Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.288638 | -2.9996 | 0.001678 |
2 | -0.202921 | -2.1088 | 0.018636 |
3 | -0.010785 | -0.1121 | 0.455482 |
4 | 0.171331 | 1.7805 | 0.038901 |
5 | -0.209758 | -2.1799 | 0.015719 |
6 | 0.322966 | 3.3564 | 0.000545 |
7 | -0.195159 | -2.0281 | 0.022503 |
8 | 0.110317 | 1.1464 | 0.127072 |
9 | 0.005082 | 0.0528 | 0.478989 |
10 | -0.185555 | -1.9283 | 0.028219 |
11 | -0.265832 | -2.7626 | 0.003371 |
12 | 0.824585 | 8.5693 | 0 |
13 | -0.255143 | -2.6515 | 0.004609 |
14 | -0.198249 | -2.0603 | 0.020888 |
15 | 0.012218 | 0.127 | 0.449598 |
16 | 0.155986 | 1.6211 | 0.053961 |
17 | -0.199719 | -2.0755 | 0.020156 |
18 | 0.304429 | 3.1637 | 0.001012 |
19 | -0.164681 | -1.7114 | 0.044937 |
20 | 0.022519 | 0.234 | 0.407706 |
21 | 0.026336 | 0.2737 | 0.392423 |
22 | -0.147058 | -1.5283 | 0.064684 |
23 | -0.211677 | -2.1998 | 0.014976 |
24 | 0.655403 | 6.8111 | 0 |
25 | -0.205366 | -2.1342 | 0.017543 |
26 | -0.226242 | -2.3512 | 0.010264 |
27 | 0.055502 | 0.5768 | 0.282641 |
28 | 0.132652 | 1.3786 | 0.085439 |
29 | -0.175489 | -1.8237 | 0.035479 |
30 | 0.241226 | 2.5069 | 0.006835 |
31 | -0.104761 | -1.0887 | 0.139352 |
32 | -0.026611 | -0.2766 | 0.391327 |
33 | 0.030003 | 0.3118 | 0.377898 |
34 | -0.112768 | -1.1719 | 0.121904 |
35 | -0.173164 | -1.7996 | 0.03736 |
36 | 0.491124 | 5.1039 | 1e-06 |
37 | -0.153383 | -1.594 | 0.056929 |
38 | -0.231291 | -2.4036 | 0.008968 |
39 | 0.086748 | 0.9015 | 0.184662 |
40 | 0.08716 | 0.9058 | 0.18353 |
41 | -0.150288 | -1.5618 | 0.060626 |
42 | 0.154243 | 1.6029 | 0.055934 |
43 | -0.049753 | -0.517 | 0.303092 |
44 | -0.072618 | -0.7547 | 0.226044 |
45 | 0.046716 | 0.4855 | 0.314156 |
46 | -0.085159 | -0.885 | 0.189062 |
47 | -0.142475 | -1.4806 | 0.070807 |
48 | 0.339213 | 3.5252 | 0.000311 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.288638 | -2.9996 | 0.001678 |
2 | -0.312246 | -3.245 | 0.000782 |
3 | -0.214877 | -2.2331 | 0.013803 |
4 | 0.031205 | 0.3243 | 0.373171 |
5 | -0.216153 | -2.2463 | 0.013359 |
6 | 0.301616 | 3.1345 | 0.001109 |
7 | -0.083977 | -0.8727 | 0.192377 |
8 | 0.232563 | 2.4169 | 0.008665 |
9 | 0.142907 | 1.4851 | 0.070211 |
10 | -0.277211 | -2.8809 | 0.002392 |
11 | -0.383199 | -3.9823 | 6.2e-05 |
12 | 0.658927 | 6.8478 | 0 |
13 | 0.057071 | 0.5931 | 0.277178 |
14 | 0.065094 | 0.6765 | 0.250092 |
15 | 0.118863 | 1.2353 | 0.109707 |
16 | -0.090737 | -0.943 | 0.173902 |
17 | 0.045987 | 0.4779 | 0.316841 |
18 | -0.017358 | -0.1804 | 0.428593 |
19 | 0.011693 | 0.1215 | 0.451755 |
20 | -0.133278 | -1.3851 | 0.084444 |
21 | -0.06438 | -0.6691 | 0.252445 |
22 | 0.002865 | 0.0298 | 0.488151 |
23 | 0.066052 | 0.6864 | 0.246954 |
24 | -0.008659 | -0.09 | 0.464232 |
25 | 0.064117 | 0.6663 | 0.253312 |
26 | -0.081013 | -0.8419 | 0.20085 |
27 | 0.028512 | 0.2963 | 0.383784 |
28 | 0.009613 | 0.0999 | 0.460306 |
29 | 0.002816 | 0.0293 | 0.488354 |
30 | -0.103783 | -1.0785 | 0.141597 |
31 | 0.004584 | 0.0476 | 0.481048 |
32 | 0.056182 | 0.5839 | 0.280264 |
33 | -0.057488 | -0.5974 | 0.275734 |
34 | 0.060432 | 0.628 | 0.265656 |
35 | -0.04249 | -0.4416 | 0.329843 |
36 | -0.13513 | -1.4043 | 0.081548 |
37 | -0.020798 | -0.2161 | 0.414642 |
38 | -0.001557 | -0.0162 | 0.493558 |
39 | 0.001484 | 0.0154 | 0.493862 |
40 | -0.079076 | -0.8218 | 0.206507 |
41 | -0.026781 | -0.2783 | 0.390652 |
42 | -0.116984 | -1.2157 | 0.113368 |
43 | -0.060087 | -0.6244 | 0.266828 |
44 | -0.029148 | -0.3029 | 0.38127 |
45 | -0.024364 | -0.2532 | 0.4003 |
46 | -0.021781 | -0.2264 | 0.410677 |
47 | -0.028897 | -0.3003 | 0.382262 |
48 | -0.064585 | -0.6712 | 0.251768 |