Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.513415 | -5.2358 | 0 |
2 | -0.004803 | -0.049 | 0.480515 |
3 | 0.196058 | 1.9994 | 0.024086 |
4 | -0.112899 | -1.1513 | 0.126115 |
5 | -0.078063 | -0.7961 | 0.213898 |
6 | 0.060456 | 0.6165 | 0.269446 |
7 | -0.131711 | -1.3432 | 0.091066 |
8 | 0.010836 | 0.1105 | 0.45611 |
9 | 0.143609 | 1.4645 | 0.073033 |
10 | -0.133585 | -1.3623 | 0.088023 |
11 | -0.02247 | -0.2291 | 0.409601 |
12 | 0.259703 | 2.6485 | 0.004673 |
13 | -0.153537 | -1.5658 | 0.060219 |
14 | -0.028441 | -0.29 | 0.386179 |
15 | 0.195566 | 1.9944 | 0.024363 |
16 | -0.230116 | -2.3467 | 0.010417 |
17 | 0.124952 | 1.2743 | 0.102704 |
18 | -0.091054 | -0.9286 | 0.17763 |
19 | -0.003636 | -0.0371 | 0.485245 |
20 | -0.093323 | -0.9517 | 0.171725 |
21 | 0.192482 | 1.9629 | 0.026162 |
22 | -0.19963 | -2.0358 | 0.022155 |
23 | 0.113937 | 1.1619 | 0.123962 |
24 | 0.062685 | 0.6393 | 0.262027 |
25 | -0.004226 | -0.0431 | 0.482855 |
26 | -0.02707 | -0.2761 | 0.391526 |
27 | 0.047062 | 0.4799 | 0.31614 |
28 | -0.061258 | -0.6247 | 0.266766 |
29 | 0.007605 | 0.0776 | 0.469165 |
30 | 0.00855 | 0.0872 | 0.465341 |
31 | -0.203015 | -2.0704 | 0.020448 |
32 | 0.192231 | 1.9604 | 0.026313 |
33 | -0.047835 | -0.4878 | 0.313351 |
34 | -0.004673 | -0.0477 | 0.481041 |
35 | -0.031737 | -0.3237 | 0.373424 |
36 | 0.160881 | 1.6407 | 0.051944 |
37 | -0.062353 | -0.6359 | 0.263125 |
38 | -0.024739 | -0.2523 | 0.400659 |
39 | -0.004749 | -0.0484 | 0.480734 |
40 | 0.043793 | 0.4466 | 0.328044 |
41 | -0.092233 | -0.9406 | 0.174547 |
42 | -0.002067 | -0.0211 | 0.49161 |
43 | 0.009714 | 0.0991 | 0.46064 |
44 | 0.042415 | 0.4326 | 0.333118 |
45 | -0.121466 | -1.2387 | 0.10912 |
46 | 0.132866 | 1.355 | 0.089182 |
47 | -0.05395 | -0.5502 | 0.291687 |
48 | 0.02255 | 0.23 | 0.409287 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.513415 | -5.2358 | 0 |
2 | -0.36447 | -3.7169 | 0.000163 |
3 | 0.008721 | 0.0889 | 0.46465 |
4 | 0.041628 | 0.4245 | 0.336032 |
5 | -0.106595 | -1.0871 | 0.139762 |
6 | -0.138201 | -1.4094 | 0.080853 |
7 | -0.278121 | -2.8363 | 0.002743 |
8 | -0.280233 | -2.8578 | 0.002577 |
9 | -0.013304 | -0.1357 | 0.446169 |
10 | -0.006221 | -0.0634 | 0.474768 |
11 | -0.174928 | -1.7839 | 0.038677 |
12 | 0.066111 | 0.6742 | 0.250838 |
13 | 0.089099 | 0.9086 | 0.182822 |
14 | -0.004316 | -0.044 | 0.48249 |
15 | 0.156813 | 1.5992 | 0.056407 |
16 | -0.013055 | -0.1331 | 0.447171 |
17 | 0.098239 | 1.0018 | 0.159372 |
18 | -0.055791 | -0.569 | 0.285304 |
19 | 0.039642 | 0.4043 | 0.343423 |
20 | -0.166433 | -1.6973 | 0.046316 |
21 | 0.019238 | 0.1962 | 0.422422 |
22 | -0.095635 | -0.9753 | 0.165841 |
23 | -0.025535 | -0.2604 | 0.39753 |
24 | -0.068111 | -0.6946 | 0.244429 |
25 | 0.095986 | 0.9789 | 0.164958 |
26 | 0.040502 | 0.413 | 0.340214 |
27 | -0.021645 | -0.2207 | 0.412863 |
28 | -0.017121 | -0.1746 | 0.430865 |
29 | -0.025991 | -0.2651 | 0.395746 |
30 | 0.041976 | 0.4281 | 0.334742 |
31 | -0.220356 | -2.2472 | 0.01337 |
32 | -0.047219 | -0.4815 | 0.315571 |
33 | -0.064474 | -0.6575 | 0.256153 |
34 | 0.074382 | 0.7586 | 0.224917 |
35 | -0.083489 | -0.8514 | 0.198245 |
36 | -0.011229 | -0.1145 | 0.454528 |
37 | 0.05499 | 0.5608 | 0.288073 |
38 | -0.076629 | -0.7815 | 0.218153 |
39 | -0.070336 | -0.7173 | 0.237402 |
40 | -0.034332 | -0.3501 | 0.36348 |
41 | -0.017934 | -0.1829 | 0.42762 |
42 | -0.174301 | -1.7775 | 0.039203 |
43 | 0.083964 | 0.8563 | 0.196908 |
44 | 0.086009 | 0.8771 | 0.19122 |
45 | -0.137297 | -1.4002 | 0.08222 |
46 | -0.046673 | -0.476 | 0.317546 |
47 | -0.070627 | -0.7203 | 0.23649 |
48 | -0.037854 | -0.386 | 0.35013 |