Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.426231 | -4.409 | 1.2e-05 |
2 | -0.191913 | -1.9852 | 0.024843 |
3 | 0.214591 | 2.2198 | 0.014273 |
4 | -0.156456 | -1.6184 | 0.054261 |
5 | 0.0206 | 0.2131 | 0.415832 |
6 | 0.095846 | 0.9914 | 0.161854 |
7 | 0.024588 | 0.2543 | 0.399859 |
8 | -0.109589 | -1.1336 | 0.129748 |
9 | 0.193232 | 1.9988 | 0.024082 |
10 | -0.192925 | -1.9956 | 0.024258 |
11 | -0.372762 | -3.8559 | 9.9e-05 |
12 | 0.816612 | 8.4471 | 0 |
13 | -0.353353 | -3.6551 | 2e-04 |
14 | -0.146787 | -1.5184 | 0.065934 |
15 | 0.162162 | 1.6774 | 0.04819 |
16 | -0.116169 | -1.2017 | 0.116074 |
17 | 0.013464 | 0.1393 | 0.444747 |
18 | 0.070121 | 0.7253 | 0.234915 |
19 | 0.033029 | 0.3417 | 0.366639 |
20 | -0.088962 | -0.9202 | 0.179761 |
21 | 0.149355 | 1.5449 | 0.062657 |
22 | -0.145341 | -1.5034 | 0.067839 |
23 | -0.331759 | -3.4317 | 0.000427 |
24 | 0.69182 | 7.1562 | 0 |
25 | -0.276871 | -2.864 | 0.002518 |
26 | -0.141922 | -1.4681 | 0.072512 |
27 | 0.129947 | 1.3442 | 0.090866 |
28 | -0.08905 | -0.9211 | 0.179524 |
29 | 0.00729 | 0.0754 | 0.470015 |
30 | 0.047739 | 0.4938 | 0.311226 |
31 | 0.041432 | 0.4286 | 0.334546 |
32 | -0.063463 | -0.6565 | 0.256466 |
33 | 0.115372 | 1.1934 | 0.117673 |
34 | -0.116638 | -1.2065 | 0.11514 |
35 | -0.292192 | -3.0225 | 0.001569 |
36 | 0.578438 | 5.9834 | 0 |
37 | -0.227237 | -2.3506 | 0.010289 |
38 | -0.119029 | -1.2312 | 0.110465 |
39 | 0.122232 | 1.2644 | 0.10442 |
40 | -0.094429 | -0.9768 | 0.165439 |
41 | 0.011583 | 0.1198 | 0.452427 |
42 | 0.041715 | 0.4315 | 0.333486 |
43 | 0.029646 | 0.3067 | 0.379849 |
44 | -0.039533 | -0.4089 | 0.341703 |
45 | 0.079781 | 0.8253 | 0.20553 |
46 | -0.085471 | -0.8841 | 0.189308 |
47 | -0.242857 | -2.5121 | 0.006747 |
48 | 0.458413 | 4.7419 | 3e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.426231 | -4.409 | 1.2e-05 |
2 | -0.456523 | -4.7223 | 4e-06 |
3 | -0.153039 | -1.583 | 0.058181 |
4 | -0.283459 | -2.9321 | 0.002059 |
5 | -0.223638 | -2.3133 | 0.011308 |
6 | -0.150328 | -1.555 | 0.061449 |
7 | 0.040646 | 0.4204 | 0.337503 |
8 | -0.038759 | -0.4009 | 0.344638 |
9 | 0.288985 | 2.9893 | 0.001735 |
10 | 0.085776 | 0.8873 | 0.188461 |
11 | -0.630835 | -6.5254 | 0 |
12 | 0.425323 | 4.3996 | 1.3e-05 |
13 | 0.117078 | 1.2111 | 0.11427 |
14 | 0.118392 | 1.2247 | 0.111697 |
15 | -0.190766 | -1.9733 | 0.02552 |
16 | 0.03264 | 0.3376 | 0.36815 |
17 | 0.026121 | 0.2702 | 0.393764 |
18 | 0.045003 | 0.4655 | 0.321254 |
19 | 0.011373 | 0.1176 | 0.453284 |
20 | -0.001484 | -0.0154 | 0.49389 |
21 | -0.106371 | -1.1003 | 0.136834 |
22 | 0.026804 | 0.2773 | 0.391055 |
23 | -0.020572 | -0.2128 | 0.415947 |
24 | 0.098213 | 1.0159 | 0.155979 |
25 | 0.067414 | 0.6973 | 0.243552 |
26 | -0.002828 | -0.0293 | 0.488357 |
27 | -0.01996 | -0.2065 | 0.418409 |
28 | -0.015295 | -0.1582 | 0.437292 |
29 | 0.024694 | 0.2554 | 0.399437 |
30 | -0.031252 | -0.3233 | 0.373559 |
31 | -0.043662 | -0.4516 | 0.326219 |
32 | -0.008856 | -0.0916 | 0.463589 |
33 | 0.018153 | 0.1878 | 0.425703 |
34 | 0.016852 | 0.1743 | 0.430974 |
35 | 0.042932 | 0.4441 | 0.328936 |
36 | 0.005248 | 0.0543 | 0.478405 |
37 | -0.03863 | -0.3996 | 0.345128 |
38 | -0.025634 | -0.2652 | 0.395698 |
39 | 0.071261 | 0.7371 | 0.231328 |
40 | -0.043592 | -0.4509 | 0.32648 |
41 | -0.046217 | -0.4781 | 0.316786 |
42 | -0.015517 | -0.1605 | 0.436393 |
43 | 0.006908 | 0.0715 | 0.471583 |
44 | 0.006184 | 0.064 | 0.474558 |
45 | -0.037225 | -0.3851 | 0.350478 |
46 | 0.001858 | 0.0192 | 0.492351 |
47 | 0.039739 | 0.4111 | 0.340925 |
48 | -0.054661 | -0.5654 | 0.286488 |