Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.263195 | -2.2177 | 0.014888 |
2 | -0.113552 | -0.9568 | 0.170956 |
3 | 0.064468 | 0.5432 | 0.29434 |
4 | 0.081812 | 0.6894 | 0.246421 |
5 | -0.060253 | -0.5077 | 0.306618 |
6 | -0.280849 | -2.3665 | 0.010345 |
7 | -0.200181 | -1.6868 | 0.04802 |
8 | 0.180072 | 1.5173 | 0.066814 |
9 | -0.029261 | -0.2466 | 0.402981 |
10 | -0.06285 | -0.5296 | 0.299026 |
11 | -0.139253 | -1.1734 | 0.122285 |
12 | 0.564415 | 4.7558 | 5e-06 |
13 | 0.00823 | 0.0693 | 0.472454 |
14 | -0.137613 | -1.1595 | 0.125059 |
15 | 0.092896 | 0.7828 | 0.218187 |
16 | 0.005002 | 0.0421 | 0.483251 |
17 | -0.053878 | -0.454 | 0.325613 |
18 | -0.155733 | -1.3122 | 0.096835 |
19 | -0.177621 | -1.4967 | 0.069457 |
20 | 0.073753 | 0.6215 | 0.268147 |
21 | -0.001357 | -0.0114 | 0.495454 |
22 | -0.050082 | -0.422 | 0.337152 |
23 | -0.074902 | -0.6311 | 0.264988 |
24 | 0.358683 | 3.0223 | 0.001744 |
25 | 0.03907 | 0.3292 | 0.371482 |
26 | -0.078578 | -0.6621 | 0.255022 |
27 | 0.045768 | 0.3856 | 0.350455 |
28 | -0.007654 | -0.0645 | 0.474378 |
29 | 0.016144 | 0.136 | 0.446089 |
30 | -0.157435 | -1.3266 | 0.094451 |
31 | -0.168851 | -1.4228 | 0.079592 |
32 | 0.118006 | 0.9943 | 0.161718 |
33 | -0.009913 | -0.0835 | 0.466833 |
34 | -0.049734 | -0.4191 | 0.338215 |
35 | -0.073361 | -0.6181 | 0.269228 |
36 | 0.262257 | 2.2098 | 0.015172 |
37 | 0.09231 | 0.7778 | 0.219631 |
38 | -0.111176 | -0.9368 | 0.176022 |
39 | 0.037294 | 0.3142 | 0.377127 |
40 | 0.026905 | 0.2267 | 0.410653 |
41 | -0.009588 | -0.0808 | 0.467918 |
42 | -0.058874 | -0.4961 | 0.310685 |
43 | -0.163069 | -1.374 | 0.086876 |
44 | 0.07555 | 0.6366 | 0.263217 |
45 | -0.024143 | -0.2034 | 0.419689 |
46 | 0.026137 | 0.2202 | 0.413162 |
47 | -0.105459 | -0.8886 | 0.188605 |
48 | 0.173816 | 1.4646 | 0.073722 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.263195 | -2.2177 | 0.014888 |
2 | -0.196431 | -1.6552 | 0.051154 |
3 | -0.02569 | -0.2165 | 0.414621 |
4 | 0.081023 | 0.6827 | 0.248504 |
5 | -0.000878 | -0.0074 | 0.497058 |
6 | -0.310334 | -2.6149 | 0.005446 |
7 | -0.490474 | -4.1328 | 4.8e-05 |
8 | -0.23811 | -2.0063 | 0.024314 |
9 | -0.136785 | -1.1526 | 0.126476 |
10 | -0.045632 | -0.3845 | 0.350878 |
11 | -0.371275 | -3.1284 | 0.001275 |
12 | 0.262664 | 2.2132 | 0.015048 |
13 | 0.206253 | 1.7379 | 0.04328 |
14 | 0.068975 | 0.5812 | 0.281475 |
15 | 0.112128 | 0.9448 | 0.173982 |
16 | -0.063719 | -0.5369 | 0.296506 |
17 | -0.166379 | -1.4019 | 0.082645 |
18 | -0.079271 | -0.6679 | 0.253167 |
19 | 0.126253 | 1.0638 | 0.145506 |
20 | 0.04334 | 0.3652 | 0.358027 |
21 | 0.049666 | 0.4185 | 0.338426 |
22 | 0.018654 | 0.1572 | 0.437775 |
23 | -0.123772 | -1.0429 | 0.150262 |
24 | -0.014768 | -0.1244 | 0.45066 |
25 | -0.049303 | -0.4154 | 0.339538 |
26 | -0.027594 | -0.2325 | 0.408406 |
27 | -0.13125 | -1.1059 | 0.136244 |
28 | -0.127384 | -1.0734 | 0.143373 |
29 | 0.047607 | 0.4011 | 0.34476 |
30 | -0.029902 | -0.252 | 0.4009 |
31 | -0.099447 | -0.838 | 0.202433 |
32 | 0.008934 | 0.0753 | 0.470102 |
33 | 0.019818 | 0.167 | 0.433928 |
34 | -0.02563 | -0.216 | 0.414818 |
35 | -0.065517 | -0.5521 | 0.291322 |
36 | -0.012592 | -0.1061 | 0.457901 |
37 | -0.032328 | -0.2724 | 0.393052 |
38 | -0.056312 | -0.4745 | 0.318301 |
39 | 0.031821 | 0.2681 | 0.394688 |
40 | 0.08058 | 0.679 | 0.24968 |
41 | -0.03411 | -0.2874 | 0.387317 |
42 | 0.072391 | 0.61 | 0.271912 |
43 | 0.13285 | 1.1194 | 0.133368 |
44 | -0.00349 | -0.0294 | 0.48831 |
45 | -0.164798 | -1.3886 | 0.084646 |
46 | 0.068444 | 0.5767 | 0.282976 |
47 | -0.045178 | -0.3807 | 0.352291 |
48 | -0.025021 | -0.2108 | 0.416811 |