Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.526715 | -4.7986 | 3e-06 |
2 | -0.024961 | -0.2274 | 0.410334 |
3 | 0.297415 | 2.7096 | 0.004091 |
4 | -0.310849 | -2.832 | 0.002902 |
5 | 0.038647 | 0.3521 | 0.36283 |
6 | 0.106104 | 0.9667 | 0.168262 |
7 | -0.121776 | -1.1094 | 0.135225 |
8 | -0.152745 | -1.3916 | 0.083885 |
9 | 0.289003 | 2.6329 | 0.005047 |
10 | -0.130746 | -1.1912 | 0.118494 |
11 | -0.241446 | -2.1997 | 0.015305 |
12 | 0.608457 | 5.5433 | 0 |
13 | -0.415504 | -3.7854 | 0.000145 |
14 | 0.114506 | 1.0432 | 0.149942 |
15 | 0.166287 | 1.515 | 0.066792 |
16 | -0.269709 | -2.4572 | 0.008043 |
17 | 0.119322 | 1.0871 | 0.140075 |
18 | -0.079389 | -0.7233 | 0.235774 |
19 | -0.000563 | -0.0051 | 0.497961 |
20 | -0.060471 | -0.5509 | 0.291585 |
21 | 0.09202 | 0.8383 | 0.202124 |
22 | 0.021342 | 0.1944 | 0.423154 |
23 | -0.207111 | -1.8869 | 0.031337 |
24 | 0.38525 | 3.5098 | 0.000364 |
25 | -0.206325 | -1.8797 | 0.031828 |
26 | 0.056038 | 0.5105 | 0.305518 |
27 | 0.040066 | 0.365 | 0.358014 |
28 | -0.079393 | -0.7233 | 0.235764 |
29 | -0.002828 | -0.0258 | 0.489753 |
30 | -0.045014 | -0.4101 | 0.341397 |
31 | 0.057224 | 0.5213 | 0.301761 |
32 | -0.127021 | -1.1572 | 0.125252 |
33 | 0.087615 | 0.7982 | 0.213513 |
34 | 0.079083 | 0.7205 | 0.236626 |
35 | -0.217645 | -1.9828 | 0.025346 |
36 | 0.268831 | 2.4492 | 0.008212 |
37 | -0.03894 | -0.3548 | 0.361834 |
38 | -0.06708 | -0.6111 | 0.271393 |
39 | 0.030621 | 0.279 | 0.390481 |
40 | 0.025142 | 0.2291 | 0.409693 |
41 | -0.102514 | -0.9339 | 0.176521 |
42 | 0.033558 | 0.3057 | 0.38029 |
43 | 0.069859 | 0.6364 | 0.263119 |
44 | -0.185431 | -1.6894 | 0.047452 |
45 | 0.105509 | 0.9612 | 0.169615 |
46 | 0.102595 | 0.9347 | 0.17633 |
47 | -0.236377 | -2.1535 | 0.01709 |
48 | 0.239892 | 2.1855 | 0.015834 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.526715 | -4.7986 | 3e-06 |
2 | -0.41849 | -3.8126 | 0.000132 |
3 | 0.097884 | 0.8918 | 0.187549 |
4 | -0.098058 | -0.8934 | 0.187126 |
5 | -0.198466 | -1.8081 | 0.037106 |
6 | -0.140494 | -1.28 | 0.102062 |
7 | -0.071257 | -0.6492 | 0.259005 |
8 | -0.423621 | -3.8594 | 0.000112 |
9 | -0.194221 | -1.7694 | 0.040247 |
10 | -0.08416 | -0.7667 | 0.222707 |
11 | -0.566709 | -5.163 | 1e-06 |
12 | -0.020615 | -0.1878 | 0.42574 |
13 | -0.06176 | -0.5627 | 0.28759 |
14 | 0.065095 | 0.593 | 0.277381 |
15 | -0.040746 | -0.3712 | 0.355714 |
16 | 0.062746 | 0.5716 | 0.284553 |
17 | 0.16169 | 1.4731 | 0.072258 |
18 | -0.223825 | -2.0391 | 0.022309 |
19 | -0.075821 | -0.6908 | 0.245821 |
20 | 0.09074 | 0.8267 | 0.205393 |
21 | -0.135546 | -1.2349 | 0.11018 |
22 | 0.024568 | 0.2238 | 0.41172 |
23 | -0.07388 | -0.6731 | 0.251384 |
24 | -0.031834 | -0.29 | 0.38626 |
25 | 0.032634 | 0.2973 | 0.383485 |
26 | 0.053574 | 0.4881 | 0.31339 |
27 | -0.047541 | -0.4331 | 0.333025 |
28 | 0.044592 | 0.4063 | 0.3428 |
29 | -0.084219 | -0.7673 | 0.222549 |
30 | 0.083318 | 0.7591 | 0.224983 |
31 | 0.012185 | 0.111 | 0.455938 |
32 | 0.035435 | 0.3228 | 0.373819 |
33 | 0.046515 | 0.4238 | 0.336415 |
34 | -0.013247 | -0.1207 | 0.452115 |
35 | 0.005738 | 0.0523 | 0.479218 |
36 | -0.159301 | -1.4513 | 0.075233 |
37 | 0.03925 | 0.3576 | 0.360782 |
38 | 0.069168 | 0.6302 | 0.265164 |
39 | -0.205789 | -1.8748 | 0.032167 |
40 | -0.062973 | -0.5737 | 0.283857 |
41 | -0.036708 | -0.3344 | 0.36945 |
42 | -0.018152 | -0.1654 | 0.434525 |
43 | 0.047819 | 0.4357 | 0.332109 |
44 | 0.040991 | 0.3734 | 0.354883 |
45 | -0.008181 | -0.0745 | 0.470384 |
46 | -0.010028 | -0.0914 | 0.463714 |
47 | -0.059064 | -0.5381 | 0.295973 |
48 | 0.063052 | 0.5744 | 0.283616 |