Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.420295 | -4.2448 | 2.4e-05 |
2 | -0.017994 | -0.1817 | 0.428079 |
3 | 0.097054 | 0.9802 | 0.164653 |
4 | -0.232868 | -2.3519 | 0.010301 |
5 | 0.126425 | 1.2768 | 0.102281 |
6 | 0.034058 | 0.344 | 0.365791 |
7 | -0.136367 | -1.3772 | 0.085727 |
8 | 0.198698 | 2.0067 | 0.023711 |
9 | -0.181503 | -1.8331 | 0.034853 |
10 | 0.178816 | 1.806 | 0.036937 |
11 | 0.079881 | 0.8068 | 0.210842 |
12 | -0.41851 | -4.2267 | 2.6e-05 |
13 | 0.257351 | 2.5991 | 0.005366 |
14 | -0.156141 | -1.5769 | 0.058952 |
15 | 0.017079 | 0.1725 | 0.431698 |
16 | 0.239249 | 2.4163 | 0.008728 |
17 | -0.18395 | -1.8578 | 0.033041 |
18 | 0.056942 | 0.5751 | 0.283251 |
19 | 0.057265 | 0.5784 | 0.282151 |
20 | -0.111767 | -1.1288 | 0.130816 |
21 | 0.035844 | 0.362 | 0.359048 |
22 | -0.092258 | -0.9318 | 0.17683 |
23 | 0.122364 | 1.2358 | 0.109683 |
24 | -0.089512 | -0.904 | 0.184054 |
25 | 0.001636 | 0.0165 | 0.493425 |
26 | 0.093275 | 0.942 | 0.1742 |
27 | 0.006335 | 0.064 | 0.474555 |
28 | -0.137097 | -1.3846 | 0.084596 |
29 | 0.134728 | 1.3607 | 0.088306 |
30 | -0.129967 | -1.3126 | 0.096132 |
31 | 0.044602 | 0.4505 | 0.326668 |
32 | -0.001121 | -0.0113 | 0.495494 |
33 | 0.080131 | 0.8093 | 0.210118 |
34 | -0.037734 | -0.3811 | 0.351961 |
35 | -0.029645 | -0.2994 | 0.382622 |
36 | 0.065393 | 0.6604 | 0.25523 |
37 | -0.045268 | -0.4572 | 0.324257 |
38 | 0.024271 | 0.2451 | 0.403427 |
39 | -0.004629 | -0.0468 | 0.481401 |
40 | -0.047972 | -0.4845 | 0.314538 |
41 | 0.018895 | 0.1908 | 0.424518 |
42 | 0.028102 | 0.2838 | 0.388565 |
43 | -0.00294 | -0.0297 | 0.488185 |
44 | -0.041217 | -0.4163 | 0.339043 |
45 | 0.071178 | 0.7189 | 0.236936 |
46 | -0.019226 | -0.1942 | 0.423214 |
47 | -0.064147 | -0.6479 | 0.259268 |
48 | 0.002871 | 0.029 | 0.488464 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.420295 | -4.2448 | 2.4e-05 |
2 | -0.236401 | -2.3875 | 0.009402 |
3 | -0.014992 | -0.1514 | 0.439974 |
4 | -0.248062 | -2.5053 | 0.006909 |
5 | -0.100861 | -1.0186 | 0.15539 |
6 | -0.001817 | -0.0183 | 0.492699 |
7 | -0.126566 | -1.2783 | 0.10203 |
8 | 0.064251 | 0.6489 | 0.258928 |
9 | -0.102498 | -1.0352 | 0.151516 |
10 | 0.147422 | 1.4889 | 0.0698 |
11 | 0.219062 | 2.2124 | 0.014584 |
12 | -0.298158 | -3.0112 | 0.00164 |
13 | -0.089667 | -0.9056 | 0.183644 |
14 | -0.188936 | -1.9082 | 0.029591 |
15 | -0.090581 | -0.9148 | 0.181221 |
16 | 0.049874 | 0.5037 | 0.307779 |
17 | -0.001809 | -0.0183 | 0.49273 |
18 | 0.0126 | 0.1273 | 0.449495 |
19 | 0.041973 | 0.4239 | 0.336265 |
20 | 0.084208 | 0.8505 | 0.198532 |
21 | -0.139551 | -1.4094 | 0.08088 |
22 | -0.05594 | -0.565 | 0.286668 |
23 | 0.169291 | 1.7098 | 0.045176 |
24 | -0.254272 | -2.568 | 0.005839 |
25 | -0.089901 | -0.908 | 0.183022 |
26 | -0.150664 | -1.5216 | 0.065598 |
27 | 0.086496 | 0.8736 | 0.192204 |
28 | -0.040247 | -0.4065 | 0.342622 |
29 | 0.004513 | 0.0456 | 0.481867 |
30 | 0.005254 | 0.0531 | 0.478894 |
31 | 0.00391 | 0.0395 | 0.484288 |
32 | -0.011133 | -0.1124 | 0.455347 |
33 | -0.027902 | -0.2818 | 0.389336 |
34 | -0.007735 | -0.0781 | 0.468942 |
35 | 0.013076 | 0.1321 | 0.447599 |
36 | -0.078557 | -0.7934 | 0.214696 |
37 | -0.009033 | -0.0912 | 0.463743 |
38 | 0.00535 | 0.054 | 0.478509 |
39 | 0.069695 | 0.7039 | 0.241554 |
40 | -0.006036 | -0.061 | 0.475755 |
41 | 0.006059 | 0.0612 | 0.475661 |
42 | -0.05698 | -0.5755 | 0.28312 |
43 | -0.005594 | -0.0565 | 0.47753 |
44 | -0.111449 | -1.1256 | 0.131492 |
45 | 0.082159 | 0.8298 | 0.204306 |
46 | 0.017113 | 0.1728 | 0.431564 |
47 | -0.015964 | -0.1612 | 0.436118 |
48 | -0.120642 | -1.2184 | 0.112937 |