Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.496437 | -4.5228 | 1e-05 |
2 | 0.348182 | 3.1721 | 0.001061 |
3 | -0.121177 | -1.104 | 0.136396 |
4 | -0.256208 | -2.3342 | 0.011002 |
5 | 0.311431 | 2.8373 | 0.002858 |
6 | -0.526265 | -4.7945 | 4e-06 |
7 | 0.357721 | 3.259 | 0.000811 |
8 | -0.260932 | -2.3772 | 0.009872 |
9 | -0.032597 | -0.297 | 0.383616 |
10 | 0.289312 | 2.6358 | 0.005008 |
11 | -0.407054 | -3.7084 | 0.000188 |
12 | 0.727024 | 6.6235 | 0 |
13 | -0.419548 | -3.8223 | 0.000127 |
14 | 0.227145 | 2.0694 | 0.02081 |
15 | -0.132634 | -1.2084 | 0.115171 |
16 | -0.232673 | -2.1198 | 0.018507 |
17 | 0.260176 | 2.3703 | 0.010046 |
18 | -0.421741 | -3.8422 | 0.000119 |
19 | 0.337751 | 3.0771 | 0.001416 |
20 | -0.173947 | -1.5847 | 0.058415 |
21 | 0.062045 | 0.5653 | 0.286713 |
22 | 0.248934 | 2.2679 | 0.012967 |
23 | -0.352963 | -3.2156 | 0.000928 |
24 | 0.517199 | 4.7119 | 5e-06 |
25 | -0.391329 | -3.5652 | 0.000303 |
26 | 0.195043 | 1.7769 | 0.039622 |
27 | -0.117013 | -1.066 | 0.144749 |
28 | -0.135426 | -1.2338 | 0.110382 |
29 | 0.233168 | 2.1243 | 0.018312 |
30 | -0.31592 | -2.8782 | 0.002542 |
31 | 0.261857 | 2.3856 | 0.009663 |
32 | -0.094268 | -0.8588 | 0.196457 |
33 | 0.078583 | 0.7159 | 0.238024 |
34 | 0.192605 | 1.7547 | 0.041499 |
35 | -0.320514 | -2.92 | 0.002253 |
36 | 0.337716 | 3.0767 | 0.001417 |
37 | -0.340405 | -3.1012 | 0.001316 |
38 | 0.128813 | 1.1735 | 0.121967 |
39 | -0.064196 | -0.5848 | 0.280118 |
40 | -0.065915 | -0.6005 | 0.2749 |
41 | 0.155719 | 1.4187 | 0.07987 |
42 | -0.239 | -2.1774 | 0.016145 |
43 | 0.170514 | 1.5535 | 0.06206 |
44 | -0.087321 | -0.7955 | 0.214285 |
45 | 0.056063 | 0.5108 | 0.305439 |
46 | 0.12621 | 1.1498 | 0.126759 |
47 | -0.211813 | -1.9297 | 0.028529 |
48 | 0.211915 | 1.9306 | 0.028471 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.496437 | -4.5228 | 1e-05 |
2 | 0.135004 | 1.2299 | 0.111097 |
3 | 0.128895 | 1.1743 | 0.121819 |
4 | -0.429734 | -3.9151 | 9.2e-05 |
5 | 0.088953 | 0.8104 | 0.210015 |
6 | -0.295712 | -2.6941 | 0.00427 |
7 | -0.135468 | -1.2342 | 0.11031 |
8 | -0.056493 | -0.5147 | 0.304073 |
9 | -0.320505 | -2.9199 | 0.002253 |
10 | 0.078876 | 0.7186 | 0.237205 |
11 | -0.21401 | -1.9497 | 0.027293 |
12 | 0.428214 | 3.9012 | 9.7e-05 |
13 | 0.161959 | 1.4755 | 0.071929 |
14 | -0.261743 | -2.3846 | 0.009689 |
15 | -0.187442 | -1.7077 | 0.045717 |
16 | 0.004992 | 0.0455 | 0.481916 |
17 | -0.114273 | -1.0411 | 0.150431 |
18 | -0.014206 | -0.1294 | 0.448668 |
19 | -0.041074 | -0.3742 | 0.354603 |
20 | -0.007321 | -0.0667 | 0.473491 |
21 | 0.168826 | 1.5381 | 0.063917 |
22 | 0.072542 | 0.6609 | 0.255257 |
23 | -0.170785 | -1.5559 | 0.061765 |
24 | -0.083813 | -0.7636 | 0.223642 |
25 | -0.089716 | -0.8174 | 0.208033 |
26 | 0.052291 | 0.4764 | 0.317523 |
27 | 0.128504 | 1.1707 | 0.122529 |
28 | 0.111622 | 1.0169 | 0.156071 |
29 | 0.057219 | 0.5213 | 0.301778 |
30 | 0.077187 | 0.7032 | 0.241947 |
31 | -0.152357 | -1.388 | 0.08442 |
32 | 0.049329 | 0.4494 | 0.327153 |
33 | 0.133756 | 1.2186 | 0.113228 |
34 | 0.008101 | 0.0738 | 0.470672 |
35 | 0.033011 | 0.3007 | 0.382181 |
36 | 0.050688 | 0.4618 | 0.32272 |
37 | 0.017729 | 0.1615 | 0.436038 |
38 | 0.008368 | 0.0762 | 0.469707 |
39 | -0.021887 | -0.1994 | 0.421218 |
40 | 0.040586 | 0.3698 | 0.356254 |
41 | -0.123422 | -1.1244 | 0.132036 |
42 | -0.158761 | -1.4464 | 0.075918 |
43 | -0.022778 | -0.2075 | 0.418056 |
44 | -0.076032 | -0.6927 | 0.24522 |
45 | -0.13878 | -1.2643 | 0.104822 |
46 | -0.099781 | -0.909 | 0.182979 |
47 | 0.03034 | 0.2764 | 0.391461 |
48 | -0.021555 | -0.1964 | 0.422397 |