Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.504455 | -7.1162 | 0 |
2 | -0.085947 | -1.2124 | 0.113393 |
3 | 0.355379 | 5.0132 | 1e-06 |
4 | -0.307128 | -4.3326 | 1.2e-05 |
5 | 0.120789 | 1.7039 | 0.044976 |
6 | 0.160998 | 2.2712 | 0.012104 |
7 | -0.236584 | -3.3374 | 0.000505 |
8 | 0.084782 | 1.196 | 0.116559 |
9 | 0.046733 | 0.6592 | 0.255249 |
10 | -0.094406 | -1.3318 | 0.092232 |
11 | 0.168984 | 2.3838 | 0.009037 |
12 | -0.205385 | -2.8973 | 0.002093 |
13 | -0.004991 | -0.0704 | 0.471968 |
14 | 0.080666 | 1.1379 | 0.128257 |
15 | -0.032775 | -0.4624 | 0.322167 |
16 | -0.073659 | -1.0391 | 0.150013 |
17 | 0.058547 | 0.8259 | 0.204922 |
18 | 0.040285 | 0.5683 | 0.285239 |
19 | -0.169843 | -2.3959 | 0.008752 |
20 | 0.119396 | 1.6843 | 0.046848 |
21 | 0.044498 | 0.6277 | 0.265452 |
22 | -0.262951 | -3.7094 | 0.000135 |
23 | 0.326485 | 4.6056 | 4e-06 |
24 | -0.148524 | -2.0952 | 0.01871 |
25 | -0.159267 | -2.2467 | 0.012877 |
26 | 0.293484 | 4.1401 | 2.6e-05 |
27 | -0.192694 | -2.7183 | 0.003571 |
28 | 0.008441 | 0.1191 | 0.45267 |
29 | 0.139395 | 1.9664 | 0.025321 |
30 | -0.167623 | -2.3646 | 0.009506 |
31 | 0.057479 | 0.8108 | 0.209211 |
32 | 0.121941 | 1.7202 | 0.043476 |
33 | -0.163102 | -2.3008 | 0.011219 |
34 | 0.102962 | 1.4525 | 0.073975 |
35 | 0.00295 | 0.0416 | 0.483422 |
36 | -0.162993 | -2.2993 | 0.011263 |
37 | 0.225782 | 3.1851 | 0.00084 |
38 | -0.099845 | -1.4085 | 0.080274 |
39 | -0.062461 | -0.8811 | 0.189657 |
40 | 0.111831 | 1.5776 | 0.058126 |
41 | 0.019197 | 0.2708 | 0.39341 |
42 | -0.121433 | -1.713 | 0.044133 |
43 | 0.090025 | 1.27 | 0.102792 |
44 | 0.10768 | 1.519 | 0.065174 |
45 | -0.256403 | -3.617 | 0.000189 |
46 | 0.252224 | 3.5581 | 0.000234 |
47 | -0.010761 | -0.1518 | 0.439747 |
48 | -0.21118 | -2.9791 | 0.001626 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.504455 | -7.1162 | 0 |
2 | -0.45662 | -6.4414 | 0 |
3 | 0.104869 | 1.4794 | 0.070313 |
4 | -0.073224 | -1.033 | 0.15144 |
5 | 0.042544 | 0.6002 | 0.274543 |
6 | 0.188022 | 2.6524 | 0.004319 |
7 | 0.067587 | 0.9534 | 0.170765 |
8 | -0.049025 | -0.6916 | 0.245005 |
9 | -0.072585 | -1.0239 | 0.153556 |
10 | -0.035865 | -0.5059 | 0.306728 |
11 | 0.150731 | 2.1263 | 0.017354 |
12 | -0.12235 | -1.726 | 0.042953 |
13 | -0.184076 | -2.5967 | 0.005057 |
14 | -0.209477 | -2.955 | 0.001752 |
15 | 0.010008 | 0.1412 | 0.443934 |
16 | -0.13131 | -1.8524 | 0.032728 |
17 | -0.081979 | -1.1565 | 0.12444 |
18 | 0.167385 | 2.3613 | 0.00959 |
19 | -0.027634 | -0.3898 | 0.348539 |
20 | -0.116047 | -1.637 | 0.051601 |
21 | 0.00493 | 0.0695 | 0.472315 |
22 | -0.205149 | -2.894 | 0.002114 |
23 | 0.164228 | 2.3167 | 0.010768 |
24 | -0.017491 | -0.2467 | 0.402684 |
25 | -0.151989 | -2.1441 | 0.01662 |
26 | -0.083178 | -1.1734 | 0.121025 |
27 | -0.035749 | -0.5043 | 0.307306 |
28 | -0.032921 | -0.4644 | 0.321432 |
29 | -0.072162 | -1.018 | 0.154965 |
30 | 0.064367 | 0.908 | 0.182487 |
31 | -8.8e-05 | -0.0012 | 0.499506 |
32 | -0.007053 | -0.0995 | 0.46042 |
33 | -0.008236 | -0.1162 | 0.453812 |
34 | -0.0881 | -1.2428 | 0.107702 |
35 | 0.060667 | 0.8558 | 0.196566 |
36 | -0.194256 | -2.7403 | 0.003348 |
37 | -0.058363 | -0.8233 | 0.205657 |
38 | -0.083191 | -1.1736 | 0.120987 |
39 | -0.022872 | -0.3227 | 0.373649 |
40 | -0.031655 | -0.4465 | 0.327845 |
41 | 0.1062 | 1.4981 | 0.067842 |
42 | 0.080224 | 1.1317 | 0.129562 |
43 | -0.046002 | -0.6489 | 0.258562 |
44 | 0.158001 | 2.2289 | 0.01347 |
45 | -0.01435 | -0.2024 | 0.419892 |
46 | 0.06378 | 0.8997 | 0.184677 |
47 | 0.15654 | 2.2083 | 0.014184 |
48 | -0.105069 | -1.4822 | 0.069937 |