Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.188734 | -2.0588 | 0.020846 |
2 | -0.561982 | -6.1305 | 0 |
3 | 0.322027 | 3.5129 | 0.000314 |
4 | 0.277453 | 3.0267 | 0.001516 |
5 | -0.126388 | -1.3787 | 0.085281 |
6 | -0.125732 | -1.3716 | 0.086388 |
7 | -0.052404 | -0.5717 | 0.284314 |
8 | 0.21241 | 2.3171 | 0.011103 |
9 | 0.278325 | 3.0362 | 0.001472 |
10 | -0.469875 | -5.1257 | 1e-06 |
11 | -0.197744 | -2.1571 | 0.016503 |
12 | 0.840346 | 9.1671 | 0 |
13 | -0.147297 | -1.6068 | 0.055372 |
14 | -0.515776 | -5.6264 | 0 |
15 | 0.279388 | 3.0478 | 0.00142 |
16 | 0.274366 | 2.993 | 0.00168 |
17 | -0.123205 | -1.344 | 0.090752 |
18 | -0.122917 | -1.3409 | 0.091259 |
19 | -0.064715 | -0.706 | 0.240799 |
20 | 0.171783 | 1.8739 | 0.031697 |
21 | 0.245137 | 2.6741 | 0.004273 |
22 | -0.393906 | -4.297 | 1.8e-05 |
23 | -0.192535 | -2.1003 | 0.018907 |
24 | 0.690783 | 7.5356 | 0 |
25 | -0.119328 | -1.3017 | 0.097765 |
26 | -0.475269 | -5.1846 | 0 |
27 | 0.253274 | 2.7629 | 0.00332 |
28 | 0.252101 | 2.7501 | 0.003444 |
29 | -0.142758 | -1.5573 | 0.061027 |
30 | -0.104281 | -1.1376 | 0.128792 |
31 | -0.045254 | -0.4937 | 0.311228 |
32 | 0.115989 | 1.2653 | 0.104119 |
33 | 0.19219 | 2.0965 | 0.019076 |
34 | -0.310136 | -3.3832 | 0.000485 |
35 | -0.170911 | -1.8644 | 0.032364 |
36 | 0.538326 | 5.8724 | 0 |
37 | -0.08267 | -0.9018 | 0.184488 |
38 | -0.413167 | -4.5071 | 8e-06 |
39 | 0.199064 | 2.1715 | 0.015938 |
40 | 0.216737 | 2.3643 | 0.009841 |
41 | -0.142922 | -1.5591 | 0.060815 |
42 | -0.098879 | -1.0786 | 0.141465 |
43 | -0.028906 | -0.3153 | 0.376533 |
44 | 0.092209 | 1.0059 | 0.158256 |
45 | 0.146332 | 1.5963 | 0.056538 |
46 | -0.259233 | -2.8279 | 0.00275 |
47 | -0.153757 | -1.6773 | 0.048055 |
48 | 0.412195 | 4.4965 | 8e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.188734 | -2.0588 | 0.020846 |
2 | -0.619676 | -6.7599 | 0 |
3 | 0.056025 | 0.6112 | 0.271128 |
4 | 0.061914 | 0.6754 | 0.250366 |
5 | 0.312546 | 3.4095 | 0.000445 |
6 | 0.116343 | 1.2692 | 0.103431 |
7 | -0.160625 | -1.7522 | 0.041157 |
8 | 0.028112 | 0.3067 | 0.379819 |
9 | 0.39927 | 4.3555 | 1.4e-05 |
10 | -0.198289 | -2.1631 | 0.016268 |
11 | -0.234466 | -2.5577 | 0.005896 |
12 | 0.625874 | 6.8275 | 0 |
13 | 0.007237 | 0.0789 | 0.468603 |
14 | 0.325133 | 3.5468 | 0.000279 |
15 | -0.131282 | -1.4321 | 0.077366 |
16 | -0.040901 | -0.4462 | 0.328138 |
17 | 0.052382 | 0.5714 | 0.284397 |
18 | -0.015144 | -0.1652 | 0.434535 |
19 | -0.156168 | -1.7036 | 0.045534 |
20 | -0.04465 | -0.4871 | 0.313551 |
21 | -0.181342 | -1.9782 | 0.025108 |
22 | 0.081601 | 0.8902 | 0.187587 |
23 | 0.036105 | 0.3939 | 0.347195 |
24 | -0.04263 | -0.465 | 0.321376 |
25 | -0.025227 | -0.2752 | 0.391823 |
26 | -0.098368 | -1.0731 | 0.142707 |
27 | 0.069593 | 0.7592 | 0.224628 |
28 | 0.010957 | 0.1195 | 0.452529 |
29 | -0.074092 | -0.8083 | 0.210279 |
30 | -0.01825 | -0.1991 | 0.42127 |
31 | 0.025362 | 0.2767 | 0.391259 |
32 | -0.041194 | -0.4494 | 0.326991 |
33 | -0.008138 | -0.0888 | 0.464705 |
34 | -0.051998 | -0.5672 | 0.285813 |
35 | 0.050514 | 0.551 | 0.291318 |
36 | -0.042222 | -0.4606 | 0.322966 |
37 | 0.063885 | 0.6969 | 0.243611 |
38 | -0.023181 | -0.2529 | 0.400401 |
39 | -0.062503 | -0.6818 | 0.248338 |
40 | -0.035381 | -0.386 | 0.350106 |
41 | -0.039789 | -0.4341 | 0.332518 |
42 | -0.068539 | -0.7477 | 0.228067 |
43 | 0.006684 | 0.0729 | 0.470997 |
44 | -0.011438 | -0.1248 | 0.450455 |
45 | 0.041234 | 0.4498 | 0.326832 |
46 | 0.010303 | 0.1124 | 0.45535 |
47 | -0.062199 | -0.6785 | 0.249383 |
48 | -0.062783 | -0.6849 | 0.247376 |