Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.448141 | -5.1292 | 1e-06 |
2 | 0.088138 | 1.0088 | 0.157469 |
3 | -0.040879 | -0.4679 | 0.320322 |
4 | -0.117172 | -1.3411 | 0.091105 |
5 | 0.16708 | 1.9123 | 0.029009 |
6 | -0.119377 | -1.3663 | 0.087087 |
7 | 0.1464 | 1.6756 | 0.048099 |
8 | -0.034364 | -0.3933 | 0.347363 |
9 | -0.048285 | -0.5527 | 0.290722 |
10 | 0.009183 | 0.1051 | 0.458229 |
11 | -0.009057 | -0.1037 | 0.458797 |
12 | 0.040346 | 0.4618 | 0.322501 |
13 | 0.054039 | 0.6185 | 0.268658 |
14 | -0.085944 | -0.9837 | 0.163545 |
15 | 0.096856 | 1.1086 | 0.134825 |
16 | -0.021139 | -0.242 | 0.404598 |
17 | -0.039604 | -0.4533 | 0.325546 |
18 | 0.011304 | 0.1294 | 0.448626 |
19 | -0.03512 | -0.402 | 0.344182 |
20 | 0.053706 | 0.6147 | 0.269911 |
21 | -0.01406 | -0.1609 | 0.4362 |
22 | 0.024826 | 0.2841 | 0.388373 |
23 | -0.027401 | -0.3136 | 0.377153 |
24 | -0.087266 | -0.9988 | 0.159865 |
25 | 0.011173 | 0.1279 | 0.449222 |
26 | 0.039579 | 0.453 | 0.325648 |
27 | 0.107435 | 1.2296 | 0.110516 |
28 | -0.060443 | -0.6918 | 0.245143 |
29 | -0.02277 | -0.2606 | 0.3974 |
30 | -0.066188 | -0.7576 | 0.22504 |
31 | 0.047097 | 0.539 | 0.295385 |
32 | -0.039416 | -0.4511 | 0.32632 |
33 | 0.08087 | 0.9256 | 0.178178 |
34 | -0.097021 | -1.1105 | 0.134417 |
35 | 0.097048 | 1.1108 | 0.134353 |
36 | -0.119894 | -1.3723 | 0.086165 |
37 | 0.074821 | 0.8564 | 0.196679 |
38 | -0.003216 | -0.0368 | 0.485345 |
39 | -0.016286 | -0.1864 | 0.426209 |
40 | 0.049996 | 0.5722 | 0.284073 |
41 | -0.107464 | -1.23 | 0.110455 |
42 | 0.023467 | 0.2686 | 0.394332 |
43 | -0.018329 | -0.2098 | 0.417081 |
44 | 0.064055 | 0.7331 | 0.232392 |
45 | -0.002759 | -0.0316 | 0.487428 |
46 | -0.014039 | -0.1607 | 0.436296 |
47 | -0.080432 | -0.9206 | 0.179481 |
48 | 0.089015 | 1.0188 | 0.155082 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.448141 | -5.1292 | 1e-06 |
2 | -0.141012 | -1.614 | 0.054471 |
3 | -0.075331 | -0.8622 | 0.195077 |
4 | -0.20087 | -2.2991 | 0.011542 |
5 | 0.02836 | 0.3246 | 0.373001 |
6 | -0.04459 | -0.5104 | 0.305332 |
7 | 0.093911 | 1.0749 | 0.142205 |
8 | 0.088788 | 1.0162 | 0.155697 |
9 | 0.00802 | 0.0918 | 0.463502 |
10 | -0.029932 | -0.3426 | 0.366227 |
11 | 0.016227 | 0.1857 | 0.426472 |
12 | 0.022281 | 0.255 | 0.399555 |
13 | 0.100295 | 1.1479 | 0.126546 |
14 | -0.025085 | -0.2871 | 0.387242 |
15 | 0.071355 | 0.8167 | 0.207792 |
16 | 0.094633 | 1.0831 | 0.14037 |
17 | 0.006946 | 0.0795 | 0.468378 |
18 | -0.037866 | -0.4334 | 0.332718 |
19 | -0.040352 | -0.4619 | 0.322477 |
20 | -0.02075 | -0.2375 | 0.40632 |
21 | 0.004246 | 0.0486 | 0.480656 |
22 | 0.025126 | 0.2876 | 0.387061 |
23 | -0.023056 | -0.2639 | 0.396139 |
24 | -0.124961 | -1.4302 | 0.077514 |
25 | -0.116565 | -1.3341 | 0.092236 |
26 | -0.019904 | -0.2278 | 0.410073 |
27 | 0.129668 | 1.4841 | 0.07009 |
28 | 0.030358 | 0.3475 | 0.364401 |
29 | -0.011046 | -0.1264 | 0.449795 |
30 | -0.073341 | -0.8394 | 0.201381 |
31 | 0.018345 | 0.21 | 0.417011 |
32 | -0.043286 | -0.4954 | 0.310562 |
33 | 0.037142 | 0.4251 | 0.335728 |
34 | -0.117903 | -1.3495 | 0.089758 |
35 | 0.050334 | 0.5761 | 0.28277 |
36 | -0.050558 | -0.5787 | 0.281904 |
37 | 0.067099 | 0.768 | 0.221941 |
38 | 0.005905 | 0.0676 | 0.473108 |
39 | 0.024073 | 0.2755 | 0.391672 |
40 | 0.012262 | 0.1403 | 0.4443 |
41 | -0.032358 | -0.3704 | 0.355856 |
42 | -0.132535 | -1.5169 | 0.065847 |
43 | -0.071945 | -0.8235 | 0.205874 |
44 | 0.041343 | 0.4732 | 0.318434 |
45 | 0.08341 | 0.9547 | 0.170752 |
46 | 0.039519 | 0.4523 | 0.325894 |
47 | -0.115496 | -1.3219 | 0.094251 |
48 | -0.013642 | -0.1561 | 0.438081 |