Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.463381 | -3.9045 | 0.000106 |
2 | 0.062847 | 0.5296 | 0.299036 |
3 | 0.059889 | 0.5046 | 0.307689 |
4 | -0.146237 | -1.2322 | 0.110967 |
5 | -0.012261 | -0.1033 | 0.459002 |
6 | 0.154153 | 1.2989 | 0.099088 |
7 | -0.072673 | -0.6124 | 0.27113 |
8 | -0.080776 | -0.6806 | 0.249161 |
9 | 0.109886 | 0.9259 | 0.178813 |
10 | -0.033927 | -0.2859 | 0.387904 |
11 | -0.36951 | -3.1136 | 0.001332 |
12 | 0.69213 | 5.832 | 0 |
13 | -0.437462 | -3.6861 | 0.000221 |
14 | 0.149689 | 1.2613 | 0.105664 |
15 | 0.015627 | 0.1317 | 0.447808 |
16 | -0.172399 | -1.4527 | 0.075362 |
17 | 0.04153 | 0.3499 | 0.363709 |
18 | 0.096793 | 0.8156 | 0.20873 |
19 | -0.045414 | -0.3827 | 0.351554 |
20 | -0.047911 | -0.4037 | 0.343822 |
21 | 0.060588 | 0.5105 | 0.305633 |
22 | -0.053255 | -0.4487 | 0.327493 |
23 | -0.198003 | -1.6684 | 0.04982 |
24 | 0.509841 | 4.296 | 2.7e-05 |
25 | -0.353296 | -2.9769 | 0.00199 |
26 | 0.121006 | 1.0196 | 0.155687 |
27 | -0.002432 | -0.0205 | 0.491855 |
28 | -0.118657 | -0.9998 | 0.160395 |
29 | 0.042016 | 0.354 | 0.362183 |
30 | 0.033303 | 0.2806 | 0.389909 |
31 | -0.042603 | -0.359 | 0.360337 |
32 | 0.02392 | 0.2016 | 0.420421 |
33 | 0.0129 | 0.1087 | 0.456873 |
34 | -0.049811 | -0.4197 | 0.337979 |
35 | -0.146423 | -1.2338 | 0.110676 |
36 | 0.348099 | 2.9331 | 0.002257 |
37 | -0.237594 | -2.002 | 0.024553 |
38 | 0.125174 | 1.0547 | 0.147561 |
39 | -0.050708 | -0.4273 | 0.335236 |
40 | -0.075558 | -0.6367 | 0.263195 |
41 | 0.048419 | 0.408 | 0.342255 |
42 | 0.007135 | 0.0601 | 0.476114 |
43 | -0.01924 | -0.1621 | 0.435837 |
44 | 0.001849 | 0.0156 | 0.493807 |
45 | 0.027084 | 0.2282 | 0.410069 |
46 | -0.025453 | -0.2145 | 0.415398 |
47 | -0.073319 | -0.6178 | 0.269343 |
48 | 0.128191 | 1.0802 | 0.141864 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.463381 | -3.9045 | 0.000106 |
2 | -0.193403 | -1.6296 | 0.053803 |
3 | 0.006647 | 0.056 | 0.477747 |
4 | -0.129905 | -1.0946 | 0.138695 |
5 | -0.183129 | -1.5431 | 0.063629 |
6 | 0.06949 | 0.5855 | 0.280024 |
7 | 0.071719 | 0.6043 | 0.273782 |
8 | -0.124567 | -1.0496 | 0.148726 |
9 | -0.028068 | -0.2365 | 0.406862 |
10 | 0.069724 | 0.5875 | 0.279363 |
11 | -0.47824 | -4.0297 | 6.9e-05 |
12 | 0.458892 | 3.8667 | 0.000121 |
13 | 0.005725 | 0.0482 | 0.480832 |
14 | -0.003306 | -0.0279 | 0.488928 |
15 | -0.063367 | -0.5339 | 0.297526 |
16 | -0.073205 | -0.6168 | 0.269659 |
17 | -0.008375 | -0.0706 | 0.471971 |
18 | -0.084994 | -0.7162 | 0.238118 |
19 | 0.052384 | 0.4414 | 0.330135 |
20 | -0.013231 | -0.1115 | 0.455774 |
21 | -0.157098 | -1.3237 | 0.094919 |
22 | -0.067235 | -0.5665 | 0.286409 |
23 | 0.102359 | 0.8625 | 0.19566 |
24 | 0.107718 | 0.9076 | 0.183567 |
25 | 0.078508 | 0.6615 | 0.255211 |
26 | -0.135329 | -1.1403 | 0.128995 |
27 | -0.039924 | -0.3364 | 0.368778 |
28 | 0.065754 | 0.5541 | 0.290641 |
29 | -0.044713 | -0.3768 | 0.353737 |
30 | -0.063967 | -0.539 | 0.295788 |
31 | -0.106383 | -0.8964 | 0.186534 |
32 | 0.049742 | 0.4191 | 0.338192 |
33 | -0.057116 | -0.4813 | 0.315903 |
34 | -0.014571 | -0.1228 | 0.451314 |
35 | -0.001235 | -0.0104 | 0.495864 |
36 | -0.063815 | -0.5377 | 0.296229 |
37 | -0.02501 | -0.2107 | 0.416849 |
38 | 0.047991 | 0.4044 | 0.343574 |
39 | -0.019722 | -0.1662 | 0.434244 |
40 | -0.022868 | -0.1927 | 0.423877 |
41 | -0.041747 | -0.3518 | 0.363029 |
42 | -0.046172 | -0.3891 | 0.349201 |
43 | 0.020453 | 0.1723 | 0.431831 |
44 | -0.106371 | -0.8963 | 0.186561 |
45 | 0.065382 | 0.5509 | 0.291709 |
46 | -0.026758 | -0.2255 | 0.411134 |
47 | 0.029405 | 0.2478 | 0.402514 |
48 | -0.239751 | -2.0202 | 0.023569 |