Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.131826 | -1.438 | 0.076523 |
2 | -0.12679 | -1.3831 | 0.084609 |
3 | -0.296051 | -3.2295 | 0.000802 |
4 | -0.015658 | -0.1708 | 0.43233 |
5 | -0.009259 | -0.101 | 0.459857 |
6 | 0.261314 | 2.8506 | 0.002573 |
7 | 0.035443 | 0.3866 | 0.349857 |
8 | -0.007873 | -0.0859 | 0.465853 |
9 | -0.269196 | -2.9366 | 0.001992 |
10 | -0.117299 | -1.2796 | 0.101591 |
11 | -0.136706 | -1.4913 | 0.069266 |
12 | 0.842488 | 9.1905 | 0 |
13 | -0.112609 | -1.2284 | 0.110857 |
14 | -0.110454 | -1.2049 | 0.115313 |
15 | -0.250423 | -2.7318 | 0.003629 |
16 | 0.0269 | 0.2934 | 0.384847 |
17 | -0.042952 | -0.4686 | 0.320124 |
18 | 0.208819 | 2.2779 | 0.012257 |
19 | 0.059635 | 0.6505 | 0.258298 |
20 | -0.017002 | -0.1855 | 0.42659 |
21 | -0.227301 | -2.4796 | 0.007277 |
22 | -0.117076 | -1.2771 | 0.102019 |
23 | -0.149494 | -1.6308 | 0.05279 |
24 | 0.685939 | 7.4827 | 0 |
25 | -0.069171 | -0.7546 | 0.226001 |
26 | -0.074967 | -0.8178 | 0.207555 |
27 | -0.219284 | -2.3921 | 0.009159 |
28 | 0.01703 | 0.1858 | 0.426469 |
29 | -0.074316 | -0.8107 | 0.20958 |
30 | 0.163206 | 1.7804 | 0.038784 |
31 | 0.069495 | 0.7581 | 0.224945 |
32 | 0.012136 | 0.1324 | 0.44745 |
33 | -0.184094 | -2.0082 | 0.023442 |
34 | -0.114281 | -1.2467 | 0.107485 |
35 | -0.149322 | -1.6289 | 0.052988 |
36 | 0.543946 | 5.9337 | 0 |
37 | -0.058957 | -0.6431 | 0.260684 |
38 | -0.049315 | -0.538 | 0.295805 |
39 | -0.210613 | -2.2975 | 0.011668 |
40 | 0.018397 | 0.2007 | 0.420642 |
41 | -0.064929 | -0.7083 | 0.240074 |
42 | 0.119725 | 1.3061 | 0.097027 |
43 | 0.087549 | 0.955 | 0.170745 |
44 | 0.040016 | 0.4365 | 0.331623 |
45 | -0.159921 | -1.7445 | 0.041824 |
46 | -0.125614 | -1.3703 | 0.086589 |
47 | -0.165904 | -1.8098 | 0.036425 |
48 | 0.425701 | 4.6438 | 4e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.131826 | -1.438 | 0.076523 |
2 | -0.146718 | -1.6005 | 0.056069 |
3 | -0.347966 | -3.7959 | 0.000116 |
4 | -0.173561 | -1.8933 | 0.030372 |
5 | -0.187982 | -2.0506 | 0.021249 |
6 | 0.094 | 1.0254 | 0.153622 |
7 | 0.043222 | 0.4715 | 0.319077 |
8 | 0.056035 | 0.6113 | 0.271095 |
9 | -0.150436 | -1.6411 | 0.051712 |
10 | -0.191757 | -2.0918 | 0.01929 |
11 | -0.351907 | -3.8389 | 1e-04 |
12 | 0.762654 | 8.3196 | 0 |
13 | 0.000855 | 0.0093 | 0.496289 |
14 | 0.021231 | 0.2316 | 0.408624 |
15 | 0.180571 | 1.9698 | 0.025593 |
16 | 0.193042 | 2.1058 | 0.01866 |
17 | 0.067781 | 0.7394 | 0.230558 |
18 | -0.069616 | -0.7594 | 0.224552 |
19 | 0.049528 | 0.5403 | 0.295005 |
20 | -0.03108 | -0.339 | 0.367588 |
21 | 0.015217 | 0.166 | 0.43422 |
22 | -0.097038 | -1.0586 | 0.145973 |
23 | -0.117181 | -1.2783 | 0.101816 |
24 | -0.124325 | -1.3562 | 0.088798 |
25 | 0.021023 | 0.2293 | 0.4095 |
26 | 0.019545 | 0.2132 | 0.415766 |
27 | -0.085599 | -0.9338 | 0.176156 |
28 | -0.154952 | -1.6903 | 0.046791 |
29 | -0.030835 | -0.3364 | 0.368594 |
30 | -0.008575 | -0.0935 | 0.462815 |
31 | -0.136845 | -1.4928 | 0.069068 |
32 | 0.008525 | 0.093 | 0.463033 |
33 | 0.003087 | 0.0337 | 0.486596 |
34 | 0.027831 | 0.3036 | 0.380981 |
35 | 0.062904 | 0.6862 | 0.246959 |
36 | 0.012321 | 0.1344 | 0.446654 |
37 | -0.069487 | -0.758 | 0.22497 |
38 | -0.011007 | -0.1201 | 0.452313 |
39 | -0.068003 | -0.7418 | 0.229828 |
40 | -0.053664 | -0.5854 | 0.279691 |
41 | 0.008235 | 0.0898 | 0.464284 |
42 | -0.096057 | -1.0479 | 0.148414 |
43 | 0.054049 | 0.5896 | 0.278287 |
44 | 0.064921 | 0.7082 | 0.240103 |
45 | -0.000724 | -0.0079 | 0.496857 |
46 | -0.041863 | -0.4567 | 0.324371 |
47 | -0.084089 | -0.9173 | 0.180419 |
48 | -0.073864 | -0.8058 | 0.210994 |