Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.541221 | -4.1572 | 5.3e-05 |
2 | 0.07198 | 0.5529 | 0.291214 |
3 | -0.050577 | -0.3885 | 0.349526 |
4 | 0.065981 | 0.5068 | 0.307088 |
5 | 0.118041 | 0.9067 | 0.184129 |
6 | -0.239622 | -1.8406 | 0.035357 |
7 | 0.097591 | 0.7496 | 0.228235 |
8 | 0.11379 | 0.874 | 0.192822 |
9 | -0.088792 | -0.682 | 0.248947 |
10 | 0.102252 | 0.7854 | 0.217678 |
11 | -0.490873 | -3.7705 | 0.00019 |
12 | 0.690209 | 5.3016 | 1e-06 |
13 | -0.37901 | -2.9112 | 0.002537 |
14 | 0.063447 | 0.4873 | 0.31391 |
15 | -0.044071 | -0.3385 | 0.368089 |
16 | 0.035952 | 0.2761 | 0.391699 |
17 | 0.095214 | 0.7314 | 0.233728 |
18 | -0.168285 | -1.2926 | 0.100591 |
19 | 0.038505 | 0.2958 | 0.384224 |
20 | 0.104766 | 0.8047 | 0.212105 |
21 | -0.067415 | -0.5178 | 0.303258 |
22 | 0.083116 | 0.6384 | 0.262833 |
23 | -0.353842 | -2.7179 | 0.004306 |
24 | 0.486852 | 3.7396 | 0.000209 |
25 | -0.267696 | -2.0562 | 0.022097 |
26 | 0.050094 | 0.3848 | 0.350893 |
27 | -0.040905 | -0.3142 | 0.37724 |
28 | 0.023655 | 0.1817 | 0.428222 |
29 | 0.084273 | 0.6473 | 0.259971 |
30 | -0.153835 | -1.1816 | 0.121047 |
31 | 0.053784 | 0.4131 | 0.340508 |
32 | 0.069432 | 0.5333 | 0.297909 |
33 | -0.060873 | -0.4676 | 0.320905 |
34 | 0.082884 | 0.6366 | 0.26341 |
35 | -0.272532 | -2.0934 | 0.020313 |
36 | 0.329025 | 2.5273 | 0.007097 |
37 | -0.167111 | -1.2836 | 0.10215 |
38 | 0.036212 | 0.2782 | 0.390934 |
39 | -0.010345 | -0.0795 | 0.468466 |
40 | -0.004298 | -0.033 | 0.486889 |
41 | 0.047632 | 0.3659 | 0.357887 |
42 | -0.081518 | -0.6261 | 0.266816 |
43 | 0.031796 | 0.2442 | 0.40395 |
44 | 0.032948 | 0.2531 | 0.400543 |
45 | -0.042137 | -0.3237 | 0.373671 |
46 | 0.086644 | 0.6655 | 0.254153 |
47 | -0.166416 | -1.2783 | 0.103081 |
48 | 0.078499 | 0.603 | 0.274423 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.541221 | -4.1572 | 5.3e-05 |
2 | -0.312469 | -2.4001 | 0.009782 |
3 | -0.264186 | -2.0292 | 0.023476 |
4 | -0.136651 | -1.0496 | 0.149083 |
5 | 0.166276 | 1.2772 | 0.103269 |
6 | -0.062125 | -0.4772 | 0.317495 |
7 | -0.101722 | -0.7813 | 0.218863 |
8 | 0.127657 | 0.9806 | 0.165409 |
9 | 0.070036 | 0.538 | 0.296315 |
10 | 0.216622 | 1.6639 | 0.050717 |
11 | -0.539107 | -4.141 | 5.6e-05 |
12 | 0.197949 | 1.5205 | 0.066866 |
13 | -0.002679 | -0.0206 | 0.491827 |
14 | 0.017699 | 0.1359 | 0.446162 |
15 | -0.02781 | -0.2136 | 0.415794 |
16 | -0.012135 | -0.0932 | 0.463027 |
17 | -0.084945 | -0.6525 | 0.258315 |
18 | 0.044939 | 0.3452 | 0.365592 |
19 | 0.03378 | 0.2595 | 0.398087 |
20 | -0.019495 | -0.1497 | 0.44074 |
21 | 0.021834 | 0.1677 | 0.433693 |
22 | -0.116325 | -0.8935 | 0.187608 |
23 | -0.020801 | -0.1598 | 0.436803 |
24 | 0.018546 | 0.1425 | 0.443603 |
25 | 0.022137 | 0.17 | 0.43278 |
26 | -0.019373 | -0.1488 | 0.441108 |
27 | -0.027084 | -0.208 | 0.417958 |
28 | -0.053953 | -0.4144 | 0.340034 |
29 | 0.012321 | 0.0946 | 0.462461 |
30 | -0.067938 | -0.5218 | 0.301866 |
31 | 0.022447 | 0.1724 | 0.431848 |
32 | -0.009855 | -0.0757 | 0.469959 |
33 | -0.056315 | -0.4326 | 0.333453 |
34 | -0.007319 | -0.0562 | 0.47768 |
35 | -0.013009 | -0.0999 | 0.460371 |
36 | -0.080221 | -0.6162 | 0.270069 |
37 | -0.010498 | -0.0806 | 0.468003 |
38 | -0.008039 | -0.0617 | 0.475487 |
39 | 0.031203 | 0.2397 | 0.405708 |
40 | 0.029655 | 0.2278 | 0.410301 |
41 | -0.102192 | -0.7849 | 0.217812 |
42 | 0.019708 | 0.1514 | 0.440097 |
43 | 0.01144 | 0.0879 | 0.465137 |
44 | -0.041888 | -0.3217 | 0.374391 |
45 | -0.037836 | -0.2906 | 0.386179 |
46 | -0.02047 | -0.1572 | 0.4378 |
47 | 0.050168 | 0.3853 | 0.350684 |
48 | -0.274395 | -2.1077 | 0.019659 |