Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.20797 | -4.07 | 2.9e-05 |
2 | -0.097235 | -1.9029 | 0.0289 |
3 | -0.035198 | -0.6888 | 0.245674 |
4 | 0.000243 | 0.0047 | 0.498108 |
5 | 0.093518 | 1.8302 | 0.033999 |
6 | -0.080635 | -1.5781 | 0.057689 |
7 | 0.018923 | 0.3703 | 0.355669 |
8 | -0.053422 | -1.0455 | 0.148229 |
9 | 0.012366 | 0.242 | 0.404449 |
10 | 0.102268 | 2.0014 | 0.023025 |
11 | 0.072822 | 1.4252 | 0.077462 |
12 | -0.386967 | -7.5731 | 0 |
13 | -0.001294 | -0.0253 | 0.489907 |
14 | 0.052493 | 1.0273 | 0.152463 |
15 | 0.052957 | 1.0364 | 0.150337 |
16 | 0.006725 | 0.1316 | 0.447683 |
17 | -0.091316 | -1.7871 | 0.037357 |
18 | 0.063751 | 1.2476 | 0.106464 |
19 | -0.045345 | -0.8874 | 0.187707 |
20 | 0.023925 | 0.4682 | 0.319948 |
21 | -0.017313 | -0.3388 | 0.367466 |
22 | -0.03744 | -0.7327 | 0.232088 |
23 | 0.045748 | 0.8953 | 0.185592 |
24 | -0.089164 | -1.745 | 0.040895 |
25 | 0.15436 | 3.0209 | 0.001345 |
26 | -0.134418 | -2.6306 | 0.004434 |
27 | 0.026558 | 0.5197 | 0.301772 |
28 | 0.053799 | 1.0529 | 0.146534 |
29 | -0.103186 | -2.0194 | 0.022071 |
30 | 0.078328 | 1.5329 | 0.063061 |
31 | -0.04163 | -0.8147 | 0.20787 |
32 | -0.037839 | -0.7405 | 0.22972 |
33 | 0.056997 | 1.1154 | 0.13268 |
34 | 0.043078 | 0.843 | 0.199864 |
35 | 0.052832 | 1.0339 | 0.15091 |
36 | -0.03301 | -0.646 | 0.259327 |
37 | -0.04189 | -0.8198 | 0.20642 |
38 | 0.089013 | 1.742 | 0.041154 |
39 | -0.002201 | -0.0431 | 0.482835 |
40 | -0.060661 | -1.1872 | 0.117951 |
41 | 0.115555 | 2.2615 | 0.012145 |
42 | -0.127836 | -2.5018 | 0.006386 |
43 | 0.109359 | 2.1402 | 0.016485 |
44 | 0.044581 | 0.8725 | 0.191752 |
45 | -0.058219 | -1.1394 | 0.12763 |
46 | 0.014202 | 0.2779 | 0.390602 |
47 | -0.094699 | -1.8533 | 0.032304 |
48 | 0.030132 | 0.5897 | 0.277868 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.20797 | -4.07 | 2.9e-05 |
2 | -0.146837 | -2.8737 | 0.002142 |
3 | -0.094995 | -1.8591 | 0.031891 |
4 | -0.048379 | -0.9468 | 0.17217 |
5 | 0.072221 | 1.4134 | 0.079177 |
6 | -0.052226 | -1.0221 | 0.153695 |
7 | 0.009101 | 0.1781 | 0.429362 |
8 | -0.058979 | -1.1542 | 0.124562 |
9 | -0.018035 | -0.353 | 0.362159 |
10 | 0.086835 | 1.6994 | 0.045028 |
11 | 0.134394 | 2.6301 | 0.004439 |
12 | -0.35619 | -6.9708 | 0 |
13 | -0.15685 | -3.0696 | 0.001148 |
14 | -0.081144 | -1.588 | 0.056553 |
15 | -0.015302 | -0.2995 | 0.382372 |
16 | 0.000424 | 0.0083 | 0.49669 |
17 | -0.025038 | -0.49 | 0.312206 |
18 | -0.004996 | -0.0978 | 0.461084 |
19 | -0.045533 | -0.8911 | 0.18672 |
20 | -0.051263 | -1.0032 | 0.15819 |
21 | -0.053194 | -1.041 | 0.14926 |
22 | 0.011685 | 0.2287 | 0.409619 |
23 | 0.099375 | 1.9448 | 0.026265 |
24 | -0.248527 | -4.8638 | 1e-06 |
25 | 0.014126 | 0.2765 | 0.391174 |
26 | -0.174387 | -3.4128 | 0.000356 |
27 | 0.000184 | 0.0036 | 0.498561 |
28 | 0.055213 | 1.0805 | 0.14029 |
29 | -0.134965 | -2.6413 | 0.004298 |
30 | 0.009633 | 0.1885 | 0.425285 |
31 | -0.05349 | -1.0468 | 0.147921 |
32 | -0.159108 | -3.1138 | 0.000993 |
33 | -0.004222 | -0.0826 | 0.467096 |
34 | 0.073742 | 1.4432 | 0.074896 |
35 | 0.146236 | 2.8619 | 0.002221 |
36 | -0.129488 | -2.5341 | 0.005835 |
37 | -0.008038 | -0.1573 | 0.437546 |
38 | -0.080134 | -1.5682 | 0.058825 |
39 | 0.052196 | 1.0215 | 0.153834 |
40 | 0.001775 | 0.0347 | 0.486155 |
41 | 0.041916 | 0.8203 | 0.206273 |
42 | -0.07204 | -1.4098 | 0.079699 |
43 | 0.030428 | 0.5955 | 0.275933 |
44 | -0.022891 | -0.448 | 0.327208 |
45 | -0.019217 | -0.3761 | 0.353531 |
46 | 0.082589 | 1.6163 | 0.053426 |
47 | 0.097706 | 1.9121 | 0.028302 |
48 | -0.159983 | -3.1309 | 0.000938 |