Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.630765 | -6.1479 | 0 |
2 | 0.181732 | 1.7713 | 0.039858 |
3 | 0.102013 | 0.9943 | 0.161301 |
4 | -0.247167 | -2.4091 | 0.00896 |
5 | 0.190141 | 1.8533 | 0.033474 |
6 | -0.159939 | -1.5589 | 0.061174 |
7 | 0.128059 | 1.2482 | 0.10752 |
8 | -0.221654 | -2.1604 | 0.016628 |
9 | 0.17903 | 1.745 | 0.042112 |
10 | 0.043237 | 0.4214 | 0.337201 |
11 | -0.389755 | -3.7989 | 0.000128 |
12 | 0.684887 | 6.6754 | 0 |
13 | -0.502303 | -4.8958 | 2e-06 |
14 | 0.2186 | 2.1307 | 0.01785 |
15 | 0.052245 | 0.5092 | 0.30589 |
16 | -0.213651 | -2.0824 | 0.019996 |
17 | 0.17948 | 1.7494 | 0.04173 |
18 | -0.125157 | -1.2199 | 0.112765 |
19 | 0.066941 | 0.6525 | 0.257839 |
20 | -0.137188 | -1.3371 | 0.092184 |
21 | 0.135334 | 1.3191 | 0.095158 |
22 | -0.040532 | -0.3951 | 0.346844 |
23 | -0.187645 | -1.8289 | 0.035273 |
24 | 0.443851 | 4.3261 | 1.9e-05 |
25 | -0.354228 | -3.4526 | 0.000415 |
26 | 0.17595 | 1.7149 | 0.044808 |
27 | 0.032023 | 0.3121 | 0.377818 |
28 | -0.163096 | -1.5897 | 0.057616 |
29 | 0.13759 | 1.3411 | 0.091549 |
30 | -0.097491 | -0.9502 | 0.172204 |
31 | -0.009904 | -0.0965 | 0.461652 |
32 | 0.006463 | 0.063 | 0.474952 |
33 | 0.028155 | 0.2744 | 0.39218 |
34 | -0.003785 | -0.0369 | 0.485324 |
35 | -0.139415 | -1.3588 | 0.088706 |
36 | 0.283207 | 2.7604 | 0.003465 |
37 | -0.19417 | -1.8925 | 0.030732 |
38 | 0.115616 | 1.1269 | 0.131314 |
39 | 0.015749 | 0.1535 | 0.439164 |
40 | -0.142678 | -1.3907 | 0.08379 |
41 | 0.133063 | 1.2969 | 0.098896 |
42 | -0.113265 | -1.104 | 0.136197 |
43 | 0.039605 | 0.386 | 0.350172 |
44 | 0.002813 | 0.0274 | 0.489092 |
45 | -0.058916 | -0.5742 | 0.28358 |
46 | 0.112754 | 1.099 | 0.137274 |
47 | -0.206945 | -2.0171 | 0.023256 |
48 | 0.280276 | 2.7318 | 0.003755 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.630765 | -6.1479 | 0 |
2 | -0.358941 | -3.4985 | 0.000357 |
3 | 0.059825 | 0.5831 | 0.280603 |
4 | -0.130611 | -1.273 | 0.103056 |
5 | -0.102034 | -0.9945 | 0.161253 |
6 | -0.204221 | -1.9905 | 0.024705 |
7 | -0.019238 | -0.1875 | 0.425831 |
8 | -0.347714 | -3.3891 | 0.000511 |
9 | -0.268615 | -2.6181 | 0.005145 |
10 | 0.034244 | 0.3338 | 0.369644 |
11 | -0.583301 | -5.6853 | 0 |
12 | 0.070425 | 0.6864 | 0.247062 |
13 | 0.125206 | 1.2204 | 0.112674 |
14 | 0.055972 | 0.5455 | 0.293328 |
15 | 0.04124 | 0.402 | 0.344307 |
16 | 0.079073 | 0.7707 | 0.221396 |
17 | 0.046465 | 0.4529 | 0.325832 |
18 | 0.082694 | 0.806 | 0.211126 |
19 | 0.039871 | 0.3886 | 0.349215 |
20 | 0.138996 | 1.3548 | 0.089353 |
21 | 0.076417 | 0.7448 | 0.22911 |
22 | -0.068569 | -0.6683 | 0.252771 |
23 | -0.022937 | -0.2236 | 0.41179 |
24 | 0.021681 | 0.2113 | 0.416544 |
25 | 0.113463 | 1.1059 | 0.135782 |
26 | 0.024856 | 0.2423 | 0.404549 |
27 | 0.012917 | 0.1259 | 0.450038 |
28 | 0.06984 | 0.6807 | 0.248853 |
29 | -0.002392 | -0.0233 | 0.490726 |
30 | -0.072732 | -0.7089 | 0.24006 |
31 | -0.182695 | -1.7807 | 0.03908 |
32 | 0.020243 | 0.1973 | 0.422004 |
33 | -0.037201 | -0.3626 | 0.358858 |
34 | 0.01897 | 0.1849 | 0.426853 |
35 | -0.089819 | -0.8755 | 0.191768 |
36 | -0.146365 | -1.4266 | 0.078488 |
37 | -0.054587 | -0.5321 | 0.297966 |
38 | 0.03904 | 0.3805 | 0.352205 |
39 | 0.001996 | 0.0195 | 0.49226 |
40 | -0.030141 | -0.2938 | 0.384783 |
41 | -0.018316 | -0.1785 | 0.429346 |
42 | -0.142856 | -1.3924 | 0.083528 |
43 | 0.055516 | 0.5411 | 0.294852 |
44 | 0.093608 | 0.9124 | 0.18194 |
45 | -0.076821 | -0.7488 | 0.227927 |
46 | 0.062308 | 0.6073 | 0.272548 |
47 | -0.071836 | -0.7002 | 0.242765 |
48 | 0.042928 | 0.4184 | 0.338297 |