Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.439496 | -4.5462 | 7e-06 |
2 | -0.087729 | -0.9075 | 0.183097 |
3 | 0.045102 | 0.4665 | 0.320889 |
4 | -0.039874 | -0.4125 | 0.340413 |
5 | 0.034581 | 0.3577 | 0.360633 |
6 | 0.024815 | 0.2567 | 0.398957 |
7 | 0.040712 | 0.4211 | 0.337253 |
8 | -0.031762 | -0.3285 | 0.37157 |
9 | 0.060675 | 0.6276 | 0.265793 |
10 | -0.087905 | -0.9093 | 0.182617 |
11 | -0.443501 | -4.5876 | 6e-06 |
12 | 0.848788 | 8.7799 | 0 |
13 | -0.363267 | -3.7577 | 0.00014 |
14 | -0.070858 | -0.733 | 0.232591 |
15 | 0.01226 | 0.1268 | 0.449663 |
16 | -0.008778 | -0.0908 | 0.463911 |
17 | 0.020262 | 0.2096 | 0.417193 |
18 | 0.015872 | 0.1642 | 0.43495 |
19 | 0.049637 | 0.5134 | 0.304348 |
20 | -0.038525 | -0.3985 | 0.345525 |
21 | 0.043827 | 0.4533 | 0.325608 |
22 | -0.057368 | -0.5934 | 0.277077 |
23 | -0.393071 | -4.066 | 4.6e-05 |
24 | 0.725055 | 7.5 | 0 |
25 | -0.298637 | -3.0891 | 0.001279 |
26 | -0.072036 | -0.7451 | 0.228909 |
27 | 0.018076 | 0.187 | 0.426017 |
28 | -0.004163 | -0.0431 | 0.482868 |
29 | 0.003858 | 0.0399 | 0.484122 |
30 | 0.016194 | 0.1675 | 0.433641 |
31 | 0.051389 | 0.5316 | 0.298062 |
32 | -0.031054 | -0.3212 | 0.374335 |
33 | 0.028608 | 0.2959 | 0.38393 |
34 | -0.044484 | -0.4601 | 0.323173 |
35 | -0.34021 | -3.5192 | 0.000319 |
36 | 0.619978 | 6.4131 | 0 |
37 | -0.256429 | -2.6525 | 0.004602 |
38 | -0.056186 | -0.5812 | 0.281165 |
39 | 0.018823 | 0.1947 | 0.422995 |
40 | -0.012443 | -0.1287 | 0.448914 |
41 | 0.011699 | 0.121 | 0.451951 |
42 | 0.005489 | 0.0568 | 0.477414 |
43 | 0.043148 | 0.4463 | 0.328133 |
44 | -0.021498 | -0.2224 | 0.41222 |
45 | 0.025723 | 0.2661 | 0.395345 |
46 | -0.039394 | -0.4075 | 0.342228 |
47 | -0.274372 | -2.8381 | 0.002715 |
48 | 0.49 | 5.0686 | 1e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.439496 | -4.5462 | 7e-06 |
2 | -0.34813 | -3.6011 | 0.000241 |
3 | -0.225481 | -2.3324 | 0.010776 |
4 | -0.224321 | -2.3204 | 0.011108 |
5 | -0.155153 | -1.6049 | 0.05573 |
6 | -0.082527 | -0.8537 | 0.197598 |
7 | 0.040698 | 0.421 | 0.337304 |
8 | 0.064943 | 0.6718 | 0.251587 |
9 | 0.190958 | 1.9753 | 0.025406 |
10 | 0.108309 | 1.1204 | 0.132534 |
11 | -0.692879 | -7.1672 | 0 |
12 | 0.511143 | 5.2873 | 0 |
13 | 0.067237 | 0.6955 | 0.244124 |
14 | 0.002262 | 0.0234 | 0.490689 |
15 | -0.131809 | -1.3634 | 0.087802 |
16 | 0.052124 | 0.5392 | 0.295444 |
17 | 0.018593 | 0.1923 | 0.423927 |
18 | 0.014536 | 0.1504 | 0.44038 |
19 | 0.038587 | 0.3991 | 0.345291 |
20 | -0.004216 | -0.0436 | 0.482647 |
21 | -0.164828 | -1.705 | 0.045549 |
22 | -0.079446 | -0.8218 | 0.206509 |
23 | 0.089358 | 0.9243 | 0.178699 |
24 | 0.066763 | 0.6906 | 0.245655 |
25 | -0.008184 | -0.0847 | 0.466346 |
26 | -0.093189 | -0.964 | 0.168621 |
27 | 0.114769 | 1.1872 | 0.118892 |
28 | 0.011971 | 0.1238 | 0.450843 |
29 | -0.010316 | -0.1067 | 0.457609 |
30 | -0.001313 | -0.0136 | 0.494595 |
31 | -0.021605 | -0.2235 | 0.411791 |
32 | -0.043958 | -0.4547 | 0.325123 |
33 | -0.027903 | -0.2886 | 0.386709 |
34 | -0.004424 | -0.0458 | 0.481792 |
35 | 0.024964 | 0.2582 | 0.398363 |
36 | -0.022245 | -0.2301 | 0.409224 |
37 | -0.045113 | -0.4667 | 0.320847 |
38 | 0.082435 | 0.8527 | 0.19786 |
39 | 0.040765 | 0.4217 | 0.337055 |
40 | -0.045293 | -0.4685 | 0.320186 |
41 | 0.021403 | 0.2214 | 0.412604 |
42 | 0.020169 | 0.2086 | 0.417567 |
43 | -0.050963 | -0.5272 | 0.299583 |
44 | -0.069953 | -0.7236 | 0.235444 |
45 | 0.033399 | 0.3455 | 0.365207 |
46 | 0.001848 | 0.0191 | 0.492394 |
47 | 0.057281 | 0.5925 | 0.277378 |
48 | -0.137244 | -1.4197 | 0.079307 |