Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.458833 | -4.0523 | 5.9e-05 |
2 | 0.036651 | 0.3237 | 0.373517 |
3 | -0.078186 | -0.6905 | 0.245959 |
4 | 0.09471 | 0.8365 | 0.202726 |
5 | 0.083607 | 0.7384 | 0.231244 |
6 | -0.324911 | -2.8695 | 0.002644 |
7 | 0.066275 | 0.5853 | 0.280009 |
8 | 0.083672 | 0.739 | 0.231073 |
9 | -0.06547 | -0.5782 | 0.282392 |
10 | 0.023682 | 0.2092 | 0.417435 |
11 | -0.240383 | -2.123 | 0.018463 |
12 | 0.557563 | 4.9243 | 2e-06 |
13 | -0.19013 | -1.6792 | 0.048559 |
14 | -0.048999 | -0.4327 | 0.333196 |
15 | -0.014256 | -0.1259 | 0.450064 |
16 | 0.019423 | 0.1715 | 0.432121 |
17 | 0.155937 | 1.3772 | 0.086195 |
18 | -0.375393 | -3.3154 | 0.000695 |
19 | 0.150558 | 1.3297 | 0.093748 |
20 | -0.008679 | -0.0766 | 0.469549 |
21 | 0.048516 | 0.4285 | 0.33474 |
22 | -0.117698 | -1.0395 | 0.150897 |
23 | -0.072712 | -0.6422 | 0.261323 |
24 | 0.38209 | 3.3745 | 0.000577 |
25 | -0.145008 | -1.2807 | 0.102051 |
26 | -0.054462 | -0.481 | 0.315934 |
27 | 0.008824 | 0.0779 | 0.469042 |
28 | 0.038361 | 0.3388 | 0.367836 |
29 | 0.039288 | 0.347 | 0.364771 |
30 | -0.19581 | -1.7293 | 0.043852 |
31 | 0.077721 | 0.6864 | 0.247244 |
32 | -0.025682 | -0.2268 | 0.410581 |
33 | 0.075445 | 0.6663 | 0.253589 |
34 | -0.096654 | -0.8536 | 0.197963 |
35 | -0.100546 | -0.888 | 0.188635 |
36 | 0.385584 | 3.4054 | 0.000523 |
37 | -0.229193 | -2.0242 | 0.023188 |
38 | 0.096355 | 0.851 | 0.198691 |
39 | -0.131855 | -1.1645 | 0.123884 |
40 | 0.122663 | 1.0833 | 0.140999 |
41 | 0.011239 | 0.0993 | 0.460593 |
42 | -0.185535 | -1.6386 | 0.052662 |
43 | 0.081 | 0.7154 | 0.238258 |
44 | 0.016198 | 0.1431 | 0.443308 |
45 | 0.003861 | 0.0341 | 0.486443 |
46 | -0.049089 | -0.4335 | 0.332907 |
47 | -0.068201 | -0.6023 | 0.27435 |
48 | 0.276484 | 2.4418 | 0.008438 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.458833 | -4.0523 | 5.9e-05 |
2 | -0.220243 | -1.9451 | 0.027681 |
3 | -0.211295 | -1.8661 | 0.032893 |
4 | -0.051898 | -0.4584 | 0.323988 |
5 | 0.138775 | 1.2256 | 0.112013 |
6 | -0.279288 | -2.4666 | 0.007917 |
7 | -0.31086 | -2.7454 | 0.003749 |
8 | -0.134795 | -1.1905 | 0.118735 |
9 | -0.228583 | -2.0188 | 0.023473 |
10 | -0.149689 | -1.322 | 0.095012 |
11 | -0.48291 | -4.2649 | 2.8e-05 |
12 | 0.110023 | 0.9717 | 0.167104 |
13 | 0.197571 | 1.7449 | 0.04247 |
14 | 0.073889 | 0.6526 | 0.257976 |
15 | 0.068578 | 0.6057 | 0.273248 |
16 | -0.045736 | -0.4039 | 0.343684 |
17 | 0.085624 | 0.7562 | 0.225901 |
18 | -0.107708 | -0.9513 | 0.172207 |
19 | 0.04401 | 0.3887 | 0.349284 |
20 | -0.013068 | -0.1154 | 0.454208 |
21 | 0.114026 | 1.0071 | 0.158512 |
22 | -0.087868 | -0.776 | 0.220039 |
23 | -0.098855 | -0.8731 | 0.192654 |
24 | 0.061383 | 0.5421 | 0.294642 |
25 | -0.048426 | -0.4277 | 0.335029 |
26 | -0.055988 | -0.4945 | 0.311181 |
27 | -0.046758 | -0.413 | 0.340387 |
28 | 0.02855 | 0.2521 | 0.400797 |
29 | -0.209129 | -1.847 | 0.034272 |
30 | 0.014839 | 0.1311 | 0.448035 |
31 | 0.01349 | 0.1191 | 0.452734 |
32 | -0.095098 | -0.8399 | 0.201771 |
33 | -0.006816 | -0.0602 | 0.476077 |
34 | 0.016706 | 0.1475 | 0.441542 |
35 | -0.129634 | -1.1449 | 0.127877 |
36 | 0.064243 | 0.5674 | 0.286042 |
37 | -0.059149 | -0.5224 | 0.301439 |
38 | 0.074164 | 0.655 | 0.257198 |
39 | 0.023178 | 0.2047 | 0.419168 |
40 | -0.04114 | -0.3633 | 0.358666 |
41 | 0.054047 | 0.4773 | 0.317231 |
42 | -0.012638 | -0.1116 | 0.455707 |
43 | -0.043788 | -0.3867 | 0.350006 |
44 | 0.067325 | 0.5946 | 0.276917 |
45 | 0.010743 | 0.0949 | 0.462328 |
46 | -0.021942 | -0.1938 | 0.423425 |
47 | 0.027042 | 0.2388 | 0.405931 |
48 | -0.045782 | -0.4043 | 0.343535 |