Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.513259 | -4.676 | 6e-06 |
2 | 0.06701 | 0.6105 | 0.271602 |
3 | -0.089066 | -0.8114 | 0.209721 |
4 | 0.18029 | 1.6425 | 0.052133 |
5 | -0.05907 | -0.5382 | 0.295954 |
6 | -0.139686 | -1.2726 | 0.103356 |
7 | 0.201229 | 1.8333 | 0.035173 |
8 | -0.158257 | -1.4418 | 0.076562 |
9 | 0.149597 | 1.3629 | 0.088301 |
10 | -0.235838 | -2.1486 | 0.01729 |
11 | 0.144204 | 1.3138 | 0.096273 |
12 | 0.083609 | 0.7617 | 0.224194 |
13 | -0.178794 | -1.6289 | 0.053563 |
14 | 0.132488 | 1.207 | 0.115426 |
15 | -0.121533 | -1.1072 | 0.135699 |
16 | 0.147003 | 1.3393 | 0.092072 |
17 | -0.160826 | -1.4652 | 0.073322 |
18 | 0.127559 | 1.1621 | 0.124259 |
19 | -0.062806 | -0.5722 | 0.284371 |
20 | 0.072788 | 0.6631 | 0.254544 |
21 | -0.137032 | -1.2484 | 0.107694 |
22 | 0.098949 | 0.9015 | 0.184975 |
23 | 0.006534 | 0.0595 | 0.476339 |
24 | -0.092237 | -0.8403 | 0.201572 |
25 | -0.031966 | -0.2912 | 0.385803 |
26 | 0.023235 | 0.2117 | 0.416437 |
27 | 0.036125 | 0.3291 | 0.371448 |
28 | -0.056807 | -0.5175 | 0.303078 |
29 | 0.04389 | 0.3999 | 0.345144 |
30 | -0.01845 | -0.1681 | 0.433461 |
31 | 0.018716 | 0.1705 | 0.432512 |
32 | 0.017474 | 0.1592 | 0.43695 |
33 | -0.101173 | -0.9217 | 0.17967 |
34 | 0.200037 | 1.8224 | 0.035996 |
35 | -0.223973 | -2.0405 | 0.02224 |
36 | 0.175383 | 1.5978 | 0.056942 |
37 | -0.058319 | -0.5313 | 0.29831 |
38 | 0.054663 | 0.498 | 0.309899 |
39 | -0.086904 | -0.7917 | 0.215386 |
40 | 0.025062 | 0.2283 | 0.409978 |
41 | 0.086087 | 0.7843 | 0.217552 |
42 | -0.116082 | -1.0576 | 0.146663 |
43 | 0.102161 | 0.9307 | 0.177346 |
44 | -0.137581 | -1.2534 | 0.106785 |
45 | 0.128732 | 1.1728 | 0.122115 |
46 | -0.012644 | -0.1152 | 0.454287 |
47 | -0.132524 | -1.2073 | 0.115364 |
48 | 0.162196 | 1.4777 | 0.07164 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.513259 | -4.676 | 6e-06 |
2 | -0.266677 | -2.4295 | 0.008638 |
3 | -0.266558 | -2.4285 | 0.008662 |
4 | 0.013726 | 0.125 | 0.450394 |
5 | 0.087959 | 0.8013 | 0.21261 |
6 | -0.138681 | -1.2634 | 0.104983 |
7 | 0.089075 | 0.8115 | 0.209696 |
8 | -0.071431 | -0.6508 | 0.258498 |
9 | 0.066279 | 0.6038 | 0.273802 |
10 | -0.140843 | -1.2831 | 0.101507 |
11 | -0.14151 | -1.2892 | 0.100452 |
12 | 0.131523 | 1.1982 | 0.117118 |
13 | -0.095034 | -0.8658 | 0.194548 |
14 | 0.063405 | 0.5777 | 0.282532 |
15 | -0.04041 | -0.3682 | 0.356847 |
16 | -0.04758 | -0.4335 | 0.332899 |
17 | -0.011758 | -0.1071 | 0.457476 |
18 | -0.00884 | -0.0805 | 0.468001 |
19 | -0.008776 | -0.08 | 0.468233 |
20 | 0.097129 | 0.8849 | 0.189387 |
21 | -0.157599 | -1.4358 | 0.07741 |
22 | 0.075709 | 0.6897 | 0.24614 |
23 | -0.035183 | -0.3205 | 0.374684 |
24 | -0.1135 | -1.034 | 0.152062 |
25 | -0.164924 | -1.5025 | 0.068378 |
26 | -0.227321 | -2.071 | 0.020733 |
27 | -0.114135 | -1.0398 | 0.150722 |
28 | -0.078863 | -0.7185 | 0.23724 |
29 | -0.031007 | -0.2825 | 0.389137 |
30 | 0.008802 | 0.0802 | 0.468138 |
31 | -0.065686 | -0.5984 | 0.275593 |
32 | 0.046237 | 0.4212 | 0.337335 |
33 | -0.111358 | -1.0145 | 0.156641 |
34 | 0.03935 | 0.3585 | 0.360441 |
35 | -0.155034 | -1.4124 | 0.080781 |
36 | -0.052813 | -0.4811 | 0.315839 |
37 | 0.135582 | 1.2352 | 0.110119 |
38 | 0.029571 | 0.2694 | 0.394145 |
39 | 0.039989 | 0.3643 | 0.358275 |
40 | -0.051696 | -0.471 | 0.319446 |
41 | -0.029825 | -0.2717 | 0.393256 |
42 | 0.015614 | 0.1422 | 0.443615 |
43 | -0.013642 | -0.1243 | 0.450695 |
44 | -0.048735 | -0.444 | 0.329101 |
45 | -0.05218 | -0.4754 | 0.317882 |
46 | 0.035287 | 0.3215 | 0.374327 |
47 | -0.082816 | -0.7545 | 0.226345 |
48 | -0.076248 | -0.6947 | 0.244605 |