Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.345728 | -4.7151 | 2e-06 |
2 | -0.23915 | -3.2616 | 0.000659 |
3 | 0.049175 | 0.6707 | 0.251636 |
4 | 0.158995 | 2.1684 | 0.015699 |
5 | 0.016231 | 0.2214 | 0.412526 |
6 | -0.273607 | -3.7315 | 0.000126 |
7 | 0.020554 | 0.2803 | 0.389773 |
8 | 0.138499 | 1.8889 | 0.030232 |
9 | 0.0786 | 1.072 | 0.142563 |
10 | -0.232159 | -3.1662 | 0.000902 |
11 | -0.238476 | -3.2524 | 0.000679 |
12 | 0.740319 | 10.0966 | 0 |
13 | -0.249138 | -3.3978 | 0.000415 |
14 | -0.198222 | -2.7034 | 0.00375 |
15 | 0.056892 | 0.7759 | 0.219396 |
16 | 0.135471 | 1.8476 | 0.033126 |
17 | 0.010926 | 0.149 | 0.440855 |
18 | -0.25638 | -3.4966 | 0.000295 |
19 | 0.067197 | 0.9164 | 0.180311 |
20 | 0.061539 | 0.8393 | 0.201194 |
21 | 0.077885 | 1.0622 | 0.144758 |
22 | -0.208444 | -2.8428 | 0.002486 |
23 | -0.18832 | -2.5683 | 0.005502 |
24 | 0.647751 | 8.8341 | 0 |
25 | -0.210286 | -2.8679 | 0.002305 |
26 | -0.166532 | -2.2712 | 0.01214 |
27 | 0.039699 | 0.5414 | 0.294431 |
28 | 0.086508 | 1.1798 | 0.119791 |
29 | 0.037592 | 0.5127 | 0.304391 |
30 | -0.215488 | -2.9389 | 0.001856 |
31 | 0.048142 | 0.6566 | 0.256136 |
32 | 0.032107 | 0.4379 | 0.330989 |
33 | 0.105922 | 1.4446 | 0.075129 |
34 | -0.224695 | -3.0644 | 0.001253 |
35 | -0.15526 | -2.1175 | 0.017775 |
36 | 0.595082 | 8.1158 | 0 |
37 | -0.203901 | -2.7808 | 0.00299 |
38 | -0.14848 | -2.025 | 0.022149 |
39 | 0.028235 | 0.3851 | 0.35031 |
40 | 0.112335 | 1.532 | 0.063605 |
41 | 0.039935 | 0.5446 | 0.293327 |
42 | -0.221144 | -3.016 | 0.00146 |
43 | 0.026207 | 0.3574 | 0.360594 |
44 | 0.042168 | 0.5751 | 0.282959 |
45 | 0.09798 | 1.3363 | 0.091546 |
46 | -0.194599 | -2.654 | 0.004322 |
47 | -0.140357 | -1.9142 | 0.028564 |
48 | 0.51377 | 7.0069 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.345728 | -4.7151 | 2e-06 |
2 | -0.40737 | -5.5558 | 0 |
3 | -0.283278 | -3.8634 | 7.7e-05 |
4 | -0.058817 | -0.8022 | 0.211743 |
5 | 0.068979 | 0.9407 | 0.174027 |
6 | -0.211444 | -2.8837 | 0.002197 |
7 | -0.253057 | -3.4512 | 0.000345 |
8 | -0.214893 | -2.9307 | 0.001903 |
9 | -0.032923 | -0.449 | 0.326976 |
10 | -0.199769 | -2.7245 | 0.003527 |
11 | -0.676645 | -9.2282 | 0 |
12 | 0.204662 | 2.7912 | 0.002899 |
13 | 0.025725 | 0.3508 | 0.36305 |
14 | 0.033067 | 0.451 | 0.326268 |
15 | 0.125213 | 1.7077 | 0.044682 |
16 | 0.067675 | 0.923 | 0.178611 |
17 | 0.058661 | 0.8 | 0.212356 |
18 | 0.026922 | 0.3672 | 0.356958 |
19 | 0.169071 | 2.3058 | 0.011112 |
20 | 0.022879 | 0.312 | 0.377682 |
21 | -0.028323 | -0.3863 | 0.349865 |
22 | -0.070716 | -0.9644 | 0.168038 |
23 | -0.237135 | -3.2341 | 0.000722 |
24 | 0.035188 | 0.4799 | 0.31593 |
25 | 0.057054 | 0.7781 | 0.218744 |
26 | 0.113668 | 1.5502 | 0.061394 |
27 | 0.098472 | 1.343 | 0.090458 |
28 | -0.086193 | -1.1755 | 0.120647 |
29 | -0.022751 | -0.3103 | 0.378344 |
30 | 0.047447 | 0.6471 | 0.259185 |
31 | 0.01481 | 0.202 | 0.420078 |
32 | 0.009707 | 0.1324 | 0.44741 |
33 | 0.046076 | 0.6284 | 0.265258 |
34 | -0.1169 | -1.5943 | 0.056284 |
35 | -0.193552 | -2.6397 | 0.004501 |
36 | 0.043629 | 0.595 | 0.276276 |
37 | 0.002726 | 0.0372 | 0.485191 |
38 | -0.057898 | -0.7896 | 0.215375 |
39 | -0.089808 | -1.2248 | 0.111096 |
40 | -0.023018 | -0.3139 | 0.376967 |
41 | 0.038971 | 0.5315 | 0.297853 |
42 | 0.050179 | 0.6844 | 0.247303 |
43 | 0.006594 | 0.0899 | 0.464222 |
44 | 0.00516 | 0.0704 | 0.471988 |
45 | -0.097035 | -1.3234 | 0.093666 |
46 | 0.019744 | 0.2693 | 0.394007 |
47 | 0.084331 | 1.1501 | 0.125785 |
48 | -0.006837 | -0.0932 | 0.462904 |