Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.232473 | -2.1179 | 0.018586 |
2 | -0.15713 | -1.4315 | 0.078018 |
3 | 0.1073 | 0.9775 | 0.165569 |
4 | 0.006114 | 0.0557 | 0.477856 |
5 | 0.001618 | 0.0147 | 0.494136 |
6 | -0.036806 | -0.3353 | 0.369115 |
7 | -0.021614 | -0.1969 | 0.422189 |
8 | -0.007174 | -0.0654 | 0.474024 |
9 | 0.110885 | 1.0102 | 0.157664 |
10 | -0.159509 | -1.4532 | 0.074969 |
11 | -0.384755 | -3.5053 | 0.000369 |
12 | 0.645278 | 5.8788 | 0 |
13 | -0.122238 | -1.1136 | 0.134324 |
14 | -0.111192 | -1.013 | 0.157001 |
15 | 0.065876 | 0.6002 | 0.275019 |
16 | 0.015717 | 0.1432 | 0.443245 |
17 | 0.001482 | 0.0135 | 0.494629 |
18 | -0.018174 | -0.1656 | 0.434449 |
19 | -0.011251 | -0.1025 | 0.459304 |
20 | -0.014313 | -0.1304 | 0.448285 |
21 | 0.071279 | 0.6494 | 0.258941 |
22 | -0.102031 | -0.9295 | 0.177652 |
23 | -0.240201 | -2.1883 | 0.015728 |
24 | 0.431816 | 3.934 | 8.6e-05 |
25 | -0.078193 | -0.7124 | 0.239115 |
26 | -0.090973 | -0.8288 | 0.204797 |
27 | 0.033933 | 0.3091 | 0.378994 |
28 | 0.002733 | 0.0249 | 0.490099 |
29 | -0.007202 | -0.0656 | 0.473922 |
30 | -0.019255 | -0.1754 | 0.430587 |
31 | 0.001921 | 0.0175 | 0.493038 |
32 | -0.023239 | -0.2117 | 0.416423 |
33 | 0.078745 | 0.7174 | 0.23757 |
34 | -0.092068 | -0.8388 | 0.202 |
35 | -0.184211 | -1.6782 | 0.048531 |
36 | 0.34845 | 3.1745 | 0.001053 |
37 | -0.085998 | -0.7835 | 0.217787 |
38 | -0.063105 | -0.5749 | 0.283453 |
39 | 0.023552 | 0.2146 | 0.415316 |
40 | -0.002098 | -0.0191 | 0.492397 |
41 | -0.012253 | -0.1116 | 0.455693 |
42 | -0.022076 | -0.2011 | 0.420549 |
43 | 0.003385 | 0.0308 | 0.487737 |
44 | -0.034188 | -0.3115 | 0.378115 |
45 | 0.063976 | 0.5828 | 0.280788 |
46 | -0.06494 | -0.5916 | 0.277853 |
47 | -0.169668 | -1.5457 | 0.062985 |
48 | 0.278247 | 2.535 | 0.006562 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.232473 | -2.1179 | 0.018586 |
2 | -0.223238 | -2.0338 | 0.022583 |
3 | 0.011927 | 0.1087 | 0.456867 |
4 | 0.005085 | 0.0463 | 0.481582 |
5 | 0.033485 | 0.3051 | 0.380541 |
6 | -0.03026 | -0.2757 | 0.391738 |
7 | -0.039795 | -0.3626 | 0.35893 |
8 | -0.043422 | -0.3956 | 0.346711 |
9 | 0.102934 | 0.9378 | 0.175541 |
10 | -0.117662 | -1.072 | 0.143424 |
11 | -0.47529 | -4.3301 | 2.1e-05 |
12 | 0.509813 | 4.6446 | 6e-06 |
13 | -0.008187 | -0.0746 | 0.470363 |
14 | 0.074206 | 0.676 | 0.250445 |
15 | -0.023964 | -0.2183 | 0.413857 |
16 | 0.021489 | 0.1958 | 0.422634 |
17 | -0.046061 | -0.4196 | 0.337918 |
18 | -0.000736 | -0.0067 | 0.497335 |
19 | 0.013484 | 0.1228 | 0.451263 |
20 | -0.007689 | -0.0701 | 0.472161 |
21 | -0.150689 | -1.3728 | 0.08675 |
22 | -0.098434 | -0.8968 | 0.186215 |
23 | 0.247596 | 2.2557 | 0.01336 |
24 | 0.082916 | 0.7554 | 0.226075 |
25 | 0.029498 | 0.2687 | 0.394399 |
26 | -0.048728 | -0.4439 | 0.329123 |
27 | -0.021815 | -0.1987 | 0.421476 |
28 | -0.073468 | -0.6693 | 0.252573 |
29 | -0.0146 | -0.133 | 0.447252 |
30 | -0.005226 | -0.0476 | 0.481071 |
31 | -0.007582 | -0.0691 | 0.472547 |
32 | -0.125232 | -1.1409 | 0.128593 |
33 | 0.056845 | 0.5179 | 0.302958 |
34 | 0.1087 | 0.9903 | 0.162453 |
35 | 0.019912 | 0.1814 | 0.428244 |
36 | 0.10874 | 0.9907 | 0.162363 |
37 | -0.116278 | -1.0593 | 0.146258 |
38 | -0.028179 | -0.2567 | 0.399014 |
39 | -0.080539 | -0.7337 | 0.232586 |
40 | 0.007848 | 0.0715 | 0.471586 |
41 | -0.022801 | -0.2077 | 0.417975 |
42 | -0.026427 | -0.2408 | 0.405169 |
43 | -0.065245 | -0.5944 | 0.276927 |
44 | 0.05446 | 0.4962 | 0.310549 |
45 | 0.018401 | 0.1676 | 0.433636 |
46 | 0.06132 | 0.5587 | 0.288952 |
47 | -0.003048 | -0.0278 | 0.488956 |
48 | -0.085362 | -0.7777 | 0.219484 |