Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.244582 | -2.53 | 0.006432 |
2 | -0.003056 | -0.0316 | 0.487419 |
3 | 0.018156 | 0.1878 | 0.425692 |
4 | -0.294942 | -3.0509 | 0.001438 |
5 | -0.014981 | -0.155 | 0.438569 |
6 | 0.143527 | 1.4847 | 0.070288 |
7 | -0.077463 | -0.8013 | 0.212371 |
8 | -0.160463 | -1.6598 | 0.049937 |
9 | -0.039575 | -0.4094 | 0.341545 |
10 | -0.042795 | -0.4427 | 0.329446 |
11 | -0.017348 | -0.1794 | 0.428963 |
12 | 0.550703 | 5.6965 | 0 |
13 | -0.020567 | -0.2127 | 0.415966 |
14 | -0.075731 | -0.7834 | 0.217571 |
15 | -0.004758 | -0.0492 | 0.48042 |
16 | -0.200287 | -2.0718 | 0.020345 |
17 | -0.089275 | -0.9235 | 0.178922 |
18 | 0.120067 | 1.242 | 0.10848 |
19 | -0.027822 | -0.2878 | 0.387032 |
20 | -0.126452 | -1.308 | 0.096833 |
21 | -0.060206 | -0.6228 | 0.267379 |
22 | 0.005975 | 0.0618 | 0.475415 |
23 | -0.019333 | -0.2 | 0.420939 |
24 | 0.421543 | 4.3605 | 1.5e-05 |
25 | -0.013299 | -0.1376 | 0.445421 |
26 | -0.027254 | -0.2819 | 0.389276 |
27 | -0.044983 | -0.4653 | 0.321328 |
28 | -0.133981 | -1.3859 | 0.084328 |
29 | -0.108668 | -1.1241 | 0.13175 |
30 | 0.112904 | 1.1679 | 0.122725 |
31 | 0.00529 | 0.0547 | 0.478232 |
32 | -0.115581 | -1.1956 | 0.117252 |
33 | -0.050872 | -0.5262 | 0.299912 |
34 | 0.074302 | 0.7686 | 0.221915 |
35 | -0.104986 | -1.086 | 0.139962 |
36 | 0.391277 | 4.0474 | 4.9e-05 |
37 | -0.039855 | -0.4123 | 0.340486 |
38 | -0.006936 | -0.0717 | 0.471468 |
39 | -0.032869 | -0.34 | 0.367261 |
40 | -0.115052 | -1.1901 | 0.11832 |
41 | -0.098822 | -1.0222 | 0.154491 |
42 | 0.065074 | 0.6731 | 0.251157 |
43 | 0.016601 | 0.1717 | 0.43199 |
44 | -0.072873 | -0.7538 | 0.226312 |
45 | -0.020316 | -0.2102 | 0.416974 |
46 | 0.032033 | 0.3314 | 0.370512 |
47 | -0.025945 | -0.2684 | 0.394464 |
48 | 0.181444 | 1.8769 | 0.03163 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.244582 | -2.53 | 0.006432 |
2 | -0.066878 | -0.6918 | 0.245285 |
3 | 0.00107 | 0.0111 | 0.495595 |
4 | -0.309996 | -3.2066 | 0.000886 |
5 | -0.19657 | -2.0333 | 0.022247 |
6 | 0.074915 | 0.7749 | 0.220047 |
7 | -0.045515 | -0.4708 | 0.319365 |
8 | -0.355281 | -3.6751 | 0.000187 |
9 | -0.325664 | -3.3687 | 0.000525 |
10 | -0.160412 | -1.6593 | 0.049991 |
11 | -0.242397 | -2.5074 | 0.006833 |
12 | 0.35417 | 3.6636 | 0.000194 |
13 | 0.28065 | 2.9031 | 0.002244 |
14 | 0.024135 | 0.2497 | 0.401667 |
15 | -0.06141 | -0.6352 | 0.263316 |
16 | 0.079734 | 0.8248 | 0.205668 |
17 | -0.039538 | -0.409 | 0.341685 |
18 | -0.134173 | -1.3879 | 0.084026 |
19 | -0.015144 | -0.1567 | 0.437906 |
20 | 0.0374 | 0.3869 | 0.34981 |
21 | -0.088944 | -0.92 | 0.179808 |
22 | -0.02122 | -0.2195 | 0.413337 |
23 | -0.07383 | -0.7637 | 0.223361 |
24 | 0.057783 | 0.5977 | 0.275647 |
25 | -0.085216 | -0.8815 | 0.190016 |
26 | 0.003751 | 0.0388 | 0.484562 |
27 | -0.027162 | -0.281 | 0.38964 |
28 | 0.041452 | 0.4288 | 0.334472 |
29 | -0.030325 | -0.3137 | 0.377188 |
30 | 0.0204 | 0.211 | 0.416635 |
31 | 0.051298 | 0.5306 | 0.298386 |
32 | 0.004438 | 0.0459 | 0.481737 |
33 | -0.042765 | -0.4424 | 0.329558 |
34 | 0.138283 | 1.4304 | 0.077757 |
35 | -0.092834 | -0.9603 | 0.169538 |
36 | 0.041828 | 0.4327 | 0.333061 |
37 | -0.041772 | -0.4321 | 0.333273 |
38 | 0.063597 | 0.6579 | 0.256022 |
39 | -0.038251 | -0.3957 | 0.34657 |
40 | 0.04521 | 0.4677 | 0.320491 |
41 | 0.009225 | 0.0954 | 0.462079 |
42 | -0.062949 | -0.6512 | 0.258172 |
43 | -0.061126 | -0.6323 | 0.264273 |
44 | 0.047164 | 0.4879 | 0.313322 |
45 | 0.049945 | 0.5166 | 0.303237 |
46 | -0.06385 | -0.6605 | 0.255186 |
47 | 0.048437 | 0.501 | 0.308687 |
48 | -0.067646 | -0.6997 | 0.242806 |