Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.629146 | -5.3013 | 1e-06 |
2 | 0.33837 | 2.8512 | 0.00285 |
3 | -0.194325 | -1.6374 | 0.052985 |
4 | 0.083271 | 0.7017 | 0.242595 |
5 | -0.244904 | -2.0636 | 0.021356 |
6 | 0.26834 | 2.2611 | 0.01341 |
7 | -0.24203 | -2.0394 | 0.022567 |
8 | 0.182888 | 1.541 | 0.063876 |
9 | -0.106061 | -0.8937 | 0.187255 |
10 | 0.144111 | 1.2143 | 0.114329 |
11 | -0.186312 | -1.5699 | 0.060444 |
12 | 0.267512 | 2.2541 | 0.013639 |
13 | -0.271589 | -2.2885 | 0.012545 |
14 | 0.096253 | 0.811 | 0.210026 |
15 | -0.027813 | -0.2344 | 0.40769 |
16 | -0.011301 | -0.0952 | 0.462203 |
17 | -0.011289 | -0.0951 | 0.462244 |
18 | 0.073299 | 0.6176 | 0.269398 |
19 | -0.037356 | -0.3148 | 0.376931 |
20 | 0.062043 | 0.5228 | 0.301375 |
21 | -0.026416 | -0.2226 | 0.412248 |
22 | 0.002517 | 0.0212 | 0.49157 |
23 | -0.053999 | -0.455 | 0.325249 |
24 | 0.065945 | 0.5557 | 0.290093 |
25 | -0.172867 | -1.4566 | 0.074818 |
26 | 0.212617 | 1.7915 | 0.038734 |
27 | -0.122207 | -1.0297 | 0.153316 |
28 | 0.149725 | 1.2616 | 0.10561 |
29 | -0.127416 | -1.0736 | 0.143312 |
30 | 0.11802 | 0.9945 | 0.16169 |
31 | -0.231593 | -1.9514 | 0.027476 |
32 | 0.209353 | 1.764 | 0.041013 |
33 | -0.190549 | -1.6056 | 0.056401 |
34 | 0.131494 | 1.108 | 0.135803 |
35 | -0.092317 | -0.7779 | 0.219612 |
36 | 0.134864 | 1.1364 | 0.129808 |
37 | -0.150602 | -1.269 | 0.104294 |
38 | 0.25657 | 2.1619 | 0.016999 |
39 | -0.241085 | -2.0314 | 0.022978 |
40 | 0.171563 | 1.4456 | 0.076343 |
41 | -0.156228 | -1.3164 | 0.096136 |
42 | 0.115914 | 0.9767 | 0.166015 |
43 | -0.135869 | -1.1448 | 0.128058 |
44 | 0.13521 | 1.1393 | 0.129204 |
45 | -0.052809 | -0.445 | 0.328844 |
46 | -0.032226 | -0.2715 | 0.393381 |
47 | 0.076877 | 0.6478 | 0.259609 |
48 | -0.030546 | -0.2574 | 0.398812 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.629146 | -5.3013 | 1e-06 |
2 | -0.095096 | -0.8013 | 0.212818 |
3 | -0.035118 | -0.2959 | 0.384082 |
4 | -0.055175 | -0.4649 | 0.32171 |
5 | -0.371479 | -3.1301 | 0.001268 |
6 | -0.087701 | -0.739 | 0.231177 |
7 | -0.091295 | -0.7693 | 0.222144 |
8 | -0.087387 | -0.7363 | 0.231975 |
9 | -0.112921 | -0.9515 | 0.172293 |
10 | 0.024801 | 0.209 | 0.417532 |
11 | -0.09397 | -0.7918 | 0.215557 |
12 | 0.105 | 0.8847 | 0.18964 |
13 | -0.011861 | -0.0999 | 0.460334 |
14 | -0.210618 | -1.7747 | 0.040117 |
15 | -0.069103 | -0.5823 | 0.281114 |
16 | -0.064078 | -0.5399 | 0.295466 |
17 | -0.043421 | -0.3659 | 0.357774 |
18 | -0.119504 | -1.007 | 0.158686 |
19 | -0.029014 | -0.2445 | 0.403784 |
20 | 0.052451 | 0.442 | 0.329929 |
21 | 0.028368 | 0.239 | 0.405886 |
22 | -0.019649 | -0.1656 | 0.434484 |
23 | -0.051958 | -0.4378 | 0.331429 |
24 | 0.030633 | 0.2581 | 0.398533 |
25 | -0.167506 | -1.4114 | 0.081243 |
26 | 0.049072 | 0.4135 | 0.340247 |
27 | 0.026588 | 0.224 | 0.411688 |
28 | 0.148217 | 1.2489 | 0.107902 |
29 | -0.00203 | -0.0171 | 0.493201 |
30 | 0.009996 | 0.0842 | 0.466555 |
31 | -0.17543 | -1.4782 | 0.071888 |
32 | -0.039619 | -0.3338 | 0.369745 |
33 | 0.001432 | 0.0121 | 0.495203 |
34 | -0.081471 | -0.6865 | 0.247321 |
35 | -0.103401 | -0.8713 | 0.193271 |
36 | -0.053759 | -0.453 | 0.325971 |
37 | -0.001913 | -0.0161 | 0.493592 |
38 | 0.073245 | 0.6172 | 0.269548 |
39 | -0.018418 | -0.1552 | 0.438554 |
40 | -0.021372 | -0.1801 | 0.428801 |
41 | 0.011688 | 0.0985 | 0.460911 |
42 | 0.073642 | 0.6205 | 0.268452 |
43 | 0.048049 | 0.4049 | 0.343395 |
44 | -0.041766 | -0.3519 | 0.362967 |
45 | 0.099436 | 0.8379 | 0.20246 |
46 | -0.08177 | -0.689 | 0.246534 |
47 | -0.033697 | -0.2839 | 0.388642 |
48 | -0.007118 | -0.06 | 0.476171 |