Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.384435 | -2.9529 | 0.002257 |
2 | -0.051851 | -0.3983 | 0.345932 |
3 | -0.291813 | -2.2415 | 0.014386 |
4 | 0.677658 | 5.2052 | 1e-06 |
5 | -0.270877 | -2.0806 | 0.020909 |
6 | -0.074798 | -0.5745 | 0.283896 |
7 | -0.287851 | -2.211 | 0.015461 |
8 | 0.662862 | 5.0915 | 2e-06 |
9 | -0.330376 | -2.5377 | 0.006911 |
10 | 0.042871 | 0.3293 | 0.371549 |
11 | -0.311395 | -2.3919 | 0.009984 |
12 | 0.513207 | 3.942 | 0.000108 |
13 | -0.208475 | -1.6013 | 0.057323 |
14 | -0.04968 | -0.3816 | 0.352066 |
15 | -0.258681 | -1.987 | 0.025788 |
16 | 0.504104 | 3.8721 | 0.000136 |
17 | -0.186773 | -1.4346 | 0.078336 |
18 | -0.012344 | -0.0948 | 0.462393 |
19 | -0.282377 | -2.169 | 0.017063 |
20 | 0.452725 | 3.4774 | 0.000478 |
21 | -0.171138 | -1.3145 | 0.096876 |
22 | -0.069446 | -0.5334 | 0.297871 |
23 | -0.259882 | -1.9962 | 0.025268 |
24 | 0.430181 | 3.3043 | 0.000811 |
25 | -0.140974 | -1.0828 | 0.141642 |
26 | -0.038657 | -0.2969 | 0.383782 |
27 | -0.261193 | -2.0063 | 0.02471 |
28 | 0.354563 | 2.7234 | 0.004242 |
29 | -0.126081 | -0.9684 | 0.168387 |
30 | -0.03152 | -0.2421 | 0.404768 |
31 | -0.251918 | -1.935 | 0.028893 |
32 | 0.29287 | 2.2496 | 0.01411 |
33 | -0.100632 | -0.773 | 0.221313 |
34 | 0.046966 | 0.3607 | 0.359788 |
35 | -0.234068 | -1.7979 | 0.038654 |
36 | 0.278734 | 2.141 | 0.018208 |
37 | -0.066511 | -0.5109 | 0.305669 |
38 | -0.011133 | -0.0855 | 0.46607 |
39 | -0.185892 | -1.4279 | 0.079302 |
40 | 0.242812 | 1.8651 | 0.033573 |
41 | -0.048483 | -0.3724 | 0.355462 |
42 | 0.001846 | 0.0142 | 0.494368 |
43 | -0.192874 | -1.4815 | 0.071899 |
44 | 0.244312 | 1.8766 | 0.032761 |
45 | -0.050376 | -0.3869 | 0.350096 |
46 | -0.052966 | -0.4068 | 0.3428 |
47 | -0.109676 | -0.8424 | 0.201473 |
48 | 0.133675 | 1.0268 | 0.154358 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.384435 | -2.9529 | 0.002257 |
2 | -0.234263 | -1.7994 | 0.038534 |
3 | -0.504661 | -3.8764 | 0.000134 |
4 | 0.476627 | 3.661 | 0.000269 |
5 | 0.144729 | 1.1117 | 0.135391 |
6 | -0.030859 | -0.237 | 0.406725 |
7 | -0.211445 | -1.6241 | 0.054839 |
8 | 0.274958 | 2.112 | 0.019466 |
9 | -0.09509 | -0.7304 | 0.234018 |
10 | 0.156974 | 1.2057 | 0.116366 |
11 | -0.051363 | -0.3945 | 0.347307 |
12 | -0.120435 | -0.9251 | 0.179347 |
13 | 0.074738 | 0.5741 | 0.284051 |
14 | -0.143651 | -1.1034 | 0.137165 |
15 | -0.081231 | -0.6239 | 0.267534 |
16 | 0.122083 | 0.9377 | 0.176101 |
17 | 0.116346 | 0.8937 | 0.187565 |
18 | -0.027175 | -0.2087 | 0.417688 |
19 | 0.019423 | 0.1492 | 0.440955 |
20 | -0.037006 | -0.2843 | 0.388606 |
21 | -0.107061 | -0.8224 | 0.207094 |
22 | -0.06115 | -0.4697 | 0.32015 |
23 | -0.167665 | -1.2879 | 0.101412 |
24 | -0.012084 | -0.0928 | 0.463181 |
25 | 0.017536 | 0.1347 | 0.446654 |
26 | -0.006206 | -0.0477 | 0.481072 |
27 | -0.030264 | -0.2325 | 0.408492 |
28 | -0.114297 | -0.8779 | 0.191771 |
29 | -0.110533 | -0.849 | 0.199651 |
30 | -0.018704 | -0.1437 | 0.443127 |
31 | -0.036721 | -0.2821 | 0.389442 |
32 | -0.156886 | -1.2051 | 0.116495 |
33 | -0.100075 | -0.7687 | 0.222573 |
34 | 0.028205 | 0.2166 | 0.414615 |
35 | 0.0189 | 0.1452 | 0.442534 |
36 | 0.116765 | 0.8969 | 0.186711 |
37 | 0.107138 | 0.8229 | 0.206927 |
38 | -0.091332 | -0.7015 | 0.242864 |
39 | 0.047467 | 0.3646 | 0.358357 |
40 | 0.018417 | 0.1415 | 0.443993 |
41 | -0.037868 | -0.2909 | 0.386087 |
42 | -0.016999 | -0.1306 | 0.448278 |
43 | -0.046768 | -0.3592 | 0.360353 |
44 | -0.085017 | -0.653 | 0.258138 |
45 | 0.004389 | 0.0337 | 0.486611 |
46 | -0.106816 | -0.8205 | 0.207625 |
47 | 0.048834 | 0.3751 | 0.354466 |
48 | -0.066564 | -0.5113 | 0.305528 |