Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.061866 | -0.6749 | 0.25053 |
2 | -0.353422 | -3.8554 | 9.4e-05 |
3 | -0.099548 | -1.0859 | 0.13985 |
4 | -0.14071 | -1.535 | 0.063723 |
5 | 0.054511 | 0.5946 | 0.276604 |
6 | 0.380135 | 4.1468 | 3.2e-05 |
7 | 0.022085 | 0.2409 | 0.405015 |
8 | -0.221843 | -2.42 | 0.008516 |
9 | -0.033927 | -0.3701 | 0.355984 |
10 | -0.315145 | -3.4378 | 0.000404 |
11 | -0.002123 | -0.0232 | 0.49078 |
12 | 0.818459 | 8.9283 | 0 |
13 | -0.106928 | -1.1665 | 0.122882 |
14 | -0.38215 | -4.1688 | 2.9e-05 |
15 | -0.081361 | -0.8875 | 0.188287 |
16 | -0.044837 | -0.4891 | 0.31283 |
17 | 0.055005 | 0.6 | 0.274811 |
18 | 0.32128 | 3.5048 | 0.000323 |
19 | -0.020741 | -0.2263 | 0.410694 |
20 | -0.23423 | -2.5551 | 0.005937 |
21 | -0.021432 | -0.2338 | 0.407775 |
22 | -0.229137 | -2.4996 | 0.006898 |
23 | 0.022457 | 0.245 | 0.403447 |
24 | 0.661848 | 7.2199 | 0 |
25 | -0.128162 | -1.3981 | 0.082344 |
26 | -0.391688 | -4.2728 | 2e-05 |
27 | -0.074606 | -0.8139 | 0.208676 |
28 | 0.043862 | 0.4785 | 0.316592 |
29 | 0.075296 | 0.8214 | 0.206536 |
30 | 0.271232 | 2.9588 | 0.001864 |
31 | -0.04961 | -0.5412 | 0.294695 |
32 | -0.236387 | -2.5787 | 0.005568 |
33 | -0.019374 | -0.2113 | 0.41649 |
34 | -0.12495 | -1.363 | 0.08772 |
35 | 0.038746 | 0.4227 | 0.336652 |
36 | 0.545459 | 5.9503 | 0 |
37 | -0.127256 | -1.3882 | 0.083836 |
38 | -0.356464 | -3.8886 | 8.3e-05 |
39 | -0.04837 | -0.5277 | 0.299359 |
40 | 0.080668 | 0.88 | 0.190322 |
41 | 0.077412 | 0.8445 | 0.200052 |
42 | 0.215491 | 2.3507 | 0.010191 |
43 | -0.053169 | -0.58 | 0.281505 |
44 | -0.219586 | -2.3954 | 0.009081 |
45 | -0.013514 | -0.1474 | 0.441525 |
46 | -0.073343 | -0.8001 | 0.212629 |
47 | 0.055473 | 0.6051 | 0.273119 |
48 | 0.44007 | 4.8006 | 2e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.061866 | -0.6749 | 0.25053 |
2 | -0.358622 | -3.9121 | 7.6e-05 |
3 | -0.17446 | -1.9031 | 0.029719 |
4 | -0.354105 | -3.8628 | 9.1e-05 |
5 | -0.172591 | -1.8827 | 0.031088 |
6 | 0.193854 | 2.1147 | 0.018271 |
7 | 0.062476 | 0.6815 | 0.24843 |
8 | 0.003741 | 0.0408 | 0.483758 |
9 | 0.081617 | 0.8903 | 0.187542 |
10 | -0.386883 | -4.2204 | 2.4e-05 |
11 | -0.250194 | -2.7293 | 0.003655 |
12 | 0.692944 | 7.5591 | 0 |
13 | -0.084214 | -0.9187 | 0.180064 |
14 | -0.060218 | -0.6569 | 0.256258 |
15 | 0.084947 | 0.9267 | 0.177989 |
16 | 0.060221 | 0.6569 | 0.256246 |
17 | -0.051834 | -0.5654 | 0.28642 |
18 | -0.150298 | -1.6396 | 0.051869 |
19 | 0.007254 | 0.0791 | 0.468529 |
20 | 0.059542 | 0.6495 | 0.258625 |
21 | -0.195721 | -2.1351 | 0.017403 |
22 | 0.078726 | 0.8588 | 0.19609 |
23 | -0.031365 | -0.3422 | 0.36642 |
24 | -0.054857 | -0.5984 | 0.275348 |
25 | -0.006587 | -0.0719 | 0.47142 |
26 | -0.057185 | -0.6238 | 0.266971 |
27 | -0.080691 | -0.8802 | 0.190254 |
28 | -0.004887 | -0.0533 | 0.478785 |
29 | 0.032007 | 0.3491 | 0.363797 |
30 | 0.056573 | 0.6171 | 0.269163 |
31 | -0.04527 | -0.4938 | 0.311165 |
32 | 0.036485 | 0.398 | 0.34567 |
33 | -0.019465 | -0.2123 | 0.416102 |
34 | 0.053969 | 0.5887 | 0.278577 |
35 | -0.035939 | -0.392 | 0.347863 |
36 | 0.04669 | 0.5093 | 0.305732 |
37 | 0.05078 | 0.5539 | 0.290327 |
38 | 0.100359 | 1.0948 | 0.13791 |
39 | 0.071132 | 0.776 | 0.219657 |
40 | -0.084301 | -0.9196 | 0.179816 |
41 | 0.001245 | 0.0136 | 0.494594 |
42 | 0.043926 | 0.4792 | 0.316347 |
43 | -0.03571 | -0.3895 | 0.348784 |
44 | 0.028745 | 0.3136 | 0.3772 |
45 | -0.030932 | -0.3374 | 0.368193 |
46 | -0.026861 | -0.293 | 0.38501 |
47 | 0.053828 | 0.5872 | 0.279094 |
48 | -0.031846 | -0.3474 | 0.364451 |