Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.489514 | -4.0956 | 5.6e-05 |
2 | -0.237289 | -1.9853 | 0.025515 |
3 | 0.349221 | 2.9218 | 0.002341 |
4 | -0.069072 | -0.5779 | 0.282593 |
5 | -0.194391 | -1.6264 | 0.05418 |
6 | 0.271021 | 2.2675 | 0.013224 |
7 | -0.153783 | -1.2866 | 0.10123 |
8 | -0.077916 | -0.6519 | 0.258303 |
9 | 0.286108 | 2.3938 | 0.00968 |
10 | -0.258931 | -2.1664 | 0.016845 |
11 | -0.103192 | -0.8634 | 0.195443 |
12 | 0.411309 | 3.4413 | 0.00049 |
13 | -0.184142 | -1.5406 | 0.063956 |
14 | -0.260506 | -2.1796 | 0.016329 |
15 | 0.331259 | 2.7715 | 0.003571 |
16 | -0.072678 | -0.6081 | 0.272554 |
17 | -0.171719 | -1.4367 | 0.077628 |
18 | 0.263462 | 2.2043 | 0.015397 |
19 | -0.196458 | -1.6437 | 0.052363 |
20 | -0.025383 | -0.2124 | 0.416218 |
21 | 0.250503 | 2.0959 | 0.019856 |
22 | -0.201399 | -1.685 | 0.048219 |
23 | -0.143339 | -1.1993 | 0.117235 |
24 | 0.320637 | 2.6826 | 0.004553 |
25 | -0.009506 | -0.0795 | 0.468417 |
26 | -0.373145 | -3.122 | 0.001306 |
27 | 0.376264 | 3.1481 | 0.001208 |
28 | -0.121569 | -1.0171 | 0.1563 |
29 | -0.087828 | -0.7348 | 0.232452 |
30 | 0.142664 | 1.1936 | 0.118329 |
31 | -0.0984 | -0.8233 | 0.206574 |
32 | -0.031805 | -0.2661 | 0.395473 |
33 | 0.22014 | 1.8418 | 0.034868 |
34 | -0.213579 | -1.7869 | 0.039139 |
35 | -0.098882 | -0.8273 | 0.205438 |
36 | 0.308801 | 2.5836 | 0.005933 |
37 | -0.119355 | -0.9986 | 0.160715 |
38 | -0.160077 | -1.3393 | 0.092403 |
39 | 0.192266 | 1.6086 | 0.056101 |
40 | -0.01217 | -0.1018 | 0.459595 |
41 | -0.143075 | -1.197 | 0.117663 |
42 | 0.108641 | 0.909 | 0.183246 |
43 | 0.016809 | 0.1406 | 0.444283 |
44 | -0.094794 | -0.7931 | 0.2152 |
45 | 0.148694 | 1.2441 | 0.108813 |
46 | -0.149926 | -1.2544 | 0.10694 |
47 | -0.011695 | -0.0978 | 0.461167 |
48 | 0.157286 | 1.316 | 0.096242 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.489514 | -4.0956 | 5.6e-05 |
2 | -0.627207 | -5.2476 | 1e-06 |
3 | -0.318298 | -2.6631 | 0.0048 |
4 | -0.207439 | -1.7356 | 0.043521 |
5 | -0.308788 | -2.5835 | 0.005935 |
6 | -0.035604 | -0.2979 | 0.383337 |
7 | -0.12984 | -1.0863 | 0.140532 |
8 | -0.190208 | -1.5914 | 0.058013 |
9 | 0.12816 | 1.0723 | 0.143643 |
10 | -0.016454 | -0.1377 | 0.445449 |
11 | -0.286781 | -2.3994 | 0.009544 |
12 | -0.036613 | -0.3063 | 0.380133 |
13 | 0.189635 | 1.5866 | 0.058555 |
14 | 0.054352 | 0.4547 | 0.325352 |
15 | 0.043698 | 0.3656 | 0.357883 |
16 | 0.026216 | 0.2193 | 0.413511 |
17 | -0.044477 | -0.3721 | 0.355465 |
18 | 0.123174 | 1.0305 | 0.15315 |
19 | -0.043199 | -0.3614 | 0.359433 |
20 | -0.090679 | -0.7587 | 0.225298 |
21 | 0.007761 | 0.0649 | 0.474205 |
22 | 0.091833 | 0.7683 | 0.222439 |
23 | -0.06886 | -0.5761 | 0.283189 |
24 | -0.249456 | -2.0871 | 0.020261 |
25 | 0.126745 | 1.0604 | 0.146298 |
26 | -0.027903 | -0.2335 | 0.408045 |
27 | 0.154199 | 1.2901 | 0.100627 |
28 | -0.03554 | -0.2974 | 0.38354 |
29 | 0.036338 | 0.304 | 0.381004 |
30 | 0.029552 | 0.2472 | 0.40272 |
31 | -0.06984 | -0.5843 | 0.28044 |
32 | 0.005909 | 0.0494 | 0.480354 |
33 | 0.035483 | 0.2969 | 0.383722 |
34 | 0.067468 | 0.5645 | 0.287116 |
35 | 0.018883 | 0.158 | 0.43746 |
36 | -0.067846 | -0.5676 | 0.286048 |
37 | -0.11241 | -0.9405 | 0.1751 |
38 | -0.036758 | -0.3075 | 0.379671 |
39 | 0.040884 | 0.3421 | 0.366667 |
40 | 0.0951 | 0.7957 | 0.21446 |
41 | 0.079918 | 0.6686 | 0.252961 |
42 | -0.106928 | -0.8946 | 0.187026 |
43 | -0.004791 | -0.0401 | 0.484069 |
44 | 0.06886 | 0.5761 | 0.283188 |
45 | -0.015414 | -0.129 | 0.448878 |
46 | -0.108304 | -0.9061 | 0.183986 |
47 | -0.023075 | -0.1931 | 0.423735 |
48 | 0.026152 | 0.2188 | 0.41372 |