Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.528257 | -4.4512 | 1.6e-05 |
2 | -0.120956 | -1.0192 | 0.155786 |
3 | 0.404473 | 3.4082 | 0.000541 |
4 | -0.4516 | -3.8052 | 0.000149 |
5 | 0.077628 | 0.6541 | 0.257579 |
6 | 0.294607 | 2.4824 | 0.007708 |
7 | -0.097292 | -0.8198 | 0.207538 |
8 | -0.256185 | -2.1586 | 0.017129 |
9 | 0.330128 | 2.7817 | 0.00346 |
10 | -0.173431 | -1.4614 | 0.074165 |
11 | -0.308637 | -2.6006 | 0.005657 |
12 | 0.683547 | 5.7597 | 0 |
13 | -0.408452 | -3.4417 | 0.000486 |
14 | -0.004088 | -0.0344 | 0.486308 |
15 | 0.260533 | 2.1953 | 0.015707 |
16 | -0.415718 | -3.5029 | 4e-04 |
17 | 0.185934 | 1.5667 | 0.060814 |
18 | 0.122785 | 1.0346 | 0.152183 |
19 | -0.0311 | -0.2621 | 0.397019 |
20 | -0.130716 | -1.1014 | 0.137214 |
21 | 0.106278 | 0.8955 | 0.186769 |
22 | -0.056909 | -0.4795 | 0.316521 |
23 | -0.171007 | -1.4409 | 0.077 |
24 | 0.383312 | 3.2298 | 0.000939 |
25 | -0.186346 | -1.5702 | 0.06041 |
26 | -0.055377 | -0.4666 | 0.321101 |
27 | 0.16863 | 1.4209 | 0.079862 |
28 | -0.248993 | -2.0981 | 0.01973 |
29 | 0.118665 | 0.9999 | 0.16038 |
30 | 0.041237 | 0.3475 | 0.364633 |
31 | 0.033179 | 0.2796 | 0.390309 |
32 | -0.083673 | -0.705 | 0.241545 |
33 | -0.015034 | -0.1267 | 0.449775 |
34 | 0.077573 | 0.6536 | 0.257726 |
35 | -0.199061 | -1.6773 | 0.048939 |
36 | 0.260057 | 2.1913 | 0.015857 |
37 | -0.035574 | -0.2998 | 0.382621 |
38 | -0.146904 | -1.2378 | 0.109928 |
39 | 0.154601 | 1.3027 | 0.098445 |
40 | -0.126202 | -1.0634 | 0.145602 |
41 | 0.017056 | 0.1437 | 0.443066 |
42 | 0.055038 | 0.4638 | 0.32212 |
43 | 0.036189 | 0.3049 | 0.380653 |
44 | -0.087271 | -0.7354 | 0.232273 |
45 | -0.015709 | -0.1324 | 0.447535 |
46 | 0.130673 | 1.1011 | 0.137293 |
47 | -0.231791 | -1.9531 | 0.027374 |
48 | 0.215942 | 1.8196 | 0.036521 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.528257 | -4.4512 | 1.6e-05 |
2 | -0.554844 | -4.6752 | 7e-06 |
3 | 0.024098 | 0.2031 | 0.419836 |
4 | -0.35447 | -2.9868 | 0.001934 |
5 | -0.479889 | -4.0436 | 6.6e-05 |
6 | -0.328558 | -2.7685 | 0.003589 |
7 | 0.317497 | 2.6753 | 0.004631 |
8 | -0.222849 | -1.8778 | 0.032261 |
9 | -0.177514 | -1.4958 | 0.069574 |
10 | 0.032951 | 0.2777 | 0.391043 |
11 | -0.469127 | -3.9529 | 9e-05 |
12 | -0.164851 | -1.3891 | 0.084578 |
13 | -0.097142 | -0.8185 | 0.207895 |
14 | 0.321949 | 2.7128 | 0.004183 |
15 | 0.058958 | 0.4968 | 0.310437 |
16 | -0.127121 | -1.0711 | 0.143866 |
17 | 0.185335 | 1.5617 | 0.061407 |
18 | 0.094406 | 0.7955 | 0.214492 |
19 | 0.053911 | 0.4543 | 0.325513 |
20 | 0.058072 | 0.4893 | 0.313059 |
21 | 0.004061 | 0.0342 | 0.486401 |
22 | -0.054433 | -0.4587 | 0.323939 |
23 | -0.039044 | -0.329 | 0.371565 |
24 | -0.131751 | -1.1102 | 0.13534 |
25 | 0.08149 | 0.6866 | 0.247272 |
26 | -0.107074 | -0.9022 | 0.184996 |
27 | -0.070188 | -0.5914 | 0.278062 |
28 | 0.044216 | 0.3726 | 0.355288 |
29 | 0.130368 | 1.0985 | 0.137849 |
30 | 0.067655 | 0.5701 | 0.285215 |
31 | -0.048492 | -0.4086 | 0.34203 |
32 | 0.074975 | 0.6318 | 0.264789 |
33 | 0.011805 | 0.0995 | 0.460523 |
34 | 0.067097 | 0.5654 | 0.286802 |
35 | -0.019011 | -0.1602 | 0.436593 |
36 | 0.054836 | 0.4621 | 0.322728 |
37 | -0.014015 | -0.1181 | 0.453163 |
38 | -0.078445 | -0.661 | 0.255379 |
39 | -0.115222 | -0.9709 | 0.167453 |
40 | 0.035597 | 0.2999 | 0.382549 |
41 | 0.038961 | 0.3283 | 0.371828 |
42 | -0.089875 | -0.7573 | 0.225688 |
43 | -0.102709 | -0.8654 | 0.194855 |
44 | -0.020959 | -0.1766 | 0.430161 |
45 | 0.010256 | 0.0864 | 0.465689 |
46 | -0.009729 | -0.082 | 0.467449 |
47 | 0.007851 | 0.0662 | 0.473721 |
48 | 0.106298 | 0.8957 | 0.186723 |