Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.369029 | -3.362 | 0.000586 |
2 | -0.258502 | -2.3551 | 0.01044 |
3 | 0.404338 | 3.6837 | 0.000204 |
4 | -0.205831 | -1.8752 | 0.03214 |
5 | -0.11335 | -1.0327 | 0.15238 |
6 | 0.368974 | 3.3615 | 0.000587 |
7 | -0.251152 | -2.2881 | 0.012337 |
8 | -0.018664 | -0.17 | 0.432698 |
9 | 0.231616 | 2.1101 | 0.018929 |
10 | -0.322988 | -2.9426 | 0.002109 |
11 | -0.131228 | -1.1955 | 0.117639 |
12 | 0.533324 | 4.8588 | 3e-06 |
13 | -0.303122 | -2.7616 | 0.00354 |
14 | -0.097744 | -0.8905 | 0.187889 |
15 | 0.162719 | 1.4824 | 0.071005 |
16 | -0.157238 | -1.4325 | 0.077877 |
17 | -0.01283 | -0.1169 | 0.453617 |
18 | 0.149771 | 1.3645 | 0.088053 |
19 | -0.128347 | -1.1693 | 0.122815 |
20 | 0.057934 | 0.5278 | 0.299523 |
21 | 0.062778 | 0.5719 | 0.284455 |
22 | -0.222253 | -2.0248 | 0.02305 |
23 | 0.015122 | 0.1378 | 0.44538 |
24 | 0.251737 | 2.2934 | 0.012176 |
25 | -0.084776 | -0.7723 | 0.221051 |
26 | -0.0976 | -0.8892 | 0.188238 |
27 | -0.013854 | -0.1262 | 0.449933 |
28 | 0.081261 | 0.7403 | 0.230596 |
29 | -0.034115 | -0.3108 | 0.378363 |
30 | -0.023219 | -0.2115 | 0.416493 |
31 | 0.150656 | 1.3725 | 0.086796 |
32 | -0.092337 | -0.8412 | 0.201318 |
33 | 0.003029 | 0.0276 | 0.489025 |
34 | 0.031942 | 0.291 | 0.385886 |
35 | -0.166179 | -1.514 | 0.066917 |
36 | 0.208137 | 1.8962 | 0.030705 |
37 | 0.064228 | 0.5851 | 0.280019 |
38 | -0.274109 | -2.4973 | 0.007246 |
39 | 0.079923 | 0.7281 | 0.234291 |
40 | 0.137311 | 1.251 | 0.107231 |
41 | -0.20765 | -1.8918 | 0.031004 |
42 | 0.068801 | 0.6268 | 0.266255 |
43 | 0.175227 | 1.5964 | 0.057101 |
44 | -0.208984 | -1.9039 | 0.030192 |
45 | 0.052592 | 0.4791 | 0.31655 |
46 | 0.085989 | 0.7834 | 0.217812 |
47 | -0.239757 | -2.1843 | 0.015881 |
48 | 0.251176 | 2.2883 | 0.012331 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.369029 | -3.362 | 0.000586 |
2 | -0.456907 | -4.1626 | 3.8e-05 |
3 | 0.141546 | 1.2895 | 0.100396 |
4 | -0.090772 | -0.827 | 0.205313 |
5 | -0.072427 | -0.6598 | 0.255591 |
6 | 0.22024 | 2.0065 | 0.02403 |
7 | -0.022379 | -0.2039 | 0.419473 |
8 | 0.073324 | 0.668 | 0.252989 |
9 | 0.062126 | 0.566 | 0.286463 |
10 | -0.192966 | -1.758 | 0.041217 |
11 | -0.404389 | -3.6842 | 0.000204 |
12 | 0.221691 | 2.0197 | 0.02332 |
13 | 0.074915 | 0.6825 | 0.248408 |
14 | 0.078082 | 0.7114 | 0.239428 |
15 | -0.230927 | -2.1038 | 0.019209 |
16 | -0.04125 | -0.3758 | 0.354009 |
17 | -0.031531 | -0.2873 | 0.387312 |
18 | -0.104907 | -0.9558 | 0.170987 |
19 | 0.021968 | 0.2001 | 0.420932 |
20 | 0.001973 | 0.018 | 0.492851 |
21 | 0.001234 | 0.0112 | 0.495529 |
22 | -0.106903 | -0.9739 | 0.16646 |
23 | -0.006987 | -0.0637 | 0.4747 |
24 | -0.042141 | -0.3839 | 0.351009 |
25 | 0.151619 | 1.3813 | 0.085445 |
26 | -0.085765 | -0.7814 | 0.218407 |
27 | -0.201171 | -1.8328 | 0.035212 |
28 | 0.050371 | 0.4589 | 0.323751 |
29 | 0.060548 | 0.5516 | 0.291345 |
30 | -0.011009 | -0.1003 | 0.460175 |
31 | 0.132639 | 1.2084 | 0.115162 |
32 | -0.077761 | -0.7084 | 0.240329 |
33 | 0.010267 | 0.0935 | 0.46285 |
34 | 0.087053 | 0.7931 | 0.214992 |
35 | -0.111444 | -1.0153 | 0.156457 |
36 | 0.024791 | 0.2259 | 0.410932 |
37 | -0.122883 | -1.1195 | 0.133074 |
38 | -0.099196 | -0.9037 | 0.18438 |
39 | 0.003078 | 0.028 | 0.488847 |
40 | 0.033874 | 0.3086 | 0.379198 |
41 | -0.009665 | -0.0881 | 0.465022 |
42 | -0.002127 | -0.0194 | 0.492292 |
43 | 0.010936 | 0.0996 | 0.460437 |
44 | 0.028479 | 0.2595 | 0.397962 |
45 | -0.060094 | -0.5475 | 0.292758 |
46 | 0.032631 | 0.2973 | 0.383495 |
47 | -9e-06 | -1e-04 | 0.499969 |
48 | -0.023269 | -0.212 | 0.416316 |