Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.624444 | -5.2617 | 1e-06 |
2 | 0.213239 | 1.7968 | 0.038311 |
3 | -0.111182 | -0.9368 | 0.176008 |
4 | 0.065881 | 0.5551 | 0.290277 |
5 | 0.100716 | 0.8487 | 0.199464 |
6 | -0.183629 | -1.5473 | 0.06312 |
7 | 0.08278 | 0.6975 | 0.243877 |
8 | 0.055849 | 0.4706 | 0.319688 |
9 | -0.079486 | -0.6698 | 0.25259 |
10 | 0.216485 | 1.8241 | 0.03617 |
11 | -0.565182 | -4.7623 | 5e-06 |
12 | 0.739858 | 6.2342 | 0 |
13 | -0.463217 | -3.9031 | 0.000107 |
14 | 0.19636 | 1.6546 | 0.051214 |
15 | -0.124378 | -1.048 | 0.149089 |
16 | 0.067885 | 0.572 | 0.284563 |
17 | 0.073427 | 0.6187 | 0.269045 |
18 | -0.144312 | -1.216 | 0.114008 |
19 | 0.054263 | 0.4572 | 0.324453 |
20 | 0.028374 | 0.2391 | 0.405866 |
21 | -0.052786 | -0.4448 | 0.328916 |
22 | 0.169364 | 1.4271 | 0.078969 |
23 | -0.454928 | -3.8333 | 0.000135 |
24 | 0.572888 | 4.8272 | 4e-06 |
25 | -0.362446 | -3.054 | 0.001589 |
26 | 0.139495 | 1.1754 | 0.121879 |
27 | -0.104883 | -0.8838 | 0.189904 |
28 | 0.070404 | 0.5932 | 0.277456 |
29 | 0.029692 | 0.2502 | 0.401582 |
30 | -0.10729 | -0.904 | 0.184515 |
31 | 0.06185 | 0.5212 | 0.301938 |
32 | -0.005383 | -0.0454 | 0.481975 |
33 | -0.022193 | -0.187 | 0.426096 |
34 | 0.120704 | 1.0171 | 0.156286 |
35 | -0.34776 | -2.9303 | 0.002276 |
36 | 0.401562 | 3.3836 | 0.000584 |
37 | -0.232929 | -1.9627 | 0.0268 |
38 | 0.07712 | 0.6498 | 0.258952 |
39 | -0.070367 | -0.5929 | 0.277559 |
40 | 0.051817 | 0.4366 | 0.331856 |
41 | 0.041798 | 0.3522 | 0.362866 |
42 | -0.090945 | -0.7663 | 0.223013 |
43 | 0.048378 | 0.4076 | 0.342382 |
44 | -0.023327 | -0.1966 | 0.422367 |
45 | 0.00887 | 0.0747 | 0.470316 |
46 | 0.06697 | 0.5643 | 0.287163 |
47 | -0.225983 | -1.9042 | 0.030471 |
48 | 0.236517 | 1.9929 | 0.025057 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.624444 | -5.2617 | 1e-06 |
2 | -0.289625 | -2.4404 | 0.008584 |
3 | -0.215274 | -1.8139 | 0.036957 |
4 | -0.124365 | -1.0479 | 0.149115 |
5 | 0.177264 | 1.4937 | 0.069848 |
6 | 0.024564 | 0.207 | 0.418308 |
7 | -0.075979 | -0.6402 | 0.262047 |
8 | 0.091027 | 0.767 | 0.222809 |
9 | 0.007218 | 0.0608 | 0.475836 |
10 | 0.324306 | 2.7327 | 0.003961 |
11 | -0.485197 | -4.0883 | 5.6e-05 |
12 | 0.298631 | 2.5163 | 0.00706 |
13 | 0.149627 | 1.2608 | 0.105758 |
14 | 0.068265 | 0.5752 | 0.283484 |
15 | 0.036215 | 0.3052 | 0.380572 |
16 | 0.070861 | 0.5971 | 0.276175 |
17 | -0.043846 | -0.3695 | 0.356446 |
18 | -0.026449 | -0.2229 | 0.41214 |
19 | -0.025648 | -0.2161 | 0.41476 |
20 | -0.058551 | -0.4934 | 0.311641 |
21 | -0.016543 | -0.1394 | 0.444766 |
22 | -0.131485 | -1.1079 | 0.13582 |
23 | -0.094858 | -0.7993 | 0.213396 |
24 | 0.032609 | 0.2748 | 0.392145 |
25 | 0.044919 | 0.3785 | 0.353096 |
26 | -0.088676 | -0.7472 | 0.228706 |
27 | -0.033683 | -0.2838 | 0.388687 |
28 | 0.000718 | 0.006 | 0.497595 |
29 | -0.083374 | -0.7025 | 0.242326 |
30 | -0.070238 | -0.5918 | 0.277919 |
31 | 0.040625 | 0.3423 | 0.366563 |
32 | -0.007174 | -0.0604 | 0.475984 |
33 | -0.001317 | -0.0111 | 0.495587 |
34 | -0.026652 | -0.2246 | 0.411479 |
35 | 0.019342 | 0.163 | 0.435499 |
36 | -0.087147 | -0.7343 | 0.232587 |
37 | 0.002385 | 0.0201 | 0.492012 |
38 | -0.050225 | -0.4232 | 0.336714 |
39 | 0.011927 | 0.1005 | 0.460116 |
40 | -0.03617 | -0.3048 | 0.380714 |
41 | 0.042626 | 0.3592 | 0.360265 |
42 | 0.063997 | 0.5392 | 0.295701 |
43 | 0.031253 | 0.2633 | 0.396525 |
44 | -0.025211 | -0.2124 | 0.416189 |
45 | -0.016361 | -0.1379 | 0.445372 |
46 | -0.074468 | -0.6275 | 0.26618 |
47 | -0.007791 | -0.0657 | 0.47392 |
48 | -0.101596 | -0.8561 | 0.19742 |