Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.476563 | -4.7177 | 4e-06 |
2 | -0.081516 | -0.807 | 0.21082 |
3 | 0.180608 | 1.7879 | 0.038439 |
4 | -0.144522 | -1.4307 | 0.07785 |
5 | -0.127149 | -1.2587 | 0.105563 |
6 | 0.246738 | 2.4426 | 0.008187 |
7 | -0.03257 | -0.3224 | 0.37391 |
8 | -0.072837 | -0.721 | 0.236299 |
9 | 0.053759 | 0.5322 | 0.2979 |
10 | -0.031218 | -0.309 | 0.378972 |
11 | -0.069536 | -0.6884 | 0.246421 |
12 | 0.101995 | 1.0097 | 0.157563 |
13 | -0.070654 | -0.6994 | 0.242967 |
14 | 0.083354 | 0.8252 | 0.205642 |
15 | -0.11293 | -1.118 | 0.13316 |
16 | 0.127086 | 1.2581 | 0.105674 |
17 | -0.049305 | -0.4881 | 0.313287 |
18 | -0.049696 | -0.492 | 0.311922 |
19 | 0.034674 | 0.3433 | 0.36607 |
20 | 0.001596 | 0.0158 | 0.493714 |
21 | -0.056711 | -0.5614 | 0.287901 |
22 | 0.120647 | 1.1943 | 0.117613 |
23 | -0.107273 | -1.0619 | 0.145435 |
24 | 0.052396 | 0.5187 | 0.302571 |
25 | -0.007919 | -0.0784 | 0.468837 |
26 | 0.029903 | 0.296 | 0.38392 |
27 | -0.067388 | -0.6671 | 0.253136 |
28 | 0.056072 | 0.5551 | 0.290051 |
29 | -0.04425 | -0.438 | 0.331157 |
30 | 0.028143 | 0.2786 | 0.390569 |
31 | -0.007706 | -0.0763 | 0.469675 |
32 | -0.06746 | -0.6678 | 0.252909 |
33 | 0.08467 | 0.8382 | 0.201983 |
34 | -0.040239 | -0.3983 | 0.345622 |
35 | -0.063759 | -0.6312 | 0.264696 |
36 | 0.153134 | 1.5159 | 0.066376 |
37 | -0.093551 | -0.9261 | 0.178331 |
38 | 0.011093 | 0.1098 | 0.456392 |
39 | 0.05723 | 0.5665 | 0.286158 |
40 | -0.070218 | -0.6951 | 0.244312 |
41 | -0.06065 | -0.6004 | 0.274811 |
42 | 0.148864 | 1.4737 | 0.071887 |
43 | -0.090388 | -0.8948 | 0.186546 |
44 | 0.018695 | 0.1851 | 0.426778 |
45 | 0.052153 | 0.5163 | 0.303407 |
46 | -0.13323 | -1.3189 | 0.095136 |
47 | 0.118238 | 1.1705 | 0.122319 |
48 | -0.02002 | -0.1982 | 0.421653 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.476563 | -4.7177 | 4e-06 |
2 | -0.399319 | -3.9531 | 7.3e-05 |
3 | -0.098596 | -0.9761 | 0.165721 |
4 | -0.158345 | -1.5675 | 0.060107 |
5 | -0.361591 | -3.5796 | 0.000269 |
6 | -0.136641 | -1.3527 | 0.089636 |
7 | 0.01397 | 0.1383 | 0.445145 |
8 | 0.026685 | 0.2642 | 0.396101 |
9 | -0.018997 | -0.1881 | 0.425607 |
10 | -0.028147 | -0.2786 | 0.390554 |
11 | -0.042957 | -0.4253 | 0.335793 |
12 | 0.027949 | 0.2767 | 0.391302 |
13 | -0.093256 | -0.9232 | 0.179088 |
14 | 0.029156 | 0.2886 | 0.386739 |
15 | -0.138624 | -1.3723 | 0.086551 |
16 | 0.048491 | 0.48 | 0.316137 |
17 | 0.061642 | 0.6102 | 0.271561 |
18 | -0.003456 | -0.0342 | 0.48639 |
19 | -0.032006 | -0.3168 | 0.376018 |
20 | -0.04351 | -0.4307 | 0.333807 |
21 | -0.05435 | -0.538 | 0.295886 |
22 | 0.050175 | 0.4967 | 0.310255 |
23 | -0.10642 | -1.0535 | 0.14735 |
24 | -0.020467 | -0.2026 | 0.419929 |
25 | -0.016591 | -0.1642 | 0.434939 |
26 | 0.091104 | 0.9019 | 0.184665 |
27 | 0.040701 | 0.4029 | 0.343944 |
28 | -0.017875 | -0.1769 | 0.429956 |
29 | -0.022755 | -0.2253 | 0.411122 |
30 | 0.013479 | 0.1334 | 0.447061 |
31 | 0.00323 | 0.032 | 0.487279 |
32 | -0.179001 | -1.772 | 0.03975 |
33 | -0.108821 | -1.0773 | 0.142001 |
34 | -0.104963 | -1.0391 | 0.150662 |
35 | -0.1503 | -1.4879 | 0.069995 |
36 | -0.047554 | -0.4708 | 0.31943 |
37 | -0.045156 | -0.447 | 0.327922 |
38 | -0.011244 | -0.1113 | 0.4558 |
39 | 0.093606 | 0.9266 | 0.178193 |
40 | 0.028258 | 0.2797 | 0.390134 |
41 | -0.074959 | -0.7421 | 0.229915 |
42 | -0.019633 | -0.1944 | 0.423148 |
43 | -0.033414 | -0.3308 | 0.370759 |
44 | 0.010928 | 0.1082 | 0.457037 |
45 | -0.007304 | -0.0723 | 0.471255 |
46 | -0.17799 | -1.762 | 0.040593 |
47 | 0.031796 | 0.3148 | 0.376803 |
48 | 0.044227 | 0.4378 | 0.331239 |