Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.358209 | -5.6751 | 0 |
2 | -0.178677 | -2.8308 | 0.00251 |
3 | -0.12244 | -1.9398 | 0.026761 |
4 | -0.025636 | -0.4062 | 0.342488 |
5 | 0.509775 | 8.0764 | 0 |
6 | -0.250266 | -3.965 | 4.8e-05 |
7 | -0.133745 | -2.1189 | 0.01754 |
8 | -0.113498 | -1.7981 | 0.036678 |
9 | 0.08577 | 1.3589 | 0.087706 |
10 | 0.381144 | 6.0385 | 0 |
11 | -0.264704 | -4.1937 | 1.9e-05 |
12 | -0.09876 | -1.5646 | 0.059463 |
13 | -0.087937 | -1.3932 | 0.082399 |
14 | 0.150705 | 2.3876 | 0.008849 |
15 | 0.203819 | 3.2291 | 0.000704 |
16 | -0.18823 | -2.9821 | 0.001572 |
17 | -0.077825 | -1.233 | 0.109368 |
18 | -0.052884 | -0.8378 | 0.201458 |
19 | 0.169948 | 2.6925 | 0.003785 |
20 | 0.118062 | 1.8704 | 0.031293 |
21 | -0.176933 | -2.8032 | 0.002728 |
22 | -0.04409 | -0.6985 | 0.24275 |
23 | -0.07126 | -1.129 | 0.129996 |
24 | 0.234508 | 3.7153 | 0.000125 |
25 | 0.023101 | 0.366 | 0.357343 |
26 | -0.157865 | -2.5011 | 0.00651 |
27 | -0.012988 | -0.2058 | 0.418572 |
28 | -0.078803 | -1.2485 | 0.106511 |
29 | 0.205394 | 3.2541 | 0.000647 |
30 | 0.030956 | 0.4904 | 0.312128 |
31 | -0.137708 | -2.1817 | 0.01503 |
32 | -0.075593 | -1.1976 | 0.116096 |
33 | 0.06312 | 1 | 0.159136 |
34 | 0.123614 | 1.9584 | 0.025644 |
35 | -0.003095 | -0.049 | 0.480466 |
36 | -0.145867 | -2.311 | 0.010823 |
37 | -0.020859 | -0.3305 | 0.370658 |
38 | 0.055636 | 0.8814 | 0.18946 |
39 | 0.107994 | 1.711 | 0.044163 |
40 | -0.007788 | -0.1234 | 0.450947 |
41 | -0.136956 | -2.1698 | 0.015481 |
42 | 0.025057 | 0.397 | 0.34586 |
43 | 0.00704 | 0.1115 | 0.455643 |
44 | 0.123969 | 1.964 | 0.025314 |
45 | -0.067313 | -1.0664 | 0.143625 |
46 | -0.065178 | -1.0326 | 0.151389 |
47 | -0.015958 | -0.2528 | 0.400308 |
48 | 0.045507 | 0.721 | 0.2358 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.358209 | -5.6751 | 0 |
2 | -0.35218 | -5.5796 | 0 |
3 | -0.43891 | -6.9536 | 0 |
4 | -0.587212 | -9.3032 | 0 |
5 | 0.05255 | 0.8325 | 0.202947 |
6 | -0.005883 | -0.0932 | 0.46291 |
7 | 0.015588 | 0.247 | 0.402573 |
8 | -0.134527 | -2.1313 | 0.017018 |
9 | -0.222152 | -3.5195 | 0.000257 |
10 | 0.024971 | 0.3956 | 0.346361 |
11 | -0.004955 | -0.0785 | 0.468745 |
12 | 0.043588 | 0.6906 | 0.245239 |
13 | -0.039419 | -0.6245 | 0.266428 |
14 | -0.05993 | -0.9495 | 0.171649 |
15 | -0.120269 | -1.9054 | 0.028935 |
16 | -0.063689 | -1.009 | 0.156966 |
17 | -0.019884 | -0.315 | 0.376503 |
18 | -0.013097 | -0.2075 | 0.417898 |
19 | 0.009482 | 0.1502 | 0.440354 |
20 | 0.033237 | 0.5266 | 0.299476 |
21 | 0.019338 | 0.3064 | 0.379791 |
22 | 0.065217 | 1.0332 | 0.151245 |
23 | -0.052569 | -0.8328 | 0.202862 |
24 | 0.072632 | 1.1507 | 0.125474 |
25 | 0.082548 | 1.3078 | 0.096067 |
26 | 0.063737 | 1.0098 | 0.156786 |
27 | 0.114672 | 1.8167 | 0.035225 |
28 | -0.022309 | -0.3534 | 0.362029 |
29 | -0.093808 | -1.4862 | 0.069241 |
30 | -0.01324 | -0.2098 | 0.417013 |
31 | 0.035707 | 0.5657 | 0.286052 |
32 | -0.065052 | -1.0306 | 0.151857 |
33 | 0.110053 | 1.7436 | 0.04123 |
34 | 0.004166 | 0.066 | 0.473714 |
35 | 0.019709 | 0.3122 | 0.377557 |
36 | -0.068747 | -1.0892 | 0.138563 |
37 | -0.036264 | -0.5745 | 0.283064 |
38 | -0.055603 | -0.8809 | 0.189605 |
39 | -0.037278 | -0.5906 | 0.277659 |
40 | -0.012682 | -0.2009 | 0.420461 |
41 | -0.02375 | -0.3763 | 0.353515 |
42 | 0.068396 | 1.0836 | 0.139791 |
43 | -0.086807 | -1.3753 | 0.085136 |
44 | 0.007885 | 0.1249 | 0.450345 |
45 | -0.064711 | -1.0252 | 0.153124 |
46 | 0.050946 | 0.8071 | 0.210176 |
47 | -0.021422 | -0.3394 | 0.367303 |
48 | 0.007423 | 0.1176 | 0.453241 |