Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.569424 | -5.7226 | 0 |
2 | 0.021799 | 0.2191 | 0.413514 |
3 | 0.155202 | 1.5598 | 0.060973 |
4 | -0.089252 | -0.897 | 0.185934 |
5 | -0.092799 | -0.9326 | 0.176621 |
6 | 0.085752 | 0.8618 | 0.195421 |
7 | -0.014268 | -0.1434 | 0.443135 |
8 | 0.007061 | 0.071 | 0.471786 |
9 | 0.006903 | 0.0694 | 0.472413 |
10 | -0.055038 | -0.5531 | 0.2907 |
11 | 0.244294 | 2.4551 | 0.007896 |
12 | -0.397311 | -3.9929 | 6.2e-05 |
13 | 0.262555 | 2.6386 | 0.004821 |
14 | -0.016357 | -0.1644 | 0.434879 |
15 | -0.1059 | -1.0643 | 0.144869 |
16 | 0.067642 | 0.6798 | 0.249096 |
17 | 0.024986 | 0.2511 | 0.401119 |
18 | -0.116285 | -1.1686 | 0.122649 |
19 | 0.107576 | 1.0811 | 0.141109 |
20 | 0.001706 | 0.0171 | 0.493178 |
21 | -0.08611 | -0.8654 | 0.194436 |
22 | 0.053647 | 0.5391 | 0.295486 |
23 | 0.097582 | 0.9807 | 0.164544 |
24 | -0.170193 | -1.7104 | 0.045129 |
25 | 0.12198 | 1.2259 | 0.111547 |
26 | -0.063594 | -0.6391 | 0.262098 |
27 | -0.03402 | -0.3419 | 0.36657 |
28 | 0.061131 | 0.6144 | 0.27018 |
29 | -0.022823 | -0.2294 | 0.409522 |
30 | 0.037852 | 0.3804 | 0.352222 |
31 | -0.026528 | -0.2666 | 0.395159 |
32 | 0.024599 | 0.2472 | 0.402623 |
33 | -0.027874 | -0.2801 | 0.389977 |
34 | 0.023975 | 0.2409 | 0.405044 |
35 | -0.062266 | -0.6258 | 0.266441 |
36 | 0.100551 | 1.0105 | 0.15733 |
37 | -0.165502 | -1.6633 | 0.049679 |
38 | 0.148398 | 1.4914 | 0.069489 |
39 | 0.02739 | 0.2753 | 0.391839 |
40 | -0.166616 | -1.6745 | 0.048566 |
41 | 0.150643 | 1.5139 | 0.066581 |
42 | -0.010483 | -0.1053 | 0.458154 |
43 | -0.073328 | -0.7369 | 0.231434 |
44 | 0.03228 | 0.3244 | 0.373148 |
45 | 0.018325 | 0.1842 | 0.427126 |
46 | -0.027868 | -0.2801 | 0.389997 |
47 | -0.000669 | -0.0067 | 0.497325 |
48 | 0.035987 | 0.3617 | 0.35918 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.569424 | -5.7226 | 0 |
2 | -0.447565 | -4.498 | 9e-06 |
3 | -0.151157 | -1.5191 | 0.065929 |
4 | -0.046251 | -0.4648 | 0.321532 |
5 | -0.19408 | -1.9505 | 0.026945 |
6 | -0.222987 | -2.241 | 0.013608 |
7 | -0.191004 | -1.9196 | 0.028867 |
8 | -0.086571 | -0.87 | 0.193173 |
9 | -0.042703 | -0.4292 | 0.334361 |
10 | -0.170818 | -1.7167 | 0.04455 |
11 | 0.242564 | 2.4377 | 0.008264 |
12 | -0.150792 | -1.5154 | 0.066392 |
13 | -0.076241 | -0.7662 | 0.222669 |
14 | -0.02747 | -0.2761 | 0.39153 |
15 | 0.008072 | 0.0811 | 0.467753 |
16 | 0.032051 | 0.3221 | 0.37402 |
17 | -0.046897 | -0.4713 | 0.319219 |
18 | -0.181507 | -1.8241 | 0.035545 |
19 | -0.114383 | -1.1495 | 0.126526 |
20 | -0.017257 | -0.1734 | 0.43133 |
21 | -0.068076 | -0.6842 | 0.247722 |
22 | -0.228014 | -2.2915 | 0.012005 |
23 | 0.185023 | 1.8595 | 0.032937 |
24 | -0.124844 | -1.2547 | 0.106247 |
25 | 0.037923 | 0.3811 | 0.351956 |
26 | -0.062403 | -0.6271 | 0.265991 |
27 | -0.146662 | -1.4739 | 0.071805 |
28 | -0.053108 | -0.5337 | 0.29735 |
29 | -0.080369 | -0.8077 | 0.21058 |
30 | -0.062229 | -0.6254 | 0.266562 |
31 | -0.040548 | -0.4075 | 0.34225 |
32 | 0.036786 | 0.3697 | 0.35619 |
33 | -0.057025 | -0.5731 | 0.283928 |
34 | -0.139739 | -1.4044 | 0.08164 |
35 | 0.121702 | 1.2231 | 0.112071 |
36 | -0.04802 | -0.4826 | 0.315213 |
37 | -0.152284 | -1.5304 | 0.064518 |
38 | -0.100955 | -1.0146 | 0.156364 |
39 | 0.002101 | 0.0211 | 0.491597 |
40 | -0.092367 | -0.9283 | 0.177739 |
41 | -0.057866 | -0.5815 | 0.281083 |
42 | -0.0389 | -0.3909 | 0.348332 |
43 | -0.026505 | -0.2664 | 0.395248 |
44 | 0.033507 | 0.3367 | 0.368505 |
45 | -0.095695 | -0.9617 | 0.169242 |
46 | -0.083555 | -0.8397 | 0.201525 |
47 | 0.078154 | 0.7854 | 0.217018 |
48 | 0.067813 | 0.6815 | 0.248553 |