Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.207262 | -2.0932 | 0.019404 |
2 | -0.250578 | -2.5307 | 0.006455 |
3 | 0.064428 | 0.6507 | 0.258355 |
4 | 0.178717 | 1.805 | 0.037016 |
5 | 0.056101 | 0.5666 | 0.286118 |
6 | -0.577169 | -5.8291 | 0 |
7 | 0.07299 | 0.7372 | 0.231359 |
8 | 0.180462 | 1.8226 | 0.035649 |
9 | 0.014188 | 0.1433 | 0.443173 |
10 | -0.254376 | -2.5691 | 0.005822 |
11 | -0.068058 | -0.6874 | 0.24671 |
12 | 0.656522 | 6.6305 | 0 |
13 | -0.09859 | -0.9957 | 0.160873 |
14 | -0.233777 | -2.361 | 0.010062 |
15 | 0.067682 | 0.6836 | 0.247903 |
16 | 0.187215 | 1.8908 | 0.030746 |
17 | 0.011569 | 0.1168 | 0.453608 |
18 | -0.509154 | -5.1422 | 1e-06 |
19 | 0.123662 | 1.2489 | 0.107276 |
20 | 0.071759 | 0.7247 | 0.235138 |
21 | 0.031221 | 0.3153 | 0.376581 |
22 | -0.177318 | -1.7908 | 0.038144 |
23 | -0.093229 | -0.9416 | 0.17432 |
24 | 0.569821 | 5.7549 | 0 |
25 | -0.081781 | -0.8259 | 0.20538 |
26 | -0.18505 | -1.8689 | 0.032252 |
27 | 0.06297 | 0.636 | 0.26311 |
28 | 0.098384 | 0.9936 | 0.161377 |
29 | 0.01316 | 0.1329 | 0.447263 |
30 | -0.348286 | -3.5175 | 0.000326 |
31 | 0.047878 | 0.4835 | 0.314873 |
32 | 0.065133 | 0.6578 | 0.256071 |
33 | 0.033554 | 0.3389 | 0.367699 |
34 | -0.138291 | -1.3967 | 0.082772 |
35 | -0.10025 | -1.0125 | 0.156852 |
36 | 0.48654 | 4.9138 | 2e-06 |
37 | -0.084926 | -0.8577 | 0.196532 |
38 | -0.111987 | -1.131 | 0.130351 |
39 | 0.019497 | 0.1969 | 0.422143 |
40 | 0.073747 | 0.7448 | 0.229049 |
41 | 0.035121 | 0.3547 | 0.361771 |
42 | -0.332614 | -3.3592 | 0.00055 |
43 | 0.077823 | 0.786 | 0.216851 |
44 | 0.02907 | 0.2936 | 0.384831 |
45 | 0.024829 | 0.2508 | 0.401253 |
46 | -0.077214 | -0.7798 | 0.218652 |
47 | -0.087904 | -0.8878 | 0.188373 |
48 | 0.356908 | 3.6046 | 0.000243 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.207262 | -2.0932 | 0.019404 |
2 | -0.306711 | -3.0976 | 0.00126 |
3 | -0.077284 | -0.7805 | 0.218443 |
4 | 0.115539 | 1.1669 | 0.122989 |
5 | 0.163375 | 1.65 | 0.051009 |
6 | -0.525982 | -5.3122 | 0 |
7 | -0.25435 | -2.5688 | 0.005826 |
8 | -0.189204 | -1.9109 | 0.029415 |
9 | 0.067724 | 0.684 | 0.247769 |
10 | -0.153522 | -1.5505 | 0.06206 |
11 | -0.217172 | -2.1933 | 0.015277 |
12 | 0.363057 | 3.6667 | 0.000196 |
13 | 0.192615 | 1.9453 | 0.027245 |
14 | 0.037411 | 0.3778 | 0.353169 |
15 | 0.015236 | 0.1539 | 0.439005 |
16 | -0.032727 | -0.3305 | 0.370841 |
17 | -0.013929 | -0.1407 | 0.444202 |
18 | -0.099874 | -1.0087 | 0.157758 |
19 | 0.102981 | 1.0401 | 0.150387 |
20 | -0.198659 | -2.0064 | 0.023732 |
21 | 0.016813 | 0.1698 | 0.432752 |
22 | 0.069321 | 0.7001 | 0.242728 |
23 | -0.075488 | -0.7624 | 0.223794 |
24 | 0.09498 | 0.9592 | 0.169852 |
25 | 0.094215 | 0.9515 | 0.171795 |
26 | -0.012914 | -0.1304 | 0.448243 |
27 | 0.023152 | 0.2338 | 0.407794 |
28 | -0.167579 | -1.6925 | 0.046805 |
29 | -0.098929 | -0.9991 | 0.160046 |
30 | 0.112332 | 1.1345 | 0.129623 |
31 | 0.057593 | 0.5817 | 0.281038 |
32 | -0.001048 | -0.0106 | 0.495789 |
33 | 0.044047 | 0.4448 | 0.328686 |
34 | -0.053971 | -0.5451 | 0.293446 |
35 | -0.113062 | -1.1419 | 0.128091 |
36 | 0.135944 | 1.373 | 0.086387 |
37 | -0.025293 | -0.2554 | 0.399446 |
38 | -0.016368 | -0.1653 | 0.434512 |
39 | 0.019456 | 0.1965 | 0.422307 |
40 | -0.065766 | -0.6642 | 0.254029 |
41 | -0.04133 | -0.4174 | 0.338626 |
42 | -0.015164 | -0.1531 | 0.439293 |
43 | 0.025469 | 0.2572 | 0.398763 |
44 | 0.036885 | 0.3725 | 0.355139 |
45 | -0.007255 | -0.0733 | 0.470867 |
46 | -0.042339 | -0.4276 | 0.334919 |
47 | 0.021485 | 0.217 | 0.414324 |
48 | -0.071819 | -0.7253 | 0.234952 |