Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.4269 | -3.5971 | 0.000295 |
2 | 0.068037 | 0.5733 | 0.28413 |
3 | -0.014089 | -0.1187 | 0.452918 |
4 | 0.240898 | 2.0298 | 0.023061 |
5 | -0.134539 | -1.1336 | 0.130377 |
6 | -0.049913 | -0.4206 | 0.337668 |
7 | 0.082749 | 0.6973 | 0.24396 |
8 | -0.035632 | -0.3002 | 0.382434 |
9 | -0.011327 | -0.0954 | 0.462117 |
10 | -0.117865 | -0.9931 | 0.162006 |
11 | 0.174053 | 1.4666 | 0.07345 |
12 | -0.199158 | -1.6781 | 0.048859 |
13 | 0.183996 | 1.5504 | 0.062749 |
14 | -0.113608 | -0.9573 | 0.170838 |
15 | 0.097357 | 0.8203 | 0.207383 |
16 | -0.087113 | -0.734 | 0.232674 |
17 | 0.105183 | 0.8863 | 0.189228 |
18 | -0.109263 | -0.9207 | 0.180172 |
19 | 0.152946 | 1.2887 | 0.100835 |
20 | -0.175585 | -1.4795 | 0.071715 |
21 | 0.011255 | 0.0948 | 0.462355 |
22 | 0.101909 | 0.8587 | 0.196697 |
23 | -0.112733 | -0.9499 | 0.172692 |
24 | -8.6e-05 | -7e-04 | 0.499713 |
25 | -0.034702 | -0.2924 | 0.385416 |
26 | 0.049332 | 0.4157 | 0.339449 |
27 | -0.015055 | -0.1269 | 0.449707 |
28 | -0.079895 | -0.6732 | 0.251501 |
29 | 0.112108 | 0.9446 | 0.174024 |
30 | 0.020142 | 0.1697 | 0.432857 |
31 | -0.075723 | -0.6381 | 0.262746 |
32 | -0.038244 | -0.3222 | 0.374105 |
33 | 0.160143 | 1.3494 | 0.090749 |
34 | -0.083579 | -0.7043 | 0.24179 |
35 | -0.110698 | -0.9328 | 0.177053 |
36 | 0.028116 | 0.2369 | 0.406705 |
37 | 0.012634 | 0.1065 | 0.457761 |
38 | -0.039093 | -0.3294 | 0.37141 |
39 | -0.15009 | -1.2647 | 0.105061 |
40 | 0.070024 | 0.59 | 0.278521 |
41 | 0.000224 | 0.0019 | 0.499248 |
42 | -0.028933 | -0.2438 | 0.404047 |
43 | -0.036587 | -0.3083 | 0.379385 |
44 | 0.039693 | 0.3345 | 0.369509 |
45 | -0.018337 | -0.1545 | 0.438822 |
46 | 0.055403 | 0.4668 | 0.321024 |
47 | -0.060596 | -0.5106 | 0.30561 |
48 | 0.050693 | 0.4271 | 0.335282 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.4269 | -3.5971 | 0.000295 |
2 | -0.139659 | -1.1768 | 0.121605 |
3 | -0.050646 | -0.4267 | 0.335427 |
4 | 0.279464 | 2.3548 | 0.01065 |
5 | 0.125667 | 1.0589 | 0.14662 |
6 | -0.077182 | -0.6504 | 0.258783 |
7 | -0.023554 | -0.1985 | 0.421621 |
8 | -0.091236 | -0.7688 | 0.222291 |
9 | -0.033099 | -0.2789 | 0.390568 |
10 | -0.12648 | -1.0657 | 0.145075 |
11 | 0.072557 | 0.6114 | 0.271452 |
12 | -0.096992 | -0.8173 | 0.208254 |
13 | 0.130953 | 1.1034 | 0.136783 |
14 | 0.057795 | 0.487 | 0.313884 |
15 | 0.043322 | 0.365 | 0.358084 |
16 | -0.015578 | -0.1313 | 0.447969 |
17 | 0.011154 | 0.094 | 0.462692 |
18 | -0.114374 | -0.9637 | 0.169226 |
19 | 0.114563 | 0.9653 | 0.168828 |
20 | -0.11812 | -0.9953 | 0.161486 |
21 | -0.127534 | -1.0746 | 0.143091 |
22 | 0.066918 | 0.5639 | 0.287313 |
23 | -0.020897 | -0.1761 | 0.430365 |
24 | -0.027023 | -0.2277 | 0.410268 |
25 | 0.019935 | 0.168 | 0.433539 |
26 | -0.094405 | -0.7955 | 0.214497 |
27 | 0.074485 | 0.6276 | 0.266134 |
28 | -0.090334 | -0.7612 | 0.224539 |
29 | 0.103564 | 0.8726 | 0.192898 |
30 | 0.041403 | 0.3489 | 0.364111 |
31 | 0.012005 | 0.1012 | 0.459855 |
32 | -0.153998 | -1.2976 | 0.099311 |
33 | 0.085379 | 0.7194 | 0.237123 |
34 | 0.004662 | 0.0393 | 0.484387 |
35 | -0.146587 | -1.2352 | 0.11042 |
36 | -0.118643 | -0.9997 | 0.160424 |
37 | -0.060486 | -0.5097 | 0.305934 |
38 | -0.069237 | -0.5834 | 0.280736 |
39 | -0.040165 | -0.3384 | 0.368016 |
40 | -0.113489 | -0.9563 | 0.17109 |
41 | -0.012664 | -0.1067 | 0.45766 |
42 | 0.039209 | 0.3304 | 0.371043 |
43 | 0.044144 | 0.372 | 0.355514 |
44 | -0.076712 | -0.6464 | 0.260055 |
45 | 0.003308 | 0.0279 | 0.488922 |
46 | -0.053577 | -0.4514 | 0.326522 |
47 | -0.015873 | -0.1337 | 0.44699 |
48 | -0.009481 | -0.0799 | 0.468276 |