Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.385501 | -3.2483 | 0.000887 |
2 | -0.128549 | -1.0832 | 0.141197 |
3 | 0.178554 | 1.5045 | 0.068441 |
4 | -0.047945 | -0.404 | 0.343715 |
5 | -0.2353 | -1.9827 | 0.025637 |
6 | 0.39509 | 3.3291 | 0.000692 |
7 | -0.265467 | -2.2369 | 0.014218 |
8 | 0.005176 | 0.0436 | 0.482668 |
9 | 0.198365 | 1.6715 | 0.049517 |
10 | -0.181834 | -1.5322 | 0.064963 |
11 | -0.342567 | -2.8865 | 0.002579 |
12 | 0.657975 | 5.5442 | 0 |
13 | -0.27699 | -2.334 | 0.011216 |
14 | -0.031279 | -0.2636 | 0.396441 |
15 | 0.091979 | 0.775 | 0.220447 |
16 | -0.04108 | -0.3461 | 0.365129 |
17 | -0.180366 | -1.5198 | 0.066502 |
18 | 0.316443 | 2.6664 | 0.004744 |
19 | -0.183028 | -1.5422 | 0.063732 |
20 | -0.010025 | -0.0845 | 0.466461 |
21 | 0.158381 | 1.3345 | 0.093146 |
22 | -0.140298 | -1.1822 | 0.120541 |
23 | -0.260178 | -2.1923 | 0.015819 |
24 | 0.504961 | 4.2549 | 3.1e-05 |
25 | -0.219835 | -1.8524 | 0.034066 |
26 | -0.02213 | -0.1865 | 0.426305 |
27 | 0.081493 | 0.6867 | 0.247262 |
28 | -0.037807 | -0.3186 | 0.375495 |
29 | -0.145685 | -1.2276 | 0.111832 |
30 | 0.245279 | 2.0668 | 0.021203 |
31 | -0.157299 | -1.3254 | 0.09464 |
32 | 0.018232 | 0.1536 | 0.439172 |
33 | 0.126112 | 1.0626 | 0.145773 |
34 | -0.133364 | -1.1237 | 0.132452 |
35 | -0.204464 | -1.7228 | 0.044635 |
36 | 0.381534 | 3.2149 | 0.000982 |
37 | -0.170643 | -1.4379 | 0.077433 |
38 | 0.001886 | 0.0159 | 0.493683 |
39 | 0.059315 | 0.4998 | 0.309383 |
40 | -0.0505 | -0.4255 | 0.335872 |
41 | -0.095532 | -0.805 | 0.211762 |
42 | 0.181653 | 1.5306 | 0.065151 |
43 | -0.131705 | -1.1098 | 0.135423 |
44 | 0.036012 | 0.3034 | 0.381219 |
45 | 0.125625 | 1.0585 | 0.1467 |
46 | -0.136037 | -1.1463 | 0.127767 |
47 | -0.141186 | -1.1897 | 0.119072 |
48 | 0.22575 | 1.9022 | 0.030601 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.385501 | -3.2483 | 0.000887 |
2 | -0.325539 | -2.743 | 0.00385 |
3 | -0.016593 | -0.1398 | 0.444602 |
4 | -0.006669 | -0.0562 | 0.477674 |
5 | -0.269638 | -2.272 | 0.013059 |
6 | 0.217988 | 1.8368 | 0.035213 |
7 | -0.125448 | -1.057 | 0.147037 |
8 | 0.002053 | 0.0173 | 0.493122 |
9 | 0.117862 | 0.9931 | 0.162012 |
10 | -0.106218 | -0.895 | 0.186902 |
11 | -0.445568 | -3.7544 | 0.000176 |
12 | 0.347714 | 2.9299 | 0.002278 |
13 | 0.081615 | 0.6877 | 0.246942 |
14 | 0.104403 | 0.8797 | 0.19099 |
15 | -0.113696 | -0.958 | 0.170652 |
16 | -0.001501 | -0.0126 | 0.494973 |
17 | 0.006668 | 0.0562 | 0.477676 |
18 | -0.040213 | -0.3388 | 0.367865 |
19 | 0.129221 | 1.0888 | 0.139955 |
20 | -0.031064 | -0.2617 | 0.397137 |
21 | -0.07065 | -0.5953 | 0.276765 |
22 | -0.087365 | -0.7362 | 0.232031 |
23 | -0.009474 | -0.0798 | 0.468298 |
24 | 0.195565 | 1.6479 | 0.0519 |
25 | 0.034348 | 0.2894 | 0.38655 |
26 | -0.049714 | -0.4189 | 0.338276 |
27 | -0.036585 | -0.3083 | 0.379391 |
28 | -0.007417 | -0.0625 | 0.475172 |
29 | 0.080312 | 0.6767 | 0.250391 |
30 | 0.001828 | 0.0154 | 0.493876 |
31 | -0.03484 | -0.2936 | 0.384972 |
32 | -0.023898 | -0.2014 | 0.420494 |
33 | -0.059342 | -0.5 | 0.309301 |
34 | 0.016333 | 0.1376 | 0.445462 |
35 | 0.013787 | 0.1162 | 0.453921 |
36 | 0.020411 | 0.172 | 0.43197 |
37 | -0.031471 | -0.2652 | 0.395819 |
38 | -0.040736 | -0.3432 | 0.366214 |
39 | 0.034703 | 0.2924 | 0.385413 |
40 | -0.008806 | -0.0742 | 0.470531 |
41 | 0.019122 | 0.1611 | 0.436226 |
42 | -0.039168 | -0.33 | 0.371172 |
43 | -0.035408 | -0.2984 | 0.383153 |
44 | 0.008732 | 0.0736 | 0.470775 |
45 | 0.056119 | 0.4729 | 0.31888 |
46 | -0.005451 | -0.0459 | 0.481746 |
47 | -0.001223 | -0.0103 | 0.495902 |
48 | -0.157557 | -1.3276 | 0.094281 |