Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.339718 | -2.8625 | 0.00276 |
2 | -0.257089 | -2.1663 | 0.016825 |
3 | 0.074059 | 0.624 | 0.267303 |
4 | 0.151942 | 1.2803 | 0.102306 |
5 | -0.216537 | -1.8246 | 0.036136 |
6 | 0.242835 | 2.0462 | 0.022223 |
7 | -0.215999 | -1.82 | 0.036484 |
8 | 0.190011 | 1.6011 | 0.056902 |
9 | 0.026308 | 0.2217 | 0.412601 |
10 | -0.29859 | -2.516 | 0.007067 |
11 | -0.09255 | -0.7798 | 0.219038 |
12 | 0.636202 | 5.3607 | 0 |
13 | -0.255894 | -2.1562 | 0.017228 |
14 | -0.152613 | -1.2859 | 0.101321 |
15 | -0.02382 | -0.2007 | 0.42075 |
16 | 0.178224 | 1.5017 | 0.068799 |
17 | -0.148898 | -1.2546 | 0.106862 |
18 | 0.114174 | 0.962 | 0.169645 |
19 | -0.126 | -1.0617 | 0.145986 |
20 | 0.226795 | 1.911 | 0.030021 |
21 | -0.146039 | -1.2305 | 0.111277 |
22 | -0.149857 | -1.2627 | 0.105411 |
23 | -0.0465 | -0.3918 | 0.348184 |
24 | 0.379103 | 3.1944 | 0.001045 |
25 | -0.093382 | -0.7869 | 0.216993 |
26 | -0.134083 | -1.1298 | 0.13118 |
27 | -0.101169 | -0.8525 | 0.198412 |
28 | 0.280337 | 2.3622 | 0.010457 |
29 | -0.199676 | -1.6825 | 0.048432 |
30 | 0.031628 | 0.2665 | 0.395313 |
31 | 0.041192 | 0.3471 | 0.364774 |
32 | 0.091575 | 0.7716 | 0.221448 |
33 | -0.127489 | -1.0742 | 0.143176 |
34 | -0.023155 | -0.1951 | 0.422932 |
35 | -0.116529 | -0.9819 | 0.164744 |
36 | 0.259573 | 2.1872 | 0.016011 |
37 | 0.045733 | 0.3854 | 0.350563 |
38 | -0.225358 | -1.8989 | 0.030821 |
39 | -0.0424 | -0.3573 | 0.360975 |
40 | 0.262651 | 2.2131 | 0.015052 |
41 | -0.221055 | -1.8626 | 0.033325 |
42 | 0.066799 | 0.5629 | 0.287652 |
43 | 0.078072 | 0.6578 | 0.256383 |
44 | -0.017999 | -0.1517 | 0.439942 |
45 | -0.067888 | -0.572 | 0.284554 |
46 | 0.022507 | 0.1896 | 0.425063 |
47 | -0.160108 | -1.3491 | 0.090797 |
48 | 0.235143 | 1.9814 | 0.025713 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.339718 | -2.8625 | 0.00276 |
2 | -0.421096 | -3.5482 | 0.000346 |
3 | -0.265359 | -2.236 | 0.01425 |
4 | -0.052285 | -0.4406 | 0.330433 |
5 | -0.2598 | -2.1891 | 0.015939 |
6 | 0.156419 | 1.318 | 0.095869 |
7 | -0.216605 | -1.8251 | 0.036092 |
8 | 0.221888 | 1.8697 | 0.032827 |
9 | 0.17357 | 1.4625 | 0.074005 |
10 | -0.281023 | -2.3679 | 0.010307 |
11 | -0.304228 | -2.5635 | 0.006241 |
12 | 0.319058 | 2.6884 | 0.004469 |
13 | 0.241363 | 2.0338 | 0.022857 |
14 | 0.220735 | 1.8599 | 0.033518 |
15 | -0.132984 | -1.1205 | 0.13313 |
16 | 0.07449 | 0.6277 | 0.266118 |
17 | -0.000327 | -0.0028 | 0.498906 |
18 | -0.026662 | -0.2247 | 0.411447 |
19 | 0.018219 | 0.1535 | 0.439212 |
20 | 0.028086 | 0.2367 | 0.406802 |
21 | -0.100781 | -0.8492 | 0.199312 |
22 | 0.001895 | 0.016 | 0.493652 |
23 | -0.101294 | -0.8535 | 0.198121 |
24 | -0.140565 | -1.1844 | 0.120097 |
25 | 0.032522 | 0.274 | 0.392428 |
26 | 0.013213 | 0.1113 | 0.455834 |
27 | -0.013932 | -0.1174 | 0.453441 |
28 | 0.144772 | 1.2199 | 0.113275 |
29 | -0.055077 | -0.4641 | 0.322002 |
30 | 0.013262 | 0.1117 | 0.45567 |
31 | 0.060058 | 0.5061 | 0.307191 |
32 | -0.10574 | -0.891 | 0.187975 |
33 | 0.127595 | 1.0751 | 0.142977 |
34 | 0.038997 | 0.3286 | 0.371715 |
35 | 0.052865 | 0.4454 | 0.328676 |
36 | -0.063517 | -0.5352 | 0.297092 |
37 | 0.000564 | 0.0048 | 0.498109 |
38 | -0.040245 | -0.3391 | 0.367765 |
39 | -0.058923 | -0.4965 | 0.310539 |
40 | -0.054992 | -0.4634 | 0.322257 |
41 | -0.022878 | -0.1928 | 0.423843 |
42 | 0.067849 | 0.5717 | 0.284664 |
43 | 0.079462 | 0.6696 | 0.252656 |
44 | -0.031312 | -0.2638 | 0.396335 |
45 | -0.065682 | -0.5534 | 0.290849 |
46 | -0.035412 | -0.2984 | 0.38314 |
47 | 0.027274 | 0.2298 | 0.40945 |
48 | -0.019186 | -0.1617 | 0.436013 |