Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.393421 | -3.8346 | 0.000113 |
2 | -0.185935 | -1.8123 | 0.036552 |
3 | 0.283916 | 2.7673 | 0.003398 |
4 | -0.139211 | -1.3569 | 0.089021 |
5 | 0.00885 | 0.0863 | 0.465719 |
6 | -0.142209 | -1.3861 | 0.084483 |
7 | 0.006734 | 0.0656 | 0.473904 |
8 | -0.130182 | -1.2689 | 0.103796 |
9 | 0.263258 | 2.5659 | 0.005927 |
10 | -0.143458 | -1.3983 | 0.082646 |
11 | -0.364141 | -3.5492 | 0.000301 |
12 | 0.850907 | 8.2936 | 0 |
13 | -0.325844 | -3.1759 | 0.001007 |
14 | -0.174817 | -1.7039 | 0.045834 |
15 | 0.26719 | 2.6042 | 0.005343 |
16 | -0.136045 | -1.326 | 0.094009 |
17 | 0.025261 | 0.2462 | 0.403025 |
18 | -0.107444 | -1.0472 | 0.148823 |
19 | -0.021409 | -0.2087 | 0.417578 |
20 | -0.104331 | -1.0169 | 0.155893 |
21 | 0.228776 | 2.2298 | 0.014057 |
22 | -0.133212 | -1.2984 | 0.098649 |
23 | -0.307272 | -2.9949 | 0.00175 |
24 | 0.710472 | 6.9248 | 0 |
25 | -0.26901 | -2.622 | 0.005091 |
26 | -0.136106 | -1.3266 | 0.09391 |
27 | 0.225112 | 2.1941 | 0.015333 |
28 | -0.103521 | -1.009 | 0.157769 |
29 | 0.003811 | 0.0371 | 0.485225 |
30 | -0.085868 | -0.8369 | 0.202365 |
31 | -0.018176 | -0.1772 | 0.42988 |
32 | -0.086797 | -0.846 | 0.199841 |
33 | 0.179369 | 1.7483 | 0.041824 |
34 | -0.098176 | -0.9569 | 0.170524 |
35 | -0.2597 | -2.5312 | 0.006504 |
36 | 0.578081 | 5.6344 | 0 |
37 | -0.213465 | -2.0806 | 0.020081 |
38 | -0.115471 | -1.1255 | 0.131612 |
39 | 0.19483 | 1.899 | 0.030301 |
40 | -0.083212 | -0.8111 | 0.209682 |
41 | 0.008746 | 0.0852 | 0.466123 |
42 | -0.083958 | -0.8183 | 0.207612 |
43 | -0.003619 | -0.0353 | 0.485969 |
44 | -0.059418 | -0.5791 | 0.281935 |
45 | 0.117879 | 1.1489 | 0.126732 |
46 | -0.080052 | -0.7803 | 0.218591 |
47 | -0.20836 | -2.0308 | 0.022533 |
48 | 0.476622 | 4.6455 | 5e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.393421 | -3.8346 | 0.000113 |
2 | -0.403109 | -3.929 | 8.1e-05 |
3 | 0.032047 | 0.3124 | 0.377727 |
4 | -0.06393 | -0.6231 | 0.267351 |
5 | 0.035369 | 0.3447 | 0.365528 |
6 | -0.273567 | -2.6664 | 0.004506 |
7 | -0.223922 | -2.1825 | 0.015768 |
8 | -0.507216 | -4.9437 | 2e-06 |
9 | 0.021459 | 0.2092 | 0.417385 |
10 | -0.215618 | -2.1016 | 0.019118 |
11 | -0.749693 | -7.3071 | 0 |
12 | 0.258209 | 2.5167 | 0.006761 |
13 | -0.024386 | -0.2377 | 0.406318 |
14 | 0.033316 | 0.3247 | 0.373054 |
15 | -0.102793 | -1.0019 | 0.159467 |
16 | -0.111344 | -1.0852 | 0.140279 |
17 | -0.084768 | -0.8262 | 0.205375 |
18 | 0.065296 | 0.6364 | 0.263016 |
19 | -0.039637 | -0.3863 | 0.350056 |
20 | 0.052432 | 0.511 | 0.305253 |
21 | -0.043453 | -0.4235 | 0.336433 |
22 | -0.127439 | -1.2421 | 0.108625 |
23 | -0.022841 | -0.2226 | 0.412152 |
24 | -0.072608 | -0.7077 | 0.240435 |
25 | -0.054416 | -0.5304 | 0.298541 |
26 | 0.054318 | 0.5294 | 0.298872 |
27 | -0.075714 | -0.738 | 0.231177 |
28 | 0.087428 | 0.8521 | 0.19814 |
29 | -0.08795 | -0.8572 | 0.196738 |
30 | -0.110675 | -1.0787 | 0.141721 |
31 | -0.027954 | -0.2725 | 0.392931 |
32 | 0.020959 | 0.2043 | 0.419283 |
33 | -0.103147 | -1.0054 | 0.15864 |
34 | 0.057166 | 0.5572 | 0.289355 |
35 | -0.075395 | -0.7349 | 0.232117 |
36 | -0.0646 | -0.6296 | 0.265221 |
37 | -0.046957 | -0.4577 | 0.324114 |
38 | -0.129753 | -1.2647 | 0.104541 |
39 | -0.044627 | -0.435 | 0.332285 |
40 | -0.089235 | -0.8698 | 0.193314 |
41 | -0.045208 | -0.4406 | 0.330239 |
42 | -0.072869 | -0.7102 | 0.239647 |
43 | -0.06101 | -0.5946 | 0.276746 |
44 | -0.022034 | -0.2148 | 0.415205 |
45 | -0.03313 | -0.3229 | 0.373735 |
46 | -0.12979 | -1.265 | 0.104477 |
47 | -0.067296 | -0.6559 | 0.256731 |
48 | -0.010988 | -0.1071 | 0.457468 |