Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.377296 | -2.8981 | 0.002632 |
2 | -0.030925 | -0.2375 | 0.40653 |
3 | -0.118161 | -0.9076 | 0.183887 |
4 | -0.051387 | -0.3947 | 0.347238 |
5 | 0.129753 | 0.9967 | 0.161502 |
6 | 0.039241 | 0.3014 | 0.38208 |
7 | 0.109927 | 0.8444 | 0.200938 |
8 | -0.077295 | -0.5937 | 0.277486 |
9 | -0.039701 | -0.3049 | 0.380739 |
10 | -0.177795 | -1.3657 | 0.088613 |
11 | -0.156487 | -1.202 | 0.117083 |
12 | 0.627781 | 4.8221 | 5e-06 |
13 | -0.257752 | -1.9798 | 0.026197 |
14 | -0.026177 | -0.2011 | 0.420667 |
15 | -0.134127 | -1.0303 | 0.153548 |
16 | 0.028307 | 0.2174 | 0.414312 |
17 | 0.05459 | 0.4193 | 0.338256 |
18 | 0.040388 | 0.3102 | 0.378743 |
19 | 0.097922 | 0.7522 | 0.227474 |
20 | -0.067408 | -0.5178 | 0.303277 |
21 | -0.004125 | -0.0317 | 0.487415 |
22 | -0.184542 | -1.4175 | 0.0808 |
23 | -0.011463 | -0.0881 | 0.465067 |
24 | 0.355493 | 2.7306 | 0.004161 |
25 | -0.159805 | -1.2275 | 0.112258 |
26 | -0.034922 | -0.2682 | 0.394723 |
27 | -0.131088 | -1.0069 | 0.159046 |
28 | 0.076592 | 0.5883 | 0.279282 |
29 | -0.000699 | -0.0054 | 0.497866 |
30 | 0.019999 | 0.1536 | 0.439219 |
31 | 0.024583 | 0.1888 | 0.425439 |
32 | 0.024716 | 0.1898 | 0.425041 |
33 | -0.097423 | -0.7483 | 0.228619 |
34 | -0.021369 | -0.1641 | 0.43509 |
35 | -0.066174 | -0.5083 | 0.306571 |
36 | 0.228164 | 1.7526 | 0.042436 |
37 | -0.097997 | -0.7527 | 0.227303 |
38 | -0.00136 | -0.0104 | 0.495849 |
39 | -0.066871 | -0.5136 | 0.304709 |
40 | 0.047695 | 0.3664 | 0.357707 |
41 | -0.00564 | -0.0433 | 0.482796 |
42 | 0.005565 | 0.0427 | 0.483023 |
43 | 0.024323 | 0.1868 | 0.426217 |
44 | 0.010508 | 0.0807 | 0.467972 |
45 | -0.038873 | -0.2986 | 0.38315 |
46 | -0.014074 | -0.1081 | 0.45714 |
47 | -0.043768 | -0.3362 | 0.368962 |
48 | 0.0893 | 0.6859 | 0.247723 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.377296 | -2.8981 | 0.002632 |
2 | -0.202037 | -1.5519 | 0.06302 |
3 | -0.253348 | -1.946 | 0.028211 |
4 | -0.281115 | -2.1593 | 0.017452 |
5 | -0.093238 | -0.7162 | 0.238354 |
6 | -0.002981 | -0.0229 | 0.490903 |
7 | 0.177934 | 1.3667 | 0.088447 |
8 | 0.160721 | 1.2345 | 0.110952 |
9 | 0.143215 | 1.1001 | 0.137888 |
10 | -0.13101 | -1.0063 | 0.15919 |
11 | -0.521373 | -4.0047 | 8.8e-05 |
12 | 0.309108 | 2.3743 | 0.010427 |
13 | 0.116762 | 0.8969 | 0.186717 |
14 | -0.072527 | -0.5571 | 0.289787 |
15 | -0.045464 | -0.3492 | 0.364085 |
16 | 0.14424 | 1.1079 | 0.136194 |
17 | 0.037379 | 0.2871 | 0.387515 |
18 | -0.041239 | -0.3168 | 0.37627 |
19 | 0.042939 | 0.3298 | 0.371353 |
20 | 0.022381 | 0.1719 | 0.432047 |
21 | -0.044873 | -0.3447 | 0.365782 |
22 | -0.000149 | -0.0011 | 0.499547 |
23 | 0.075358 | 0.5788 | 0.282453 |
24 | -0.057169 | -0.4391 | 0.331089 |
25 | -0.095842 | -0.7362 | 0.232271 |
26 | -0.019575 | -0.1504 | 0.440496 |
27 | -0.060857 | -0.4675 | 0.320949 |
28 | -0.055515 | -0.4264 | 0.335678 |
29 | 0.00153 | 0.0117 | 0.495333 |
30 | -0.020421 | -0.1569 | 0.437945 |
31 | -0.151188 | -1.1613 | 0.125099 |
32 | 0.050967 | 0.3915 | 0.348424 |
33 | -0.097176 | -0.7464 | 0.229187 |
34 | 0.092344 | 0.7093 | 0.240464 |
35 | -0.092752 | -0.7124 | 0.239501 |
36 | -0.089104 | -0.6844 | 0.248196 |
37 | -0.081637 | -0.6271 | 0.266518 |
38 | 0.056154 | 0.4313 | 0.3339 |
39 | 0.087436 | 0.6716 | 0.252228 |
40 | -0.025262 | -0.194 | 0.423405 |
41 | -0.025273 | -0.1941 | 0.423372 |
42 | 0.066017 | 0.5071 | 0.306992 |
43 | 0.04589 | 0.3525 | 0.362865 |
44 | -0.097147 | -0.7462 | 0.229255 |
45 | 0.078573 | 0.6035 | 0.274235 |
46 | -0.032145 | -0.2469 | 0.402917 |
47 | -0.021491 | -0.1651 | 0.434724 |
48 | -0.085336 | -0.6555 | 0.257354 |