Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.379595 | -3.1759 | 0.001111 |
2 | -0.102695 | -0.8592 | 0.196578 |
3 | -0.083519 | -0.6988 | 0.243505 |
4 | -0.056545 | -0.4731 | 0.318812 |
5 | 0.322246 | 2.6961 | 0.00439 |
6 | -0.355569 | -2.9749 | 0.00201 |
7 | 0.214999 | 1.7988 | 0.03818 |
8 | 0.027113 | 0.2268 | 0.410602 |
9 | -0.151793 | -1.27 | 0.104147 |
10 | -0.053994 | -0.4517 | 0.326424 |
11 | -0.130106 | -1.0885 | 0.140043 |
12 | 0.509921 | 4.2663 | 3.1e-05 |
13 | -0.099946 | -0.8362 | 0.202942 |
14 | -0.136906 | -1.1454 | 0.127964 |
15 | -0.090789 | -0.7596 | 0.225023 |
16 | -0.05256 | -0.4397 | 0.330738 |
17 | 0.292131 | 2.4441 | 0.008521 |
18 | -0.293525 | -2.4558 | 0.008271 |
19 | 0.176764 | 1.4789 | 0.071825 |
20 | -0.028656 | -0.2398 | 0.405611 |
21 | -0.039105 | -0.3272 | 0.372256 |
22 | -0.080787 | -0.6759 | 0.250663 |
23 | -0.141415 | -1.1832 | 0.120374 |
24 | 0.462377 | 3.8685 | 0.000121 |
25 | -0.053653 | -0.4489 | 0.327448 |
26 | -0.186107 | -1.5571 | 0.061981 |
27 | -0.066438 | -0.5559 | 0.29004 |
28 | -0.022122 | -0.1851 | 0.426847 |
29 | 0.248601 | 2.0799 | 0.020597 |
30 | -0.234387 | -1.961 | 0.026928 |
31 | 0.14812 | 1.2393 | 0.109695 |
32 | -0.093322 | -0.7808 | 0.21878 |
33 | 0.038127 | 0.319 | 0.375341 |
34 | -0.055464 | -0.464 | 0.322028 |
35 | -0.118131 | -0.9884 | 0.163192 |
36 | 0.353305 | 2.956 | 0.002123 |
37 | -0.11157 | -0.9335 | 0.176895 |
38 | -0.044825 | -0.375 | 0.354385 |
39 | -0.110861 | -0.9275 | 0.178418 |
40 | 0.006425 | 0.0538 | 0.478643 |
41 | 0.183669 | 1.5367 | 0.064439 |
42 | -0.156709 | -1.3111 | 0.097051 |
43 | 0.069829 | 0.5842 | 0.280472 |
44 | -0.033953 | -0.2841 | 0.388597 |
45 | 0.020761 | 0.1737 | 0.431302 |
46 | -0.030267 | -0.2532 | 0.400414 |
47 | -0.101345 | -0.8479 | 0.199689 |
48 | 0.260724 | 2.1814 | 0.016258 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.379595 | -3.1759 | 0.001111 |
2 | -0.288334 | -2.4124 | 0.009236 |
3 | -0.309897 | -2.5928 | 0.005791 |
4 | -0.377315 | -3.1568 | 0.001176 |
5 | 0.057305 | 0.4794 | 0.316559 |
6 | -0.37126 | -3.1062 | 0.001368 |
7 | -0.06914 | -0.5785 | 0.282402 |
8 | 0.050539 | 0.4228 | 0.336854 |
9 | -0.152358 | -1.2747 | 0.103312 |
10 | -0.383228 | -3.2063 | 0.001014 |
11 | -0.550928 | -4.6094 | 9e-06 |
12 | -0.229573 | -1.9207 | 0.029419 |
13 | -0.109434 | -0.9156 | 0.181512 |
14 | 0.051647 | 0.4321 | 0.333496 |
15 | 0.063637 | 0.5324 | 0.298058 |
16 | -0.035309 | -0.2954 | 0.384275 |
17 | 0.131625 | 1.1013 | 0.137279 |
18 | -0.060452 | -0.5058 | 0.307302 |
19 | 0.015533 | 0.13 | 0.448485 |
20 | -0.068303 | -0.5715 | 0.284759 |
21 | 0.137489 | 1.1503 | 0.126965 |
22 | 0.050316 | 0.421 | 0.337531 |
23 | -0.103464 | -0.8656 | 0.194821 |
24 | -0.01053 | -0.0881 | 0.465024 |
25 | 0.104919 | 0.8778 | 0.191524 |
26 | -0.055552 | -0.4648 | 0.321765 |
27 | -0.045949 | -0.3844 | 0.350911 |
28 | -0.039873 | -0.3336 | 0.369839 |
29 | -0.026288 | -0.2199 | 0.413279 |
30 | -0.096705 | -0.8091 | 0.210602 |
31 | 0.146242 | 1.2235 | 0.112613 |
32 | -0.165467 | -1.3844 | 0.085318 |
33 | 0.002337 | 0.0196 | 0.492228 |
34 | 0.054783 | 0.4583 | 0.324061 |
35 | 0.102921 | 0.8611 | 0.196062 |
36 | 0.05019 | 0.4199 | 0.337914 |
37 | 0.021265 | 0.1779 | 0.42965 |
38 | -0.076908 | -0.6435 | 0.261015 |
39 | -0.047279 | -0.3956 | 0.346814 |
40 | 0.045637 | 0.3818 | 0.351873 |
41 | -0.039877 | -0.3336 | 0.369827 |
42 | -0.029075 | -0.2433 | 0.404257 |
43 | -8.1e-05 | -7e-04 | 0.499729 |
44 | -0.030123 | -0.252 | 0.400879 |
45 | 0.013115 | 0.1097 | 0.456471 |
46 | -0.010741 | -0.0899 | 0.464326 |
47 | 0.064578 | 0.5403 | 0.295353 |
48 | 0.032057 | 0.2682 | 0.394664 |