Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.303089 | -3.1498 | 0.001057 |
2 | -0.081479 | -0.8468 | 0.199502 |
3 | -0.149562 | -1.5543 | 0.06152 |
4 | 0.241949 | 2.5144 | 0.006699 |
5 | -0.279415 | -2.9038 | 0.002236 |
6 | 0.194218 | 2.0184 | 0.023015 |
7 | -0.216977 | -2.2549 | 0.013078 |
8 | 0.193934 | 2.0154 | 0.023172 |
9 | -0.157609 | -1.6379 | 0.052174 |
10 | -0.064173 | -0.6669 | 0.253127 |
11 | -0.243052 | -2.5259 | 0.006496 |
12 | 0.851828 | 8.8525 | 0 |
13 | -0.288995 | -3.0033 | 0.001659 |
14 | -0.075946 | -0.7893 | 0.215847 |
15 | -0.139587 | -1.4506 | 0.074891 |
16 | 0.220678 | 2.2934 | 0.011882 |
17 | -0.259639 | -2.6983 | 0.004045 |
18 | 0.141072 | 1.4661 | 0.072769 |
19 | -0.168544 | -1.7516 | 0.041344 |
20 | 0.153169 | 1.5918 | 0.057178 |
21 | -0.117057 | -1.2165 | 0.113225 |
22 | -0.083711 | -0.87 | 0.193127 |
23 | -0.153328 | -1.5934 | 0.056993 |
24 | 0.681786 | 7.0853 | 0 |
25 | -0.256128 | -2.6618 | 0.00448 |
26 | -0.054991 | -0.5715 | 0.28443 |
27 | -0.104476 | -1.0858 | 0.140003 |
28 | 0.194124 | 2.0174 | 0.023067 |
29 | -0.222373 | -2.311 | 0.011367 |
30 | 0.107148 | 1.1135 | 0.13398 |
31 | -0.114148 | -1.1863 | 0.119061 |
32 | 0.118997 | 1.2367 | 0.109449 |
33 | -0.084353 | -0.8766 | 0.191319 |
34 | -0.105237 | -1.0937 | 0.13827 |
35 | -0.072638 | -0.7549 | 0.225982 |
36 | 0.518888 | 5.3924 | 0 |
37 | -0.212451 | -2.2079 | 0.014684 |
38 | -0.050583 | -0.5257 | 0.300095 |
39 | -0.082609 | -0.8585 | 0.196258 |
40 | 0.165495 | 1.7199 | 0.04416 |
41 | -0.182745 | -1.8991 | 0.030107 |
42 | 0.08591 | 0.8928 | 0.186975 |
43 | -0.084028 | -0.8732 | 0.192234 |
44 | 0.079304 | 0.8241 | 0.205836 |
45 | -0.054803 | -0.5695 | 0.285091 |
46 | -0.111229 | -1.1559 | 0.125132 |
47 | -0.014456 | -0.1502 | 0.440433 |
48 | 0.37582 | 3.9056 | 8.2e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.303089 | -3.1498 | 0.001057 |
2 | -0.190877 | -1.9836 | 0.024916 |
3 | -0.270641 | -2.8126 | 0.00292 |
4 | 0.092113 | 0.9573 | 0.170286 |
5 | -0.26843 | -2.7896 | 0.00312 |
6 | 0.058511 | 0.6081 | 0.272209 |
7 | -0.231763 | -2.4086 | 0.008854 |
8 | 0.014719 | 0.153 | 0.439357 |
9 | -0.110567 | -1.149 | 0.126537 |
10 | -0.337895 | -3.5115 | 0.000326 |
11 | -0.450367 | -4.6804 | 4e-06 |
12 | 0.718508 | 7.4669 | 0 |
13 | 0.135731 | 1.4106 | 0.080625 |
14 | 0.079158 | 0.8226 | 0.206263 |
15 | -0.004796 | -0.0498 | 0.480169 |
16 | -0.20892 | -2.1712 | 0.016054 |
17 | 0.11607 | 1.2062 | 0.115182 |
18 | -0.207709 | -2.1586 | 0.016549 |
19 | -0.09662 | -1.0041 | 0.158786 |
20 | -0.081186 | -0.8437 | 0.200349 |
21 | 0.042743 | 0.4442 | 0.328893 |
22 | -0.018664 | -0.194 | 0.423286 |
23 | 0.066687 | 0.693 | 0.244888 |
24 | -0.152782 | -1.5878 | 0.057633 |
25 | -0.066884 | -0.6951 | 0.24425 |
26 | 0.075503 | 0.7846 | 0.21719 |
27 | -0.015188 | -0.1578 | 0.437439 |
28 | 0.102715 | 1.0674 | 0.144075 |
29 | -0.001002 | -0.0104 | 0.495857 |
30 | 0.056225 | 0.5843 | 0.280117 |
31 | 0.123663 | 1.2851 | 0.100746 |
32 | 0.015402 | 0.1601 | 0.436565 |
33 | -0.041849 | -0.4349 | 0.332248 |
34 | -0.06606 | -0.6865 | 0.246931 |
35 | -0.026559 | -0.276 | 0.391534 |
36 | -0.072841 | -0.757 | 0.225352 |
37 | 0.004795 | 0.0498 | 0.480174 |
38 | -0.093029 | -0.9668 | 0.167906 |
39 | -0.082241 | -0.8547 | 0.197311 |
40 | 0.007324 | 0.0761 | 0.469734 |
41 | -0.023277 | -0.2419 | 0.404658 |
42 | 0.066226 | 0.6882 | 0.24639 |
43 | -0.033919 | -0.3525 | 0.362577 |
44 | -0.082785 | -0.8603 | 0.195757 |
45 | 0.036793 | 0.3824 | 0.35147 |
46 | 0.04611 | 0.4792 | 0.316388 |
47 | 0.016742 | 0.174 | 0.431099 |
48 | -0.038068 | -0.3956 | 0.346585 |