Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.457572 | -5.2968 | 0 |
2 | -0.055043 | -0.6372 | 0.262553 |
3 | -0.047505 | -0.5499 | 0.291647 |
4 | 0.132433 | 1.533 | 0.063814 |
5 | -0.110086 | -1.2743 | 0.102375 |
6 | 0.05 | 0.5788 | 0.281849 |
7 | -0.024931 | -0.2886 | 0.386667 |
8 | 0.039961 | 0.4626 | 0.322206 |
9 | -0.112476 | -1.302 | 0.097574 |
10 | 0.227511 | 2.6336 | 0.004721 |
11 | -0.125015 | -1.4472 | 0.075094 |
12 | -0.067549 | -0.7819 | 0.217816 |
13 | -0.07505 | -0.8688 | 0.193264 |
14 | 0.150003 | 1.7364 | 0.042394 |
15 | 0.072422 | 0.8384 | 0.201664 |
16 | -0.132481 | -1.5336 | 0.063745 |
17 | 0.044994 | 0.5208 | 0.301668 |
18 | -0.030012 | -0.3474 | 0.364412 |
19 | -0.027513 | -0.3185 | 0.375308 |
20 | 0.134999 | 1.5627 | 0.060238 |
21 | -0.029865 | -0.3457 | 0.365052 |
22 | -0.130134 | -1.5064 | 0.067158 |
23 | 0.092494 | 1.0707 | 0.143115 |
24 | -0.01994 | -0.2308 | 0.408901 |
25 | 0.032526 | 0.3765 | 0.353565 |
26 | -0.082558 | -0.9557 | 0.170478 |
27 | 0.022524 | 0.2607 | 0.397349 |
28 | 0.052376 | 0.6063 | 0.272671 |
29 | -0.002554 | -0.0296 | 0.488231 |
30 | 0.024911 | 0.2884 | 0.386758 |
31 | -0.107563 | -1.2451 | 0.107629 |
32 | 0.077152 | 0.8931 | 0.186702 |
33 | -0.075024 | -0.8685 | 0.193346 |
34 | 0.032521 | 0.3765 | 0.353587 |
35 | 0.067523 | 0.7816 | 0.217904 |
36 | -0.024985 | -0.2892 | 0.386431 |
37 | 0.004942 | 0.0572 | 0.47723 |
38 | -0.032561 | -0.3769 | 0.353415 |
39 | 0.037556 | 0.4347 | 0.332226 |
40 | -0.020061 | -0.2322 | 0.408359 |
41 | -0.085066 | -0.9847 | 0.163269 |
42 | 0.14495 | 1.6779 | 0.047847 |
43 | -0.084993 | -0.9839 | 0.163478 |
44 | 0.012588 | 0.1457 | 0.44218 |
45 | 0.029903 | 0.3461 | 0.364888 |
46 | 0.04244 | 0.4913 | 0.312016 |
47 | -0.137574 | -1.5925 | 0.056811 |
48 | 0.05244 | 0.607 | 0.272427 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.457572 | -5.2968 | 0 |
2 | -0.334436 | -3.8714 | 8.4e-05 |
3 | -0.333443 | -3.8599 | 8.8e-05 |
4 | -0.134685 | -1.5591 | 0.060667 |
5 | -0.200461 | -2.3205 | 0.010912 |
6 | -0.134316 | -1.5548 | 0.061173 |
7 | -0.135549 | -1.5691 | 0.059493 |
8 | -0.08797 | -1.0183 | 0.155179 |
9 | -0.219493 | -2.5408 | 0.0061 |
10 | 0.073292 | 0.8484 | 0.198859 |
11 | 0.057268 | 0.6629 | 0.254259 |
12 | -0.048552 | -0.562 | 0.287517 |
13 | -0.227852 | -2.6376 | 0.004669 |
14 | -0.214908 | -2.4877 | 0.007041 |
15 | 0.010106 | 0.117 | 0.453523 |
16 | -0.07385 | -0.8549 | 0.197072 |
17 | 0.005932 | 0.0687 | 0.472679 |
18 | -0.095258 | -1.1027 | 0.136069 |
19 | -0.173432 | -2.0076 | 0.023347 |
20 | 0.009916 | 0.1148 | 0.454392 |
21 | 0.123632 | 1.4311 | 0.077359 |
22 | 0.016666 | 0.1929 | 0.423657 |
23 | 0.10833 | 1.254 | 0.106011 |
24 | -0.024529 | -0.2839 | 0.388447 |
25 | -0.075848 | -0.878 | 0.190757 |
26 | -0.072268 | -0.8366 | 0.202164 |
27 | -0.094315 | -1.0918 | 0.138446 |
28 | 0.031399 | 0.3635 | 0.358411 |
29 | 0.016073 | 0.1861 | 0.426338 |
30 | 0.035367 | 0.4094 | 0.341451 |
31 | -0.133579 | -1.5463 | 0.062197 |
32 | 0.024451 | 0.283 | 0.388793 |
33 | -0.038816 | -0.4493 | 0.326961 |
34 | -0.100442 | -1.1627 | 0.12351 |
35 | -0.092779 | -1.074 | 0.142377 |
36 | -0.069547 | -0.8051 | 0.211104 |
37 | 0.025558 | 0.2959 | 0.3839 |
38 | -0.068199 | -0.7895 | 0.21562 |
39 | 0.048362 | 0.5598 | 0.288265 |
40 | -0.002618 | -0.0303 | 0.487934 |
41 | -0.073733 | -0.8535 | 0.197447 |
42 | 0.082748 | 0.9579 | 0.169924 |
43 | -0.027432 | -0.3175 | 0.37566 |
44 | -0.050704 | -0.5869 | 0.279116 |
45 | 0.017614 | 0.2039 | 0.419371 |
46 | 0.125957 | 1.4581 | 0.073583 |
47 | -0.038736 | -0.4484 | 0.327294 |
48 | 0.018768 | 0.2173 | 0.414171 |