Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.290062 | -2.4441 | 0.008503 |
2 | 0.111011 | 0.9354 | 0.176377 |
3 | 0.095266 | 0.8027 | 0.212407 |
4 | -0.224953 | -1.8955 | 0.031049 |
5 | -0.043757 | -0.3687 | 0.356725 |
6 | -0.19468 | -1.6404 | 0.052672 |
7 | -0.018241 | -0.1537 | 0.439139 |
8 | -0.251613 | -2.1201 | 0.018746 |
9 | 0.125719 | 1.0593 | 0.146521 |
10 | 0.056039 | 0.4722 | 0.31912 |
11 | -0.176309 | -1.4856 | 0.070905 |
12 | 0.573446 | 4.8319 | 4e-06 |
13 | -0.190462 | -1.6049 | 0.056482 |
14 | 0.194072 | 1.6353 | 0.053208 |
15 | 0.045375 | 0.3823 | 0.351678 |
16 | -0.155933 | -1.3139 | 0.096553 |
17 | 0.010472 | 0.0882 | 0.464969 |
18 | -0.15709 | -1.3237 | 0.094931 |
19 | -0.0217 | -0.1828 | 0.427721 |
20 | -0.173747 | -1.464 | 0.073801 |
21 | 0.064632 | 0.5446 | 0.293868 |
22 | 0.013261 | 0.1117 | 0.455673 |
23 | -0.087601 | -0.7381 | 0.23143 |
24 | 0.460257 | 3.8782 | 0.000116 |
25 | -0.285204 | -2.4032 | 0.009434 |
26 | 0.183631 | 1.5473 | 0.063118 |
27 | 0.088137 | 0.7427 | 0.23007 |
28 | -0.105545 | -0.8893 | 0.188411 |
29 | -0.016275 | -0.1371 | 0.445656 |
30 | -0.122203 | -1.0297 | 0.153323 |
31 | 0.015503 | 0.1306 | 0.44822 |
32 | -0.167452 | -1.411 | 0.081309 |
33 | 0.029946 | 0.2523 | 0.400756 |
34 | 0.023233 | 0.1958 | 0.422676 |
35 | -0.087871 | -0.7404 | 0.230745 |
36 | 0.328173 | 2.7652 | 0.003622 |
37 | -0.109877 | -0.9258 | 0.178833 |
38 | 0.151568 | 1.2771 | 0.102858 |
39 | 0.038217 | 0.322 | 0.374191 |
40 | -0.090649 | -0.7638 | 0.223753 |
41 | -0.009401 | -0.0792 | 0.468544 |
42 | -0.111804 | -0.9421 | 0.174673 |
43 | 0.003612 | 0.0304 | 0.487903 |
44 | -0.157033 | -1.3232 | 0.09501 |
45 | 0.036612 | 0.3085 | 0.379304 |
46 | -0.03034 | -0.2556 | 0.399481 |
47 | -0.026946 | -0.227 | 0.410519 |
48 | 0.237377 | 2.0002 | 0.024653 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.290062 | -2.4441 | 0.008503 |
2 | 0.029344 | 0.2473 | 0.402711 |
3 | 0.147565 | 1.2434 | 0.108905 |
4 | -0.181853 | -1.5323 | 0.064944 |
5 | -0.200301 | -1.6878 | 0.047922 |
6 | -0.273599 | -2.3054 | 0.012035 |
7 | -0.105516 | -0.8891 | 0.188477 |
8 | -0.347326 | -2.9266 | 0.0023 |
9 | -0.127162 | -1.0715 | 0.14379 |
10 | -0.035491 | -0.2991 | 0.382888 |
11 | -0.339909 | -2.8641 | 0.002747 |
12 | 0.293721 | 2.4749 | 0.007858 |
13 | -0.01353 | -0.114 | 0.454776 |
14 | 0.080067 | 0.6747 | 0.251042 |
15 | 0.00243 | 0.0205 | 0.491862 |
16 | -0.061186 | -0.5156 | 0.303881 |
17 | 0.02297 | 0.1935 | 0.423542 |
18 | 0.030889 | 0.2603 | 0.397703 |
19 | -0.018275 | -0.154 | 0.439028 |
20 | 0.054137 | 0.4562 | 0.32483 |
21 | -0.031061 | -0.2617 | 0.397144 |
22 | 0.00015 | 0.0013 | 0.499499 |
23 | 0.001114 | 0.0094 | 0.496268 |
24 | 0.23294 | 1.9628 | 0.026795 |
25 | -0.120435 | -1.0148 | 0.156823 |
26 | -0.117471 | -0.9898 | 0.16281 |
27 | 0.066954 | 0.5642 | 0.287211 |
28 | 0.121156 | 1.0209 | 0.155388 |
29 | -0.059131 | -0.4982 | 0.309926 |
30 | -0.079521 | -0.6701 | 0.252497 |
31 | 0.018848 | 0.1588 | 0.437132 |
32 | 0.015218 | 0.1282 | 0.449165 |
33 | -0.146028 | -1.2305 | 0.111294 |
34 | -0.004892 | -0.0412 | 0.483617 |
35 | 0.000548 | 0.0046 | 0.498165 |
36 | -0.06286 | -0.5297 | 0.298996 |
37 | 0.106022 | 0.8934 | 0.187341 |
38 | 0.087277 | 0.7354 | 0.232255 |
39 | 0.053576 | 0.4514 | 0.326526 |
40 | -0.100736 | -0.8488 | 0.199418 |
41 | -0.07827 | -0.6595 | 0.255848 |
42 | 0.066642 | 0.5615 | 0.2881 |
43 | 0.050447 | 0.4251 | 0.336033 |
44 | -0.082783 | -0.6975 | 0.24387 |
45 | 0.024011 | 0.2023 | 0.420121 |
46 | -0.085182 | -0.7178 | 0.237631 |
47 | -0.011826 | -0.0996 | 0.460453 |
48 | -0.014683 | -0.1237 | 0.450943 |