Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.597407 | -5.4426 | 0 |
2 | 0.151175 | 1.3773 | 0.086065 |
3 | -0.099838 | -0.9096 | 0.182841 |
4 | 0.079928 | 0.7282 | 0.234276 |
5 | 0.09728 | 0.8863 | 0.189018 |
6 | -0.215265 | -1.9612 | 0.026607 |
7 | 0.076693 | 0.6987 | 0.243346 |
8 | 0.0954 | 0.8691 | 0.193639 |
9 | -0.089173 | -0.8124 | 0.209441 |
10 | 0.17061 | 1.5543 | 0.061956 |
11 | -0.596355 | -5.433 | 0 |
12 | 0.840864 | 7.6606 | 0 |
13 | -0.496748 | -4.5256 | 1e-05 |
14 | 0.144977 | 1.3208 | 0.095099 |
15 | -0.101493 | -0.9246 | 0.178916 |
16 | 0.080421 | 0.7327 | 0.232911 |
17 | 0.080142 | 0.7301 | 0.233685 |
18 | -0.185391 | -1.689 | 0.047487 |
19 | 0.077533 | 0.7064 | 0.24097 |
20 | 0.068571 | 0.6247 | 0.266937 |
21 | -0.078777 | -0.7177 | 0.237481 |
22 | 0.157026 | 1.4306 | 0.078154 |
23 | -0.510477 | -4.6507 | 6e-06 |
24 | 0.674326 | 6.1434 | 0 |
25 | -0.373614 | -3.4038 | 0.000513 |
26 | 0.105915 | 0.9649 | 0.168691 |
27 | -0.101719 | -0.9267 | 0.178383 |
28 | 0.093026 | 0.8475 | 0.199574 |
29 | 0.04939 | 0.45 | 0.326955 |
30 | -0.149773 | -1.3645 | 0.088049 |
31 | 0.065221 | 0.5942 | 0.277 |
32 | 0.041631 | 0.3793 | 0.352726 |
33 | -0.040037 | -0.3648 | 0.358113 |
34 | 0.1229 | 1.1197 | 0.133042 |
35 | -0.408075 | -3.7177 | 0.000182 |
36 | 0.498268 | 4.5394 | 9e-06 |
37 | -0.25955 | -2.3646 | 0.010192 |
38 | 0.067913 | 0.6187 | 0.268898 |
39 | -0.080092 | -0.7297 | 0.233823 |
40 | 0.074728 | 0.6808 | 0.248946 |
41 | 0.036485 | 0.3324 | 0.370213 |
42 | -0.10623 | -0.9678 | 0.167977 |
43 | 0.053482 | 0.4872 | 0.313685 |
44 | 0.012977 | 0.1182 | 0.453087 |
45 | -0.0111 | -0.1011 | 0.459847 |
46 | 0.085235 | 0.7765 | 0.219821 |
47 | -0.303702 | -2.7669 | 0.003488 |
48 | 0.336908 | 3.0694 | 0.001449 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.597407 | -5.4426 | 0 |
2 | -0.319884 | -2.9143 | 0.00229 |
3 | -0.297482 | -2.7102 | 0.004084 |
4 | -0.194208 | -1.7693 | 0.040257 |
5 | 0.121092 | 1.1032 | 0.136565 |
6 | -0.064035 | -0.5834 | 0.280607 |
7 | -0.173732 | -1.5828 | 0.058638 |
8 | 0.041353 | 0.3767 | 0.353662 |
9 | -0.009274 | -0.0845 | 0.466437 |
10 | 0.277808 | 2.5309 | 0.006631 |
11 | -0.645016 | -5.8764 | 0 |
12 | 0.405373 | 3.6931 | 0.000198 |
13 | 0.103279 | 0.9409 | 0.17474 |
14 | 0.040236 | 0.3666 | 0.357437 |
15 | 0.019926 | 0.1815 | 0.428196 |
16 | 0.086668 | 0.7896 | 0.216011 |
17 | -0.08406 | -0.7658 | 0.222977 |
18 | -0.009002 | -0.082 | 0.467416 |
19 | 0.126711 | 1.1544 | 0.125827 |
20 | -0.00819 | -0.0746 | 0.470349 |
21 | -0.024629 | -0.2244 | 0.411506 |
22 | -0.17821 | -1.6236 | 0.05413 |
23 | 0.069402 | 0.6323 | 0.26447 |
24 | -0.101396 | -0.9238 | 0.179144 |
25 | 0.144299 | 1.3146 | 0.096128 |
26 | -0.017974 | -0.1638 | 0.435161 |
27 | -0.020587 | -0.1876 | 0.425841 |
28 | -0.016532 | -0.1506 | 0.440324 |
29 | -0.026939 | -0.2454 | 0.403365 |
30 | 0.043752 | 0.3986 | 0.345605 |
31 | -0.024198 | -0.2205 | 0.413029 |
32 | -0.044483 | -0.4053 | 0.343166 |
33 | -0.042166 | -0.3841 | 0.350926 |
34 | -0.012726 | -0.1159 | 0.453989 |
35 | 0.027839 | 0.2536 | 0.400206 |
36 | -0.045183 | -0.4116 | 0.340834 |
37 | -0.023853 | -0.2173 | 0.414251 |
38 | -0.085546 | -0.7794 | 0.218991 |
39 | 0.047333 | 0.4312 | 0.333712 |
40 | -0.088322 | -0.8047 | 0.211659 |
41 | 0.013177 | 0.12 | 0.452368 |
42 | 0.017948 | 0.1635 | 0.435256 |
43 | 0.010515 | 0.0958 | 0.461956 |
44 | -0.025024 | -0.228 | 0.41011 |
45 | -0.012139 | -0.1106 | 0.456103 |
46 | 0.010803 | 0.0984 | 0.46092 |
47 | -0.055595 | -0.5065 | 0.306927 |
48 | -0.071866 | -0.6547 | 0.257227 |