Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.546444 | -5.961 | 0 |
2 | 0.052345 | 0.571 | 0.284533 |
3 | 0.137731 | 1.5025 | 0.067812 |
4 | -0.252347 | -2.7528 | 0.003418 |
5 | 0.130041 | 1.4186 | 0.079317 |
6 | -0.019067 | -0.208 | 0.417792 |
7 | -0.110364 | -1.2039 | 0.115503 |
8 | 0.220285 | 2.403 | 0.008902 |
9 | -0.039861 | -0.4348 | 0.332235 |
10 | -0.102341 | -1.1164 | 0.133248 |
11 | 0.203173 | 2.2164 | 0.014284 |
12 | -0.198515 | -2.1655 | 0.016171 |
13 | -0.059016 | -0.6438 | 0.260475 |
14 | 0.076569 | 0.8353 | 0.202621 |
15 | 0.020266 | 0.2211 | 0.412707 |
16 | -0.000277 | -0.003 | 0.498798 |
17 | -0.005856 | -0.0639 | 0.474587 |
18 | 0.094907 | 1.0353 | 0.151311 |
19 | -0.105584 | -1.1518 | 0.125859 |
20 | 0.017316 | 0.1889 | 0.42525 |
21 | 0.049891 | 0.5442 | 0.293645 |
22 | -0.138388 | -1.5096 | 0.066894 |
23 | 0.133715 | 1.4587 | 0.073646 |
24 | -0.102799 | -1.1214 | 0.132187 |
25 | 0.016348 | 0.1783 | 0.429379 |
26 | 0.161903 | 1.7661 | 0.039968 |
27 | -0.200246 | -2.1844 | 0.015446 |
28 | 0.039965 | 0.436 | 0.331827 |
29 | 0.141775 | 1.5466 | 0.06231 |
30 | -0.222695 | -2.4293 | 0.008311 |
31 | 0.11492 | 1.2536 | 0.106218 |
32 | 0.03181 | 0.347 | 0.364599 |
33 | -0.173765 | -1.8956 | 0.030222 |
34 | 0.171271 | 1.8683 | 0.032087 |
35 | -0.018598 | -0.2029 | 0.419789 |
36 | -0.05327 | -0.5811 | 0.281132 |
37 | 0.119178 | 1.3001 | 0.098043 |
38 | -0.159262 | -1.7373 | 0.042457 |
39 | 0.109254 | 1.1918 | 0.117852 |
40 | -0.021928 | -0.2392 | 0.40568 |
41 | -0.088893 | -0.9697 | 0.167079 |
42 | 0.06249 | 0.6817 | 0.248383 |
43 | 0.033327 | 0.3636 | 0.358417 |
44 | 0.012911 | 0.1408 | 0.444115 |
45 | -0.036709 | -0.4005 | 0.344771 |
46 | 0.037943 | 0.4139 | 0.339842 |
47 | 0.011548 | 0.126 | 0.449981 |
48 | -0.131641 | -1.436 | 0.076808 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.546444 | -5.961 | 0 |
2 | -0.351093 | -3.83 | 0.000103 |
3 | -0.025166 | -0.2745 | 0.392077 |
4 | -0.234065 | -2.5533 | 0.005967 |
5 | -0.197253 | -2.1518 | 0.016718 |
6 | -0.157684 | -1.7201 | 0.044004 |
7 | -0.265257 | -2.8936 | 0.002265 |
8 | -0.054772 | -0.5975 | 0.275656 |
9 | 0.132314 | 1.4434 | 0.075771 |
10 | 0.017602 | 0.192 | 0.42403 |
11 | 0.19949 | 2.1762 | 0.015759 |
12 | 0.153713 | 1.6768 | 0.048103 |
13 | -0.092311 | -1.007 | 0.15799 |
14 | -0.207284 | -2.2612 | 0.012782 |
15 | 0.007801 | 0.0851 | 0.466163 |
16 | -0.006357 | -0.0693 | 0.472416 |
17 | -0.157395 | -1.717 | 0.044292 |
18 | 0.066529 | 0.7257 | 0.234711 |
19 | -0.025959 | -0.2832 | 0.388764 |
20 | -0.100316 | -1.0943 | 0.138012 |
21 | 0.188203 | 2.0531 | 0.02113 |
22 | 0.089697 | 0.9785 | 0.164912 |
23 | 0.049777 | 0.543 | 0.294073 |
24 | -0.012206 | -0.1332 | 0.447149 |
25 | -0.108872 | -1.1877 | 0.118667 |
26 | -0.088178 | -0.9619 | 0.169024 |
27 | -0.127504 | -1.3909 | 0.083425 |
28 | -0.179239 | -1.9553 | 0.026448 |
29 | -0.057495 | -0.6272 | 0.265866 |
30 | -0.078338 | -0.8546 | 0.197253 |
31 | -0.075362 | -0.8221 | 0.20633 |
32 | 0.018365 | 0.2003 | 0.420779 |
33 | -0.082642 | -0.9015 | 0.184566 |
34 | -0.140311 | -1.5306 | 0.064259 |
35 | 0.033292 | 0.3632 | 0.358559 |
36 | 0.028336 | 0.3091 | 0.37889 |
37 | -0.022217 | -0.2424 | 0.404458 |
38 | -0.059388 | -0.6478 | 0.259167 |
39 | 0.104621 | 1.1413 | 0.128023 |
40 | 4e-05 | 4e-04 | 0.499827 |
41 | -0.041509 | -0.4528 | 0.325755 |
42 | 0.008515 | 0.0929 | 0.463074 |
43 | -0.021332 | -0.2327 | 0.408194 |
44 | 0.045886 | 0.5006 | 0.308805 |
45 | 0.055878 | 0.6096 | 0.271659 |
46 | -0.020062 | -0.2189 | 0.41357 |
47 | 0.064033 | 0.6985 | 0.243107 |
48 | 0.000681 | 0.0074 | 0.497043 |