Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.65185 | -5.4926 | 0 |
2 | 0.196559 | 1.6562 | 0.051044 |
3 | -0.069852 | -0.5886 | 0.279006 |
4 | 0.015295 | 0.1289 | 0.44891 |
5 | 0.118204 | 0.996 | 0.161314 |
6 | -0.22831 | -1.9238 | 0.029196 |
7 | 0.148865 | 1.2544 | 0.106912 |
8 | -0.023213 | -0.1956 | 0.422742 |
9 | 0.042997 | 0.3623 | 0.359102 |
10 | -0.038473 | -0.3242 | 0.373379 |
11 | -0.07543 | -0.6356 | 0.263545 |
12 | 0.137965 | 1.1625 | 0.124459 |
13 | -0.142398 | -1.1999 | 0.11709 |
14 | 0.145591 | 1.2268 | 0.111981 |
15 | -0.138098 | -1.1636 | 0.124234 |
16 | 0.132035 | 1.1125 | 0.134828 |
17 | -0.063484 | -0.5349 | 0.297185 |
18 | -0.039788 | -0.3353 | 0.36921 |
19 | 0.086717 | 0.7307 | 0.233687 |
20 | -0.124215 | -1.0467 | 0.149404 |
21 | 0.160117 | 1.3492 | 0.090785 |
22 | -0.199986 | -1.6851 | 0.048179 |
23 | 0.210896 | 1.777 | 0.039923 |
24 | -0.093874 | -0.791 | 0.215791 |
25 | -0.068524 | -0.5774 | 0.282749 |
26 | 0.062366 | 0.5255 | 0.300436 |
27 | 0.058501 | 0.4929 | 0.311787 |
28 | -0.037778 | -0.3183 | 0.375586 |
29 | -0.115687 | -0.9748 | 0.166485 |
30 | 0.203719 | 1.7166 | 0.045209 |
31 | -0.140149 | -1.1809 | 0.120789 |
32 | 0.102163 | 0.8608 | 0.196111 |
33 | -0.177316 | -1.4941 | 0.069791 |
34 | 0.136719 | 1.152 | 0.12659 |
35 | -0.024763 | -0.2087 | 0.417656 |
36 | -0.01386 | -0.1168 | 0.45368 |
37 | 0.063568 | 0.5356 | 0.296944 |
38 | -0.136521 | -1.1503 | 0.12693 |
39 | 0.150672 | 1.2696 | 0.104189 |
40 | -0.069138 | -0.5826 | 0.281016 |
41 | -0.072622 | -0.6119 | 0.27127 |
42 | 0.164442 | 1.3856 | 0.085101 |
43 | -0.154699 | -1.3035 | 0.098304 |
44 | 0.124493 | 1.049 | 0.148869 |
45 | -0.129216 | -1.0888 | 0.139964 |
46 | 0.1305 | 1.0996 | 0.137608 |
47 | -0.097057 | -0.8178 | 0.208098 |
48 | 0.046638 | 0.393 | 0.347756 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.65185 | -5.4926 | 0 |
2 | -0.397068 | -3.3458 | 0.000657 |
3 | -0.308984 | -2.6035 | 0.005614 |
4 | -0.285146 | -2.4027 | 0.009446 |
5 | 0.017965 | 0.1514 | 0.440053 |
6 | -0.150232 | -1.2659 | 0.104848 |
7 | -0.215089 | -1.8124 | 0.037079 |
8 | -0.146652 | -1.2357 | 0.11032 |
9 | 0.002346 | 0.0198 | 0.492143 |
10 | 0.091492 | 0.7709 | 0.221654 |
11 | -0.032161 | -0.271 | 0.39359 |
12 | -0.002183 | -0.0184 | 0.492689 |
13 | -0.148424 | -1.2506 | 0.107585 |
14 | -0.017242 | -0.1453 | 0.442449 |
15 | -0.020283 | -0.1709 | 0.432391 |
16 | 0.099792 | 0.8409 | 0.201623 |
17 | 0.099011 | 0.8343 | 0.203461 |
18 | -0.01178 | -0.0993 | 0.460607 |
19 | 0.021477 | 0.181 | 0.428455 |
20 | -0.064315 | -0.5419 | 0.294783 |
21 | 0.05464 | 0.4604 | 0.323317 |
22 | -0.129245 | -1.089 | 0.13991 |
23 | -0.005837 | -0.0492 | 0.480457 |
24 | 0.069032 | 0.5817 | 0.281314 |
25 | -0.078301 | -0.6598 | 0.255767 |
26 | -0.22879 | -1.9278 | 0.028939 |
27 | 0.06054 | 0.5101 | 0.305775 |
28 | 0.136975 | 1.1542 | 0.12615 |
29 | -0.087038 | -0.7334 | 0.232867 |
30 | 0.121361 | 1.0226 | 0.154984 |
31 | 0.046221 | 0.3895 | 0.34905 |
32 | 0.118758 | 1.0007 | 0.160191 |
33 | -0.075599 | -0.637 | 0.263083 |
34 | 0.003166 | 0.0267 | 0.489395 |
35 | -0.167492 | -1.4113 | 0.081259 |
36 | -0.125516 | -1.0576 | 0.146907 |
37 | 0.074245 | 0.6256 | 0.266791 |
38 | -0.016738 | -0.141 | 0.444121 |
39 | -0.06395 | -0.5388 | 0.295838 |
40 | -0.017073 | -0.1439 | 0.44301 |
41 | -0.126591 | -1.0667 | 0.144866 |
42 | 0.035528 | 0.2994 | 0.382768 |
43 | 0.136594 | 1.151 | 0.126804 |
44 | -0.030495 | -0.257 | 0.398977 |
45 | -0.115871 | -0.9763 | 0.166103 |
46 | -0.023497 | -0.198 | 0.42181 |
47 | -0.056439 | -0.4756 | 0.317921 |
48 | 0.051948 | 0.4377 | 0.331459 |