Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.325931 | -2.9334 | 0.00218 |
2 | -0.322459 | -2.9021 | 0.002386 |
3 | 0.128725 | 1.1585 | 0.125026 |
4 | 0.015354 | 0.1382 | 0.44522 |
5 | -0.066376 | -0.5974 | 0.27596 |
6 | 0.181278 | 1.6315 | 0.053334 |
7 | -0.180921 | -1.6283 | 0.053674 |
8 | 0.194299 | 1.7487 | 0.042066 |
9 | -0.000241 | -0.0022 | 0.499139 |
10 | -0.303936 | -2.7354 | 0.003826 |
11 | -0.134543 | -1.2109 | 0.114731 |
12 | 0.660237 | 5.9421 | 0 |
13 | -0.198838 | -1.7895 | 0.038633 |
14 | -0.214029 | -1.9263 | 0.02879 |
15 | 0.029159 | 0.2624 | 0.396828 |
16 | 0.029154 | 0.2624 | 0.396847 |
17 | -0.048733 | -0.4386 | 0.331061 |
18 | 0.147493 | 1.3274 | 0.094046 |
19 | -0.130157 | -1.1714 | 0.122433 |
20 | 0.162988 | 1.4669 | 0.073139 |
21 | -0.051135 | -0.4602 | 0.323298 |
22 | -0.238345 | -2.1451 | 0.01747 |
23 | -0.011273 | -0.1015 | 0.45972 |
24 | 0.388061 | 3.4925 | 0.000389 |
25 | -0.097239 | -0.8751 | 0.19204 |
26 | -0.118273 | -1.0645 | 0.145143 |
27 | -0.054388 | -0.4895 | 0.312908 |
28 | 0.078414 | 0.7057 | 0.241191 |
29 | -0.066775 | -0.601 | 0.274769 |
30 | 0.079052 | 0.7115 | 0.239418 |
31 | -0.020531 | -0.1848 | 0.426931 |
32 | 0.096789 | 0.8711 | 0.193138 |
33 | -0.083989 | -0.7559 | 0.22595 |
34 | -0.131639 | -1.1848 | 0.119789 |
35 | -0.046069 | -0.4146 | 0.339758 |
36 | 0.31713 | 2.8542 | 0.002738 |
37 | -0.054926 | -0.4943 | 0.311204 |
38 | -0.120768 | -1.0869 | 0.14015 |
39 | -0.044749 | -0.4027 | 0.344101 |
40 | 0.10289 | 0.926 | 0.178596 |
41 | -0.077537 | -0.6978 | 0.243639 |
42 | 0.025522 | 0.2297 | 0.409453 |
43 | 0.00425 | 0.0382 | 0.484792 |
44 | 0.103442 | 0.931 | 0.177316 |
45 | -0.072045 | -0.6484 | 0.25928 |
46 | -0.094657 | -0.8519 | 0.198386 |
47 | -0.085402 | -0.7686 | 0.222176 |
48 | 0.287658 | 2.5889 | 0.005705 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.325931 | -2.9334 | 0.00218 |
2 | -0.479643 | -4.3168 | 2.2e-05 |
3 | -0.266096 | -2.3949 | 0.009467 |
4 | -0.295441 | -2.659 | 0.004722 |
5 | -0.33348 | -3.0013 | 0.001786 |
6 | -0.083523 | -0.7517 | 0.227204 |
7 | -0.319887 | -2.879 | 0.002551 |
8 | 0.148429 | 1.3359 | 0.092668 |
9 | 0.193069 | 1.7376 | 0.043039 |
10 | -0.029295 | -0.2637 | 0.396357 |
11 | -0.566402 | -5.0976 | 1e-06 |
12 | 0.156155 | 1.4054 | 0.081863 |
13 | 0.133321 | 1.1999 | 0.11684 |
14 | 0.221183 | 1.9906 | 0.024946 |
15 | 0.051752 | 0.4658 | 0.321317 |
16 | 0.086106 | 0.775 | 0.220311 |
17 | -0.037282 | -0.3355 | 0.369042 |
18 | -0.011953 | -0.1076 | 0.457298 |
19 | 0.081903 | 0.7371 | 0.231588 |
20 | -0.023804 | -0.2142 | 0.41545 |
21 | -0.093648 | -0.8428 | 0.200903 |
22 | -0.138787 | -1.2491 | 0.107616 |
23 | 0.060845 | 0.5476 | 0.292736 |
24 | -0.103866 | -0.9348 | 0.176336 |
25 | -0.0028 | -0.0252 | 0.489978 |
26 | -0.037986 | -0.3419 | 0.366666 |
27 | -0.017352 | -0.1562 | 0.438144 |
28 | 0.113829 | 1.0245 | 0.154333 |
29 | 0.070758 | 0.6368 | 0.263019 |
30 | 0.036678 | 0.3301 | 0.371088 |
31 | -0.045097 | -0.4059 | 0.342954 |
32 | 0.016774 | 0.151 | 0.44019 |
33 | -0.031774 | -0.286 | 0.387816 |
34 | 0.047474 | 0.4273 | 0.335159 |
35 | -0.158118 | -1.4231 | 0.079279 |
36 | 0.009741 | 0.0877 | 0.465178 |
37 | -0.026154 | -0.2354 | 0.407251 |
38 | 0.023098 | 0.2079 | 0.41792 |
39 | -0.053537 | -0.4818 | 0.315611 |
40 | 0.024379 | 0.2194 | 0.41344 |
41 | 0.094795 | 0.8532 | 0.198045 |
42 | -0.003793 | -0.0341 | 0.486425 |
43 | -0.034885 | -0.314 | 0.377178 |
44 | -0.100424 | -0.9038 | 0.184388 |
45 | 0.040358 | 0.3632 | 0.358692 |
46 | 0.028076 | 0.2527 | 0.400577 |
47 | 0.038854 | 0.3497 | 0.363741 |
48 | 0.005013 | 0.0451 | 0.482062 |