Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.485868 | -5.0493 | 1e-06 |
2 | 0.369157 | 3.8364 | 0.000105 |
3 | -0.347151 | -3.6077 | 0.000235 |
4 | 0.329737 | 3.4267 | 0.000433 |
5 | -0.278956 | -2.899 | 0.002268 |
6 | 0.228032 | 2.3698 | 0.009787 |
7 | -0.282851 | -2.9395 | 0.002011 |
8 | 0.343521 | 3.57 | 0.000267 |
9 | -0.279131 | -2.9008 | 0.002255 |
10 | 0.303793 | 3.1571 | 0.001033 |
11 | -0.431846 | -4.4879 | 9e-06 |
12 | 0.799243 | 8.306 | 0 |
13 | -0.432945 | -4.4993 | 9e-06 |
14 | 0.322681 | 3.3534 | 0.000551 |
15 | -0.3076 | -3.1967 | 0.000912 |
16 | 0.273062 | 2.8377 | 0.002714 |
17 | -0.208087 | -2.1625 | 0.016393 |
18 | 0.181441 | 1.8856 | 0.031018 |
19 | -0.279234 | -2.9019 | 0.002248 |
20 | 0.294237 | 3.0578 | 0.001406 |
21 | -0.239191 | -2.4857 | 0.00723 |
22 | 0.266012 | 2.7645 | 0.003353 |
23 | -0.356561 | -3.7055 | 0.000167 |
24 | 0.619288 | 6.4358 | 0 |
25 | -0.379535 | -3.9442 | 7.1e-05 |
26 | 0.294233 | 3.0578 | 0.001406 |
27 | -0.296074 | -3.0769 | 0.001325 |
28 | 0.215248 | 2.2369 | 0.013673 |
29 | -0.168367 | -1.7497 | 0.041504 |
30 | 0.118031 | 1.2266 | 0.111318 |
31 | -0.262856 | -2.7317 | 0.003681 |
32 | 0.237786 | 2.4711 | 0.007515 |
33 | -0.208566 | -2.1675 | 0.016197 |
34 | 0.238341 | 2.4769 | 0.007402 |
35 | -0.294648 | -3.0621 | 0.001387 |
36 | 0.435545 | 4.5263 | 8e-06 |
37 | -0.327912 | -3.4078 | 0.000461 |
38 | 0.271022 | 2.8165 | 0.002886 |
39 | -0.271958 | -2.8263 | 0.002806 |
40 | 0.154598 | 1.6066 | 0.055527 |
41 | -0.114894 | -1.194 | 0.117544 |
42 | 0.070455 | 0.7322 | 0.23282 |
43 | -0.195708 | -2.0339 | 0.022208 |
44 | 0.156951 | 1.6311 | 0.052892 |
45 | -0.16872 | -1.7534 | 0.041186 |
46 | 0.186134 | 1.9344 | 0.027843 |
47 | -0.233443 | -2.426 | 0.008461 |
48 | 0.251584 | 2.6145 | 0.005105 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.485868 | -5.0493 | 1e-06 |
2 | 0.174217 | 1.8105 | 0.036498 |
3 | -0.154427 | -1.6048 | 0.055724 |
4 | 0.11523 | 1.1975 | 0.116866 |
5 | -0.041832 | -0.4347 | 0.332314 |
6 | 0.005837 | 0.0607 | 0.475873 |
7 | -0.125226 | -1.3014 | 0.097947 |
8 | 0.160911 | 1.6722 | 0.048686 |
9 | -0.0123 | -0.1278 | 0.449263 |
10 | 0.094655 | 0.9837 | 0.163736 |
11 | -0.242377 | -2.5189 | 0.006619 |
12 | 0.707798 | 7.3557 | 0 |
13 | 0.178619 | 1.8563 | 0.033071 |
14 | -0.184464 | -1.917 | 0.02894 |
15 | 0.126787 | 1.3176 | 0.095212 |
16 | -0.011431 | -0.1188 | 0.452829 |
17 | 0.0607 | 0.6308 | 0.264749 |
18 | -0.018909 | -0.1965 | 0.42229 |
19 | -0.104704 | -1.0881 | 0.139483 |
20 | -0.090965 | -0.9453 | 0.1733 |
21 | -0.078056 | -0.8112 | 0.209522 |
22 | 0.055708 | 0.5789 | 0.281919 |
23 | 0.075384 | 0.7834 | 0.217548 |
24 | -0.08848 | -0.9195 | 0.179939 |
25 | -0.062608 | -0.6506 | 0.258331 |
26 | 0.079683 | 0.8281 | 0.204722 |
27 | -0.032334 | -0.336 | 0.368752 |
28 | -0.066166 | -0.6876 | 0.246583 |
29 | -0.025705 | -0.2671 | 0.394937 |
30 | -0.138913 | -1.4436 | 0.07587 |
31 | -0.077621 | -0.8067 | 0.210817 |
32 | -0.026443 | -0.2748 | 0.391998 |
33 | -0.027527 | -0.2861 | 0.387685 |
34 | -0.007627 | -0.0793 | 0.468487 |
35 | -0.023698 | -0.2463 | 0.402969 |
36 | -0.131148 | -1.3629 | 0.08787 |
37 | -0.045154 | -0.4692 | 0.319919 |
38 | 0.082801 | 0.8605 | 0.195711 |
39 | 0.02419 | 0.2514 | 0.400996 |
40 | -0.099559 | -1.0346 | 0.151572 |
41 | 0.026141 | 0.2717 | 0.393198 |
42 | 0.047515 | 0.4938 | 0.311228 |
43 | 0.097883 | 1.0172 | 0.15566 |
44 | -0.018081 | -0.1879 | 0.425652 |
45 | -0.008751 | -0.0909 | 0.463852 |
46 | -0.05287 | -0.5494 | 0.291917 |
47 | -0.05692 | -0.5915 | 0.277702 |
48 | -0.098225 | -1.0208 | 0.154819 |