Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.183922 | -1.9114 | 0.029303 |
2 | -0.064858 | -0.674 | 0.250869 |
3 | 0.125866 | 1.308 | 0.096819 |
4 | -0.07629 | -0.7928 | 0.214807 |
5 | -0.00269 | -0.028 | 0.488876 |
6 | -0.196314 | -2.0402 | 0.021887 |
7 | 0.022977 | 0.2388 | 0.405864 |
8 | -0.142257 | -1.4784 | 0.071109 |
9 | 0.165891 | 1.724 | 0.043785 |
10 | -0.057341 | -0.5959 | 0.276242 |
11 | -0.153711 | -1.5974 | 0.056548 |
12 | 0.773038 | 8.0336 | 0 |
13 | -0.172086 | -1.7884 | 0.03826 |
14 | -0.050089 | -0.5205 | 0.301875 |
15 | 0.074661 | 0.7759 | 0.219753 |
16 | -0.025923 | -0.2694 | 0.394068 |
17 | -0.032144 | -0.3341 | 0.369494 |
18 | -0.152056 | -1.5802 | 0.058492 |
19 | 0.041167 | 0.4278 | 0.334816 |
20 | -0.21151 | -2.1981 | 0.015039 |
21 | 0.155892 | 1.6201 | 0.054066 |
22 | -0.078331 | -0.814 | 0.208707 |
23 | -0.133816 | -1.3907 | 0.083595 |
24 | 0.619828 | 6.4414 | 0 |
25 | -0.185052 | -1.9231 | 0.028549 |
26 | -0.031887 | -0.3314 | 0.370501 |
27 | 0.057579 | 0.5984 | 0.275421 |
28 | -0.01286 | -0.1336 | 0.446964 |
29 | -0.019102 | -0.1985 | 0.421509 |
30 | -0.118351 | -1.2299 | 0.110695 |
31 | 0.029297 | 0.3045 | 0.380682 |
32 | -0.2526 | -2.6251 | 0.004959 |
33 | 0.131792 | 1.3696 | 0.086823 |
34 | -0.07576 | -0.7873 | 0.216409 |
35 | -0.092433 | -0.9606 | 0.169451 |
36 | 0.479257 | 4.9806 | 1e-06 |
37 | -0.153178 | -1.5919 | 0.057169 |
38 | -0.019486 | -0.2025 | 0.419954 |
39 | 0.079033 | 0.8213 | 0.206633 |
40 | 0.018795 | 0.1953 | 0.422755 |
41 | -0.04675 | -0.4858 | 0.314033 |
42 | -0.115331 | -1.1986 | 0.116663 |
43 | 0.046679 | 0.4851 | 0.314293 |
44 | -0.245034 | -2.5465 | 0.006146 |
45 | 0.110797 | 1.1514 | 0.126048 |
46 | -0.067211 | -0.6985 | 0.243191 |
47 | -0.049443 | -0.5138 | 0.304212 |
48 | 0.370473 | 3.8501 | 1e-04 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.183922 | -1.9114 | 0.029303 |
2 | -0.10214 | -1.0615 | 0.145422 |
3 | 0.098247 | 1.021 | 0.154766 |
4 | -0.041508 | -0.4314 | 0.333532 |
5 | -0.008548 | -0.0888 | 0.46469 |
6 | -0.231635 | -2.4072 | 0.008885 |
7 | -0.049688 | -0.5164 | 0.303324 |
8 | -0.199967 | -2.0781 | 0.020034 |
9 | 0.16939 | 1.7604 | 0.04059 |
10 | -0.065179 | -0.6774 | 0.249812 |
11 | -0.131418 | -1.3657 | 0.087429 |
12 | 0.729724 | 7.5835 | 0 |
13 | 0.029827 | 0.31 | 0.37859 |
14 | 0.016502 | 0.1715 | 0.432077 |
15 | -0.033446 | -0.3476 | 0.364417 |
16 | -0.007117 | -0.074 | 0.470591 |
17 | -0.012843 | -0.1335 | 0.447035 |
18 | 0.070681 | 0.7345 | 0.232107 |
19 | 0.01251 | 0.13 | 0.448403 |
20 | -0.096727 | -1.0052 | 0.158519 |
21 | -0.103631 | -1.077 | 0.141949 |
22 | -0.102318 | -1.0633 | 0.145004 |
23 | -0.046199 | -0.4801 | 0.316058 |
24 | 0.077696 | 0.8074 | 0.210595 |
25 | -0.070663 | -0.7344 | 0.232162 |
26 | -0.013418 | -0.1394 | 0.444678 |
27 | 0.008174 | 0.0849 | 0.466231 |
28 | -0.094248 | -0.9795 | 0.164773 |
29 | 0.095883 | 0.9964 | 0.16063 |
30 | 0.027931 | 0.2903 | 0.386084 |
31 | -0.039917 | -0.4148 | 0.339543 |
32 | -0.041356 | -0.4298 | 0.334106 |
33 | -0.082468 | -0.857 | 0.196663 |
34 | -0.000578 | -0.006 | 0.497609 |
35 | 0.080032 | 0.8317 | 0.203703 |
36 | -0.011349 | -0.1179 | 0.453168 |
37 | 0.061838 | 0.6426 | 0.26091 |
38 | -0.032728 | -0.3401 | 0.367213 |
39 | 0.069252 | 0.7197 | 0.236635 |
40 | 0.040417 | 0.42 | 0.33765 |
41 | -0.019037 | -0.1978 | 0.421771 |
42 | -0.09325 | -0.9691 | 0.167334 |
43 | 0.034322 | 0.3567 | 0.361012 |
44 | 0.053399 | 0.5549 | 0.290041 |
45 | -0.003532 | -0.0367 | 0.485394 |
46 | 0.01467 | 0.1525 | 0.439557 |
47 | 0.010001 | 0.1039 | 0.458706 |
48 | -0.07009 | -0.7284 | 0.233973 |