Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.645452 | -5.1231 | 2e-06 |
2 | 0.369 | 2.9288 | 0.002366 |
3 | -0.44304 | -3.5165 | 0.000408 |
4 | 0.329878 | 2.6183 | 0.005527 |
5 | -0.139876 | -1.1102 | 0.135559 |
6 | 0.077398 | 0.6143 | 0.270606 |
7 | -0.003277 | -0.026 | 0.489665 |
8 | -0.173032 | -1.3734 | 0.087248 |
9 | 0.243465 | 1.9324 | 0.028902 |
10 | -0.250141 | -1.9854 | 0.025727 |
11 | 0.414511 | 3.2901 | 0.000821 |
12 | -0.470323 | -3.7331 | 0.000204 |
13 | 0.288981 | 2.2937 | 0.012577 |
14 | -0.25619 | -2.0334 | 0.023112 |
15 | 0.355867 | 2.8246 | 0.003166 |
16 | -0.258946 | -2.0553 | 0.022 |
17 | 0.149128 | 1.1837 | 0.120496 |
18 | -0.154084 | -1.223 | 0.112942 |
19 | 0.018601 | 0.1476 | 0.441548 |
20 | 0.140973 | 1.1189 | 0.133707 |
21 | -0.169467 | -1.3451 | 0.091707 |
22 | 0.220789 | 1.7525 | 0.04228 |
23 | -0.268737 | -2.133 | 0.018412 |
24 | 0.219006 | 1.7383 | 0.043521 |
25 | -0.173384 | -1.3762 | 0.086817 |
26 | 0.253117 | 2.0091 | 0.02441 |
27 | -0.288217 | -2.2876 | 0.012763 |
28 | 0.198098 | 1.5724 | 0.060439 |
29 | -0.161158 | -1.2792 | 0.102768 |
30 | 0.129929 | 1.0313 | 0.153176 |
31 | -0.029373 | -0.2331 | 0.408203 |
32 | -0.043701 | -0.3469 | 0.364924 |
33 | 0.088743 | 0.7044 | 0.241897 |
34 | -0.169137 | -1.3425 | 0.092129 |
35 | 0.197057 | 1.5641 | 0.061403 |
36 | -0.180054 | -1.4291 | 0.078953 |
37 | 0.211629 | 1.6798 | 0.048979 |
38 | -0.253556 | -2.0125 | 0.024221 |
39 | 0.280054 | 2.2229 | 0.014911 |
40 | -0.240987 | -1.9128 | 0.030162 |
41 | 0.157608 | 1.251 | 0.107785 |
42 | -0.103883 | -0.8245 | 0.206371 |
43 | 0.061245 | 0.4861 | 0.314285 |
44 | -0.049137 | -0.39 | 0.348921 |
45 | -0.006962 | -0.0553 | 0.478053 |
46 | 0.098746 | 0.7838 | 0.218056 |
47 | -0.10628 | -0.8436 | 0.201051 |
48 | 0.091623 | 0.7272 | 0.234889 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.645452 | -5.1231 | 2e-06 |
2 | -0.081606 | -0.6477 | 0.259756 |
3 | -0.410875 | -3.2612 | 0.000896 |
4 | -0.256433 | -2.0354 | 0.023012 |
5 | -0.030067 | -0.2387 | 0.406075 |
6 | -0.153323 | -1.217 | 0.114078 |
7 | 0.056128 | 0.4455 | 0.328741 |
8 | -0.251891 | -1.9993 | 0.024945 |
9 | -0.025457 | -0.2021 | 0.420261 |
10 | -0.155851 | -1.237 | 0.110333 |
11 | 0.229927 | 1.825 | 0.036372 |
12 | 0.000283 | 0.0022 | 0.499108 |
13 | -0.155641 | -1.2354 | 0.110642 |
14 | -0.048817 | -0.3875 | 0.349856 |
15 | 0.076727 | 0.609 | 0.272357 |
16 | 0.023176 | 0.184 | 0.427322 |
17 | 0.086582 | 0.6872 | 0.247233 |
18 | 0.021374 | 0.1696 | 0.432915 |
19 | -0.142867 | -1.134 | 0.130552 |
20 | 0.022372 | 0.1776 | 0.429815 |
21 | -0.106193 | -0.8429 | 0.201242 |
22 | 0.014606 | 0.1159 | 0.454038 |
23 | 0.130315 | 1.0343 | 0.152465 |
24 | -0.054105 | -0.4294 | 0.334531 |
25 | 0.006798 | 0.054 | 0.47857 |
26 | 0.085952 | 0.6822 | 0.248799 |
27 | -0.026484 | -0.2102 | 0.417091 |
28 | 0.078425 | 0.6225 | 0.267938 |
29 | 0.027661 | 0.2196 | 0.413465 |
30 | -0.029669 | -0.2355 | 0.407295 |
31 | -0.02998 | -0.238 | 0.406342 |
32 | -0.05842 | -0.4637 | 0.322234 |
33 | 0.072948 | 0.579 | 0.282325 |
34 | -0.068449 | -0.5433 | 0.29442 |
35 | -0.013562 | -0.1076 | 0.45731 |
36 | -0.036642 | -0.2908 | 0.386066 |
37 | -0.112699 | -0.8945 | 0.187225 |
38 | -0.010085 | -0.08 | 0.468227 |
39 | 0.158069 | 1.2546 | 0.107123 |
40 | 0.016044 | 0.1273 | 0.449538 |
41 | -0.002772 | -0.022 | 0.491258 |
42 | 0.016963 | 0.1346 | 0.446663 |
43 | -0.036171 | -0.2871 | 0.38749 |
44 | -0.04853 | -0.3852 | 0.350695 |
45 | -0.041143 | -0.3266 | 0.372542 |
46 | 0.030214 | 0.2398 | 0.405625 |
47 | 0.022449 | 0.1782 | 0.429574 |
48 | -0.145252 | -1.1529 | 0.126654 |