Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.372322 | -3.1372 | 0.001241 |
2 | -0.182603 | -1.5386 | 0.064169 |
3 | 0.085348 | 0.7192 | 0.237203 |
4 | -0.018582 | -0.1566 | 0.438011 |
5 | 0.081218 | 0.6844 | 0.247988 |
6 | -0.13591 | -1.1452 | 0.127986 |
7 | 0.041527 | 0.3499 | 0.36372 |
8 | -0.028367 | -0.239 | 0.405889 |
9 | 0.109712 | 0.9245 | 0.179191 |
10 | -0.151209 | -1.2741 | 0.10339 |
11 | -0.259879 | -2.1898 | 0.015914 |
12 | 0.688101 | 5.798 | 0 |
13 | -0.247234 | -2.0832 | 0.020416 |
14 | -0.150981 | -1.2722 | 0.103729 |
15 | 0.100554 | 0.8473 | 0.199842 |
16 | -0.034096 | -0.2873 | 0.387361 |
17 | 0.037648 | 0.3172 | 0.376 |
18 | -0.10376 | -0.8743 | 0.192453 |
19 | 0.063119 | 0.5319 | 0.298244 |
20 | -0.046726 | -0.3937 | 0.347484 |
21 | 0.104346 | 0.8792 | 0.191119 |
22 | -0.176527 | -1.4874 | 0.070663 |
23 | -0.126542 | -1.0663 | 0.144958 |
24 | 0.476922 | 4.0186 | 7.2e-05 |
25 | -0.18151 | -1.5294 | 0.0653 |
26 | -0.12113 | -1.0207 | 0.155441 |
27 | 0.081524 | 0.6869 | 0.24718 |
28 | -0.00035 | -0.0029 | 0.498829 |
29 | 0.003505 | 0.0295 | 0.488261 |
30 | -0.077573 | -0.6536 | 0.257728 |
31 | 0.048249 | 0.4066 | 0.342778 |
32 | 0.011055 | 0.0932 | 0.463022 |
33 | 0.003855 | 0.0325 | 0.487089 |
34 | -0.104529 | -0.8808 | 0.190705 |
35 | -0.116092 | -0.9782 | 0.165647 |
36 | 0.3725 | 3.1387 | 0.001236 |
37 | -0.128386 | -1.0818 | 0.141501 |
38 | -0.084208 | -0.7095 | 0.240154 |
39 | 0.065145 | 0.5489 | 0.292389 |
40 | 0.002331 | 0.0196 | 0.492194 |
41 | -0.013018 | -0.1097 | 0.456481 |
42 | -0.032852 | -0.2768 | 0.391364 |
43 | 0.017646 | 0.1487 | 0.44111 |
44 | 0.011851 | 0.0999 | 0.460368 |
45 | 0.004781 | 0.0403 | 0.483989 |
46 | -0.080157 | -0.6754 | 0.250803 |
47 | -0.060857 | -0.5128 | 0.304846 |
48 | 0.207927 | 1.752 | 0.042044 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.372322 | -3.1372 | 0.001241 |
2 | -0.372923 | -3.1423 | 0.001223 |
3 | -0.19801 | -1.6685 | 0.049814 |
4 | -0.180989 | -1.525 | 0.065846 |
5 | -0.007843 | -0.0661 | 0.473748 |
6 | -0.154351 | -1.3006 | 0.098804 |
7 | -0.081744 | -0.6888 | 0.246602 |
8 | -0.1695 | -1.4282 | 0.078805 |
9 | 0.024391 | 0.2055 | 0.418876 |
10 | -0.187729 | -1.5818 | 0.059067 |
11 | -0.564275 | -4.7547 | 5e-06 |
12 | 0.337162 | 2.841 | 0.002933 |
13 | 0.141317 | 1.1908 | 0.118858 |
14 | 0.09735 | 0.8203 | 0.2074 |
15 | 0.171284 | 1.4433 | 0.076672 |
16 | 0.110727 | 0.933 | 0.176991 |
17 | -0.039139 | -0.3298 | 0.371266 |
18 | -0.063498 | -0.535 | 0.297144 |
19 | 0.03153 | 0.2657 | 0.395628 |
20 | -0.012558 | -0.1058 | 0.458013 |
21 | 0.009614 | 0.081 | 0.467831 |
22 | -0.135412 | -1.141 | 0.128851 |
23 | -0.032116 | -0.2706 | 0.393736 |
24 | -0.064631 | -0.5446 | 0.29387 |
25 | -0.068338 | -0.5758 | 0.283276 |
26 | -0.055392 | -0.4667 | 0.321058 |
27 | -0.072293 | -0.6092 | 0.272185 |
28 | -0.034273 | -0.2888 | 0.386793 |
29 | -0.031128 | -0.2623 | 0.39693 |
30 | -0.01424 | -0.12 | 0.452415 |
31 | -0.038375 | -0.3234 | 0.373688 |
32 | 0.116128 | 0.9785 | 0.165573 |
33 | -0.115488 | -0.9731 | 0.166899 |
34 | 0.035051 | 0.2953 | 0.384296 |
35 | -0.138618 | -1.168 | 0.123353 |
36 | -0.060922 | -0.5133 | 0.304655 |
37 | -0.065287 | -0.5501 | 0.291983 |
38 | 0.016831 | 0.1418 | 0.443813 |
39 | 0.022224 | 0.1873 | 0.425994 |
40 | 0.017162 | 0.1446 | 0.442716 |
41 | -0.010966 | -0.0924 | 0.463321 |
42 | 0.03087 | 0.2601 | 0.397764 |
43 | 0.002933 | 0.0247 | 0.490177 |
44 | -0.095575 | -0.8053 | 0.211659 |
45 | 0.064533 | 0.5438 | 0.294153 |
46 | -0.000418 | -0.0035 | 0.4986 |
47 | 0.101821 | 0.858 | 0.196902 |
48 | -0.070665 | -0.5954 | 0.276724 |