -0.106278 | -0.8634 | 0.195521 |
37 | -0.034479 | -0.2801 | 0.390136 |
38 | -0.125883 | -1.0227 | 0.155096 |
39 | 0.086644 | 0.7039 | 0.241986 |
40 | -0.014143 | -0.1149 | 0.454437 |
41 | -0.005271 | -0.0428 | 0.482987 |
42 | -0.014721 | -0.1196 | 0.452583 |
43 | 0.063165 | 0.5132 | 0.304779 |
44 | 0.043892 | 0.3566 | 0.361271 |
45 | 0.052177 | 0.4239 | 0.336512 |
46 | 0.042445 | 0.3448 | 0.365661 |
47 | -0.048626 | -0.395 | 0.347045 |
48 | -0.037563 | -0.3052 | 0.380601 |