Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.439557 | -3.7038 | 0.000208 |
2 | -0.049638 | -0.4183 | 0.338511 |
3 | 0.155327 | 1.3088 | 0.09741 |
4 | -0.167 | -1.4072 | 0.08187 |
5 | -0.00258 | -0.0217 | 0.491358 |
6 | 0.193215 | 1.6281 | 0.053971 |
7 | -0.131998 | -1.1122 | 0.134894 |
8 | -0.063278 | -0.5332 | 0.297783 |
9 | 0.188608 | 1.5892 | 0.058225 |
10 | -0.112842 | -0.9508 | 0.172461 |
11 | -0.322257 | -2.7154 | 0.004153 |
12 | 0.605353 | 5.1008 | 1e-06 |
13 | -0.379045 | -3.1939 | 0.001047 |
14 | 0.043744 | 0.3686 | 0.356764 |
15 | 0.116222 | 0.9793 | 0.165378 |
16 | -0.180968 | -1.5249 | 0.065867 |
17 | 0.045591 | 0.3842 | 0.351004 |
18 | 0.133605 | 1.1258 | 0.132026 |
19 | -0.091677 | -0.7725 | 0.221196 |
20 | -0.039407 | -0.3321 | 0.370414 |
21 | 0.117414 | 0.9893 | 0.162926 |
22 | -0.094583 | -0.797 | 0.214063 |
23 | -0.146951 | -1.2382 | 0.109854 |
24 | 0.431112 | 3.6326 | 0.000263 |
25 | -0.319072 | -2.6886 | 0.004468 |
26 | 0.02509 | 0.2114 | 0.416587 |
27 | 0.0559 | 0.471 | 0.319534 |
28 | -0.092143 | -0.7764 | 0.220042 |
29 | 0.034112 | 0.2874 | 0.387309 |
30 | 0.059679 | 0.5029 | 0.308307 |
31 | -0.072689 | -0.6125 | 0.271086 |
32 | 0.033739 | 0.2843 | 0.388509 |
33 | 0.039958 | 0.3367 | 0.36867 |
34 | -0.083467 | -0.7033 | 0.242083 |
35 | -0.133679 | -1.1264 | 0.131894 |
36 | 0.296924 | 2.5019 | 0.007329 |
37 | -0.186138 | -1.5684 | 0.060614 |
38 | 0.060068 | 0.5061 | 0.307164 |
39 | -0.018487 | -0.1558 | 0.438327 |
40 | -0.047447 | -0.3998 | 0.345255 |
41 | 0.05266 | 0.4437 | 0.329296 |
42 | 0.026498 | 0.2233 | 0.411982 |
43 | -0.059275 | -0.4995 | 0.3095 |
44 | 0.01167 | 0.0983 | 0.460971 |
45 | 0.05822 | 0.4906 | 0.312622 |
46 | -0.042934 | -0.3618 | 0.3593 |
47 | -0.067362 | -0.5676 | 0.286048 |
48 | 0.074435 | 0.6272 | 0.26627 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.439557 | -3.7038 | 0.000208 |
2 | -0.301006 | -2.5363 | 0.006702 |
3 | -0.007317 | -0.0617 | 0.475506 |
4 | -0.131121 | -1.1048 | 0.136479 |
5 | -0.148015 | -1.2472 | 0.108212 |
6 | 0.109127 | 0.9195 | 0.180468 |
7 | 0.043558 | 0.367 | 0.357345 |
8 | -0.099184 | -0.8357 | 0.203053 |
9 | 0.085849 | 0.7234 | 0.235911 |
10 | 0.065763 | 0.5541 | 0.290617 |
11 | -0.450471 | -3.7957 | 0.000154 |
12 | 0.32586 | 2.7457 | 0.003822 |
13 | -0.026602 | -0.2241 | 0.411642 |
14 | -0.037095 | -0.3126 | 0.377763 |
15 | -0.071028 | -0.5985 | 0.275707 |
16 | 0.003776 | 0.0318 | 0.487353 |
17 | -0.018618 | -0.1569 | 0.437892 |
18 | -0.06945 | -0.5852 | 0.280135 |
19 | 0.109936 | 0.9263 | 0.178705 |
20 | 0.016654 | 0.1403 | 0.444399 |
21 | -0.096944 | -0.8169 | 0.208369 |
22 | -0.048679 | -0.4102 | 0.341455 |
23 | 0.074933 | 0.6314 | 0.264904 |
24 | 0.119671 | 1.0084 | 0.158352 |
25 | 0.006996 | 0.0589 | 0.47658 |
26 | -0.085258 | -0.7184 | 0.237436 |
27 | -0.110989 | -0.9352 | 0.176426 |
28 | 0.032331 | 0.2724 | 0.393043 |
29 | -0.042763 | -0.3603 | 0.359835 |
30 | -0.065594 | -0.5527 | 0.291102 |
31 | -0.039101 | -0.3295 | 0.371384 |
32 | 0.090072 | 0.759 | 0.225196 |
33 | -0.057946 | -0.4883 | 0.313434 |
34 | -0.039104 | -0.3295 | 0.371376 |
35 | -0.060673 | -0.5112 | 0.305383 |
36 | -0.056935 | -0.4797 | 0.316442 |
37 | -0.030779 | -0.2594 | 0.398057 |
38 | 0.040451 | 0.3408 | 0.367112 |
39 | -0.011938 | -0.1006 | 0.460078 |
40 | -0.050835 | -0.4283 | 0.334849 |
41 | 0.011831 | 0.0997 | 0.460435 |
42 | 0.001706 | 0.0144 | 0.494287 |
43 | -0.030165 | -0.2542 | 0.400047 |
44 | -0.070351 | -0.5928 | 0.277602 |
45 | 0.062941 | 0.5303 | 0.298763 |
46 | -0.021015 | -0.1771 | 0.429976 |
47 | 0.016116 | 0.1358 | 0.446184 |
48 | -0.203537 | -1.715 | 0.045351 |