Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.533115 | -4.4921 | 1.3e-05 |
2 | -0.027899 | -0.2351 | 0.407412 |
3 | 0.144781 | 1.2199 | 0.11326 |
4 | -0.237271 | -1.9993 | 0.024703 |
5 | 0.234261 | 1.9739 | 0.026141 |
6 | 0.130418 | 1.0989 | 0.137758 |
7 | -0.345753 | -2.9134 | 0.002389 |
8 | 0.056617 | 0.4771 | 0.317392 |
9 | 0.254162 | 2.1416 | 0.017829 |
10 | -0.299487 | -2.5235 | 0.006929 |
11 | 0.269605 | 2.2717 | 0.013068 |
12 | -0.178019 | -1.5 | 0.069022 |
13 | -0.135469 | -1.1415 | 0.128752 |
14 | 0.270791 | 2.2817 | 0.012753 |
15 | -0.074564 | -0.6283 | 0.265917 |
16 | -0.103635 | -0.8732 | 0.192736 |
17 | 0.125706 | 1.0592 | 0.146545 |
18 | -0.122053 | -1.0284 | 0.153617 |
19 | 0.075624 | 0.6372 | 0.263015 |
20 | 0.03341 | 0.2815 | 0.389568 |
21 | -0.048303 | -0.407 | 0.342614 |
22 | -0.034375 | -0.2896 | 0.386466 |
23 | 0.145556 | 1.2265 | 0.112035 |
24 | -0.124158 | -1.0462 | 0.149514 |
25 | -0.018823 | -0.1586 | 0.437213 |
26 | 0.071855 | 0.6055 | 0.273402 |
27 | -0.010529 | -0.0887 | 0.464779 |
28 | 0.007365 | 0.0621 | 0.475345 |
29 | -0.013801 | -0.1163 | 0.453877 |
30 | -0.032426 | -0.2732 | 0.392735 |
31 | -0.069134 | -0.5825 | 0.281025 |
32 | 0.192484 | 1.6219 | 0.054629 |
33 | -0.111288 | -0.9377 | 0.17578 |
34 | -0.062642 | -0.5278 | 0.299631 |
35 | 0.150637 | 1.2693 | 0.104241 |
36 | -0.182658 | -1.5391 | 0.064112 |
37 | 0.138044 | 1.1632 | 0.124326 |
38 | 0.037686 | 0.3176 | 0.375879 |
39 | -0.137771 | -1.1609 | 0.12479 |
40 | 0.045159 | 0.3805 | 0.35235 |
41 | 0.022815 | 0.1922 | 0.424051 |
42 | 0.003566 | 0.03 | 0.488057 |
43 | 0.029131 | 0.2455 | 0.403402 |
44 | 0.016289 | 0.1373 | 0.445608 |
45 | -0.176347 | -1.4859 | 0.070863 |
46 | 0.200403 | 1.6886 | 0.047839 |
47 | -0.054068 | -0.4556 | 0.325038 |
48 | -0.047447 | -0.3998 | 0.345252 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.533115 | -4.4921 | 1.3e-05 |
2 | -0.436037 | -3.6741 | 0.00023 |
3 | -0.188089 | -1.5849 | 0.05872 |
4 | -0.413119 | -3.481 | 0.000429 |
5 | -0.21966 | -1.8509 | 0.034173 |
6 | 0.261901 | 2.2068 | 0.015281 |
7 | 0.072849 | 0.6138 | 0.270642 |
8 | -0.262722 | -2.2137 | 0.01503 |
9 | 0.154391 | 1.3009 | 0.098746 |
10 | -0.044121 | -0.3718 | 0.355585 |
11 | -0.042324 | -0.3566 | 0.361215 |
12 | -0.099886 | -0.8417 | 0.201404 |
13 | -0.147074 | -1.2393 | 0.109664 |
14 | -0.211908 | -1.7856 | 0.03922 |
15 | -0.1423 | -1.199 | 0.11725 |
16 | -0.120127 | -1.0122 | 0.157438 |
17 | -0.067726 | -0.5707 | 0.285012 |
18 | -0.063938 | -0.5388 | 0.295871 |
19 | 0.110984 | 0.9352 | 0.176436 |
20 | -0.155848 | -1.3132 | 0.096672 |
21 | 0.022567 | 0.1901 | 0.424867 |
22 | 0.000639 | 0.0054 | 0.49786 |
23 | 0.152246 | 1.2828 | 0.101858 |
24 | 0.08046 | 0.678 | 0.249999 |
25 | -0.075733 | -0.6381 | 0.262718 |
26 | -0.178491 | -1.504 | 0.06851 |
27 | 0.047652 | 0.4015 | 0.344621 |
28 | -0.034066 | -0.287 | 0.387456 |
29 | -0.0338 | -0.2848 | 0.388311 |
30 | 0.024193 | 0.2039 | 0.419525 |
31 | -0.103439 | -0.8716 | 0.193183 |
32 | -0.174816 | -1.473 | 0.072582 |
33 | 0.001395 | 0.0118 | 0.495329 |
34 | -0.073022 | -0.6153 | 0.270163 |
35 | 0.164257 | 1.3841 | 0.085339 |
36 | 0.00972 | 0.0819 | 0.467478 |
37 | 0.013779 | 0.1161 | 0.45395 |
38 | -0.072508 | -0.611 | 0.271587 |
39 | 0.152155 | 1.2821 | 0.101993 |
40 | 0.028141 | 0.2371 | 0.406624 |
41 | -0.171945 | -1.4488 | 0.075893 |
42 | -0.043666 | -0.3679 | 0.357009 |
43 | -0.022225 | -0.1873 | 0.42599 |
44 | -0.110479 | -0.9309 | 0.177527 |
45 | -0.021762 | -0.1834 | 0.427514 |
46 | 0.077523 | 0.6532 | 0.257861 |
47 | 0.130096 | 1.0962 | 0.138347 |
48 | 0.000472 | 0.004 | 0.498419 |