Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.244633 | -4.8558 | 1e-06 |
2 | -0.008103 | -0.1608 | 0.436148 |
3 | -0.080074 | -1.5894 | 0.056384 |
4 | 0.070287 | 1.3952 | 0.081878 |
5 | -0.041361 | -0.821 | 0.206073 |
6 | -0.031344 | -0.6222 | 0.267098 |
7 | -0.070907 | -1.4075 | 0.080039 |
8 | 0.097957 | 1.9444 | 0.02628 |
9 | -0.090878 | -1.8039 | 0.036007 |
10 | -0.034888 | -0.6925 | 0.244513 |
11 | 0.121223 | 2.4062 | 0.008289 |
12 | -0.044001 | -0.8734 | 0.191492 |
13 | 0.043689 | 0.8672 | 0.19318 |
14 | -0.103068 | -2.0458 | 0.020717 |
15 | -0.013061 | -0.2592 | 0.397791 |
16 | 0.105481 | 2.0937 | 0.018461 |
17 | -0.003066 | -0.0609 | 0.475754 |
18 | 0.005863 | 0.1164 | 0.453708 |
19 | 0.005427 | 0.1077 | 0.457135 |
20 | -0.041723 | -0.8282 | 0.204033 |
21 | 0.075769 | 1.504 | 0.066694 |
22 | -0.069852 | -1.3865 | 0.083187 |
23 | 0.016321 | 0.324 | 0.373068 |
24 | 0.030346 | 0.6023 | 0.273645 |
25 | 0.020204 | 0.401 | 0.344304 |
26 | -0.025613 | -0.5084 | 0.305725 |
27 | 0.030009 | 0.5957 | 0.275872 |
28 | -0.069223 | -1.374 | 0.085104 |
29 | 0.06002 | 1.1914 | 0.117114 |
30 | -0.025954 | -0.5152 | 0.303362 |
31 | 0.035651 | 0.7077 | 0.23979 |
32 | -0.00412 | -0.0818 | 0.467429 |
33 | -0.124989 | -2.481 | 0.00676 |
34 | 0.061463 | 1.22 | 0.111597 |
35 | -0.025854 | -0.5132 | 0.304053 |
36 | 0.034833 | 0.6914 | 0.244854 |
37 | -0.069631 | -1.3821 | 0.083857 |
38 | 0.040325 | 0.8004 | 0.211974 |
39 | 0.007973 | 0.1583 | 0.43717 |
40 | 0.054161 | 1.0751 | 0.141501 |
41 | -0.037336 | -0.7411 | 0.229539 |
42 | 0.026874 | 0.5334 | 0.297018 |
43 | 0.033822 | 0.6714 | 0.251194 |
44 | -0.052403 | -1.0402 | 0.149449 |
45 | -0.000945 | -0.0188 | 0.49252 |
46 | -0.004298 | -0.0853 | 0.466028 |
47 | 0.090132 | 1.7891 | 0.037185 |
48 | -0.02887 | -0.573 | 0.283471 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.244633 | -4.8558 | 1e-06 |
2 | -0.072274 | -1.4346 | 0.076098 |
3 | -0.106795 | -2.1198 | 0.017323 |
4 | 0.023498 | 0.4664 | 0.320584 |
5 | -0.027558 | -0.547 | 0.292344 |
6 | -0.054339 | -1.0786 | 0.140714 |
7 | -0.096221 | -1.9099 | 0.028434 |
8 | 0.046602 | 0.925 | 0.177758 |
9 | -0.073548 | -1.4599 | 0.072558 |
10 | -0.085864 | -1.7043 | 0.044553 |
11 | 0.105528 | 2.0947 | 0.018419 |
12 | -0.021943 | -0.4356 | 0.331698 |
13 | 0.037392 | 0.7422 | 0.229199 |
14 | -0.074854 | -1.4858 | 0.069065 |
15 | -0.077143 | -1.5312 | 0.063256 |
16 | 0.078088 | 1.55 | 0.060972 |
17 | 0.037304 | 0.7405 | 0.229732 |
18 | 0.04619 | 0.9168 | 0.179893 |
19 | 0.009776 | 0.1941 | 0.423118 |
20 | -0.031753 | -0.6303 | 0.264439 |
21 | 0.059931 | 1.1896 | 0.11746 |
22 | -0.039872 | -0.7914 | 0.214582 |
23 | 0.011021 | 0.2188 | 0.413473 |
24 | 0.020262 | 0.4022 | 0.34388 |
25 | 0.060864 | 1.2081 | 0.113863 |
26 | 0.018646 | 0.3701 | 0.355752 |
27 | 0.018736 | 0.3719 | 0.355081 |
28 | -0.055401 | -1.0997 | 0.136072 |
29 | -0.005145 | -0.1021 | 0.459355 |
30 | 0.028703 | 0.5697 | 0.284592 |
31 | 0.054226 | 1.0764 | 0.141213 |
32 | 0.009903 | 0.1966 | 0.422131 |
33 | -0.131516 | -2.6105 | 0.004693 |
34 | -0.008113 | -0.161 | 0.43607 |
35 | -0.034541 | -0.6856 | 0.246678 |
36 | 0.016848 | 0.3344 | 0.369119 |
37 | -0.071024 | -1.4098 | 0.079696 |
38 | 0.001131 | 0.0225 | 0.491049 |
39 | 0.031819 | 0.6316 | 0.264012 |
40 | 0.032688 | 0.6488 | 0.258411 |
41 | 0.012375 | 0.2456 | 0.403048 |
42 | -0.041512 | -0.824 | 0.205222 |
43 | 0.048911 | 0.9709 | 0.166109 |
44 | -0.003515 | -0.0698 | 0.472207 |
45 | 0.001331 | 0.0264 | 0.489471 |
46 | 0.002653 | 0.0527 | 0.479014 |
47 | 0.053658 | 1.0651 | 0.143747 |
48 | 0.028174 | 0.5592 | 0.288159 |