Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.609943 | -5.4555 | 0 |
2 | 0.156215 | 1.3972 | 0.083104 |
3 | -0.098485 | -0.8809 | 0.190511 |
4 | 0.076985 | 0.6886 | 0.246541 |
5 | 0.098498 | 0.881 | 0.190479 |
6 | -0.214794 | -1.9212 | 0.029135 |
7 | 0.077224 | 0.6907 | 0.245872 |
8 | 0.095377 | 0.8531 | 0.198081 |
9 | -0.098814 | -0.8838 | 0.18972 |
10 | 0.17364 | 1.5531 | 0.062175 |
11 | -0.579985 | -5.1875 | 1e-06 |
12 | 0.836433 | 7.4813 | 0 |
13 | -0.510341 | -4.5646 | 9e-06 |
14 | 0.147785 | 1.3218 | 0.094996 |
15 | -0.100834 | -0.9019 | 0.184912 |
16 | 0.07934 | 0.7096 | 0.239996 |
17 | 0.076786 | 0.6868 | 0.247099 |
18 | -0.184959 | -1.6543 | 0.05099 |
19 | 0.079834 | 0.7141 | 0.238636 |
20 | 0.066845 | 0.5979 | 0.275806 |
21 | -0.089979 | -0.8048 | 0.211661 |
22 | 0.164982 | 1.4756 | 0.071983 |
23 | -0.488945 | -4.3733 | 1.8e-05 |
24 | 0.665581 | 5.9531 | 0 |
25 | -0.380339 | -3.4019 | 0.000524 |
26 | 0.108074 | 0.9666 | 0.168317 |
27 | -0.101287 | -0.9059 | 0.183843 |
28 | 0.091962 | 0.8225 | 0.206608 |
29 | 0.044773 | 0.4005 | 0.344941 |
30 | -0.143723 | -1.2855 | 0.101164 |
31 | 0.064449 | 0.5765 | 0.282965 |
32 | 0.039125 | 0.3499 | 0.36365 |
33 | -0.044954 | -0.4021 | 0.344349 |
34 | 0.123397 | 1.1037 | 0.136516 |
35 | -0.385093 | -3.4444 | 0.000457 |
36 | 0.49154 | 4.3965 | 1.7e-05 |
37 | -0.265025 | -2.3705 | 0.010087 |
38 | 0.069885 | 0.6251 | 0.266851 |
39 | -0.076653 | -0.6856 | 0.247472 |
40 | 0.070959 | 0.6347 | 0.263726 |
41 | 0.031991 | 0.2861 | 0.387758 |
42 | -0.100866 | -0.9022 | 0.184836 |
43 | 0.05312 | 0.4751 | 0.317999 |
44 | 0.009814 | 0.0878 | 0.465136 |
45 | -0.015449 | -0.1382 | 0.445224 |
46 | 0.085406 | 0.7639 | 0.223588 |
47 | -0.277331 | -2.4805 | 0.007609 |
48 | 0.327532 | 2.9295 | 0.002211 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.609943 | -5.4555 | 0 |
2 | -0.343673 | -3.0739 | 0.001445 |
3 | -0.325169 | -2.9084 | 0.00235 |
4 | -0.237767 | -2.1267 | 0.018265 |
5 | 0.090168 | 0.8065 | 0.211177 |
6 | -0.069915 | -0.6253 | 0.266763 |
7 | -0.192491 | -1.7217 | 0.044495 |
8 | 0.016996 | 0.152 | 0.439777 |
9 | -0.03823 | -0.3419 | 0.366647 |
10 | 0.261856 | 2.3421 | 0.010831 |
11 | -0.650343 | -5.8168 | 0 |
12 | 0.354097 | 3.1671 | 0.00109 |
13 | 0.125736 | 1.1246 | 0.132056 |
14 | 0.064487 | 0.5768 | 0.282851 |
15 | 0.000369 | 0.0033 | 0.498687 |
16 | 0.076293 | 0.6824 | 0.248484 |
17 | -0.089609 | -0.8015 | 0.212612 |
18 | -0.045165 | -0.404 | 0.343657 |
19 | 0.094851 | 0.8484 | 0.199381 |
20 | -0.036012 | -0.3221 | 0.374108 |
21 | -0.050097 | -0.4481 | 0.327651 |
22 | -0.141462 | -1.2653 | 0.104723 |
23 | 0.057118 | 0.5109 | 0.30542 |
24 | -0.104052 | -0.9307 | 0.177413 |
25 | 0.156388 | 1.3988 | 0.082873 |
26 | 0.031038 | 0.2776 | 0.391012 |
27 | -0.006936 | -0.062 | 0.475343 |
28 | -0.004008 | -0.0358 | 0.485746 |
29 | -0.014957 | -0.1338 | 0.446955 |
30 | 0.0353 | 0.3157 | 0.376515 |
31 | -0.03684 | -0.3295 | 0.371317 |
32 | -0.052146 | -0.4664 | 0.321095 |
33 | 0.007596 | 0.0679 | 0.473 |
34 | -0.013143 | -0.1176 | 0.453358 |
35 | 0.036608 | 0.3274 | 0.372097 |
36 | -0.026999 | -0.2415 | 0.404897 |
37 | -0.016431 | -0.147 | 0.441765 |
38 | -0.088394 | -0.7906 | 0.215751 |
39 | 0.061941 | 0.554 | 0.290556 |
40 | -0.063837 | -0.571 | 0.28481 |
41 | -0.015483 | -0.1385 | 0.445105 |
42 | -0.002088 | -0.0187 | 0.492572 |
43 | 0.026711 | 0.2389 | 0.405895 |
44 | -0.006453 | -0.0577 | 0.477058 |
45 | -0.021172 | -0.1894 | 0.425142 |
46 | 0.0255 | 0.2281 | 0.410083 |
47 | -0.01106 | -0.0989 | 0.460725 |
48 | -0.066082 | -0.5911 | 0.278075 |