Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.116684 | -1.2729 | 0.102772 |
2 | -0.062364 | -0.6803 | 0.248814 |
3 | -0.279593 | -3.05 | 0.001411 |
4 | 0.248095 | 2.7064 | 0.003901 |
5 | -0.32122 | -3.5041 | 0.000323 |
6 | 0.125874 | 1.3731 | 0.086148 |
7 | -0.247956 | -2.7049 | 0.003918 |
8 | 0.252693 | 2.7566 | 0.003381 |
9 | -0.2808 | -3.0632 | 0.001354 |
10 | -0.008401 | -0.0916 | 0.463566 |
11 | -0.079688 | -0.8693 | 0.193218 |
12 | 0.800859 | 8.7363 | 0 |
13 | -0.112015 | -1.2219 | 0.112073 |
14 | -0.098681 | -1.0765 | 0.141945 |
15 | -0.231451 | -2.5248 | 0.006446 |
16 | 0.208243 | 2.2717 | 0.012452 |
17 | -0.324377 | -3.5385 | 0.000287 |
18 | 0.099888 | 1.0896 | 0.139035 |
19 | -0.161743 | -1.7644 | 0.040115 |
20 | 0.245875 | 2.6822 | 0.004177 |
21 | -0.235601 | -2.5701 | 0.0057 |
22 | -0.016004 | -0.1746 | 0.430852 |
23 | -0.081779 | -0.8921 | 0.187069 |
24 | 0.629449 | 6.8665 | 0 |
25 | -0.108877 | -1.1877 | 0.118657 |
26 | -0.108123 | -1.1795 | 0.120279 |
27 | -0.186652 | -2.0361 | 0.021978 |
28 | 0.149971 | 1.636 | 0.052242 |
29 | -0.298874 | -3.2603 | 0.000726 |
30 | 0.072325 | 0.789 | 0.215848 |
31 | -0.048182 | -0.5256 | 0.30007 |
32 | 0.239065 | 2.6079 | 0.005139 |
33 | -0.213852 | -2.3328 | 0.010668 |
34 | 0.000781 | 0.0085 | 0.49661 |
35 | -0.083306 | -0.9088 | 0.182656 |
36 | 0.474981 | 5.1814 | 0 |
37 | -0.129062 | -1.4079 | 0.080884 |
38 | -0.049588 | -0.5409 | 0.29478 |
39 | -0.146537 | -1.5985 | 0.056288 |
40 | 0.109271 | 1.192 | 0.117816 |
41 | -0.275202 | -3.0021 | 0.001634 |
42 | 0.094156 | 1.0271 | 0.153224 |
43 | 0.003256 | 0.0355 | 0.485862 |
44 | 0.230823 | 2.518 | 0.006566 |
45 | -0.18148 | -1.9797 | 0.025022 |
46 | 0.00031 | 0.0034 | 0.498654 |
47 | -0.062013 | -0.6765 | 0.250025 |
48 | 0.307341 | 3.3527 | 0.000537 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.116684 | -1.2729 | 0.102772 |
2 | -0.077028 | -0.8403 | 0.201219 |
3 | -0.302303 | -3.2977 | 0.000643 |
4 | 0.184079 | 2.0081 | 0.023451 |
5 | -0.371744 | -4.0552 | 4.5e-05 |
6 | 0.061807 | 0.6742 | 0.250736 |
7 | -0.287257 | -3.1336 | 0.001087 |
8 | 0.071312 | 0.7779 | 0.219081 |
9 | -0.299964 | -3.2722 | 0.000698 |
10 | -0.322434 | -3.5173 | 0.000309 |
11 | -0.018684 | -0.2038 | 0.419422 |
12 | 0.654675 | 7.1417 | 0 |
13 | 0.112812 | 1.2306 | 0.110443 |
14 | -0.077835 | -0.8491 | 0.19877 |
15 | 0.107114 | 1.1685 | 0.122475 |
16 | -0.077182 | -0.842 | 0.200751 |
17 | 0.032937 | 0.3593 | 0.360002 |
18 | -0.035067 | -0.3825 | 0.351374 |
19 | -0.017577 | -0.1917 | 0.424133 |
20 | 0.051296 | 0.5596 | 0.288413 |
21 | 0.05142 | 0.5609 | 0.287953 |
22 | -0.085081 | -0.9281 | 0.177611 |
23 | -0.134383 | -1.4659 | 0.07265 |
24 | -0.047968 | -0.5233 | 0.300881 |
25 | -0.05694 | -0.6211 | 0.267847 |
26 | -0.028499 | -0.3109 | 0.378214 |
27 | -0.027996 | -0.3054 | 0.380296 |
28 | -0.145736 | -1.5898 | 0.057268 |
29 | -0.001039 | -0.0113 | 0.495488 |
30 | -0.08062 | -0.8795 | 0.190461 |
31 | 0.064154 | 0.6998 | 0.242698 |
32 | 0.027448 | 0.2994 | 0.38257 |
33 | -0.078476 | -0.8561 | 0.19684 |
34 | 0.139333 | 1.5199 | 0.065589 |
35 | -0.067695 | -0.7385 | 0.230843 |
36 | -0.003586 | -0.0391 | 0.48443 |
37 | -0.119203 | -1.3004 | 0.097996 |
38 | 0.151165 | 1.649 | 0.050891 |
39 | 0.035398 | 0.3861 | 0.35004 |
40 | -0.032538 | -0.3549 | 0.36163 |
41 | 0.055691 | 0.6075 | 0.272332 |
42 | -0.032433 | -0.3538 | 0.362057 |
43 | 0.066187 | 0.722 | 0.235851 |
44 | -0.053041 | -0.5786 | 0.281975 |
45 | 0.061701 | 0.6731 | 0.251101 |
46 | -0.052358 | -0.5712 | 0.284485 |
47 | 0.106377 | 1.1604 | 0.124097 |
48 | -0.135616 | -1.4794 | 0.070838 |