Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.31987 | -2.9142 | 0.002291 |
2 | -0.018886 | -0.1721 | 0.431905 |
3 | -0.000229 | -0.0021 | 0.499169 |
4 | -0.053668 | -0.4889 | 0.313088 |
5 | 0.111428 | 1.0152 | 0.156491 |
6 | -0.381056 | -3.4716 | 0.000412 |
7 | 0.121908 | 1.1106 | 0.134966 |
8 | -0.048205 | -0.4392 | 0.330842 |
9 | -0.002272 | -0.0207 | 0.491769 |
10 | -0.053172 | -0.4844 | 0.314682 |
11 | -0.254593 | -2.3195 | 0.011414 |
12 | 0.770017 | 7.0152 | 0 |
13 | -0.235393 | -2.1445 | 0.017457 |
14 | -0.006435 | -0.0586 | 0.476696 |
15 | -0.008968 | -0.0817 | 0.467539 |
16 | -0.046326 | -0.4221 | 0.337039 |
17 | 0.115341 | 1.0508 | 0.148199 |
18 | -0.333861 | -3.0416 | 0.001575 |
19 | 0.087079 | 0.7933 | 0.214926 |
20 | -0.048856 | -0.4451 | 0.328705 |
21 | 0.012104 | 0.1103 | 0.456229 |
22 | -0.073248 | -0.6673 | 0.25321 |
23 | -0.159461 | -1.4528 | 0.07503 |
24 | 0.589329 | 5.369 | 0 |
25 | -0.141136 | -1.2858 | 0.101043 |
26 | -0.000896 | -0.0082 | 0.496754 |
27 | -0.00372 | -0.0339 | 0.486523 |
28 | -0.060673 | -0.5528 | 0.290958 |
29 | 0.122665 | 1.1175 | 0.133497 |
30 | -0.276922 | -2.5229 | 0.006774 |
31 | 0.079272 | 0.7222 | 0.236101 |
32 | -0.018944 | -0.1726 | 0.431698 |
33 | -0.03685 | -0.3357 | 0.368964 |
34 | 0.000802 | 0.0073 | 0.497095 |
35 | -0.187181 | -1.7053 | 0.04594 |
36 | 0.448835 | 4.0891 | 5e-05 |
37 | -0.086852 | -0.7913 | 0.215523 |
38 | -0.036285 | -0.3306 | 0.3709 |
39 | 0.034503 | 0.3143 | 0.377027 |
40 | -0.063471 | -0.5782 | 0.282333 |
41 | 0.093621 | 0.8529 | 0.198078 |
42 | -0.204746 | -1.8653 | 0.032835 |
43 | 0.067208 | 0.6123 | 0.27101 |
44 | -0.026366 | -0.2402 | 0.405382 |
45 | -0.055713 | -0.5076 | 0.306549 |
46 | 0.035208 | 0.3208 | 0.374599 |
47 | -0.146186 | -1.3318 | 0.093283 |
48 | 0.298046 | 2.7153 | 0.004027 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.31987 | -2.9142 | 0.002291 |
2 | -0.135017 | -1.2301 | 0.111073 |
3 | -0.057044 | -0.5197 | 0.302329 |
4 | -0.08531 | -0.7772 | 0.219622 |
5 | 0.071403 | 0.6505 | 0.25858 |
6 | -0.376773 | -3.4326 | 0.000467 |
7 | -0.155227 | -1.4142 | 0.080523 |
8 | -0.172032 | -1.5673 | 0.060426 |
9 | -0.129911 | -1.1835 | 0.119986 |
10 | -0.241027 | -2.1959 | 0.015446 |
11 | -0.556855 | -5.0732 | 1e-06 |
12 | 0.499759 | 4.553 | 9e-06 |
13 | 0.168572 | 1.5358 | 0.0642 |
14 | 0.002246 | 0.0205 | 0.491862 |
15 | -0.083267 | -0.7586 | 0.225122 |
16 | -0.096794 | -0.8818 | 0.190205 |
17 | -0.037971 | -0.3459 | 0.365135 |
18 | 0.032241 | 0.2937 | 0.384848 |
19 | -0.096281 | -0.8772 | 0.191466 |
20 | -0.15302 | -1.3941 | 0.083507 |
21 | -0.100306 | -0.9138 | 0.181725 |
22 | -0.096806 | -0.8819 | 0.190176 |
23 | 0.051151 | 0.466 | 0.321215 |
24 | -0.003968 | -0.0362 | 0.485624 |
25 | 0.020827 | 0.1897 | 0.424986 |
26 | -0.024126 | -0.2198 | 0.413283 |
27 | 0.016769 | 0.1528 | 0.439476 |
28 | -0.069765 | -0.6356 | 0.263397 |
29 | -0.006239 | -0.0568 | 0.477406 |
30 | 0.00273 | 0.0249 | 0.490107 |
31 | 0.07401 | 0.6743 | 0.251009 |
32 | 0.137083 | 1.2489 | 0.10761 |
33 | -0.058684 | -0.5346 | 0.297167 |
34 | 0.18787 | 1.7116 | 0.045355 |
35 | -0.051322 | -0.4676 | 0.320662 |
36 | -0.038473 | -0.3505 | 0.363422 |
37 | -0.030191 | -0.2751 | 0.391978 |
38 | -0.121931 | -1.1108 | 0.134921 |
39 | -0.014441 | -0.1316 | 0.447822 |
40 | 0.090387 | 0.8235 | 0.206301 |
41 | -0.079185 | -0.7214 | 0.236343 |
42 | 0.023098 | 0.2104 | 0.416921 |
43 | 0.058179 | 0.53 | 0.298751 |
44 | -0.077094 | -0.7024 | 0.242211 |
45 | 0.03885 | 0.3539 | 0.36214 |
46 | -0.088428 | -0.8056 | 0.211383 |
47 | 0.059627 | 0.5432 | 0.294214 |
48 | -0.10893 | -0.9924 | 0.161943 |