Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.559905 | -4.3007 | 3.2e-05 |
2 | -0.012405 | -0.0953 | 0.462205 |
3 | 0.235479 | 1.8087 | 0.037793 |
4 | -0.081494 | -0.626 | 0.266877 |
5 | -0.167287 | -1.285 | 0.101915 |
6 | 0.347952 | 2.6727 | 0.004857 |
7 | -0.366293 | -2.8136 | 0.003323 |
8 | 0.153693 | 1.1805 | 0.121263 |
9 | 0.12251 | 0.941 | 0.175266 |
10 | -0.206312 | -1.5847 | 0.059189 |
11 | 0.056685 | 0.4354 | 0.332428 |
12 | 0.252459 | 1.9392 | 0.028634 |
13 | -0.410439 | -3.1526 | 0.001272 |
14 | 0.304564 | 2.3394 | 0.01136 |
15 | -0.044695 | -0.3433 | 0.366293 |
16 | -0.138402 | -1.0631 | 0.146038 |
17 | 0.13226 | 1.0159 | 0.156911 |
18 | 0.08115 | 0.6233 | 0.267738 |
19 | -0.267654 | -2.0559 | 0.022113 |
20 | 0.159766 | 1.2272 | 0.112314 |
21 | 0.066753 | 0.5127 | 0.305023 |
22 | -0.193711 | -1.4879 | 0.071048 |
23 | 0.121497 | 0.9332 | 0.17725 |
24 | 0.040518 | 0.3112 | 0.378364 |
25 | -0.204211 | -1.5686 | 0.061048 |
26 | 0.25322 | 1.945 | 0.028271 |
27 | -0.112101 | -0.8611 | 0.196345 |
28 | -0.151723 | -1.1654 | 0.124272 |
29 | 0.226624 | 1.7407 | 0.043472 |
30 | -0.126094 | -0.9685 | 0.168363 |
31 | -0.12983 | -0.9972 | 0.161359 |
32 | 0.222453 | 1.7087 | 0.046382 |
33 | -0.091253 | -0.7009 | 0.243052 |
34 | -0.095014 | -0.7298 | 0.234195 |
35 | 0.182105 | 1.3988 | 0.083557 |
36 | -0.124667 | -0.9576 | 0.17109 |
37 | -0.012631 | -0.097 | 0.461518 |
38 | 0.153709 | 1.1807 | 0.121237 |
39 | -0.197719 | -1.5187 | 0.067088 |
40 | 0.100289 | 0.7703 | 0.222088 |
41 | 0.010972 | 0.0843 | 0.46656 |
42 | -0.084105 | -0.646 | 0.260384 |
43 | 0.069625 | 0.5348 | 0.297398 |
44 | -0.006736 | -0.0517 | 0.479454 |
45 | -0.080089 | -0.6152 | 0.270402 |
46 | 0.078623 | 0.6039 | 0.274109 |
47 | -0.016132 | -0.1239 | 0.450902 |
48 | -0.036038 | -0.2768 | 0.391444 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.559905 | -4.3007 | 3.2e-05 |
2 | -0.474721 | -3.6464 | 0.000282 |
3 | -0.076276 | -0.5859 | 0.280092 |
4 | 0.136355 | 1.0474 | 0.149602 |
5 | -0.097268 | -0.7471 | 0.228976 |
6 | 0.228291 | 1.7535 | 0.042352 |
7 | -0.143724 | -1.104 | 0.137046 |
8 | -0.089131 | -0.6846 | 0.24813 |
9 | 0.07326 | 0.5627 | 0.287879 |
10 | -0.009913 | -0.0761 | 0.469782 |
11 | 0.005421 | 0.0416 | 0.483463 |
12 | 0.242653 | 1.8639 | 0.03366 |
13 | -0.060625 | -0.4657 | 0.321584 |
14 | 0.056917 | 0.4372 | 0.331785 |
15 | -0.019458 | -0.1495 | 0.440849 |
16 | -0.02155 | -0.1655 | 0.434546 |
17 | 0.040493 | 0.311 | 0.378435 |
18 | 0.124307 | 0.9548 | 0.171782 |
19 | 0.057066 | 0.4383 | 0.331373 |
20 | -0.256954 | -1.9737 | 0.026552 |
21 | -0.027602 | -0.212 | 0.416414 |
22 | -0.061044 | -0.4689 | 0.320439 |
23 | -0.069943 | -0.5372 | 0.296561 |
24 | 0.07209 | 0.5537 | 0.290928 |
25 | -0.076878 | -0.5905 | 0.278551 |
26 | 0.011604 | 0.0891 | 0.464639 |
27 | 0.005186 | 0.0398 | 0.484179 |
28 | -0.198936 | -1.5281 | 0.065921 |
29 | -0.08154 | -0.6263 | 0.266759 |
30 | -0.153802 | -1.1814 | 0.121097 |
31 | -0.121573 | -0.9338 | 0.177101 |
32 | -0.07842 | -0.6024 | 0.274623 |
33 | 0.007997 | 0.0614 | 0.475615 |
34 | 0.114027 | 0.8759 | 0.192329 |
35 | -0.037464 | -0.2878 | 0.387267 |
36 | 0.033203 | 0.255 | 0.39979 |
37 | 0.057699 | 0.4432 | 0.329622 |
38 | 0.007496 | 0.0576 | 0.477138 |
39 | 0.02643 | 0.203 | 0.419911 |
40 | 0.119014 | 0.9142 | 0.182177 |
41 | -0.050262 | -0.3861 | 0.350418 |
42 | 0.012891 | 0.099 | 0.460731 |
43 | 0.035219 | 0.2705 | 0.393852 |
44 | -0.07624 | -0.5856 | 0.280186 |
45 | -0.010342 | -0.0794 | 0.468477 |
46 | 0.016261 | 0.1249 | 0.450512 |
47 | -0.075742 | -0.5818 | 0.281464 |
48 | -0.033455 | -0.257 | 0.399048 |