Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.100951 | -1.0442 | 0.149364 |
2 | -0.3338 | -3.4529 | 0.000398 |
3 | -0.176684 | -1.8276 | 0.035196 |
4 | -0.152172 | -1.5741 | 0.059211 |
5 | -0.006903 | -0.0714 | 0.471602 |
6 | 0.478361 | 4.9482 | 1e-06 |
7 | 0.088068 | 0.911 | 0.182176 |
8 | -0.192734 | -1.9937 | 0.024367 |
9 | -0.1438 | -1.4875 | 0.069914 |
10 | -0.248884 | -2.5745 | 0.005703 |
11 | -0.142152 | -1.4704 | 0.07219 |
12 | 0.772072 | 7.9864 | 0 |
13 | 0.050765 | 0.5251 | 0.300295 |
14 | -0.337145 | -3.4875 | 0.000354 |
15 | -0.151491 | -1.567 | 0.060029 |
16 | -0.071977 | -0.7445 | 0.229091 |
17 | -0.107186 | -1.1087 | 0.135014 |
18 | 0.388667 | 4.0204 | 5.4e-05 |
19 | 0.162984 | 1.6859 | 0.047363 |
20 | -0.134642 | -1.3927 | 0.083292 |
21 | -0.190395 | -1.9695 | 0.025743 |
22 | -0.160668 | -1.662 | 0.049724 |
23 | -0.154987 | -1.6032 | 0.055919 |
24 | 0.580073 | 6.0003 | 0 |
25 | 0.153355 | 1.5863 | 0.057809 |
26 | -0.305075 | -3.1557 | 0.00104 |
27 | -0.153302 | -1.5858 | 0.057871 |
28 | -0.021018 | -0.2174 | 0.414153 |
29 | -0.135064 | -1.3971 | 0.082635 |
30 | 0.279174 | 2.8878 | 0.002348 |
31 | 0.197315 | 2.041 | 0.021854 |
32 | -0.062322 | -0.6447 | 0.260262 |
33 | -0.202234 | -2.0919 | 0.019406 |
34 | -0.114501 | -1.1844 | 0.119438 |
35 | -0.132696 | -1.3726 | 0.08637 |
36 | 0.378386 | 3.9141 | 8e-05 |
37 | 0.203723 | 2.1073 | 0.018713 |
38 | -0.216617 | -2.2407 | 0.013555 |
39 | -0.153536 | -1.5882 | 0.057597 |
40 | -0.002103 | -0.0218 | 0.491341 |
41 | -0.120653 | -1.248 | 0.107369 |
42 | 0.141007 | 1.4586 | 0.073804 |
43 | 0.232882 | 2.4089 | 0.008854 |
44 | -0.002173 | -0.0225 | 0.491053 |
45 | -0.187997 | -1.9447 | 0.02722 |
46 | -0.099479 | -1.029 | 0.152895 |
47 | -0.098608 | -1.02 | 0.155012 |
48 | 0.228404 | 2.3626 | 0.009976 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.100951 | -1.0442 | 0.149364 |
2 | -0.347533 | -3.5949 | 0.000246 |
3 | -0.295516 | -3.0568 | 0.001413 |
4 | -0.445207 | -4.6053 | 6e-06 |
5 | -0.535972 | -5.5441 | 0 |
6 | -0.081311 | -0.8411 | 0.201088 |
7 | -0.109928 | -1.1371 | 0.129017 |
8 | -0.034402 | -0.3559 | 0.361322 |
9 | 0.056938 | 0.589 | 0.278563 |
10 | -0.229421 | -2.3731 | 0.009711 |
11 | -0.655269 | -6.7782 | 0 |
12 | 0.219027 | 2.2656 | 0.012743 |
13 | -0.008138 | -0.0842 | 0.466535 |
14 | -0.091257 | -0.944 | 0.173656 |
15 | 0.041147 | 0.4256 | 0.335616 |
16 | 0.184594 | 1.9095 | 0.029441 |
17 | 0.075079 | 0.7766 | 0.219547 |
18 | -0.001822 | -0.0189 | 0.492498 |
19 | -0.030718 | -0.3178 | 0.375645 |
20 | 0.171435 | 1.7733 | 0.039509 |
21 | -0.089376 | -0.9245 | 0.178651 |
22 | -0.05633 | -0.5827 | 0.280665 |
23 | -0.005179 | -0.0536 | 0.478689 |
24 | 0.002655 | 0.0275 | 0.489069 |
25 | -0.00451 | -0.0466 | 0.48144 |
26 | -0.033868 | -0.3503 | 0.363388 |
27 | 0.037207 | 0.3849 | 0.35055 |
28 | 0.038491 | 0.3982 | 0.345655 |
29 | 0.018023 | 0.1864 | 0.426231 |
30 | 0.02119 | 0.2192 | 0.413459 |
31 | -0.056218 | -0.5815 | 0.281056 |
32 | -0.001712 | -0.0177 | 0.492951 |
33 | 0.031613 | 0.327 | 0.37215 |
34 | 0.004284 | 0.0443 | 0.482366 |
35 | 0.089623 | 0.9271 | 0.17799 |
36 | -0.04788 | -0.4953 | 0.310712 |
37 | 0.00369 | 0.0382 | 0.484814 |
38 | 0.0253 | 0.2617 | 0.397025 |
39 | -0.005519 | -0.0571 | 0.477289 |
40 | -0.034051 | -0.3522 | 0.36268 |
41 | 0.048865 | 0.5055 | 0.307137 |
42 | -0.110494 | -1.143 | 0.127803 |
43 | 0.006651 | 0.0688 | 0.472639 |
44 | -0.086815 | -0.898 | 0.185595 |
45 | -0.015877 | -0.1642 | 0.434929 |
46 | -0.017994 | -0.1861 | 0.426347 |
47 | -0.012932 | -0.1338 | 0.44692 |
48 | 0.015157 | 0.1568 | 0.437853 |