Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.560988 | -4.309 | 3.2e-05 |
2 | -0.012323 | -0.0947 | 0.462454 |
3 | 0.235164 | 1.8063 | 0.037984 |
4 | -0.080787 | -0.6205 | 0.268647 |
5 | -0.167198 | -1.2843 | 0.102034 |
6 | 0.347772 | 2.6713 | 0.004875 |
7 | -0.366365 | -2.8141 | 0.003318 |
8 | 0.155577 | 1.195 | 0.118432 |
9 | 0.121549 | 0.9336 | 0.177148 |
10 | -0.206833 | -1.5887 | 0.058735 |
11 | 0.057398 | 0.4409 | 0.330456 |
12 | 0.25253 | 1.9397 | 0.028599 |
13 | -0.410912 | -3.1563 | 0.001258 |
14 | 0.305435 | 2.3461 | 0.011176 |
15 | -0.045598 | -0.3502 | 0.363702 |
16 | -0.137483 | -1.056 | 0.14763 |
17 | 0.131108 | 1.0071 | 0.15901 |
18 | 0.082192 | 0.6313 | 0.265132 |
19 | -0.266562 | -2.0475 | 0.022535 |
20 | 0.158383 | 1.2166 | 0.114307 |
21 | 0.067646 | 0.5196 | 0.302644 |
22 | -0.193871 | -1.4891 | 0.070887 |
23 | 0.12179 | 0.9355 | 0.176675 |
24 | 0.040426 | 0.3105 | 0.378631 |
25 | -0.203234 | -1.5611 | 0.061928 |
26 | 0.25205 | 1.936 | 0.02883 |
27 | -0.112363 | -0.8631 | 0.195796 |
28 | -0.15023 | -1.1539 | 0.126589 |
29 | 0.22638 | 1.7389 | 0.043638 |
30 | -0.125453 | -0.9636 | 0.169585 |
31 | -0.131044 | -1.0066 | 0.159127 |
32 | 0.223353 | 1.7156 | 0.045741 |
33 | -0.091718 | -0.7045 | 0.241947 |
34 | -0.094928 | -0.7292 | 0.234397 |
35 | 0.180687 | 1.3879 | 0.085196 |
36 | -0.12405 | -0.9528 | 0.172277 |
37 | -0.011823 | -0.0908 | 0.463973 |
38 | 0.152709 | 1.173 | 0.122759 |
39 | -0.198606 | -1.5255 | 0.066236 |
40 | 0.102259 | 0.7855 | 0.217661 |
41 | 0.00973 | 0.0747 | 0.470339 |
42 | -0.083411 | -0.6407 | 0.262102 |
43 | 0.068747 | 0.5281 | 0.29972 |
44 | -0.006411 | -0.0492 | 0.480446 |
45 | -0.080052 | -0.6149 | 0.270494 |
46 | 0.079318 | 0.6093 | 0.272347 |
47 | -0.017899 | -0.1375 | 0.445559 |
48 | -0.034352 | -0.2639 | 0.396403 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.560988 | -4.309 | 3.2e-05 |
2 | -0.477213 | -3.6655 | 0.000265 |
3 | -0.080795 | -0.6206 | 0.268627 |
4 | 0.135284 | 1.0391 | 0.151491 |
5 | -0.095666 | -0.7348 | 0.232678 |
6 | 0.230754 | 1.7725 | 0.040741 |
7 | -0.141757 | -1.0889 | 0.140322 |
8 | -0.086911 | -0.6676 | 0.253504 |
9 | 0.075834 | 0.5825 | 0.281228 |
10 | -0.00874 | -0.0671 | 0.473352 |
11 | 0.005145 | 0.0395 | 0.484305 |
12 | 0.243707 | 1.8719 | 0.033087 |
13 | -0.058496 | -0.4493 | 0.327425 |
14 | 0.058659 | 0.4506 | 0.326977 |
15 | -0.018221 | -0.14 | 0.444586 |
16 | -0.020721 | -0.1592 | 0.437044 |
17 | 0.037901 | 0.2911 | 0.385989 |
18 | 0.124372 | 0.9553 | 0.171656 |
19 | 0.061506 | 0.4724 | 0.319178 |
20 | -0.256411 | -1.9695 | 0.026797 |
21 | -0.026905 | -0.2067 | 0.418493 |
22 | -0.063807 | -0.4901 | 0.312936 |
23 | -0.072202 | -0.5546 | 0.290633 |
24 | 0.071377 | 0.5483 | 0.292793 |
25 | -0.075298 | -0.5784 | 0.282607 |
26 | 0.013368 | 0.1027 | 0.459281 |
27 | 0.004356 | 0.0335 | 0.486709 |
28 | -0.198292 | -1.5231 | 0.066537 |
29 | -0.081785 | -0.6282 | 0.266149 |
30 | -0.153713 | -1.1807 | 0.121231 |
31 | -0.122646 | -0.9421 | 0.175 |
32 | -0.079626 | -0.6116 | 0.27157 |
33 | 0.005606 | 0.0431 | 0.482898 |
34 | 0.114473 | 0.8793 | 0.191407 |
35 | -0.040126 | -0.3082 | 0.379502 |
36 | 0.031993 | 0.2457 | 0.403368 |
37 | 0.059885 | 0.46 | 0.323609 |
38 | 0.012229 | 0.0939 | 0.462741 |
39 | 0.029323 | 0.2252 | 0.411286 |
40 | 0.120165 | 0.923 | 0.179883 |
41 | -0.048964 | -0.3761 | 0.354097 |
42 | 0.013782 | 0.1059 | 0.458027 |
43 | 0.0377 | 0.2896 | 0.386578 |
44 | -0.074074 | -0.569 | 0.285767 |
45 | -0.0099 | -0.076 | 0.469821 |
46 | 0.017665 | 0.1357 | 0.446266 |
47 | -0.074974 | -0.5759 | 0.283441 |
48 | -0.032734 | -0.2514 | 0.401175 |