Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.31638 | -4.4631 | 7e-06 |
2 | -0.048086 | -0.6783 | 0.249172 |
3 | -0.070325 | -0.9921 | 0.161188 |
4 | -0.016415 | -0.2316 | 0.408557 |
5 | 0.12484 | 1.7611 | 0.03988 |
6 | -0.086181 | -1.2157 | 0.112764 |
7 | -0.001862 | -0.0263 | 0.489536 |
8 | -0.037016 | -0.5222 | 0.301067 |
9 | 0.0809 | 1.1412 | 0.127572 |
10 | -0.027552 | -0.3887 | 0.348971 |
11 | 0.153977 | 2.1721 | 0.015515 |
12 | -0.382006 | -5.3889 | 0 |
13 | 0.087482 | 1.2341 | 0.109314 |
14 | 0.055603 | 0.7844 | 0.216874 |
15 | 0.042173 | 0.5949 | 0.276287 |
16 | -0.083114 | -1.1725 | 0.121205 |
17 | -0.059099 | -0.8337 | 0.202726 |
18 | 0.101002 | 1.4248 | 0.07789 |
19 | -0.070525 | -0.9949 | 0.160501 |
20 | 0.015773 | 0.2225 | 0.412072 |
21 | -0.045597 | -0.6432 | 0.260408 |
22 | 0.102402 | 1.4446 | 0.075077 |
23 | 0.039936 | 0.5634 | 0.286909 |
24 | -0.135618 | -1.9131 | 0.028584 |
25 | 0.011807 | 0.1666 | 0.433943 |
26 | -0.030198 | -0.426 | 0.335284 |
27 | 0.029112 | 0.4107 | 0.340874 |
28 | 0.108797 | 1.5348 | 0.063214 |
29 | 0.001313 | 0.0185 | 0.492621 |
30 | -0.016555 | -0.2335 | 0.407794 |
31 | -0.034803 | -0.491 | 0.311999 |
32 | 0.062959 | 0.8881 | 0.187769 |
33 | -0.021211 | -0.2992 | 0.382543 |
34 | -0.052696 | -0.7434 | 0.229067 |
35 | 0.012388 | 0.1748 | 0.430726 |
36 | 0.058886 | 0.8307 | 0.203573 |
37 | 0.063141 | 0.8907 | 0.187078 |
38 | 3.1e-05 | 4e-04 | 0.499824 |
39 | -0.196094 | -2.7663 | 0.003102 |
40 | 0.044305 | 0.625 | 0.266343 |
41 | -0.006157 | -0.0869 | 0.465438 |
42 | -0.083522 | -1.1782 | 0.120057 |
43 | 0.151624 | 2.1389 | 0.01683 |
44 | -0.067699 | -0.955 | 0.170365 |
45 | 0.115887 | 1.6348 | 0.051838 |
46 | -0.053247 | -0.7511 | 0.226727 |
47 | -0.011975 | -0.1689 | 0.43301 |
48 | -0.033204 | -0.4684 | 0.320007 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.31638 | -4.4631 | 7e-06 |
2 | -0.164665 | -2.3229 | 0.010598 |
3 | -0.160068 | -2.258 | 0.012514 |
4 | -0.123763 | -1.7459 | 0.041187 |
5 | 0.0609 | 0.8591 | 0.19566 |
6 | -0.045837 | -0.6466 | 0.259314 |
7 | -0.03574 | -0.5042 | 0.30735 |
8 | -0.055855 | -0.7879 | 0.215837 |
9 | 0.045449 | 0.6411 | 0.261086 |
10 | -0.012111 | -0.1708 | 0.432262 |
11 | 0.192715 | 2.7186 | 0.003568 |
12 | -0.310616 | -4.3818 | 1e-05 |
13 | -0.130331 | -1.8385 | 0.033737 |
14 | -0.0549 | -0.7745 | 0.219787 |
15 | 0.003765 | 0.0531 | 0.478848 |
16 | -0.161002 | -2.2712 | 0.012102 |
17 | -0.051743 | -0.7299 | 0.233146 |
18 | -0.009455 | -0.1334 | 0.447013 |
19 | -0.09647 | -1.3609 | 0.087545 |
20 | -0.111273 | -1.5697 | 0.059037 |
21 | -0.03557 | -0.5018 | 0.308191 |
22 | 0.045836 | 0.6466 | 0.259319 |
23 | 0.184043 | 2.5962 | 0.005064 |
24 | -0.242334 | -3.4185 | 0.000382 |
25 | -0.142234 | -2.0065 | 0.023081 |
26 | -0.111847 | -1.5778 | 0.058101 |
27 | -0.029442 | -0.4153 | 0.339174 |
28 | -0.012645 | -0.1784 | 0.429301 |
29 | 0.055982 | 0.7897 | 0.215314 |
30 | 0.065214 | 0.92 | 0.179354 |
31 | -0.059626 | -0.8411 | 0.200643 |
32 | -0.031849 | -0.4493 | 0.326858 |
33 | -0.058316 | -0.8227 | 0.205844 |
34 | -0.011338 | -0.1599 | 0.436545 |
35 | 0.152072 | 2.1452 | 0.016573 |
36 | -0.066945 | -0.9444 | 0.173062 |
37 | 0.009658 | 0.1362 | 0.445885 |
38 | 0.047615 | 0.6717 | 0.251281 |
39 | -0.230429 | -3.2506 | 0.000676 |
40 | -0.103812 | -1.4644 | 0.072325 |
41 | -0.037751 | -0.5325 | 0.29747 |
42 | -0.155472 | -2.1932 | 0.014726 |
43 | -0.001161 | -0.0164 | 0.493474 |
44 | 0.024649 | 0.3477 | 0.364209 |
45 | 0.098661 | 1.3918 | 0.082771 |
46 | 0.02745 | 0.3872 | 0.349499 |
47 | 0.14693 | 2.0727 | 0.019744 |
48 | -0.083517 | -1.1782 | 0.120071 |