Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.528223 | -6.8261 | 0 |
2 | 0.234117 | 3.0255 | 0.001438 |
3 | -0.050322 | -0.6503 | 0.258193 |
4 | -0.164367 | -2.1241 | 0.017567 |
5 | 0.176609 | 2.2823 | 0.011867 |
6 | -0.271277 | -3.5057 | 0.000292 |
7 | 0.18623 | 2.4066 | 0.008596 |
8 | -0.224158 | -2.8968 | 0.002138 |
9 | 0.031849 | 0.4116 | 0.340589 |
10 | 0.237546 | 3.0698 | 0.00125 |
11 | -0.454153 | -5.8689 | 0 |
12 | 0.73099 | 9.4465 | 0 |
13 | -0.490634 | -6.3404 | 0 |
14 | 0.258283 | 3.3378 | 0.000521 |
15 | -0.002645 | -0.0342 | 0.486386 |
16 | -0.132247 | -1.709 | 0.044654 |
17 | 0.161963 | 2.093 | 0.018929 |
18 | -0.306904 | -3.9661 | 5.4e-05 |
19 | 0.163194 | 2.1089 | 0.018221 |
20 | -0.185464 | -2.3967 | 0.008823 |
21 | 0.020873 | 0.2697 | 0.393845 |
22 | 0.240683 | 3.1103 | 0.001099 |
23 | -0.425493 | -5.4986 | 0 |
24 | 0.681873 | 8.8117 | 0 |
25 | -0.471598 | -6.0944 | 0 |
26 | 0.25726 | 3.3245 | 0.000544 |
27 | 0.002459 | 0.0318 | 0.487345 |
28 | -0.143534 | -1.8549 | 0.032689 |
29 | 0.148265 | 1.916 | 0.028536 |
30 | -0.255878 | -3.3067 | 0.000578 |
31 | 0.160337 | 2.072 | 0.019901 |
32 | -0.199863 | -2.5828 | 0.005329 |
33 | 0.05964 | 0.7707 | 0.220981 |
34 | 0.162158 | 2.0955 | 0.018816 |
35 | -0.405992 | -5.2466 | 0 |
36 | 0.656485 | 8.4837 | 0 |
37 | -0.398892 | -5.1548 | 0 |
38 | 0.225297 | 2.9115 | 0.002044 |
39 | -0.024661 | -0.3187 | 0.375182 |
40 | -0.13419 | -1.7341 | 0.042371 |
41 | 0.121373 | 1.5685 | 0.05933 |
42 | -0.213188 | -2.755 | 0.00326 |
43 | 0.150307 | 1.9424 | 0.026886 |
44 | -0.185184 | -2.3931 | 0.008908 |
45 | 0.028383 | 0.3668 | 0.357122 |
46 | 0.147882 | 1.9111 | 0.028856 |
47 | -0.357062 | -4.6143 | 4e-06 |
48 | 0.601537 | 7.7736 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.528223 | -6.8261 | 0 |
2 | -0.06228 | -0.8048 | 0.211031 |
3 | 0.067041 | 0.8664 | 0.193767 |
4 | -0.211493 | -2.7331 | 0.003475 |
5 | -0.020414 | -0.2638 | 0.396128 |
6 | -0.206531 | -2.669 | 0.004179 |
7 | -0.075456 | -0.9751 | 0.16546 |
8 | -0.239058 | -3.0893 | 0.001175 |
9 | -0.273923 | -3.5399 | 0.000259 |
10 | 0.151271 | 1.9549 | 0.026135 |
11 | -0.414258 | -5.3534 | 0 |
12 | 0.453293 | 5.8578 | 0 |
13 | -0.003783 | -0.0489 | 0.480532 |
14 | -0.008879 | -0.1147 | 0.454392 |
15 | 0.208332 | 2.6922 | 0.00391 |
16 | 0.065159 | 0.842 | 0.200485 |
17 | 0.060041 | 0.7759 | 0.219451 |
18 | -0.041328 | -0.5341 | 0.296999 |
19 | -0.181905 | -2.3507 | 0.009952 |
20 | 0.026464 | 0.342 | 0.366394 |
21 | -0.140942 | -1.8214 | 0.035169 |
22 | -0.006687 | -0.0864 | 0.465622 |
23 | -0.065105 | -0.8413 | 0.200679 |
24 | 0.187707 | 2.4257 | 0.008172 |
25 | 0.036529 | 0.4721 | 0.318752 |
26 | -0.029587 | -0.3823 | 0.351344 |
27 | 0.105291 | 1.3607 | 0.087728 |
28 | 0.023854 | 0.3083 | 0.379135 |
29 | -0.055482 | -0.717 | 0.237191 |
30 | 0.109253 | 1.4119 | 0.079926 |
31 | -0.031855 | -0.4117 | 0.340559 |
32 | -0.043149 | -0.5576 | 0.288928 |
33 | 0.100634 | 1.3005 | 0.097616 |
34 | -0.126695 | -1.6373 | 0.05173 |
35 | -0.103617 | -1.339 | 0.091191 |
36 | 0.113719 | 1.4696 | 0.071779 |
37 | 0.098297 | 1.2703 | 0.102877 |
38 | 0.002849 | 0.0368 | 0.485338 |
39 | -0.066485 | -0.8592 | 0.195736 |
40 | -0.013552 | -0.1751 | 0.430595 |
41 | -0.039192 | -0.5065 | 0.306597 |
42 | -0.010414 | -0.1346 | 0.446552 |
43 | -0.012138 | -0.1569 | 0.437774 |
44 | 0.027005 | 0.349 | 0.36377 |
45 | -0.055128 | -0.7124 | 0.238601 |
46 | -0.114003 | -1.4732 | 0.071283 |
47 | -0.063791 | -0.8244 | 0.205455 |
48 | 0.05002 | 0.6464 | 0.259452 |