Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.492936 | -4.409 | 1.6e-05 |
2 | 0.088393 | 0.7906 | 0.215755 |
3 | 0.132292 | 1.1833 | 0.120106 |
4 | -0.199396 | -1.7834 | 0.039153 |
5 | 0.062591 | 0.5598 | 0.288579 |
6 | -0.109401 | -0.9785 | 0.165386 |
7 | -0.00659 | -0.0589 | 0.476574 |
8 | -0.117842 | -1.054 | 0.147525 |
9 | 0.186057 | 1.6641 | 0.049998 |
10 | -0.080693 | -0.7217 | 0.236279 |
11 | -0.125227 | -1.1201 | 0.133018 |
12 | 0.404573 | 3.6186 | 0.000259 |
13 | -0.349278 | -3.124 | 0.001242 |
14 | 0.290869 | 2.6016 | 0.005526 |
15 | 0.000707 | 0.0063 | 0.497484 |
16 | -0.243226 | -2.1755 | 0.016273 |
17 | 0.148344 | 1.3268 | 0.094171 |
18 | -0.116758 | -1.0443 | 0.149743 |
19 | -0.013663 | -0.1222 | 0.45152 |
20 | -0.128501 | -1.1494 | 0.126918 |
21 | 0.17052 | 1.5252 | 0.06558 |
22 | -0.085117 | -0.7613 | 0.224355 |
23 | 0.038889 | 0.3478 | 0.364439 |
24 | 0.148279 | 1.3262 | 0.094266 |
25 | -0.115811 | -1.0358 | 0.151698 |
26 | 0.143177 | 1.2806 | 0.102015 |
27 | -0.015103 | -0.1351 | 0.446441 |
28 | -0.125914 | -1.1262 | 0.131721 |
29 | 0.13903 | 1.2435 | 0.108654 |
30 | -0.168321 | -1.5055 | 0.068066 |
31 | -0.008005 | -0.0716 | 0.471549 |
32 | -0.01206 | -0.1079 | 0.457184 |
33 | 0.022793 | 0.2039 | 0.419486 |
34 | -0.006726 | -0.0602 | 0.476089 |
35 | -0.010098 | -0.0903 | 0.464128 |
36 | 0.188781 | 1.6885 | 0.047604 |
37 | -0.125796 | -1.1252 | 0.131944 |
38 | 0.106635 | 0.9538 | 0.171536 |
39 | -0.069234 | -0.6192 | 0.268756 |
40 | -0.04618 | -0.413 | 0.340339 |
41 | 0.047683 | 0.4265 | 0.335449 |
42 | -0.128345 | -1.148 | 0.127205 |
43 | 0.134048 | 1.199 | 0.117042 |
44 | -0.15582 | -1.3937 | 0.083635 |
45 | 0.049998 | 0.4472 | 0.32797 |
46 | 0.061292 | 0.5482 | 0.292536 |
47 | -0.093395 | -0.8354 | 0.203004 |
48 | 0.186101 | 1.6645 | 0.049959 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.492936 | -4.409 | 1.6e-05 |
2 | -0.204215 | -1.8266 | 0.035748 |
3 | 0.115925 | 1.0369 | 0.151462 |
4 | -0.07669 | -0.6859 | 0.247368 |
5 | -0.104258 | -0.9325 | 0.176939 |
6 | -0.210783 | -1.8853 | 0.03151 |
7 | -0.162666 | -1.4549 | 0.074801 |
8 | -0.301174 | -2.6938 | 0.004302 |
9 | -0.004775 | -0.0427 | 0.483019 |
10 | 0.000962 | 0.0086 | 0.496578 |
11 | -0.272535 | -2.4376 | 0.008501 |
12 | 0.16212 | 1.45 | 0.075478 |
13 | -0.089016 | -0.7962 | 0.21414 |
14 | 0.146464 | 1.31 | 0.09697 |
15 | 0.195847 | 1.7517 | 0.041828 |
16 | -0.089525 | -0.8007 | 0.212829 |
17 | -0.115056 | -1.0291 | 0.153269 |
18 | -0.08327 | -0.7448 | 0.229291 |
19 | -0.026555 | -0.2375 | 0.406434 |
20 | -0.171238 | -1.5316 | 0.064783 |
21 | -0.063551 | -0.5684 | 0.285672 |
22 | -0.023032 | -0.206 | 0.418656 |
23 | -0.043288 | -0.3872 | 0.349826 |
24 | -0.071326 | -0.638 | 0.26266 |
25 | 0.142135 | 1.2713 | 0.103654 |
26 | -0.022048 | -0.1972 | 0.422084 |
27 | 0.024834 | 0.2221 | 0.412392 |
28 | -0.021834 | -0.1953 | 0.422832 |
29 | 0.077967 | 0.6974 | 0.243801 |
30 | 0.016565 | 0.1482 | 0.441294 |
31 | -0.041905 | -0.3748 | 0.354397 |
32 | 0.001379 | 0.0123 | 0.495094 |
33 | -0.049258 | -0.4406 | 0.330355 |
34 | 0.063589 | 0.5688 | 0.285558 |
35 | -0.078943 | -0.7061 | 0.241091 |
36 | 0.097081 | 0.8683 | 0.193908 |
37 | 0.026594 | 0.2379 | 0.406296 |
38 | 0.019442 | 0.1739 | 0.431196 |
39 | -0.146354 | -1.309 | 0.097137 |
40 | -0.049366 | -0.4415 | 0.330005 |
41 | -0.04894 | -0.4377 | 0.331379 |
42 | -0.04943 | -0.4421 | 0.329799 |
43 | 0.181795 | 1.626 | 0.053939 |
44 | -0.047555 | -0.4253 | 0.335865 |
45 | -0.047682 | -0.4265 | 0.33545 |
46 | -0.028648 | -0.2562 | 0.399215 |
47 | -0.030813 | -0.2756 | 0.391782 |
48 | 0.007121 | 0.0637 | 0.474688 |