Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.21929 | -1.9978 | 0.024505 |
2 | -0.436622 | -3.9778 | 7.4e-05 |
3 | 0.123812 | 1.128 | 0.131289 |
4 | 0.21715 | 1.9783 | 0.025604 |
5 | -0.025762 | -0.2347 | 0.407508 |
6 | -0.214599 | -1.9551 | 0.026969 |
7 | -0.121599 | -1.1078 | 0.13557 |
8 | 0.265832 | 2.4218 | 0.00881 |
9 | 0.188824 | 1.7203 | 0.044555 |
10 | -0.446027 | -4.0635 | 5.5e-05 |
11 | -0.18253 | -1.6629 | 0.050049 |
12 | 0.674908 | 6.1487 | 0 |
13 | -0.103302 | -0.9411 | 0.174686 |
14 | -0.316423 | -2.8828 | 0.002509 |
15 | 0.074335 | 0.6772 | 0.250075 |
16 | 0.162051 | 1.4764 | 0.071816 |
17 | -0.020379 | -0.1857 | 0.426582 |
18 | -0.138452 | -1.2614 | 0.105357 |
19 | -0.143844 | -1.3105 | 0.096825 |
20 | 0.195858 | 1.7843 | 0.039011 |
21 | 0.187372 | 1.707 | 0.045777 |
22 | -0.36681 | -3.3418 | 0.000625 |
23 | -0.120655 | -1.0992 | 0.137425 |
24 | 0.524502 | 4.7784 | 4e-06 |
25 | -0.078858 | -0.7184 | 0.237255 |
26 | -0.230134 | -2.0966 | 0.019536 |
27 | 0.007566 | 0.0689 | 0.472607 |
28 | 0.150689 | 1.3728 | 0.08675 |
29 | 0.01467 | 0.1337 | 0.447 |
30 | -0.095315 | -0.8684 | 0.193852 |
31 | -0.165835 | -1.5108 | 0.067315 |
32 | 0.164325 | 1.4971 | 0.069084 |
33 | 0.185678 | 1.6916 | 0.047236 |
34 | -0.298228 | -2.717 | 0.004008 |
35 | -0.174877 | -1.5932 | 0.057457 |
36 | 0.454899 | 4.1443 | 4.1e-05 |
37 | -0.056577 | -0.5154 | 0.303806 |
38 | -0.145157 | -1.3224 | 0.094827 |
39 | -0.02966 | -0.2702 | 0.393832 |
40 | 0.064833 | 0.5907 | 0.278179 |
41 | 0.120438 | 1.0972 | 0.137855 |
42 | -0.13197 | -1.2023 | 0.116332 |
43 | -0.168587 | -1.5359 | 0.064183 |
44 | 0.146044 | 1.3305 | 0.093495 |
45 | 0.192077 | 1.7499 | 0.041915 |
46 | -0.24151 | -2.2003 | 0.015284 |
47 | -0.144649 | -1.3178 | 0.095596 |
48 | 0.303654 | 2.7664 | 0.003492 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.21929 | -1.9978 | 0.024505 |
2 | -0.509197 | -4.639 | 6e-06 |
3 | -0.187705 | -1.7101 | 0.045494 |
4 | -0.030359 | -0.2766 | 0.391393 |
5 | 0.068732 | 0.6262 | 0.266459 |
6 | -0.097906 | -0.892 | 0.187494 |
7 | -0.286418 | -2.6094 | 0.005379 |
8 | -0.055079 | -0.5018 | 0.308569 |
9 | 0.182799 | 1.6654 | 0.049804 |
10 | -0.22965 | -2.0922 | 0.019738 |
11 | -0.402797 | -3.6697 | 0.000214 |
12 | 0.345324 | 3.146 | 0.001149 |
13 | 0.032012 | 0.2916 | 0.385644 |
14 | 0.085008 | 0.7745 | 0.220431 |
15 | 0.10082 | 0.9185 | 0.180506 |
16 | 0.034167 | 0.3113 | 0.378184 |
17 | -0.160909 | -1.466 | 0.07322 |
18 | -0.003679 | -0.0335 | 0.486673 |
19 | 0.023485 | 0.214 | 0.415551 |
20 | -0.101604 | -0.9257 | 0.178654 |
21 | -0.102727 | -0.9359 | 0.176023 |
22 | -0.072807 | -0.6633 | 0.254487 |
23 | -0.0479 | -0.4364 | 0.331844 |
24 | 0.12633 | 1.1509 | 0.126535 |
25 | 0.089126 | 0.812 | 0.209565 |
26 | 0.084322 | 0.7682 | 0.22227 |
27 | -0.112837 | -1.028 | 0.15347 |
28 | 0.00641 | 0.0584 | 0.476787 |
29 | 0.017179 | 0.1565 | 0.438006 |
30 | 0.067875 | 0.6184 | 0.269013 |
31 | -0.005334 | -0.0486 | 0.480679 |
32 | -0.023161 | -0.211 | 0.416698 |
33 | -0.038201 | -0.348 | 0.364351 |
34 | 0.028383 | 0.2586 | 0.3983 |
35 | -0.121959 | -1.1111 | 0.134866 |
36 | 0.085964 | 0.7832 | 0.217879 |
37 | -0.099745 | -0.9087 | 0.183064 |
38 | 0.02676 | 0.2438 | 0.403997 |
39 | -0.024949 | -0.2273 | 0.410375 |
40 | -0.047173 | -0.4298 | 0.334239 |
41 | 0.112852 | 1.0281 | 0.153438 |
42 | -0.121585 | -1.1077 | 0.135596 |
43 | -0.007674 | -0.0699 | 0.472216 |
44 | -0.046227 | -0.4212 | 0.337367 |
45 | 0.002193 | 0.02 | 0.492055 |
46 | -0.012055 | -0.1098 | 0.456406 |
47 | 0.058418 | 0.5322 | 0.298001 |
48 | -0.079036 | -0.72 | 0.236759 |