Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.329373 | -3.0007 | 0.001778 |
2 | -0.384067 | -3.499 | 0.000377 |
3 | 0.372066 | 3.3897 | 0.000536 |
4 | -0.225055 | -2.0503 | 0.021743 |
5 | -0.078706 | -0.717 | 0.237678 |
6 | 0.369779 | 3.3688 | 0.000573 |
7 | -0.162116 | -1.477 | 0.071737 |
8 | -0.099823 | -0.9094 | 0.182879 |
9 | 0.243069 | 2.2145 | 0.014769 |
10 | -0.343421 | -3.1287 | 0.001211 |
11 | -0.124506 | -1.1343 | 0.129966 |
12 | 0.614018 | 5.594 | 0 |
13 | -0.188182 | -1.7144 | 0.045092 |
14 | -0.304257 | -2.7719 | 0.003439 |
15 | 0.215471 | 1.963 | 0.026496 |
16 | -0.136028 | -1.2393 | 0.109369 |
17 | -0.047432 | -0.4321 | 0.333385 |
18 | 0.276319 | 2.5174 | 0.006873 |
19 | -0.147999 | -1.3483 | 0.090609 |
20 | -0.064995 | -0.5921 | 0.277686 |
21 | 0.20494 | 1.8671 | 0.03271 |
22 | -0.343928 | -3.1333 | 0.001194 |
23 | -0.013088 | -0.1192 | 0.452686 |
24 | 0.456415 | 4.1581 | 3.9e-05 |
25 | -0.170188 | -1.5505 | 0.062415 |
26 | -0.228771 | -2.0842 | 0.020108 |
27 | 0.15662 | 1.4269 | 0.078683 |
28 | -0.110615 | -1.0078 | 0.158251 |
29 | 0.013225 | 0.1205 | 0.452194 |
30 | 0.213744 | 1.9473 | 0.02744 |
31 | -0.159753 | -1.4554 | 0.074663 |
32 | -0.002324 | -0.0212 | 0.491579 |
33 | 0.135767 | 1.2369 | 0.109806 |
34 | -0.269587 | -2.4561 | 0.008067 |
35 | 0.024484 | 0.2231 | 0.412018 |
36 | 0.324257 | 2.9541 | 0.002039 |
37 | -0.130745 | -1.1911 | 0.118497 |
38 | -0.148572 | -1.3536 | 0.089776 |
39 | 0.111677 | 1.0174 | 0.155954 |
40 | -0.096605 | -0.8801 | 0.19067 |
41 | 0.068372 | 0.6229 | 0.26753 |
42 | 0.12629 | 1.1506 | 0.126609 |
43 | -0.125401 | -1.1425 | 0.128275 |
44 | -0.019118 | -0.1742 | 0.431076 |
45 | 0.110307 | 1.0049 | 0.158922 |
46 | -0.177897 | -1.6207 | 0.054436 |
47 | -0.015202 | -0.1385 | 0.44509 |
48 | 0.278981 | 2.5416 | 0.006447 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.329373 | -3.0007 | 0.001778 |
2 | -0.552492 | -5.0334 | 1e-06 |
3 | -0.010176 | -0.0927 | 0.46318 |
4 | -0.404076 | -3.6813 | 0.000206 |
5 | -0.235169 | -2.1425 | 0.017542 |
6 | 0.007708 | 0.0702 | 0.472092 |
7 | 0.035158 | 0.3203 | 0.374773 |
8 | 0.119452 | 1.0883 | 0.139816 |
9 | 0.297142 | 2.7071 | 0.004119 |
10 | -0.120715 | -1.0998 | 0.137307 |
11 | -0.392023 | -3.5715 | 0.000297 |
12 | 0.161792 | 1.474 | 0.072133 |
13 | 0.199118 | 1.814 | 0.036642 |
14 | 0.077731 | 0.7082 | 0.240415 |
15 | -0.158346 | -1.4426 | 0.076448 |
16 | -0.109907 | -1.0013 | 0.159796 |
17 | -0.096787 | -0.8818 | 0.190223 |
18 | -0.067297 | -0.6131 | 0.270743 |
19 | -0.123399 | -1.1242 | 0.13208 |
20 | -0.103663 | -0.9444 | 0.173849 |
21 | 0.053926 | 0.4913 | 0.31226 |
22 | -0.10229 | -0.9319 | 0.177043 |
23 | -0.037356 | -0.3403 | 0.367234 |
24 | -0.028731 | -0.2617 | 0.397082 |
25 | 0.038104 | 0.3471 | 0.364679 |
26 | -0.085965 | -0.7832 | 0.217876 |
27 | -0.071605 | -0.6524 | 0.257989 |
28 | -0.090916 | -0.8283 | 0.204942 |
29 | -0.028768 | -0.2621 | 0.39695 |
30 | -0.014891 | -0.1357 | 0.446208 |
31 | -0.056021 | -0.5104 | 0.305573 |
32 | -0.008559 | -0.078 | 0.469019 |
33 | -0.032873 | -0.2995 | 0.382658 |
34 | 0.040368 | 0.3678 | 0.356992 |
35 | -0.016658 | -0.1518 | 0.439871 |
36 | -0.066161 | -0.6028 | 0.274156 |
37 | -0.100787 | -0.9182 | 0.180584 |
38 | -0.041166 | -0.375 | 0.354295 |
39 | 0.032607 | 0.2971 | 0.383578 |
40 | -0.013796 | -0.1257 | 0.45014 |
41 | 0.061891 | 0.5639 | 0.287188 |
42 | -0.018086 | -0.1648 | 0.434761 |
43 | 0.095403 | 0.8692 | 0.193632 |
44 | -0.134676 | -1.227 | 0.111655 |
45 | -0.047109 | -0.4292 | 0.334451 |
46 | -0.049781 | -0.4535 | 0.325677 |
47 | -0.065713 | -0.5987 | 0.275511 |
48 | -0.020864 | -0.1901 | 0.424857 |