Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.295552 | -2.6926 | 0.004287 |
2 | 0.03834 | 0.3493 | 0.363878 |
3 | -0.129657 | -1.1812 | 0.120443 |
4 | -0.250202 | -2.2794 | 0.012604 |
5 | 0.276459 | 2.5187 | 0.00685 |
6 | -0.212508 | -1.936 | 0.028134 |
7 | 0.341756 | 3.1135 | 0.001268 |
8 | -0.292227 | -2.6623 | 0.004659 |
9 | -0.123077 | -1.1213 | 0.1327 |
10 | 0.028797 | 0.2624 | 0.39685 |
11 | -0.193898 | -1.7665 | 0.040495 |
12 | 0.638469 | 5.8167 | 0 |
13 | -0.213908 | -1.9488 | 0.027349 |
14 | 0.033343 | 0.3038 | 0.381031 |
15 | -0.130131 | -1.1856 | 0.119591 |
16 | -0.206115 | -1.8778 | 0.031961 |
17 | 0.228664 | 2.0832 | 0.020154 |
18 | -0.125232 | -1.1409 | 0.128593 |
19 | 0.316205 | 2.8808 | 0.002523 |
20 | -0.239856 | -2.1852 | 0.015847 |
21 | -0.081865 | -0.7458 | 0.228941 |
22 | 0.003139 | 0.0286 | 0.488629 |
23 | -0.11538 | -1.0512 | 0.148118 |
24 | 0.463122 | 4.2192 | 3.1e-05 |
25 | -0.16296 | -1.4846 | 0.070714 |
26 | 0.035383 | 0.3224 | 0.373998 |
27 | -0.115542 | -1.0526 | 0.147781 |
28 | -0.12931 | -1.1781 | 0.121067 |
29 | 0.165364 | 1.5065 | 0.067863 |
30 | -0.099653 | -0.9079 | 0.183283 |
31 | 0.221349 | 2.0166 | 0.023486 |
32 | -0.222293 | -2.0252 | 0.023031 |
33 | -0.052385 | -0.4772 | 0.31722 |
34 | -0.004247 | -0.0387 | 0.484614 |
35 | -0.098413 | -0.8966 | 0.186267 |
36 | 0.409862 | 3.734 | 0.000172 |
37 | -0.128919 | -1.1745 | 0.121776 |
38 | 0.036391 | 0.3315 | 0.370537 |
39 | -0.095069 | -0.8661 | 0.194462 |
40 | -0.033629 | -0.3064 | 0.380044 |
41 | 0.108647 | 0.9898 | 0.16257 |
42 | -0.064966 | -0.5919 | 0.277774 |
43 | 0.162652 | 1.4818 | 0.071087 |
44 | -0.185174 | -1.687 | 0.047678 |
45 | -0.058432 | -0.5323 | 0.297957 |
46 | -0.063324 | -0.5769 | 0.28278 |
47 | 0.028914 | 0.2634 | 0.396442 |
48 | 0.217827 | 1.9845 | 0.025252 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.295552 | -2.6926 | 0.004287 |
2 | -0.053702 | -0.4892 | 0.312978 |
3 | -0.146798 | -1.3374 | 0.092374 |
4 | -0.371939 | -3.3885 | 0.000538 |
5 | 0.085342 | 0.7775 | 0.219536 |
6 | -0.185169 | -1.687 | 0.047682 |
7 | 0.195191 | 1.7783 | 0.03951 |
8 | -0.245612 | -2.2376 | 0.013962 |
9 | -0.244613 | -2.2285 | 0.014275 |
10 | -0.214076 | -1.9503 | 0.027257 |
11 | -0.289143 | -2.6342 | 0.005029 |
12 | 0.372189 | 3.3908 | 0.000535 |
13 | 0.064671 | 0.5892 | 0.278672 |
14 | -0.104625 | -0.9532 | 0.171633 |
15 | -0.07066 | -0.6437 | 0.260758 |
16 | -0.111605 | -1.0168 | 0.156109 |
17 | -0.09383 | -0.8548 | 0.197554 |
18 | -0.014568 | -0.1327 | 0.447366 |
19 | -0.023091 | -0.2104 | 0.416947 |
20 | -0.029555 | -0.2693 | 0.394201 |
21 | 0.009238 | 0.0842 | 0.466565 |
22 | -0.068083 | -0.6203 | 0.26839 |
23 | -0.01962 | -0.1787 | 0.429285 |
24 | 0.041318 | 0.3764 | 0.35378 |
25 | -0.008654 | -0.0788 | 0.468676 |
26 | -0.023419 | -0.2134 | 0.415786 |
27 | 0.036594 | 0.3334 | 0.369842 |
28 | 0.072283 | 0.6585 | 0.256011 |
29 | 0.03984 | 0.363 | 0.358779 |
30 | -0.029153 | -0.2656 | 0.395603 |
31 | -0.099313 | -0.9048 | 0.184098 |
32 | -0.094973 | -0.8652 | 0.194699 |
33 | -0.029626 | -0.2699 | 0.393951 |
34 | -0.022464 | -0.2047 | 0.419169 |
35 | -0.096546 | -0.8796 | 0.190815 |
36 | 0.095566 | 0.8706 | 0.19323 |
37 | 0.044011 | 0.401 | 0.344739 |
38 | -0.004291 | -0.0391 | 0.484455 |
39 | 0.007881 | 0.0718 | 0.471468 |
40 | 0.120427 | 1.0971 | 0.137877 |
41 | 0.029611 | 0.2698 | 0.394003 |
42 | 0.088016 | 0.8019 | 0.212462 |
43 | 0.005508 | 0.0502 | 0.480051 |
44 | 0.082452 | 0.7512 | 0.227337 |
45 | 0.033335 | 0.3037 | 0.38106 |
46 | -0.099232 | -0.904 | 0.184294 |
47 | 0.118367 | 1.0784 | 0.141995 |
48 | -0.061532 | -0.5606 | 0.288296 |