Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.436377 | -3.3519 | 0.000703 |
2 | 0.094821 | 0.7283 | 0.234646 |
3 | 0.021964 | 0.1687 | 0.433302 |
4 | 0.070783 | 0.5437 | 0.29435 |
5 | -0.454907 | -3.4942 | 0.000454 |
6 | 0.740095 | 5.6848 | 0 |
7 | -0.422538 | -3.2456 | 0.000967 |
8 | 0.044994 | 0.3456 | 0.365433 |
9 | -0.016767 | -0.1288 | 0.448981 |
10 | -0.00167 | -0.0128 | 0.494905 |
11 | -0.364592 | -2.8005 | 0.003444 |
12 | 0.647744 | 4.9754 | 3e-06 |
13 | -0.38532 | -2.9597 | 0.002214 |
14 | 0.030493 | 0.2342 | 0.407811 |
15 | 0.032433 | 0.2491 | 0.402064 |
16 | -0.012831 | -0.0986 | 0.460912 |
17 | -0.362743 | -2.7863 | 0.00358 |
18 | 0.571945 | 4.3932 | 2.4e-05 |
19 | -0.329762 | -2.5329 | 0.006995 |
20 | 0.006802 | 0.0522 | 0.479254 |
21 | -0.009698 | -0.0745 | 0.470435 |
22 | 0.052664 | 0.4045 | 0.343647 |
23 | -0.316564 | -2.4316 | 0.009044 |
24 | 0.513344 | 3.9431 | 0.000108 |
25 | -0.230853 | -1.7732 | 0.040677 |
26 | 0.054956 | 0.4221 | 0.337235 |
27 | -0.004994 | -0.0384 | 0.484766 |
28 | 0.014903 | 0.1145 | 0.454627 |
29 | -0.266777 | -2.0492 | 0.022451 |
30 | 0.408022 | 3.1341 | 0.001343 |
31 | -0.222607 | -1.7099 | 0.046272 |
32 | 0.02691 | 0.2067 | 0.418478 |
33 | 0.033287 | 0.2557 | 0.399542 |
34 | 0.029708 | 0.2282 | 0.410143 |
35 | -0.201409 | -1.5471 | 0.063599 |
36 | 0.350582 | 2.6929 | 0.004604 |
37 | -0.129961 | -0.9982 | 0.161118 |
38 | 0.035259 | 0.2708 | 0.393734 |
39 | 0.002718 | 0.0209 | 0.491707 |
40 | 0.030758 | 0.2363 | 0.407027 |
41 | -0.149298 | -1.1468 | 0.128052 |
42 | 0.238303 | 1.8304 | 0.036118 |
43 | -0.13769 | -1.0576 | 0.147271 |
44 | 0.023129 | 0.1777 | 0.429802 |
45 | -0.031071 | -0.2387 | 0.406098 |
46 | -0.027481 | -0.2111 | 0.416773 |
47 | -0.096737 | -0.7431 | 0.230199 |
48 | 0.150285 | 1.1544 | 0.126503 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.436377 | -3.3519 | 0.000703 |
2 | -0.118092 | -0.9071 | 0.184026 |
3 | 0.020913 | 0.1606 | 0.436463 |
4 | 0.126327 | 0.9703 | 0.167919 |
5 | -0.472439 | -3.6289 | 0.000298 |
6 | 0.577151 | 4.4332 | 2.1e-05 |
7 | -0.077306 | -0.5938 | 0.277458 |
8 | -0.161353 | -1.2394 | 0.110057 |
9 | -0.137949 | -1.0596 | 0.146821 |
10 | -0.23053 | -1.7707 | 0.040885 |
11 | 0.058245 | 0.4474 | 0.328118 |
12 | 0.202656 | 1.5566 | 0.062453 |
13 | -0.044258 | -0.34 | 0.367549 |
14 | -0.154289 | -1.1851 | 0.120362 |
15 | -0.039702 | -0.305 | 0.380735 |
16 | 0.021164 | 0.1626 | 0.435709 |
17 | -0.154112 | -1.1838 | 0.120629 |
18 | -0.057381 | -0.4407 | 0.330503 |
19 | -0.018359 | -0.141 | 0.444168 |
20 | -0.046393 | -0.3564 | 0.361424 |
21 | -0.179405 | -1.378 | 0.086699 |
22 | 0.059826 | 0.4595 | 0.323771 |
23 | 0.024625 | 0.1892 | 0.425312 |
24 | -0.021513 | -0.1652 | 0.434657 |
25 | 0.116057 | 0.8914 | 0.188155 |
26 | 0.037829 | 0.2906 | 0.3862 |
27 | -0.025985 | -0.1996 | 0.421242 |
28 | -0.183525 | -1.4097 | 0.081942 |
29 | -0.009738 | -0.0748 | 0.470312 |
30 | -0.091734 | -0.7046 | 0.241908 |
31 | -0.095406 | -0.7328 | 0.233282 |
32 | 0.028829 | 0.2214 | 0.412758 |
33 | 0.08131 | 0.6246 | 0.267335 |
34 | 0.094759 | 0.7279 | 0.234789 |
35 | 0.114412 | 0.8788 | 0.191534 |
36 | 0.00747 | 0.0574 | 0.47722 |
37 | -0.005917 | -0.0454 | 0.481951 |
38 | 0.056727 | 0.4357 | 0.332311 |
39 | -0.025913 | -0.199 | 0.421457 |
40 | -0.042065 | -0.3231 | 0.373878 |
41 | 0.072464 | 0.5566 | 0.289952 |
42 | 0.033486 | 0.2572 | 0.398955 |
43 | 0.009663 | 0.0742 | 0.470543 |
44 | -0.030122 | -0.2314 | 0.408913 |
45 | 0.018763 | 0.1441 | 0.442947 |
46 | -0.071131 | -0.5464 | 0.293438 |
47 | 0.021248 | 0.1632 | 0.435455 |
48 | -0.110609 | -0.8496 | 0.199491 |