Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.365346 | -4.8054 | 2e-06 |
2 | -0.205887 | -2.708 | 0.003724 |
3 | 0.120999 | 1.5915 | 0.056662 |
4 | -0.030313 | -0.3987 | 0.345301 |
5 | 0.040937 | 0.5384 | 0.295481 |
6 | -0.107643 | -1.4158 | 0.079312 |
7 | 0.023913 | 0.3145 | 0.37675 |
8 | -0.005673 | -0.0746 | 0.470301 |
9 | 0.044126 | 0.5804 | 0.281204 |
10 | -0.06456 | -0.8492 | 0.198485 |
11 | -0.203268 | -2.6736 | 0.004112 |
12 | 0.553762 | 7.2836 | 0 |
13 | -0.234412 | -3.0832 | 0.001192 |
14 | -0.097202 | -1.2785 | 0.101394 |
15 | 0.061694 | 0.8115 | 0.209108 |
16 | -0.023024 | -0.3028 | 0.381191 |
17 | 0.045798 | 0.6024 | 0.273857 |
18 | -0.063599 | -0.8365 | 0.202011 |
19 | -0.010406 | -0.1369 | 0.445645 |
20 | -0.004702 | -0.0618 | 0.475379 |
21 | 0.067056 | 0.882 | 0.189503 |
22 | -0.12328 | -1.6215 | 0.053366 |
23 | -0.160168 | -2.1067 | 0.018294 |
24 | 0.497679 | 6.5459 | 0 |
25 | -0.213418 | -2.8071 | 0.002787 |
26 | -0.085561 | -1.1254 | 0.130995 |
27 | 0.076905 | 1.0115 | 0.156588 |
28 | -0.014785 | -0.1945 | 0.423019 |
29 | 0.032799 | 0.4314 | 0.333357 |
30 | -0.059436 | -0.7818 | 0.217711 |
31 | -0.027232 | -0.3582 | 0.360322 |
32 | -0.00487 | -0.0641 | 0.474499 |
33 | 0.088114 | 1.159 | 0.124036 |
34 | -0.135784 | -1.786 | 0.037928 |
35 | -0.117482 | -1.5452 | 0.062059 |
36 | 0.436996 | 5.7478 | 0 |
37 | -0.18927 | -2.4895 | 0.006869 |
38 | -0.089495 | -1.1771 | 0.120381 |
39 | 0.059463 | 0.7821 | 0.217607 |
40 | 0.030202 | 0.3972 | 0.345839 |
41 | 0.006788 | 0.0893 | 0.464479 |
42 | -0.078742 | -1.0357 | 0.150897 |
43 | 0.009827 | 0.1293 | 0.448654 |
44 | -0.012438 | -0.1636 | 0.43512 |
45 | 0.048667 | 0.6401 | 0.261472 |
46 | -0.066594 | -0.8759 | 0.191146 |
47 | -0.127599 | -1.6783 | 0.047547 |
48 | 0.379885 | 4.9966 | 1e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.365346 | -4.8054 | 2e-06 |
2 | -0.39164 | -5.1512 | 0 |
3 | -0.172794 | -2.2728 | 0.012136 |
4 | -0.172059 | -2.2631 | 0.012437 |
5 | -0.040936 | -0.5384 | 0.295486 |
6 | -0.173649 | -2.284 | 0.011793 |
7 | -0.12917 | -1.699 | 0.045561 |
8 | -0.18926 | -2.4893 | 0.006872 |
9 | -0.090986 | -1.1967 | 0.116524 |
10 | -0.190158 | -2.5011 | 0.006655 |
11 | -0.511591 | -6.7289 | 0 |
12 | 0.188589 | 2.4805 | 0.007038 |
13 | -0.024794 | -0.3261 | 0.372367 |
14 | 0.127893 | 1.6822 | 0.04717 |
15 | -0.007554 | -0.0994 | 0.460484 |
16 | 0.042304 | 0.5564 | 0.289318 |
17 | 0.00763 | 0.1004 | 0.460091 |
18 | 0.08889 | 1.1692 | 0.121973 |
19 | 0.036504 | 0.4801 | 0.315869 |
20 | 0.033747 | 0.4439 | 0.328846 |
21 | 0.116011 | 1.5259 | 0.064432 |
22 | -0.117675 | -1.5478 | 0.061752 |
23 | -0.264835 | -3.4834 | 0.000314 |
24 | -0.015877 | -0.2088 | 0.417415 |
25 | -0.080009 | -1.0523 | 0.147053 |
26 | -0.043517 | -0.5724 | 0.283905 |
27 | -0.028034 | -0.3687 | 0.356392 |
28 | -0.00823 | -0.1083 | 0.456961 |
29 | -0.019874 | -0.2614 | 0.397047 |
30 | -0.000209 | -0.0028 | 0.498904 |
31 | -0.043205 | -0.5683 | 0.285295 |
32 | -0.046251 | -0.6083 | 0.271882 |
33 | 0.060004 | 0.7892 | 0.215529 |
34 | -0.048539 | -0.6384 | 0.262017 |
35 | -0.08471 | -1.1142 | 0.133371 |
36 | 0.037828 | 0.4976 | 0.309716 |
37 | 0.027302 | 0.3591 | 0.359976 |
38 | -0.010186 | -0.134 | 0.44679 |
39 | -0.034545 | -0.4544 | 0.325066 |
40 | 0.051886 | 0.6825 | 0.247932 |
41 | 0.011621 | 0.1528 | 0.439348 |
42 | -0.019289 | -0.2537 | 0.400011 |
43 | 0.008903 | 0.1171 | 0.453458 |
44 | -0.02035 | -0.2677 | 0.39464 |
45 | -0.074747 | -0.9831 | 0.163456 |
46 | 0.015244 | 0.2005 | 0.420663 |
47 | -0.091378 | -1.2019 | 0.115524 |
48 | 0.026218 | 0.3448 | 0.365314 |