Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.363929 | -4.352 | 1.3e-05 |
2 | -0.045842 | -0.5482 | 0.292207 |
3 | -0.106044 | -1.2681 | 0.103412 |
4 | 0.221843 | 2.6529 | 0.004442 |
5 | 0.017442 | 0.2086 | 0.417536 |
6 | -0.314427 | -3.76 | 0.000123 |
7 | 0.183974 | 2.2 | 0.014706 |
8 | -0.051912 | -0.6208 | 0.267866 |
9 | 0.044311 | 0.5299 | 0.298509 |
10 | -0.02243 | -0.2682 | 0.394456 |
11 | 0.042875 | 0.5127 | 0.304472 |
12 | 0.01785 | 0.2135 | 0.415639 |
13 | -0.070435 | -0.8423 | 0.20052 |
14 | 0.045326 | 0.542 | 0.294323 |
15 | 0.063799 | 0.7629 | 0.223382 |
16 | -0.066495 | -0.7952 | 0.213917 |
17 | 0.027625 | 0.3304 | 0.370809 |
18 | -0.107072 | -1.2804 | 0.10124 |
19 | 0.042756 | 0.5113 | 0.304968 |
20 | 0.119334 | 1.427 | 0.077876 |
21 | -0.090839 | -1.0863 | 0.139593 |
22 | 0.033435 | 0.3998 | 0.344939 |
23 | -0.044989 | -0.538 | 0.295712 |
24 | 0.194154 | 2.3217 | 0.010829 |
25 | -0.146551 | -1.7525 | 0.040916 |
26 | -0.030003 | -0.3588 | 0.360141 |
27 | 0.031858 | 0.381 | 0.351895 |
28 | 0.016903 | 0.2021 | 0.420052 |
29 | 0.015363 | 0.1837 | 0.427251 |
30 | -0.107314 | -1.2833 | 0.100734 |
31 | 0.108878 | 1.302 | 0.097506 |
32 | -0.044793 | -0.5356 | 0.296517 |
33 | -0.025649 | -0.3067 | 0.379754 |
34 | 0.056679 | 0.6778 | 0.249503 |
35 | -0.010989 | -0.1314 | 0.447819 |
36 | 0.039548 | 0.4729 | 0.318493 |
37 | -0.044013 | -0.5263 | 0.299741 |
38 | 0.002529 | 0.0302 | 0.487958 |
39 | -0.011651 | -0.1393 | 0.444694 |
40 | -0.011374 | -0.136 | 0.446 |
41 | 0.002414 | 0.0289 | 0.488507 |
42 | -0.035044 | -0.4191 | 0.337898 |
43 | 0.0107 | 0.128 | 0.449184 |
44 | -0.020089 | -0.2402 | 0.405248 |
45 | 0.002068 | 0.0247 | 0.490154 |
46 | -0.00911 | -0.1089 | 0.456701 |
47 | -0.005347 | -0.0639 | 0.474551 |
48 | 0.00986 | 0.1179 | 0.453154 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.363929 | -4.352 | 1.3e-05 |
2 | -0.205504 | -2.4575 | 0.007594 |
3 | -0.241835 | -2.8919 | 0.002214 |
4 | 0.086607 | 1.0357 | 0.151053 |
5 | 0.145968 | 1.7455 | 0.04152 |
6 | -0.270963 | -3.2402 | 0.000743 |
7 | 0.006981 | 0.0835 | 0.466794 |
8 | -0.088162 | -1.0543 | 0.14677 |
9 | -0.090367 | -1.0806 | 0.140841 |
10 | 0.114388 | 1.3679 | 0.086747 |
11 | 0.07442 | 0.8899 | 0.187498 |
12 | -0.009172 | -0.1097 | 0.456407 |
13 | 0.010695 | 0.1279 | 0.449207 |
14 | -0.041947 | -0.5016 | 0.308356 |
15 | 0.081597 | 0.9758 | 0.165415 |
16 | 0.027508 | 0.3289 | 0.371339 |
17 | 0.0687 | 0.8215 | 0.206356 |
18 | -0.098756 | -1.181 | 0.119791 |
19 | -0.127617 | -1.5261 | 0.0646 |
20 | 0.149126 | 1.7833 | 0.038331 |
21 | 0.013325 | 0.1593 | 0.436811 |
22 | 0.052252 | 0.6248 | 0.266536 |
23 | 0.072314 | 0.8648 | 0.194312 |
24 | 0.078194 | 0.9351 | 0.175664 |
25 | -0.040966 | -0.4899 | 0.312484 |
26 | 0.000666 | 0.008 | 0.496831 |
27 | -0.008782 | -0.105 | 0.458256 |
28 | 0.00417 | 0.0499 | 0.480148 |
29 | 0.047886 | 0.5726 | 0.283895 |
30 | -0.023861 | -0.2853 | 0.387901 |
31 | -0.019665 | -0.2352 | 0.407213 |
32 | -0.021972 | -0.2627 | 0.396562 |
33 | -0.05682 | -0.6795 | 0.248969 |
34 | 0.040964 | 0.4899 | 0.312494 |
35 | 0.007089 | 0.0848 | 0.46628 |
36 | 0.041217 | 0.4929 | 0.311424 |
37 | 0.042621 | 0.5097 | 0.305532 |
38 | -0.049056 | -0.5866 | 0.279191 |
39 | -0.066349 | -0.7934 | 0.214426 |
40 | -0.009666 | -0.1156 | 0.454073 |
41 | -0.029767 | -0.356 | 0.361196 |
42 | -0.00047 | -0.0056 | 0.497763 |
43 | -0.033231 | -0.3974 | 0.345839 |
44 | -0.138672 | -1.6583 | 0.049727 |
45 | -0.065878 | -0.7878 | 0.216062 |
46 | -0.067313 | -0.8049 | 0.211093 |
47 | -0.029655 | -0.3546 | 0.361699 |
48 | -0.018343 | -0.2194 | 0.413343 |