Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.329024 | -2.7724 | 0.003551 |
2 | -0.30678 | -2.585 | 0.005897 |
3 | 0.217469 | 1.8324 | 0.035541 |
4 | 0.050203 | 0.423 | 0.336782 |
5 | -0.151175 | -1.2738 | 0.10344 |
6 | 0.23057 | 1.9428 | 0.028002 |
7 | -0.24597 | -2.0726 | 0.020922 |
8 | 0.200297 | 1.6877 | 0.047926 |
9 | 0.053966 | 0.4547 | 0.325348 |
10 | -0.339528 | -2.8609 | 0.002772 |
11 | -0.108551 | -0.9147 | 0.18173 |
12 | 0.585913 | 4.937 | 3e-06 |
13 | -0.22024 | -1.8558 | 0.033818 |
14 | -0.20085 | -1.6924 | 0.047478 |
15 | 0.030977 | 0.261 | 0.397416 |
16 | 0.091386 | 0.77 | 0.221917 |
17 | -0.076799 | -0.6471 | 0.259821 |
18 | 0.058126 | 0.4898 | 0.312901 |
19 | -0.106733 | -0.8993 | 0.185755 |
20 | 0.172621 | 1.4545 | 0.075103 |
21 | -0.020397 | -0.1719 | 0.432015 |
22 | -0.2457 | -2.0703 | 0.021031 |
23 | -0.004156 | -0.035 | 0.486083 |
24 | 0.314038 | 2.6461 | 0.00501 |
25 | -0.023498 | -0.198 | 0.421808 |
26 | -0.172494 | -1.4535 | 0.075251 |
27 | -0.061555 | -0.5187 | 0.302801 |
28 | 0.202187 | 1.7037 | 0.046409 |
29 | -0.072499 | -0.6109 | 0.271613 |
30 | -0.027552 | -0.2322 | 0.408541 |
31 | 0.060576 | 0.5104 | 0.30567 |
32 | 0.035044 | 0.2953 | 0.384317 |
33 | -0.06239 | -0.5257 | 0.300366 |
34 | -0.028055 | -0.2364 | 0.406903 |
35 | -0.153457 | -1.2931 | 0.100092 |
36 | 0.27725 | 2.3361 | 0.011156 |
37 | 0.028684 | 0.2417 | 0.404858 |
38 | -0.262241 | -2.2097 | 0.015177 |
39 | 0.079177 | 0.6672 | 0.253418 |
40 | 0.121155 | 1.0209 | 0.155391 |
41 | -0.164856 | -1.3891 | 0.084572 |
42 | 0.127482 | 1.0742 | 0.14319 |
43 | -0.013445 | -0.1133 | 0.455059 |
44 | -0.034 | -0.2865 | 0.387669 |
45 | 0.018055 | 0.1521 | 0.439757 |
46 | -0.028889 | -0.2434 | 0.40419 |
47 | -0.155585 | -1.311 | 0.097044 |
48 | 0.240005 | 2.0223 | 0.023456 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.329024 | -2.7724 | 0.003551 |
2 | -0.465422 | -3.9217 | 1e-04 |
3 | -0.119647 | -1.0082 | 0.1584 |
4 | -0.04746 | -0.3999 | 0.345214 |
5 | -0.094437 | -0.7957 | 0.214417 |
6 | 0.231116 | 1.9474 | 0.02772 |
7 | -0.185132 | -1.56 | 0.061609 |
8 | 0.284169 | 2.3945 | 0.009644 |
9 | 0.082973 | 0.6991 | 0.243373 |
10 | -0.233484 | -1.9674 | 0.026524 |
11 | -0.469322 | -3.9546 | 9e-05 |
12 | 0.166942 | 1.4067 | 0.081942 |
13 | 0.202255 | 1.7042 | 0.046355 |
14 | 0.082685 | 0.6967 | 0.244127 |
15 | -0.196234 | -1.6535 | 0.051323 |
16 | -0.120902 | -1.0187 | 0.155892 |
17 | -0.058262 | -0.4909 | 0.312497 |
18 | -0.085655 | -0.7217 | 0.236412 |
19 | 0.013742 | 0.1158 | 0.454071 |
20 | -0.079105 | -0.6666 | 0.253609 |
21 | -0.012027 | -0.1013 | 0.459784 |
22 | -0.056037 | -0.4722 | 0.319124 |
23 | 0.077462 | 0.6527 | 0.258027 |
24 | -0.132777 | -1.1188 | 0.133498 |
25 | 0.073195 | 0.6168 | 0.269685 |
26 | 0.000135 | 0.0011 | 0.499547 |
27 | -0.040211 | -0.3388 | 0.367872 |
28 | 0.099438 | 0.8379 | 0.202454 |
29 | -0.037911 | -0.3194 | 0.375165 |
30 | 0.088156 | 0.7428 | 0.230021 |
31 | 0.025548 | 0.2153 | 0.415085 |
32 | -0.060091 | -0.5063 | 0.307095 |
33 | -0.203681 | -1.7163 | 0.045238 |
34 | 0.081951 | 0.6905 | 0.246056 |
35 | -0.112059 | -0.9442 | 0.174129 |
36 | 0.126693 | 1.0675 | 0.144674 |
37 | -0.152414 | -1.2843 | 0.101612 |
38 | -0.101948 | -0.859 | 0.196608 |
39 | 0.179019 | 1.5084 | 0.067939 |
40 | -0.009249 | -0.0779 | 0.469049 |
41 | 0.027202 | 0.2292 | 0.409684 |
42 | -0.085773 | -0.7227 | 0.236109 |
43 | 0.041258 | 0.3476 | 0.364566 |
44 | -0.027606 | -0.2326 | 0.408365 |
45 | -0.01671 | -0.1408 | 0.444214 |
46 | -0.062245 | -0.5245 | 0.300786 |
47 | -0.069393 | -0.5847 | 0.280295 |
48 | -0.117156 | -0.9872 | 0.163455 |