Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.506177 | -8.2088 | 0 |
2 | 0.020534 | 0.333 | 0.369699 |
3 | 0.114737 | 1.8607 | 0.03195 |
4 | -0.246181 | -3.9924 | 4.2e-05 |
5 | 0.230208 | 3.7333 | 0.000116 |
6 | -0.165454 | -2.6832 | 0.003877 |
7 | 0.042588 | 0.6907 | 0.245194 |
8 | 0.103505 | 1.6786 | 0.047212 |
9 | -0.200313 | -3.2485 | 0.000655 |
10 | 0.212409 | 3.4447 | 0.000333 |
11 | -0.193788 | -3.1427 | 0.000933 |
12 | 0.093023 | 1.5086 | 0.066303 |
13 | 0.113158 | 1.8351 | 0.033809 |
14 | -0.284778 | -4.6183 | 3e-06 |
15 | 0.223284 | 3.6211 | 0.000176 |
16 | -0.134962 | -2.1887 | 0.014748 |
17 | 0.117546 | 1.9063 | 0.028853 |
18 | -0.009786 | -0.1587 | 0.437014 |
19 | -0.088468 | -1.4347 | 0.076279 |
20 | 0.195165 | 3.165 | 0.000867 |
21 | -0.215621 | -3.4968 | 0.000276 |
22 | 0.067647 | 1.0971 | 0.136811 |
23 | 0.053216 | 0.863 | 0.194455 |
24 | -0.179253 | -2.907 | 0.00198 |
25 | 0.320512 | 5.1978 | 0 |
26 | -0.300056 | -4.8661 | 1e-06 |
27 | 0.146433 | 2.3747 | 0.009139 |
28 | 0.060494 | 0.9811 | 0.163734 |
29 | -0.15923 | -2.5823 | 0.005178 |
30 | 0.141897 | 2.3012 | 0.011082 |
31 | -0.147847 | -2.3977 | 0.008598 |
32 | 0.110183 | 1.7869 | 0.037556 |
33 | -0.015537 | -0.252 | 0.400631 |
34 | -0.11423 | -1.8525 | 0.032537 |
35 | 0.180501 | 2.9272 | 0.00186 |
36 | -0.157537 | -2.5548 | 0.005594 |
37 | 0.129763 | 2.1044 | 0.018147 |
38 | -0.054994 | -0.8919 | 0.186642 |
39 | -0.119794 | -1.9427 | 0.026558 |
40 | 0.201724 | 3.2714 | 0.000607 |
41 | -0.173833 | -2.8191 | 0.002591 |
42 | 0.070839 | 1.1488 | 0.125839 |
43 | 0.003367 | 0.0546 | 0.478248 |
44 | 0.028457 | 0.4615 | 0.322413 |
45 | 0.0759 | 1.2309 | 0.109733 |
46 | -0.135793 | -2.2022 | 0.01426 |
47 | 0.141885 | 2.301 | 0.011087 |
48 | -0.077743 | -1.2608 | 0.104253 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.506177 | -8.2088 | 0 |
2 | -0.316867 | -5.1387 | 0 |
3 | -0.047776 | -0.7748 | 0.21958 |
4 | -0.277101 | -4.4938 | 5e-06 |
5 | -0.040855 | -0.6625 | 0.2541 |
6 | -0.162598 | -2.6369 | 0.004432 |
7 | -0.113012 | -1.8328 | 0.033985 |
8 | -0.005319 | -0.0863 | 0.465665 |
9 | -0.148615 | -2.4101 | 0.008317 |
10 | 0.00652 | 0.1057 | 0.457933 |
11 | -0.164193 | -2.6628 | 0.004114 |
12 | -0.06407 | -1.039 | 0.149869 |
13 | 0.064289 | 1.0426 | 0.149047 |
14 | -0.180871 | -2.9332 | 0.001825 |
15 | -0.123226 | -1.9984 | 0.023352 |
16 | -0.186731 | -3.0283 | 0.001352 |
17 | 0.011549 | 0.1873 | 0.425785 |
18 | -0.089307 | -1.4483 | 0.07436 |
19 | -0.051129 | -0.8292 | 0.203881 |
20 | 0.064651 | 1.0485 | 0.147693 |
21 | -0.0597 | -0.9682 | 0.166923 |
22 | -0.07173 | -1.1633 | 0.122889 |
23 | -0.057417 | -0.9311 | 0.176318 |
24 | -0.166161 | -2.6947 | 0.00375 |
25 | 0.080634 | 1.3077 | 0.096065 |
26 | -0.120745 | -1.9582 | 0.025634 |
27 | 0.002331 | 0.0378 | 0.484938 |
28 | 0.025769 | 0.4179 | 0.338177 |
29 | 0.037826 | 0.6134 | 0.27006 |
30 | -0.042875 | -0.6953 | 0.243736 |
31 | -0.03009 | -0.488 | 0.312987 |
32 | 0.024051 | 0.39 | 0.348411 |
33 | -0.038243 | -0.6202 | 0.267831 |
34 | -0.035096 | -0.5692 | 0.284868 |
35 | -0.030125 | -0.4885 | 0.312787 |
36 | -0.065128 | -1.0562 | 0.145923 |
37 | 0.029415 | 0.477 | 0.316866 |
38 | -0.078375 | -1.271 | 0.10242 |
39 | -0.087347 | -1.4165 | 0.078901 |
40 | -0.08539 | -1.3848 | 0.083646 |
41 | -0.081359 | -1.3194 | 0.094089 |
42 | -0.165039 | -2.6765 | 0.003954 |
43 | -0.178833 | -2.9002 | 0.002022 |
44 | -0.042304 | -0.6861 | 0.246641 |
45 | -0.074049 | -1.2009 | 0.11544 |
46 | -0.025544 | -0.4143 | 0.33951 |
47 | 0.071466 | 1.159 | 0.123756 |
48 | 0.016377 | 0.2656 | 0.395378 |