Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.328921 | -3.6774 | 0.000174 |
2 | -0.085648 | -0.9576 | 0.170064 |
3 | 0.030061 | 0.3361 | 0.368681 |
4 | -0.002496 | -0.0279 | 0.488889 |
5 | 3e-06 | 0 | 0.499989 |
6 | -0.148827 | -1.6639 | 0.049315 |
7 | 0.199933 | 2.2353 | 0.013586 |
8 | -0.170499 | -1.9062 | 0.029457 |
9 | 0.035053 | 0.3919 | 0.3479 |
10 | 0.000571 | 0.0064 | 0.497459 |
11 | 0.015595 | 0.1744 | 0.430932 |
12 | 0.069098 | 0.7725 | 0.220627 |
13 | -0.068666 | -0.7677 | 0.222053 |
14 | 0.14331 | 1.6023 | 0.055812 |
15 | -0.068158 | -0.762 | 0.223739 |
16 | -0.157294 | -1.7586 | 0.040547 |
17 | 0.138556 | 1.5491 | 0.061943 |
18 | -0.077151 | -0.8626 | 0.195011 |
19 | -0.05629 | -0.6293 | 0.265136 |
20 | 0.073712 | 0.8241 | 0.205718 |
21 | 0.053807 | 0.6016 | 0.27427 |
22 | -0.044005 | -0.492 | 0.311794 |
23 | -0.053256 | -0.5954 | 0.27632 |
24 | 0.173983 | 1.9452 | 0.026998 |
25 | -0.000222 | -0.0025 | 0.499013 |
26 | -0.06876 | -0.7688 | 0.221742 |
27 | 0.056244 | 0.6288 | 0.265304 |
28 | -0.044928 | -0.5023 | 0.308166 |
29 | -0.056083 | -0.627 | 0.265892 |
30 | -0.042935 | -0.48 | 0.316023 |
31 | 0.074326 | 0.831 | 0.203781 |
32 | -0.080993 | -0.9055 | 0.183464 |
33 | -0.032017 | -0.358 | 0.360489 |
34 | 0.051773 | 0.5788 | 0.281871 |
35 | -0.052585 | -0.5879 | 0.278825 |
36 | 0.064182 | 0.7176 | 0.237178 |
37 | -0.045519 | -0.5089 | 0.305852 |
38 | 0.015459 | 0.1728 | 0.431532 |
39 | 0.063133 | 0.7058 | 0.240799 |
40 | -0.136662 | -1.5279 | 0.064529 |
41 | 0.07264 | 0.8121 | 0.209127 |
42 | 0.061687 | 0.6897 | 0.245835 |
43 | -0.130173 | -1.4554 | 0.074036 |
44 | 0.030856 | 0.345 | 0.365346 |
45 | -0.024358 | -0.2723 | 0.392909 |
46 | 0.030896 | 0.3454 | 0.365177 |
47 | -0.030767 | -0.344 | 0.365717 |
48 | 0.098024 | 1.0959 | 0.137606 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.328921 | -3.6774 | 0.000174 |
2 | -0.217352 | -2.4301 | 0.008258 |
3 | -0.089121 | -0.9964 | 0.160489 |
4 | -0.048477 | -0.542 | 0.294394 |
5 | -0.021882 | -0.2447 | 0.403563 |
6 | -0.188179 | -2.1039 | 0.018695 |
7 | 0.084278 | 0.9423 | 0.173939 |
8 | -0.138137 | -1.5444 | 0.062507 |
9 | -0.042516 | -0.4753 | 0.317684 |
10 | -0.063936 | -0.7148 | 0.238026 |
11 | -0.01382 | -0.1545 | 0.438729 |
12 | 0.053765 | 0.6011 | 0.274428 |
13 | 0.012239 | 0.1368 | 0.445689 |
14 | 0.115035 | 1.2861 | 0.100388 |
15 | 0.066711 | 0.7459 | 0.228579 |
16 | -0.1734 | -1.9387 | 0.027398 |
17 | 0.043053 | 0.4813 | 0.315556 |
18 | -0.076965 | -0.8605 | 0.195582 |
19 | -0.1221 | -1.3651 | 0.087333 |
20 | 0.049913 | 0.558 | 0.288905 |
21 | 0.033457 | 0.3741 | 0.354494 |
22 | 0.002139 | 0.0239 | 0.49048 |
23 | -0.010525 | -0.1177 | 0.453256 |
24 | 0.082581 | 0.9233 | 0.178819 |
25 | 0.136036 | 1.5209 | 0.065402 |
26 | 0.014168 | 0.1584 | 0.437199 |
27 | 0.085488 | 0.9558 | 0.170513 |
28 | 0.018493 | 0.2068 | 0.418267 |
29 | -0.069824 | -0.7807 | 0.218242 |
30 | -0.008174 | -0.0914 | 0.463666 |
31 | -0.00864 | -0.0966 | 0.4616 |
32 | -0.124188 | -1.3885 | 0.083733 |
33 | -0.052249 | -0.5842 | 0.280082 |
34 | -0.106198 | -1.1873 | 0.118675 |
35 | -0.141867 | -1.5861 | 0.057619 |
36 | -0.007917 | -0.0885 | 0.464803 |
37 | -0.088173 | -0.9858 | 0.163067 |
38 | -0.103776 | -1.1603 | 0.124078 |
39 | 0.051669 | 0.5777 | 0.282261 |
40 | -0.096922 | -1.0836 | 0.140308 |
41 | 0.000976 | 0.0109 | 0.495657 |
42 | 0.120036 | 1.342 | 0.091008 |
43 | -0.06752 | -0.7549 | 0.225865 |
44 | 0.003554 | 0.0397 | 0.484185 |
45 | -0.124431 | -1.3912 | 0.083321 |
46 | -0.069209 | -0.7738 | 0.220261 |
47 | -0.018959 | -0.212 | 0.416239 |
48 | -0.033353 | -0.3729 | 0.354929 |