Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.049265 | -0.5374 | 0.295992 |
2 | -0.399967 | -4.3631 | 1.4e-05 |
3 | -0.233299 | -2.545 | 0.006104 |
4 | 0.359164 | 3.918 | 7.5e-05 |
5 | 0.068516 | 0.7474 | 0.228141 |
6 | -0.397811 | -4.3396 | 1.5e-05 |
7 | 0.050682 | 0.5529 | 0.290693 |
8 | 0.323528 | 3.5293 | 0.000297 |
9 | -0.198353 | -2.1638 | 0.01624 |
10 | -0.353124 | -3.8521 | 9.5e-05 |
11 | -0.054062 | -0.5897 | 0.27824 |
12 | 0.850284 | 9.2755 | 0 |
13 | -0.027476 | -0.2997 | 0.382455 |
14 | -0.379392 | -4.1387 | 3.3e-05 |
15 | -0.232212 | -2.5331 | 0.006303 |
16 | 0.340989 | 3.7198 | 0.000153 |
17 | 0.098625 | 1.0759 | 0.142081 |
18 | -0.36068 | -3.9346 | 7e-05 |
19 | 0.019943 | 0.2176 | 0.414074 |
20 | 0.289176 | 3.1545 | 0.001018 |
21 | -0.168522 | -1.8384 | 0.034252 |
22 | -0.304538 | -3.3221 | 0.000594 |
23 | -0.052384 | -0.5714 | 0.284388 |
24 | 0.727079 | 7.9315 | 0 |
25 | -0.011471 | -0.1251 | 0.450314 |
26 | -0.348571 | -3.8025 | 0.000114 |
27 | -0.228985 | -2.4979 | 0.006929 |
28 | 0.306465 | 3.3431 | 0.000554 |
29 | 0.108031 | 1.1785 | 0.120479 |
30 | -0.308486 | -3.3652 | 0.000515 |
31 | -0.013855 | -0.1511 | 0.440061 |
32 | 0.258216 | 2.8168 | 0.00284 |
33 | -0.126811 | -1.3833 | 0.084575 |
34 | -0.260124 | -2.8376 | 0.002672 |
35 | -0.029072 | -0.3171 | 0.375847 |
36 | 0.603283 | 6.581 | 0 |
37 | -0.008622 | -0.0941 | 0.462613 |
38 | -0.324914 | -3.5444 | 0.000282 |
39 | -0.202367 | -2.2076 | 0.014596 |
40 | 0.260347 | 2.8401 | 0.002653 |
41 | 0.113157 | 1.2344 | 0.109744 |
42 | -0.258315 | -2.8179 | 0.002831 |
43 | -0.026459 | -0.2886 | 0.386683 |
44 | 0.215601 | 2.3519 | 0.010159 |
45 | -0.094936 | -1.0356 | 0.151237 |
46 | -0.200147 | -2.1833 | 0.015487 |
47 | -0.021962 | -0.2396 | 0.405537 |
48 | 0.492662 | 5.3743 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.049265 | -0.5374 | 0.295992 |
2 | -0.403373 | -4.4003 | 1.2e-05 |
3 | -0.336211 | -3.6676 | 0.000184 |
4 | 0.167645 | 1.8288 | 0.034968 |
5 | -0.102102 | -1.1138 | 0.133804 |
6 | -0.383337 | -4.1817 | 2.8e-05 |
7 | 0.155546 | 1.6968 | 0.046174 |
8 | 0.090878 | 0.9914 | 0.161759 |
9 | -0.53829 | -5.8721 | 0 |
10 | -0.157217 | -1.715 | 0.044471 |
11 | -0.268324 | -2.9271 | 0.00205 |
12 | 0.629474 | 6.8667 | 0 |
13 | 0.081003 | 0.8836 | 0.189337 |
14 | 0.06499 | 0.709 | 0.23987 |
15 | 0.050164 | 0.5472 | 0.292624 |
16 | -0.058917 | -0.6427 | 0.260826 |
17 | 0.010058 | 0.1097 | 0.456408 |
18 | 0.056696 | 0.6185 | 0.268721 |
19 | -0.014015 | -0.1529 | 0.439372 |
20 | -0.000424 | -0.0046 | 0.49816 |
21 | -0.04725 | -0.5154 | 0.303602 |
22 | 0.017131 | 0.1869 | 0.426039 |
23 | 9.4e-05 | 0.001 | 0.499593 |
24 | -0.01264 | -0.1379 | 0.445283 |
25 | 0.032501 | 0.3545 | 0.361779 |
26 | 0.008269 | 0.0902 | 0.464137 |
27 | -0.042496 | -0.4636 | 0.3219 |
28 | -0.019058 | -0.2079 | 0.417832 |
29 | -0.082907 | -0.9044 | 0.183802 |
30 | 0.000824 | 0.009 | 0.49642 |
31 | -0.039939 | -0.4357 | 0.331929 |
32 | -0.022264 | -0.2429 | 0.404261 |
33 | 0.0325 | 0.3545 | 0.361783 |
34 | -0.012562 | -0.137 | 0.445619 |
35 | 0.100764 | 1.0992 | 0.136948 |
36 | -0.057347 | -0.6256 | 0.266394 |
37 | -0.030711 | -0.335 | 0.369101 |
38 | -0.021476 | -0.2343 | 0.407588 |
39 | -0.01405 | -0.1533 | 0.439225 |
40 | -0.064092 | -0.6992 | 0.242908 |
41 | 0.019315 | 0.2107 | 0.416741 |
42 | -0.040086 | -0.4373 | 0.331346 |
43 | 0.02116 | 0.2308 | 0.408921 |
44 | -0.023452 | -0.2558 | 0.399261 |
45 | -0.019565 | -0.2134 | 0.41568 |
46 | 0.074647 | 0.8143 | 0.20855 |
47 | -0.045557 | -0.497 | 0.310065 |
48 | -0.018319 | -0.1998 | 0.420975 |