Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.5063 | -4.9348 | 2e-06 |
2 | 0.037727 | 0.3677 | 0.356952 |
3 | 0.019276 | 0.1879 | 0.425684 |
4 | -0.033019 | -0.3218 | 0.374145 |
5 | 0.01212 | 0.1181 | 0.453108 |
6 | 0.072192 | 0.7036 | 0.24169 |
7 | -0.08973 | -0.8746 | 0.192004 |
8 | 0.060076 | 0.5855 | 0.279784 |
9 | 0.015535 | 0.1514 | 0.439983 |
10 | -0.043142 | -0.4205 | 0.337535 |
11 | -0.274038 | -2.671 | 0.004449 |
12 | 0.489246 | 4.7686 | 3e-06 |
13 | -0.257729 | -2.512 | 0.006845 |
14 | 0.070972 | 0.6917 | 0.245392 |
15 | -0.033128 | -0.3229 | 0.373743 |
16 | 0.013316 | 0.1298 | 0.448504 |
17 | 0.014271 | 0.1391 | 0.444836 |
18 | -0.04275 | -0.4167 | 0.338927 |
19 | 0.017899 | 0.1745 | 0.430939 |
20 | 0.022474 | 0.219 | 0.413542 |
21 | 0.00441 | 0.043 | 0.482904 |
22 | -0.013067 | -0.1274 | 0.44946 |
23 | -0.225619 | -2.1991 | 0.01515 |
24 | 0.407989 | 3.9766 | 6.8e-05 |
25 | -0.227903 | -2.2213 | 0.014352 |
26 | 0.049853 | 0.4859 | 0.314075 |
27 | -0.034461 | -0.3359 | 0.368849 |
28 | 0.004625 | 0.0451 | 0.482071 |
29 | 0.06048 | 0.5895 | 0.278467 |
30 | -0.062878 | -0.6129 | 0.270717 |
31 | 0.011788 | 0.1149 | 0.454386 |
32 | 0.034262 | 0.3339 | 0.36958 |
33 | -0.007529 | -0.0734 | 0.470829 |
34 | -0.046645 | -0.4546 | 0.325204 |
35 | -0.17416 | -1.6975 | 0.046438 |
36 | 0.341339 | 3.327 | 0.000625 |
37 | -0.182393 | -1.7778 | 0.039322 |
38 | 0.033533 | 0.3268 | 0.372253 |
39 | -0.019867 | -0.1936 | 0.423437 |
40 | -0.032805 | -0.3197 | 0.374931 |
41 | 0.075644 | 0.7373 | 0.231383 |
42 | -0.034405 | -0.3353 | 0.369054 |
43 | -0.037784 | -0.3683 | 0.356746 |
44 | 0.084087 | 0.8196 | 0.207253 |
45 | -0.027037 | -0.2635 | 0.396357 |
46 | -0.003941 | -0.0384 | 0.484718 |
47 | -0.165278 | -1.6109 | 0.055257 |
48 | 0.264393 | 2.577 | 0.005753 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.5063 | -4.9348 | 2e-06 |
2 | -0.29397 | -2.8653 | 0.002565 |
3 | -0.15432 | -1.5041 | 0.067933 |
4 | -0.124761 | -1.216 | 0.113495 |
5 | -0.087499 | -0.8528 | 0.197948 |
6 | 0.052273 | 0.5095 | 0.305793 |
7 | -0.014074 | -0.1372 | 0.44559 |
8 | 0.027911 | 0.272 | 0.39309 |
9 | 0.078238 | 0.7626 | 0.223805 |
10 | 0.033286 | 0.3244 | 0.373161 |
11 | -0.440402 | -4.2925 | 2.1e-05 |
12 | 0.139404 | 1.3587 | 0.088722 |
13 | 0.086751 | 0.8455 | 0.199966 |
14 | 0.079987 | 0.7796 | 0.218777 |
15 | 0.003199 | 0.0312 | 0.487598 |
16 | 0.099263 | 0.9675 | 0.167876 |
17 | 0.091256 | 0.8895 | 0.188003 |
18 | -0.123722 | -1.2059 | 0.115427 |
19 | -0.002275 | -0.0222 | 0.491177 |
20 | -0.007176 | -0.0699 | 0.472191 |
21 | -0.061694 | -0.6013 | 0.274531 |
22 | -0.057834 | -0.5637 | 0.287146 |
23 | -0.136888 | -1.3342 | 0.092661 |
24 | 0.186747 | 1.8202 | 0.03594 |
25 | 0.087001 | 0.848 | 0.199289 |
26 | 0.032901 | 0.3207 | 0.374579 |
27 | -0.007289 | -0.071 | 0.471755 |
28 | -0.046161 | -0.4499 | 0.326895 |
29 | -0.003371 | -0.0329 | 0.486928 |
30 | -0.050388 | -0.4911 | 0.312235 |
31 | 0.001182 | 0.0115 | 0.495415 |
32 | 0.021038 | 0.2051 | 0.418986 |
33 | -0.00739 | -0.072 | 0.471365 |
34 | -0.057502 | -0.5605 | 0.288242 |
35 | -0.127086 | -1.2387 | 0.109258 |
36 | 0.032854 | 0.3202 | 0.374752 |
37 | 0.021918 | 0.2136 | 0.415648 |
38 | -0.051059 | -0.4977 | 0.309937 |
39 | 0.001092 | 0.0106 | 0.495764 |
40 | -0.03131 | -0.3052 | 0.380453 |
41 | -0.025824 | -0.2517 | 0.400907 |
42 | 0.037007 | 0.3607 | 0.359562 |
43 | -0.03634 | -0.3542 | 0.361989 |
44 | 0.010208 | 0.0995 | 0.460478 |
45 | -0.058162 | -0.5669 | 0.286061 |
46 | 0.049172 | 0.4793 | 0.316424 |
47 | 0.010261 | 0.1 | 0.460273 |
48 | 0.006324 | 0.0616 | 0.475491 |