Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.313433 | -2.4075 | 0.009604 |
2 | -0.049443 | -0.3798 | 0.352736 |
3 | 0.043811 | 0.3365 | 0.368837 |
4 | -0.085748 | -0.6586 | 0.256344 |
5 | 0.131514 | 1.0102 | 0.158268 |
6 | -0.293786 | -2.2566 | 0.013875 |
7 | 0.067951 | 0.5219 | 0.301831 |
8 | -0.005943 | -0.0457 | 0.481871 |
9 | -0.028515 | -0.219 | 0.413691 |
10 | -0.063449 | -0.4874 | 0.313904 |
11 | -0.253298 | -1.9456 | 0.028235 |
12 | 0.663707 | 5.098 | 2e-06 |
13 | -0.163304 | -1.2544 | 0.107329 |
14 | -0.063752 | -0.4897 | 0.313085 |
15 | 0.064901 | 0.4985 | 0.309989 |
16 | -0.128411 | -0.9863 | 0.163995 |
17 | 0.127558 | 0.9798 | 0.165594 |
18 | -0.228378 | -1.7542 | 0.042294 |
19 | 0.026822 | 0.206 | 0.41874 |
20 | 0.013703 | 0.1053 | 0.458264 |
21 | -0.019571 | -0.1503 | 0.440509 |
22 | -0.059506 | -0.4571 | 0.324649 |
23 | -0.150184 | -1.1536 | 0.126661 |
24 | 0.414122 | 3.1809 | 0.00117 |
25 | -0.075694 | -0.5814 | 0.281586 |
26 | 0.025022 | 0.1922 | 0.424123 |
27 | -0.014861 | -0.1141 | 0.454753 |
28 | -0.070946 | -0.5449 | 0.293923 |
29 | 0.120537 | 0.9259 | 0.179146 |
30 | -0.1515 | -1.1637 | 0.124616 |
31 | 0.027343 | 0.21 | 0.417186 |
32 | -0.002813 | -0.0216 | 0.491418 |
33 | -0.016659 | -0.128 | 0.449307 |
34 | 0.015594 | 0.1198 | 0.452533 |
35 | -0.170248 | -1.3077 | 0.098024 |
36 | 0.26299 | 2.0201 | 0.023962 |
37 | -0.043646 | -0.3352 | 0.369313 |
38 | 0.020155 | 0.1548 | 0.43875 |
39 | -0.009942 | -0.0764 | 0.469692 |
40 | -0.059507 | -0.4571 | 0.324646 |
41 | 0.091819 | 0.7053 | 0.241708 |
42 | -0.12663 | -0.9727 | 0.167346 |
43 | 0.038791 | 0.298 | 0.383392 |
44 | -0.025409 | -0.1952 | 0.422965 |
45 | -0.017091 | -0.1313 | 0.448 |
46 | 0.030762 | 0.2363 | 0.407013 |
47 | -0.110517 | -0.8489 | 0.199685 |
48 | 0.078017 | 0.5993 | 0.275648 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.313433 | -2.4075 | 0.009604 |
2 | -0.163772 | -1.258 | 0.106682 |
3 | -0.029121 | -0.2237 | 0.411889 |
4 | -0.099573 | -0.7648 | 0.22371 |
5 | 0.084677 | 0.6504 | 0.258975 |
6 | -0.274421 | -2.1079 | 0.01965 |
7 | -0.115676 | -0.8885 | 0.188933 |
8 | -0.117129 | -0.8997 | 0.185973 |
9 | -0.069076 | -0.5306 | 0.29885 |
10 | -0.200123 | -1.5372 | 0.064798 |
11 | -0.436402 | -3.3521 | 0.000702 |
12 | 0.463523 | 3.5604 | 0.00037 |
13 | 0.174311 | 1.3389 | 0.092868 |
14 | 0.013554 | 0.1041 | 0.458717 |
15 | -0.051029 | -0.392 | 0.34825 |
16 | -0.124423 | -0.9557 | 0.171558 |
17 | -0.137254 | -1.0543 | 0.14803 |
18 | -0.056788 | -0.4362 | 0.332144 |
19 | -0.02781 | -0.2136 | 0.415792 |
20 | -0.112627 | -0.8651 | 0.195243 |
21 | -0.032403 | -0.2489 | 0.402156 |
22 | -0.054894 | -0.4217 | 0.337406 |
23 | 0.044455 | 0.3415 | 0.366983 |
24 | -0.040961 | -0.3146 | 0.377077 |
25 | -0.069575 | -0.5344 | 0.297531 |
26 | 0.078 | 0.5991 | 0.275689 |
27 | -0.121259 | -0.9314 | 0.177718 |
28 | -0.018348 | -0.1409 | 0.444201 |
29 | 0.020671 | 0.1588 | 0.437193 |
30 | 0.063188 | 0.4854 | 0.31461 |
31 | 0.045935 | 0.3528 | 0.362736 |
32 | 0.026836 | 0.2061 | 0.418699 |
33 | -0.036508 | -0.2804 | 0.390066 |
34 | 0.11188 | 0.8594 | 0.196808 |
35 | -0.040048 | -0.3076 | 0.37973 |
36 | -0.036296 | -0.2788 | 0.390689 |
37 | -0.02736 | -0.2102 | 0.417136 |
38 | -0.115572 | -0.8877 | 0.189146 |
39 | 0.023406 | 0.1798 | 0.428969 |
40 | 0.078775 | 0.6051 | 0.273723 |
41 | -0.005401 | -0.0415 | 0.483523 |
42 | -0.061159 | -0.4698 | 0.320124 |
43 | -0.014271 | -0.1096 | 0.456542 |
44 | -0.03878 | -0.2979 | 0.383423 |
45 | -0.013149 | -0.101 | 0.459947 |
46 | -0.077794 | -0.5976 | 0.276213 |
47 | 0.045268 | 0.3477 | 0.364648 |
48 | -0.165677 | -1.2726 | 0.104078 |