Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.133994 | -1.2207 | 0.11282 |
2 | -0.445606 | -4.0597 | 5.5e-05 |
3 | 0.065327 | 0.5952 | 0.27668 |
4 | 0.316906 | 2.8872 | 0.002477 |
5 | -0.057391 | -0.5229 | 0.301232 |
6 | -0.258014 | -2.3506 | 0.010557 |
7 | -0.056039 | -0.5105 | 0.305514 |
8 | 0.273041 | 2.4875 | 0.007433 |
9 | 0.079734 | 0.7264 | 0.234815 |
10 | -0.506342 | -4.613 | 7e-06 |
11 | -0.017627 | -0.1606 | 0.436403 |
12 | 0.648086 | 5.9043 | 0 |
13 | -0.10806 | -0.9845 | 0.163871 |
14 | -0.303446 | -2.7645 | 0.003511 |
15 | -0.007776 | -0.0708 | 0.471846 |
16 | 0.266256 | 2.4257 | 0.008723 |
17 | -0.029713 | -0.2707 | 0.393646 |
18 | -0.140698 | -1.2818 | 0.101737 |
19 | -0.110786 | -1.0093 | 0.15788 |
20 | 0.236277 | 2.1526 | 0.017127 |
21 | 0.031043 | 0.2828 | 0.389013 |
22 | -0.392898 | -3.5795 | 0.000289 |
23 | 0.025006 | 0.2278 | 0.410176 |
24 | 0.386406 | 3.5203 | 0.000351 |
25 | -0.013387 | -0.122 | 0.451613 |
26 | -0.198835 | -1.8115 | 0.036842 |
27 | -0.00462 | -0.0421 | 0.483263 |
28 | 0.130285 | 1.187 | 0.119315 |
29 | -0.006509 | -0.0593 | 0.476428 |
30 | -0.07621 | -0.6943 | 0.244714 |
31 | -0.089083 | -0.8116 | 0.209677 |
32 | 0.14606 | 1.3307 | 0.093471 |
33 | -0.054144 | -0.4933 | 0.311562 |
34 | -0.172804 | -1.5743 | 0.059609 |
35 | -0.000477 | -0.0043 | 0.498271 |
36 | 0.220912 | 2.0126 | 0.0237 |
37 | -0.007357 | -0.067 | 0.473361 |
38 | -0.064632 | -0.5888 | 0.27879 |
39 | -0.004251 | -0.0387 | 0.4846 |
40 | -0.009496 | -0.0865 | 0.465634 |
41 | 0.043387 | 0.3953 | 0.346827 |
42 | -0.015595 | -0.1421 | 0.44368 |
43 | -0.042255 | -0.385 | 0.350624 |
44 | 0.039 | 0.3553 | 0.361631 |
45 | -0.017891 | -0.163 | 0.435459 |
46 | -0.116679 | -1.063 | 0.145433 |
47 | -0.01578 | -0.1438 | 0.443016 |
48 | 0.109961 | 1.0018 | 0.159677 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.133994 | -1.2207 | 0.11282 |
2 | -0.472035 | -4.3004 | 2.3e-05 |
3 | -0.112438 | -1.0244 | 0.15432 |
4 | 0.130004 | 1.1844 | 0.119818 |
5 | 0.036728 | 0.3346 | 0.369382 |
6 | -0.088654 | -0.8077 | 0.210793 |
7 | -0.177826 | -1.6201 | 0.054505 |
8 | 0.060854 | 0.5544 | 0.290396 |
9 | 0.106871 | 0.9736 | 0.166532 |
10 | -0.38724 | -3.5279 | 0.000343 |
11 | -0.161933 | -1.4753 | 0.07196 |
12 | 0.430748 | 3.9243 | 8.9e-05 |
13 | 0.036372 | 0.3314 | 0.370603 |
14 | 0.184982 | 1.6853 | 0.047847 |
15 | -0.105551 | -0.9616 | 0.169517 |
16 | -0.068671 | -0.6256 | 0.266638 |
17 | -0.058076 | -0.5291 | 0.299075 |
18 | 0.130559 | 1.1895 | 0.118827 |
19 | -0.009318 | -0.0849 | 0.466277 |
20 | -0.052276 | -0.4763 | 0.317571 |
21 | -0.115848 | -1.0554 | 0.147146 |
22 | -0.007513 | -0.0684 | 0.472798 |
23 | 0.006799 | 0.0619 | 0.475379 |
24 | 0.003641 | 0.0332 | 0.486809 |
25 | 0.066565 | 0.6064 | 0.272939 |
26 | 0.049585 | 0.4517 | 0.326316 |
27 | 0.071994 | 0.6559 | 0.256852 |
28 | -0.054632 | -0.4977 | 0.309997 |
29 | -0.10681 | -0.9731 | 0.166668 |
30 | -0.072095 | -0.6568 | 0.256558 |
31 | 0.01333 | 0.1214 | 0.451816 |
32 | -0.061519 | -0.5605 | 0.288336 |
33 | -0.108347 | -0.9871 | 0.163234 |
34 | 0.069959 | 0.6374 | 0.262824 |
35 | -0.015048 | -0.1371 | 0.445643 |
36 | 0.057989 | 0.5283 | 0.299348 |
37 | -0.018694 | -0.1703 | 0.432592 |
38 | 0.029179 | 0.2658 | 0.395512 |
39 | -0.006839 | -0.0623 | 0.475235 |
40 | -0.087875 | -0.8006 | 0.212832 |
41 | 0.011821 | 0.1077 | 0.45725 |
42 | -0.040514 | -0.3691 | 0.356495 |
43 | -0.046607 | -0.4246 | 0.336111 |
44 | 0.027954 | 0.2547 | 0.399801 |
45 | 0.072925 | 0.6644 | 0.254144 |
46 | -0.092702 | -0.8446 | 0.200394 |
47 | -0.028465 | -0.2593 | 0.398011 |
48 | -0.060261 | -0.549 | 0.292237 |