Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.396794 | -3.3434 | 0.000662 |
2 | 0.078338 | 0.6601 | 0.255665 |
3 | -0.114318 | -0.9633 | 0.169342 |
4 | -0.29064 | -2.449 | 0.008399 |
5 | 0.424653 | 3.5782 | 0.000314 |
6 | -0.288514 | -2.4311 | 0.008791 |
7 | 0.403651 | 3.4012 | 0.000552 |
8 | -0.391736 | -3.3008 | 0.000755 |
9 | 0.001281 | 0.0108 | 0.495709 |
10 | 0.040318 | 0.3397 | 0.367534 |
11 | -0.282732 | -2.3823 | 0.009942 |
12 | 0.677374 | 5.7077 | 0 |
13 | -0.313167 | -2.6388 | 0.005109 |
14 | 0.097383 | 0.8206 | 0.207322 |
15 | -0.124272 | -1.0471 | 0.149295 |
16 | -0.206075 | -1.7364 | 0.043414 |
17 | 0.318331 | 2.6823 | 0.004544 |
18 | -0.218865 | -1.8442 | 0.034664 |
19 | 0.358202 | 3.0183 | 0.001764 |
20 | -0.289881 | -2.4426 | 0.008537 |
21 | -0.02212 | -0.1864 | 0.426337 |
22 | 0.019889 | 0.1676 | 0.433691 |
23 | -0.188334 | -1.5869 | 0.058486 |
24 | 0.485929 | 4.0945 | 5.5e-05 |
25 | -0.251091 | -2.1157 | 0.018938 |
26 | 0.053427 | 0.4502 | 0.326974 |
27 | -0.099048 | -0.8346 | 0.203373 |
28 | -0.14507 | -1.2224 | 0.112803 |
29 | 0.263802 | 2.2228 | 0.014706 |
30 | -0.165419 | -1.3938 | 0.083856 |
31 | 0.226754 | 1.9107 | 0.030043 |
32 | -0.165261 | -1.3925 | 0.084056 |
33 | -0.061121 | -0.515 | 0.304072 |
34 | 0.067615 | 0.5697 | 0.285327 |
35 | -0.152874 | -1.2881 | 0.10094 |
36 | 0.355031 | 2.9915 | 0.001907 |
37 | -0.160517 | -1.3525 | 0.090248 |
38 | 0.043012 | 0.3624 | 0.359055 |
39 | -0.077747 | -0.6551 | 0.257259 |
40 | -0.120054 | -1.0116 | 0.157584 |
41 | 0.193758 | 1.6326 | 0.053487 |
42 | -0.103245 | -0.87 | 0.193627 |
43 | 0.152554 | 1.2854 | 0.101408 |
44 | -0.163807 | -1.3803 | 0.085918 |
45 | -0.036635 | -0.3087 | 0.37923 |
46 | 0.031565 | 0.266 | 0.395516 |
47 | -0.068543 | -0.5776 | 0.282697 |
48 | 0.223809 | 1.8858 | 0.031703 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.396794 | -3.3434 | 0.000662 |
2 | -0.093889 | -0.7911 | 0.215752 |
3 | -0.140782 | -1.1862 | 0.11974 |
4 | -0.470927 | -3.9681 | 8.6e-05 |
5 | 0.141271 | 1.1904 | 0.118932 |
6 | -0.159756 | -1.3461 | 0.091271 |
7 | 0.260836 | 2.1978 | 0.015611 |
8 | -0.310102 | -2.613 | 0.005475 |
9 | -0.036171 | -0.3048 | 0.380711 |
10 | -0.253105 | -2.1327 | 0.018204 |
11 | -0.315279 | -2.6566 | 0.004871 |
12 | 0.298673 | 2.5167 | 0.007054 |
13 | 0.183968 | 1.5501 | 0.062777 |
14 | -0.072046 | -0.6071 | 0.27287 |
15 | 0.100254 | 0.8448 | 0.200543 |
16 | -0.085347 | -0.7191 | 0.237205 |
17 | -0.078824 | -0.6642 | 0.254361 |
18 | -0.096921 | -0.8167 | 0.208424 |
19 | 0.025158 | 0.212 | 0.416363 |
20 | 0.119687 | 1.0085 | 0.15832 |
21 | 0.011825 | 0.0996 | 0.460457 |
22 | -0.0672 | -0.5662 | 0.286508 |
23 | 0.078326 | 0.66 | 0.255698 |
24 | -0.031782 | -0.2678 | 0.394814 |
25 | -0.043762 | -0.3687 | 0.356707 |
26 | -0.145596 | -1.2268 | 0.111972 |
27 | 0.030519 | 0.2572 | 0.398901 |
28 | -0.028401 | -0.2393 | 0.405776 |
29 | 0.024539 | 0.2068 | 0.41839 |
30 | -0.016777 | -0.1414 | 0.44399 |
31 | -0.07191 | -0.6059 | 0.273248 |
32 | -0.016032 | -0.1351 | 0.446461 |
33 | -0.076146 | -0.6416 | 0.261594 |
34 | -0.023624 | -0.1991 | 0.421393 |
35 | 0.014318 | 0.1206 | 0.452157 |
36 | 0.012125 | 0.1022 | 0.459456 |
37 | 0.077401 | 0.6522 | 0.258191 |
38 | 0.117309 | 0.9885 | 0.163142 |
39 | -0.044588 | -0.3757 | 0.354129 |
40 | 0.058885 | 0.4962 | 0.310653 |
41 | -0.097565 | -0.8221 | 0.206888 |
42 | 0.049558 | 0.4176 | 0.338755 |
43 | -0.030642 | -0.2582 | 0.398502 |
44 | -0.107651 | -0.9071 | 0.183715 |
45 | 0.034538 | 0.291 | 0.385941 |
46 | -0.03212 | -0.2706 | 0.393723 |
47 | -0.040446 | -0.3408 | 0.367127 |
48 | -0.049912 | -0.4206 | 0.337671 |