Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.307755 | -2.5932 | 0.00577 |
2 | -0.038711 | -0.3262 | 0.372622 |
3 | 0.026291 | 0.2215 | 0.412657 |
4 | -0.090294 | -0.7608 | 0.224638 |
5 | 0.115915 | 0.9767 | 0.166013 |
6 | -0.334706 | -2.8203 | 0.003108 |
7 | 0.109465 | 0.9224 | 0.179731 |
8 | -0.039903 | -0.3362 | 0.368846 |
9 | -0.038941 | -0.3281 | 0.371894 |
10 | -0.033792 | -0.2847 | 0.388338 |
11 | -0.212819 | -1.7932 | 0.038596 |
12 | 0.700303 | 5.9009 | 0 |
13 | -0.191306 | -1.612 | 0.055702 |
14 | -0.031019 | -0.2614 | 0.397282 |
15 | 0.025051 | 0.2111 | 0.416713 |
16 | -0.122391 | -1.0313 | 0.152954 |
17 | 0.112954 | 0.9518 | 0.172221 |
18 | -0.246267 | -2.0751 | 0.020802 |
19 | 0.055065 | 0.464 | 0.322037 |
20 | 0.00033 | 0.0028 | 0.498895 |
21 | -0.035343 | -0.2978 | 0.38336 |
22 | -0.069288 | -0.5838 | 0.280594 |
23 | -0.116679 | -0.9832 | 0.164434 |
24 | 0.459226 | 3.8695 | 0.00012 |
25 | -0.094639 | -0.7974 | 0.213927 |
26 | 0.037936 | 0.3197 | 0.375084 |
27 | -0.048695 | -0.4103 | 0.341407 |
28 | -0.066004 | -0.5562 | 0.289925 |
29 | 0.103724 | 0.874 | 0.192535 |
30 | -0.200389 | -1.6885 | 0.047851 |
31 | 0.051791 | 0.4364 | 0.331936 |
32 | -0.009523 | -0.0802 | 0.468135 |
33 | -0.01201 | -0.1012 | 0.459838 |
34 | -0.021199 | -0.1786 | 0.429369 |
35 | -0.125613 | -1.0584 | 0.146723 |
36 | 0.342476 | 2.8858 | 0.002584 |
37 | -0.066707 | -0.5621 | 0.287916 |
38 | 0.044132 | 0.3719 | 0.35555 |
39 | -0.057433 | -0.4839 | 0.31496 |
40 | -0.031496 | -0.2654 | 0.39574 |
41 | 0.077415 | 0.6523 | 0.258152 |
42 | -0.192687 | -1.6236 | 0.054445 |
43 | 0.074723 | 0.6296 | 0.265481 |
44 | -0.008887 | -0.0749 | 0.47026 |
45 | -0.049693 | -0.4187 | 0.338341 |
46 | 0.02653 | 0.2235 | 0.411877 |
47 | -0.113384 | -0.9554 | 0.171311 |
48 | 0.212599 | 1.7914 | 0.038746 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.307755 | -2.5932 | 0.00577 |
2 | -0.147383 | -1.2419 | 0.109186 |
3 | -0.036964 | -0.3115 | 0.37818 |
4 | -0.111321 | -0.938 | 0.17571 |
5 | 0.057953 | 0.4883 | 0.313414 |
6 | -0.336605 | -2.8363 | 0.002971 |
7 | -0.116171 | -0.9789 | 0.165482 |
8 | -0.157107 | -1.3238 | 0.094907 |
9 | -0.131149 | -1.1051 | 0.136428 |
10 | -0.240291 | -2.0247 | 0.023329 |
11 | -0.455889 | -3.8414 | 0.000132 |
12 | 0.47496 | 4.0021 | 7.6e-05 |
13 | 0.189244 | 1.5946 | 0.057622 |
14 | 0.080086 | 0.6748 | 0.250993 |
15 | -0.067839 | -0.5716 | 0.284692 |
16 | -0.143003 | -1.205 | 0.116109 |
17 | -0.101984 | -0.8593 | 0.196525 |
18 | 0.059241 | 0.4992 | 0.309602 |
19 | -0.030969 | -0.2609 | 0.397443 |
20 | -0.044327 | -0.3735 | 0.354943 |
21 | 0.000468 | 0.0039 | 0.498432 |
22 | -0.116925 | -0.9852 | 0.163929 |
23 | -0.024091 | -0.203 | 0.419858 |
24 | -0.090297 | -0.7609 | 0.224632 |
25 | -0.058316 | -0.4914 | 0.312337 |
26 | 0.095679 | 0.8062 | 0.211408 |
27 | -0.068955 | -0.581 | 0.28153 |
28 | 0.004049 | 0.0341 | 0.48644 |
29 | 0.026482 | 0.2231 | 0.412033 |
30 | -0.03488 | -0.2939 | 0.384845 |
31 | 0.015061 | 0.1269 | 0.449686 |
32 | -0.024479 | -0.2063 | 0.418587 |
33 | -0.04179 | -0.3521 | 0.362893 |
34 | 0.170245 | 1.4345 | 0.077908 |
35 | 0.007348 | 0.0619 | 0.475404 |
36 | 0.056087 | 0.4726 | 0.318975 |
37 | -0.015003 | -0.1264 | 0.449878 |
38 | -0.112688 | -0.9495 | 0.172787 |
39 | 0.008736 | 0.0736 | 0.470763 |
40 | 0.097374 | 0.8205 | 0.207342 |
41 | -0.006404 | -0.054 | 0.47856 |
42 | -0.015961 | -0.1345 | 0.446698 |
43 | -0.011845 | -0.0998 | 0.460388 |
44 | 0.01013 | 0.0854 | 0.46611 |
45 | -0.038638 | -0.3256 | 0.372854 |
46 | -0.05439 | -0.4583 | 0.324069 |
47 | 0.011122 | 0.0937 | 0.462798 |
48 | -0.069188 | -0.583 | 0.280874 |