Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.39266 | -3.0161 | 0.001887 |
2 | -0.283321 | -2.1762 | 0.016777 |
3 | 0.357481 | 2.7459 | 0.003994 |
4 | -0.14963 | -1.1493 | 0.127529 |
5 | -0.153039 | -1.1755 | 0.122255 |
6 | 0.290398 | 2.2306 | 0.014762 |
7 | -0.14135 | -1.0857 | 0.141007 |
8 | -0.11337 | -0.8708 | 0.193693 |
9 | 0.206955 | 1.5896 | 0.058629 |
10 | -0.157648 | -1.2109 | 0.115378 |
11 | -0.168978 | -1.2979 | 0.099678 |
12 | 0.388021 | 2.9804 | 0.002088 |
13 | -0.068823 | -0.5286 | 0.299519 |
14 | -0.163956 | -1.2594 | 0.106429 |
15 | 0.069014 | 0.5301 | 0.299014 |
16 | -0.058914 | -0.4525 | 0.326274 |
17 | 0.074707 | 0.5738 | 0.284131 |
18 | 0.019402 | 0.149 | 0.441019 |
19 | -0.158718 | -1.2191 | 0.113822 |
20 | 0.060037 | 0.4612 | 0.323192 |
21 | 0.13932 | 1.0701 | 0.144458 |
22 | -0.174202 | -1.3381 | 0.093004 |
23 | -0.046874 | -0.36 | 0.36005 |
24 | 0.261162 | 2.006 | 0.024723 |
25 | -0.084859 | -0.6518 | 0.258527 |
26 | -0.100557 | -0.7724 | 0.221483 |
27 | 0.108649 | 0.8345 | 0.20367 |
28 | -0.103896 | -0.798 | 0.214024 |
29 | 0.020175 | 0.155 | 0.438688 |
30 | 0.097533 | 0.7492 | 0.228367 |
31 | -0.140922 | -1.0824 | 0.14173 |
32 | 0.009059 | 0.0696 | 0.472379 |
33 | 0.095967 | 0.7371 | 0.23198 |
34 | -0.028926 | -0.2222 | 0.412469 |
35 | -0.077937 | -0.5986 | 0.275849 |
36 | 0.134007 | 1.0293 | 0.153763 |
37 | -0.057513 | -0.4418 | 0.330138 |
38 | 0.004595 | 0.0353 | 0.485982 |
39 | 0.009625 | 0.0739 | 0.470657 |
40 | -0.072996 | -0.5607 | 0.288564 |
41 | 0.141984 | 1.0906 | 0.139942 |
42 | -0.074929 | -0.5755 | 0.283558 |
43 | -0.111651 | -0.8576 | 0.197289 |
44 | 0.127314 | 0.9779 | 0.166053 |
45 | -0.010978 | -0.0843 | 0.466543 |
46 | -0.0668 | -0.5131 | 0.304898 |
47 | 0.122787 | 0.9431 | 0.174726 |
48 | -0.062736 | -0.4819 | 0.315835 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.39266 | -3.0161 | 0.001887 |
2 | -0.517254 | -3.9731 | 9.8e-05 |
3 | -0.023272 | -0.1788 | 0.429372 |
4 | -0.148531 | -1.1409 | 0.129264 |
5 | -0.193105 | -1.4833 | 0.071663 |
6 | 0.05019 | 0.3855 | 0.350621 |
7 | -0.047839 | -0.3675 | 0.357295 |
8 | -0.064283 | -0.4938 | 0.311651 |
9 | 0.006947 | 0.0534 | 0.478813 |
10 | -0.129977 | -0.9984 | 0.161087 |
11 | -0.323219 | -2.4827 | 0.007952 |
12 | 0.030306 | 0.2328 | 0.408366 |
13 | 0.137188 | 1.0538 | 0.148144 |
14 | 0.184123 | 1.4143 | 0.081268 |
15 | -0.074161 | -0.5696 | 0.285543 |
16 | -0.194635 | -1.495 | 0.07012 |
17 | 0.065963 | 0.5067 | 0.307137 |
18 | -0.021492 | -0.1651 | 0.434721 |
19 | -0.218275 | -1.6766 | 0.049456 |
20 | -0.24199 | -1.8588 | 0.034026 |
21 | 0.006989 | 0.0537 | 0.478685 |
22 | 0.032378 | 0.2487 | 0.402229 |
23 | -0.123326 | -0.9473 | 0.173679 |
24 | 0.018848 | 0.1448 | 0.442691 |
25 | 0.081145 | 0.6233 | 0.267749 |
26 | -0.007733 | -0.0594 | 0.476416 |
27 | -0.011293 | -0.0867 | 0.465584 |
28 | -0.028894 | -0.2219 | 0.412564 |
29 | -0.096276 | -0.7395 | 0.231265 |
30 | -0.143861 | -1.105 | 0.136819 |
31 | -0.066452 | -0.5104 | 0.305829 |
32 | 0.058293 | 0.4478 | 0.327986 |
33 | -0.122534 | -0.9412 | 0.17522 |
34 | -0.066914 | -0.514 | 0.304594 |
35 | 0.050301 | 0.3864 | 0.350307 |
36 | 0.138813 | 1.0662 | 0.145329 |
37 | -0.193118 | -1.4834 | 0.07165 |
38 | -0.150153 | -1.1533 | 0.12671 |
39 | 0.022573 | 0.1734 | 0.431469 |
40 | 0.025163 | 0.1933 | 0.4237 |
41 | 0.092398 | 0.7097 | 0.240336 |
42 | -0.054638 | -0.4197 | 0.338122 |
43 | 0.005089 | 0.0391 | 0.484477 |
44 | 0.004998 | 0.0384 | 0.484754 |
45 | 0.001226 | 0.0094 | 0.496258 |
46 | -0.054308 | -0.4172 | 0.339041 |
47 | 0.01452 | 0.1115 | 0.455786 |
48 | -0.106589 | -0.8187 | 0.208118 |