Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.501014 | -7.0677 | 0 |
2 | -0.088547 | -1.2491 | 0.106547 |
3 | 0.37194 | 5.2469 | 0 |
4 | -0.328864 | -4.6392 | 3e-06 |
5 | 0.131694 | 1.8578 | 0.032339 |
6 | 0.169271 | 2.3879 | 0.008941 |
7 | -0.259943 | -3.667 | 0.000157 |
8 | 0.10023 | 1.4139 | 0.079474 |
9 | 0.062719 | 0.8848 | 0.188677 |
10 | -0.11455 | -1.6159 | 0.053848 |
11 | 0.163429 | 2.3055 | 0.011086 |
12 | -0.188705 | -2.662 | 0.004201 |
13 | -0.02337 | -0.3297 | 0.370998 |
14 | 0.099061 | 1.3974 | 0.081921 |
15 | -0.039998 | -0.5642 | 0.286612 |
16 | -0.089242 | -1.2589 | 0.104767 |
17 | 0.077593 | 1.0946 | 0.137511 |
18 | 0.039651 | 0.5593 | 0.288278 |
19 | -0.179766 | -2.5359 | 0.005992 |
20 | 0.136005 | 1.9186 | 0.028234 |
21 | 0.032617 | 0.4601 | 0.322968 |
22 | -0.275168 | -3.8817 | 7.1e-05 |
23 | 0.355212 | 5.0109 | 1e-06 |
24 | -0.163777 | -2.3104 | 0.010947 |
25 | -0.159771 | -2.2539 | 0.012648 |
26 | 0.305246 | 4.306 | 1.3e-05 |
27 | -0.204443 | -2.884 | 0.002179 |
28 | 0.010851 | 0.1531 | 0.439247 |
29 | 0.148045 | 2.0884 | 0.019015 |
30 | -0.18059 | -2.5475 | 0.005802 |
31 | 0.05697 | 0.8037 | 0.211277 |
32 | 0.128969 | 1.8193 | 0.035182 |
33 | -0.17573 | -2.479 | 0.007004 |
34 | 0.115301 | 1.6265 | 0.05271 |
35 | -0.004298 | -0.0606 | 0.475854 |
36 | -0.166005 | -2.3418 | 0.01009 |
37 | 0.228475 | 3.223 | 0.000741 |
38 | -0.102611 | -1.4475 | 0.074665 |
39 | -0.064291 | -0.9069 | 0.182769 |
40 | 0.118519 | 1.6719 | 0.048057 |
41 | 0.009453 | 0.1334 | 0.447025 |
42 | -0.116108 | -1.6379 | 0.05151 |
43 | 0.094224 | 1.3292 | 0.092653 |
44 | 0.106704 | 1.5052 | 0.066924 |
45 | -0.263044 | -3.7107 | 0.000134 |
46 | 0.266534 | 3.7599 | 0.000112 |
47 | -0.018033 | -0.2544 | 0.399728 |
48 | -0.217354 | -3.0662 | 0.001235 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.501014 | -7.0677 | 0 |
2 | -0.453363 | -6.3955 | 0 |
3 | 0.134987 | 1.9042 | 0.029162 |
4 | -0.076355 | -1.0771 | 0.141367 |
5 | 0.046631 | 0.6578 | 0.255711 |
6 | 0.18933 | 2.6708 | 0.004096 |
7 | 0.05141 | 0.7252 | 0.234583 |
8 | -0.066563 | -0.939 | 0.174438 |
9 | -0.050592 | -0.7137 | 0.238127 |
10 | -0.00567 | -0.08 | 0.468163 |
11 | 0.135926 | 1.9175 | 0.028305 |
12 | -0.140821 | -1.9865 | 0.024173 |
13 | -0.194504 | -2.7438 | 0.003314 |
14 | -0.19084 | -2.6921 | 0.003852 |
15 | 0.021791 | 0.3074 | 0.37943 |
16 | -0.139068 | -1.9618 | 0.02559 |
17 | -0.074214 | -1.0469 | 0.148203 |
18 | 0.187525 | 2.6454 | 0.004406 |
19 | -0.034018 | -0.4799 | 0.31592 |
20 | -0.119521 | -1.6861 | 0.046676 |
21 | 0.031709 | 0.4473 | 0.32757 |
22 | -0.191465 | -2.7009 | 0.003755 |
23 | 0.161221 | 2.2743 | 0.012007 |
24 | -0.029167 | -0.4115 | 0.340592 |
25 | -0.13473 | -1.9006 | 0.0294 |
26 | -0.06873 | -0.9696 | 0.166722 |
27 | -0.01894 | -0.2672 | 0.394801 |
28 | -0.033621 | -0.4743 | 0.317908 |
29 | -0.068302 | -0.9635 | 0.168229 |
30 | 0.074935 | 1.0571 | 0.145876 |
31 | -0.019866 | -0.2802 | 0.389793 |
32 | -0.021804 | -0.3076 | 0.379362 |
33 | -0.003067 | -0.0433 | 0.482767 |
34 | -0.061036 | -0.861 | 0.195133 |
35 | 0.046012 | 0.6491 | 0.258519 |
36 | -0.192994 | -2.7225 | 0.003527 |
37 | -0.041329 | -0.583 | 0.280272 |
38 | -0.067593 | -0.9535 | 0.170742 |
39 | 0.00037 | 0.0052 | 0.497921 |
40 | -0.026773 | -0.3777 | 0.353036 |
41 | 0.106266 | 1.4991 | 0.067721 |
42 | 0.083637 | 1.1798 | 0.119735 |
43 | -0.058827 | -0.8299 | 0.203809 |
44 | 0.16786 | 2.368 | 0.009423 |
45 | -0.014254 | -0.2011 | 0.420419 |
46 | 0.081135 | 1.1446 | 0.126884 |
47 | 0.138525 | 1.9541 | 0.026043 |
48 | -0.108863 | -1.5357 | 0.0631 |