Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.5 | -4.8477 | 2e-06 |
2 | -0.053571 | -0.5194 | 0.302353 |
3 | -0.017857 | -0.1731 | 0.43146 |
4 | 0.125 | 1.2119 | 0.11429 |
5 | -0.017857 | -0.1731 | 0.43146 |
6 | -0.053571 | -0.5194 | 0.302353 |
7 | -0.035714 | -0.3463 | 0.36496 |
8 | 0.160714 | 1.5582 | 0.061275 |
9 | -0.142857 | -1.3851 | 0.084658 |
10 | -0.053571 | -0.5194 | 0.302353 |
11 | 0.178571 | 1.7313 | 0.043338 |
12 | -0.142857 | -1.3851 | 0.084658 |
13 | 0.089286 | 0.8657 | 0.194441 |
14 | -0.035714 | -0.3463 | 0.36496 |
15 | 0.017857 | 0.1731 | 0.43146 |
16 | 0 | 0 | 0.5 |
17 | -0.053571 | -0.5194 | 0.302353 |
18 | 0.017857 | 0.1731 | 0.43146 |
19 | 0.107143 | 1.0388 | 0.150784 |
20 | -0.178571 | -1.7313 | 0.043338 |
21 | 0.178571 | 1.7313 | 0.043338 |
22 | -0.178571 | -1.7313 | 0.043338 |
23 | 0.160714 | 1.5582 | 0.061275 |
24 | -0.107143 | -1.0388 | 0.150784 |
25 | 0.035714 | 0.3463 | 0.36496 |
26 | 0.071429 | 0.6925 | 0.245157 |
27 | -0.125 | -1.2119 | 0.11429 |
28 | 0 | 0 | 0.5 |
29 | 0.107143 | 1.0388 | 0.150784 |
30 | -0.035714 | -0.3463 | 0.36496 |
31 | 0 | 0 | 0.5 |
32 | -0.053571 | -0.5194 | 0.302353 |
33 | -0.035714 | -0.3463 | 0.36496 |
34 | 0.178571 | 1.7313 | 0.043338 |
35 | -0.160714 | -1.5582 | 0.061275 |
36 | 0.107143 | 1.0388 | 0.150784 |
37 | -0.035714 | -0.3463 | 0.36496 |
38 | -0.071429 | -0.6925 | 0.245157 |
39 | 0.053571 | 0.5194 | 0.302353 |
40 | 0.071429 | 0.6925 | 0.245157 |
41 | -0.125 | -1.2119 | 0.11429 |
42 | 0.053571 | 0.5194 | 0.302353 |
43 | -0.017857 | -0.1731 | 0.43146 |
44 | 0.142857 | 1.3851 | 0.084658 |
45 | -0.214286 | -2.0776 | 0.020238 |
46 | 0.071429 | 0.6925 | 0.245157 |
47 | 0.053571 | 0.5194 | 0.302353 |
48 | 0 | 0 | 0.5 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.5 | -4.8477 | 2e-06 |
2 | -0.404762 | -3.9243 | 8.3e-05 |
3 | -0.411186 | -3.9866 | 6.6e-05 |
4 | -0.255737 | -2.4795 | 0.00747 |
5 | -0.150843 | -1.4625 | 0.073473 |
6 | -0.1292 | -1.2526 | 0.106721 |
7 | -0.19307 | -1.8719 | 0.032166 |
8 | 0.027431 | 0.266 | 0.395428 |
9 | -0.041849 | -0.4057 | 0.342929 |
10 | -0.211289 | -2.0485 | 0.021648 |
11 | -0.021502 | -0.2085 | 0.417657 |
12 | -0.190932 | -1.8512 | 0.033644 |
13 | -0.10199 | -0.9888 | 0.162642 |
14 | -0.025377 | -0.246 | 0.403093 |
15 | 0.017916 | 0.1737 | 0.431236 |
16 | 0.062948 | 0.6103 | 0.271567 |
17 | 0.017135 | 0.1661 | 0.434205 |
18 | -0.032362 | -0.3138 | 0.377199 |
19 | 0.054946 | 0.5327 | 0.297741 |
20 | -0.097877 | -0.949 | 0.172538 |
21 | 0.115567 | 1.1205 | 0.132685 |
22 | -0.106242 | -1.0301 | 0.152813 |
23 | 0.084226 | 0.8166 | 0.20811 |
24 | -0.01961 | -0.1901 | 0.424811 |
25 | -0.020058 | -0.1945 | 0.423113 |
26 | 0.161952 | 1.5702 | 0.059866 |
27 | -0.05858 | -0.568 | 0.285709 |
28 | -0.092463 | -0.8965 | 0.186148 |
29 | -0.075485 | -0.7319 | 0.233039 |
30 | -0.06679 | -0.6475 | 0.259428 |
31 | 0.077975 | 0.756 | 0.225771 |
32 | -0.036506 | -0.3539 | 0.36209 |
33 | -0.107563 | -1.0429 | 0.149844 |
34 | -0.05782 | -0.5606 | 0.288208 |
35 | -0.106786 | -1.0353 | 0.151585 |
36 | 0.093248 | 0.9041 | 0.184135 |
37 | 0.073426 | 0.7119 | 0.239147 |
38 | 0.025132 | 0.2437 | 0.404012 |
39 | -0.009989 | -0.0969 | 0.461526 |
40 | 0.094378 | 0.915 | 0.181258 |
41 | 0.079869 | 0.7744 | 0.220331 |
42 | -0.093108 | -0.9027 | 0.184493 |
43 | 0.015803 | 0.1532 | 0.439279 |
44 | 0.175616 | 1.7027 | 0.045968 |
45 | -0.011042 | -0.1071 | 0.457487 |
46 | 0.162994 | 1.5803 | 0.0587 |
47 | 0.046888 | 0.4546 | 0.325225 |
48 | 0.053906 | 0.5226 | 0.301229 |