Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.52403 | -4.8597 | 3e-06 |
2 | 0.027303 | 0.2532 | 0.400359 |
3 | 0.063921 | 0.5928 | 0.277442 |
4 | -0.173186 | -1.6061 | 0.055963 |
5 | 0.047975 | 0.4449 | 0.328754 |
6 | 0.08464 | 0.7849 | 0.217329 |
7 | 0.027391 | 0.254 | 0.400044 |
8 | -0.139456 | -1.2933 | 0.099692 |
9 | 0.291529 | 2.7035 | 0.004134 |
10 | -0.313553 | -2.9078 | 0.002315 |
11 | -0.056094 | -0.5202 | 0.302134 |
12 | 0.279251 | 2.5897 | 0.00564 |
13 | -0.059608 | -0.5528 | 0.290923 |
14 | -0.175563 | -1.6281 | 0.05358 |
15 | 0.31357 | 2.9079 | 0.002314 |
16 | -0.326218 | -3.0252 | 0.001638 |
17 | 0.130883 | 1.2138 | 0.11408 |
18 | 0.052193 | 0.484 | 0.3148 |
19 | -0.12633 | -1.1715 | 0.12231 |
20 | 0.147889 | 1.3715 | 0.086899 |
21 | -0.060574 | -0.5617 | 0.287878 |
22 | -0.0059 | -0.0547 | 0.478245 |
23 | -0.142923 | -1.3254 | 0.094272 |
24 | 0.253352 | 2.3495 | 0.010545 |
25 | -0.122934 | -1.14 | 0.128716 |
26 | 0.003032 | 0.0281 | 0.488817 |
27 | 0.03335 | 0.3093 | 0.378932 |
28 | -0.102289 | -0.9486 | 0.172744 |
29 | 0.100542 | 0.9324 | 0.176873 |
30 | -0.012353 | -0.1146 | 0.454533 |
31 | -0.043433 | -0.4028 | 0.344055 |
32 | 0.059545 | 0.5522 | 0.291124 |
33 | -0.002646 | -0.0245 | 0.49024 |
34 | -0.058043 | -0.5383 | 0.295892 |
35 | 0.003907 | 0.0362 | 0.485592 |
36 | -0.020095 | -0.1864 | 0.426304 |
37 | 0.093359 | 0.8658 | 0.194512 |
38 | 0.015999 | 0.1484 | 0.4412 |
39 | -0.129523 | -1.2011 | 0.116496 |
40 | 0.079992 | 0.7418 | 0.23011 |
41 | -0.044254 | -0.4104 | 0.341267 |
42 | 0.040074 | 0.3716 | 0.355542 |
43 | 0.007993 | 0.0741 | 0.470541 |
44 | -0.036947 | -0.3426 | 0.366357 |
45 | 0.051455 | 0.4772 | 0.317226 |
46 | -0.048772 | -0.4523 | 0.326098 |
47 | 0.05928 | 0.5497 | 0.291961 |
48 | -0.17361 | -1.61 | 0.055532 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.52403 | -4.8597 | 3e-06 |
2 | -0.340925 | -3.1616 | 0.001084 |
3 | -0.149043 | -1.3822 | 0.08525 |
4 | -0.304635 | -2.8251 | 0.002938 |
5 | -0.356131 | -3.3026 | 0.000698 |
6 | -0.259744 | -2.4088 | 0.009071 |
7 | -0.095993 | -0.8902 | 0.187921 |
8 | -0.300757 | -2.7891 | 0.003253 |
9 | 0.111031 | 1.0297 | 0.153029 |
10 | -0.03371 | -0.3126 | 0.377665 |
11 | -0.377458 | -3.5004 | 0.000369 |
12 | -0.196798 | -1.825 | 0.035734 |
13 | 0.164144 | 1.5222 | 0.065813 |
14 | -0.277081 | -2.5695 | 0.005953 |
15 | 0.016475 | 0.1528 | 0.439465 |
16 | -0.107238 | -0.9945 | 0.161389 |
17 | 0.01418 | 0.1315 | 0.447842 |
18 | -0.076189 | -0.7065 | 0.240879 |
19 | -0.023801 | -0.2207 | 0.412916 |
20 | 0.174906 | 1.622 | 0.054231 |
21 | -0.057691 | -0.535 | 0.297014 |
22 | -0.092971 | -0.8622 | 0.195493 |
23 | 0.034702 | 0.3218 | 0.374186 |
24 | -0.0482 | -0.447 | 0.328005 |
25 | 0.044961 | 0.4169 | 0.338878 |
26 | 0.111974 | 1.0384 | 0.150996 |
27 | -0.07317 | -0.6786 | 0.249622 |
28 | -0.126864 | -1.1765 | 0.121322 |
29 | 0.054246 | 0.5031 | 0.308106 |
30 | 0.017333 | 0.1607 | 0.436338 |
31 | -0.021325 | -0.1978 | 0.421849 |
32 | -0.055098 | -0.511 | 0.305345 |
33 | 0.000845 | 0.0078 | 0.496884 |
34 | 0.015161 | 0.1406 | 0.444259 |
35 | -0.050425 | -0.4676 | 0.320618 |
36 | -0.055766 | -0.5172 | 0.303188 |
37 | -0.093604 | -0.868 | 0.193892 |
38 | 0.105654 | 0.9798 | 0.164968 |
39 | -0.149711 | -1.3884 | 0.084307 |
40 | -0.044727 | -0.4148 | 0.339667 |
41 | -0.071625 | -0.6642 | 0.254163 |
42 | -0.027136 | -0.2516 | 0.400957 |
43 | 0.038941 | 0.3611 | 0.359446 |
44 | -0.14179 | -1.3149 | 0.096019 |
45 | 0.006795 | 0.063 | 0.47495 |
46 | -0.035341 | -0.3277 | 0.371952 |
47 | 0.077916 | 0.7226 | 0.235955 |
48 | -0.058249 | -0.5402 | 0.295235 |