Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.363898 | -3.0663 | 0.001533 |
2 | -0.203056 | -1.711 | 0.045726 |
3 | 0.073613 | 0.6203 | 0.26853 |
4 | -0.040865 | -0.3443 | 0.365805 |
5 | 0.160682 | 1.3539 | 0.090026 |
6 | -0.209462 | -1.765 | 0.040935 |
7 | 0.131904 | 1.1114 | 0.135064 |
8 | 0.024856 | 0.2094 | 0.417351 |
9 | 0.049795 | 0.4196 | 0.33803 |
10 | -0.186759 | -1.5737 | 0.060006 |
11 | -0.353001 | -2.9744 | 0.002004 |
12 | 0.829847 | 6.9924 | 0 |
13 | -0.285021 | -2.4016 | 0.009471 |
14 | -0.175119 | -1.4756 | 0.072239 |
15 | 0.054658 | 0.4606 | 0.323261 |
16 | -0.05863 | -0.494 | 0.311407 |
17 | 0.152266 | 1.283 | 0.101829 |
18 | -0.169397 | -1.4274 | 0.078929 |
19 | 0.074923 | 0.6313 | 0.264932 |
20 | 0.058142 | 0.4899 | 0.312852 |
21 | 0.039546 | 0.3332 | 0.369975 |
22 | -0.161947 | -1.3646 | 0.088346 |
23 | -0.27605 | -2.326 | 0.011438 |
24 | 0.645943 | 5.4428 | 0 |
25 | -0.217549 | -1.8331 | 0.03549 |
26 | -0.128359 | -1.0816 | 0.141552 |
27 | 0.045182 | 0.3807 | 0.352278 |
28 | -0.075597 | -0.637 | 0.26309 |
29 | 0.148681 | 1.2528 | 0.107194 |
30 | -0.138199 | -1.1645 | 0.124063 |
31 | 0.036937 | 0.3112 | 0.378267 |
32 | 0.079631 | 0.671 | 0.252204 |
33 | -0.003204 | -0.027 | 0.489268 |
34 | -0.101578 | -0.8559 | 0.197463 |
35 | -0.197595 | -1.665 | 0.050163 |
36 | 0.44333 | 3.7356 | 0.000188 |
37 | -0.133961 | -1.1288 | 0.131397 |
38 | -0.083805 | -0.7062 | 0.241202 |
39 | 0.019144 | 0.1613 | 0.436153 |
40 | -0.067532 | -0.569 | 0.285564 |
41 | 0.108606 | 0.9151 | 0.18161 |
42 | -0.096439 | -0.8126 | 0.20958 |
43 | 0.0222 | 0.1871 | 0.426072 |
44 | 0.067186 | 0.5661 | 0.286548 |
45 | -0.017918 | -0.151 | 0.440211 |
46 | -0.056058 | -0.4724 | 0.319062 |
47 | -0.130959 | -1.1035 | 0.136772 |
48 | 0.260717 | 2.1968 | 0.015649 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.363898 | -3.0663 | 0.001533 |
2 | -0.386683 | -3.2582 | 0.000861 |
3 | -0.229807 | -1.9364 | 0.028401 |
4 | -0.261657 | -2.2048 | 0.015356 |
5 | 0.011126 | 0.0938 | 0.462786 |
6 | -0.231082 | -1.9471 | 0.027737 |
7 | 0.00789 | 0.0665 | 0.473589 |
8 | -0.014602 | -0.123 | 0.451213 |
9 | 0.211611 | 1.7831 | 0.039425 |
10 | -0.112967 | -0.9519 | 0.172194 |
11 | -0.637019 | -5.3676 | 0 |
12 | 0.527112 | 4.4415 | 1.6e-05 |
13 | 0.097995 | 0.8257 | 0.205864 |
14 | 0.101137 | 0.8522 | 0.198486 |
15 | -0.107741 | -0.9078 | 0.183517 |
16 | -0.00235 | -0.0198 | 0.492129 |
17 | -0.129822 | -1.0939 | 0.138848 |
18 | 0.078348 | 0.6602 | 0.25564 |
19 | -0.097422 | -0.8209 | 0.207229 |
20 | -0.067892 | -0.5721 | 0.28454 |
21 | -0.132576 | -1.1171 | 0.133857 |
22 | -0.038996 | -0.3286 | 0.371717 |
23 | 0.151775 | 1.2789 | 0.102553 |
24 | -0.022484 | -0.1895 | 0.425138 |
25 | -0.02628 | -0.2214 | 0.412694 |
26 | -0.031747 | -0.2675 | 0.394927 |
27 | 0.06701 | 0.5646 | 0.287052 |
28 | -0.039572 | -0.3334 | 0.369892 |
29 | 0.050881 | 0.4287 | 0.334708 |
30 | -0.091703 | -0.7727 | 0.22113 |
31 | -0.02562 | -0.2159 | 0.41485 |
32 | -0.035244 | -0.297 | 0.383679 |
33 | -0.1112 | -0.937 | 0.17597 |
34 | 0.048618 | 0.4097 | 0.341642 |
35 | 0.054088 | 0.4558 | 0.32498 |
36 | -0.137266 | -1.1566 | 0.125652 |
37 | 0.00179 | 0.0151 | 0.494006 |
38 | 0.055317 | 0.4661 | 0.321282 |
39 | -0.034112 | -0.2874 | 0.38731 |
40 | 0.044386 | 0.374 | 0.354759 |
41 | -0.124714 | -1.0509 | 0.148444 |
42 | -0.05948 | -0.5012 | 0.308893 |
43 | -0.029402 | -0.2477 | 0.402524 |
44 | -0.071318 | -0.6009 | 0.274899 |
45 | -0.00958 | -0.0807 | 0.467945 |
46 | -0.014288 | -0.1204 | 0.452256 |
47 | -0.07158 | -0.6031 | 0.274167 |
48 | -0.122448 | -1.0318 | 0.152843 |