Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.344942 | -2.9065 | 0.002436 |
2 | 0.149064 | 1.256 | 0.10661 |
3 | 0.0101 | 0.0851 | 0.466211 |
4 | -0.153833 | -1.2962 | 0.099549 |
5 | -0.046593 | -0.3926 | 0.347896 |
6 | -0.143354 | -1.2079 | 0.115543 |
7 | -0.023464 | -0.1977 | 0.421918 |
8 | -0.235119 | -1.9811 | 0.025724 |
9 | 0.143625 | 1.2102 | 0.115107 |
10 | 0.053745 | 0.4529 | 0.326014 |
11 | -0.202636 | -1.7074 | 0.046055 |
12 | 0.58028 | 4.8895 | 3e-06 |
13 | -0.113419 | -0.9557 | 0.171236 |
14 | 0.10011 | 0.8435 | 0.20088 |
15 | -0.070618 | -0.595 | 0.276854 |
16 | -0.055821 | -0.4704 | 0.319772 |
17 | -0.058114 | -0.4897 | 0.312935 |
18 | -0.093675 | -0.7893 | 0.216276 |
19 | -0.061428 | -0.5176 | 0.303172 |
20 | -0.170196 | -1.4341 | 0.077967 |
21 | 0.081144 | 0.6837 | 0.248186 |
22 | 0.161472 | 1.3606 | 0.088974 |
23 | -0.22285 | -1.8778 | 0.03226 |
24 | 0.483782 | 4.0764 | 5.9e-05 |
25 | -0.109374 | -0.9216 | 0.17993 |
26 | 0.095213 | 0.8023 | 0.212534 |
27 | -0.071084 | -0.599 | 0.275552 |
28 | -0.110915 | -0.9346 | 0.176584 |
29 | -0.021716 | -0.183 | 0.427668 |
30 | -0.090329 | -0.7611 | 0.224552 |
31 | 0.047036 | 0.3963 | 0.346525 |
32 | -0.226446 | -1.9081 | 0.030213 |
33 | 0.115086 | 0.9697 | 0.167735 |
34 | 0.134406 | 1.1325 | 0.130612 |
35 | -0.15989 | -1.3473 | 0.091091 |
36 | 0.30789 | 2.5943 | 0.005753 |
37 | -0.068001 | -0.573 | 0.284233 |
38 | 0.090375 | 0.7615 | 0.224437 |
39 | -0.065986 | -0.556 | 0.289977 |
40 | -0.046536 | -0.3921 | 0.348071 |
41 | -0.059401 | -0.5005 | 0.309129 |
42 | -0.062055 | -0.5229 | 0.30134 |
43 | 0.030149 | 0.254 | 0.400099 |
44 | -0.111571 | -0.9401 | 0.175173 |
45 | 0.009528 | 0.0803 | 0.468119 |
46 | 0.173015 | 1.4578 | 0.074646 |
47 | -0.103191 | -0.8695 | 0.193752 |
48 | 0.17837 | 1.503 | 0.068641 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.344942 | -2.9065 | 0.002436 |
2 | 0.034142 | 0.2877 | 0.387214 |
3 | 0.081296 | 0.685 | 0.247783 |
4 | -0.150456 | -1.2678 | 0.104512 |
5 | -0.17976 | -1.5147 | 0.067146 |
6 | -0.216932 | -1.8279 | 0.035883 |
7 | -0.132673 | -1.1179 | 0.133685 |
8 | -0.356318 | -3.0024 | 0.001848 |
9 | -0.154308 | -1.3002 | 0.098865 |
10 | 0.013327 | 0.1123 | 0.455453 |
11 | -0.382844 | -3.2259 | 0.00095 |
12 | 0.30982 | 2.6106 | 0.005509 |
13 | 0.265969 | 2.2411 | 0.014074 |
14 | 0.04691 | 0.3953 | 0.346913 |
15 | -0.154493 | -1.3018 | 0.0986 |
16 | -0.05852 | -0.4931 | 0.311733 |
17 | 0.074057 | 0.624 | 0.267308 |
18 | 0.038739 | 0.3264 | 0.372534 |
19 | -0.142776 | -1.203 | 0.116477 |
20 | 0.000423 | 0.0036 | 0.498584 |
21 | -0.040281 | -0.3394 | 0.367649 |
22 | 0.148591 | 1.2521 | 0.10733 |
23 | -0.122465 | -1.0319 | 0.152809 |
24 | 0.179398 | 1.5116 | 0.067533 |
25 | 0.057708 | 0.4863 | 0.314141 |
26 | -0.070731 | -0.596 | 0.276538 |
27 | -0.052431 | -0.4418 | 0.329991 |
28 | -0.056321 | -0.4746 | 0.318275 |
29 | -0.020257 | -0.1707 | 0.432477 |
30 | -0.016355 | -0.1378 | 0.445389 |
31 | 0.108145 | 0.9112 | 0.182625 |
32 | 0.051859 | 0.437 | 0.331729 |
33 | -0.02948 | -0.2484 | 0.40227 |
34 | -0.042154 | -0.3552 | 0.361747 |
35 | -0.001925 | -0.0162 | 0.493552 |
36 | -0.098794 | -0.8325 | 0.203972 |
37 | -0.038154 | -0.3215 | 0.374393 |
38 | -0.03168 | -0.2669 | 0.395145 |
39 | 0.06819 | 0.5746 | 0.283696 |
40 | 0.038514 | 0.3245 | 0.373247 |
41 | 0.04103 | 0.3457 | 0.365286 |
42 | 0.002864 | 0.0241 | 0.490408 |
43 | -0.087318 | -0.7358 | 0.232152 |
44 | 0.075763 | 0.6384 | 0.262638 |
45 | 0.004956 | 0.0418 | 0.483405 |
46 | -0.002754 | -0.0232 | 0.490775 |
47 | 0.030413 | 0.2563 | 0.399244 |
48 | -0.021757 | -0.1833 | 0.427531 |