Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.227653 | -4.9616 | 0 |
2 | -0.116247 | -2.5336 | 0.005806 |
3 | 0.09011 | 1.9639 | 0.025063 |
4 | -0.152634 | -3.3266 | 0.000474 |
5 | 0.051248 | 1.1169 | 0.132298 |
6 | -0.22773 | -4.9633 | 0 |
7 | -0.125648 | -2.7384 | 0.003203 |
8 | 0.017159 | 0.374 | 0.354293 |
9 | 0.045957 | 1.0016 | 0.158521 |
10 | -0.192958 | -4.2054 | 1.6e-05 |
11 | 0.109733 | 2.3916 | 0.008582 |
12 | 0.553555 | 12.0644 | 0 |
13 | -0.135928 | -2.9625 | 0.001602 |
14 | 0.065338 | 1.424 | 0.077549 |
15 | -0.035604 | -0.776 | 0.219077 |
16 | -0.15752 | -3.4331 | 0.000325 |
17 | 0.133997 | 2.9204 | 0.001831 |
18 | -0.331765 | -7.2306 | 0 |
19 | -0.047081 | -1.0261 | 0.15268 |
20 | 0.058668 | 1.2786 | 0.100823 |
21 | -0.080625 | -1.7572 | 0.039765 |
22 | -0.104025 | -2.2672 | 0.011914 |
23 | 0.126933 | 2.7664 | 0.002944 |
24 | 0.429748 | 9.3661 | 0 |
25 | -0.041158 | -0.897 | 0.18508 |
26 | 0.073776 | 1.6079 | 0.05426 |
27 | -0.116177 | -2.532 | 0.005831 |
28 | -0.062461 | -1.3613 | 0.087033 |
29 | 0.130641 | 2.8473 | 0.0023 |
30 | -0.433081 | -9.4388 | 0 |
31 | 0.032949 | 0.7181 | 0.236523 |
32 | 0.085049 | 1.8536 | 0.032209 |
33 | -0.19384 | -4.2247 | 1.4e-05 |
34 | 0.039494 | 0.8608 | 0.194902 |
35 | 0.063684 | 1.388 | 0.0829 |
36 | 0.344687 | 7.5123 | 0 |
37 | 0.138356 | 3.0154 | 0.001352 |
38 | -0.074757 | -1.6293 | 0.051958 |
39 | -0.127082 | -2.7697 | 0.002915 |
40 | 0.066022 | 1.4389 | 0.075415 |
41 | 0.020296 | 0.4423 | 0.329221 |
42 | -0.431767 | -9.4101 | 0 |
43 | 0.170472 | 3.7153 | 0.000114 |
44 | -0.078896 | -1.7195 | 0.043087 |
45 | -0.149368 | -3.2554 | 0.000607 |
46 | 0.151594 | 3.3039 | 0.000513 |
47 | -0.089546 | -1.9516 | 0.025786 |
48 | 0.427739 | 9.3224 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.227653 | -4.9616 | 0 |
2 | -0.17726 | -3.8633 | 6.4e-05 |
3 | 0.020254 | 0.4414 | 0.329556 |
4 | -0.157049 | -3.4228 | 0.000337 |
5 | -0.009981 | -0.2175 | 0.413947 |
6 | -0.294186 | -6.4116 | 0 |
7 | -0.288104 | -6.2791 | 0 |
8 | -0.283937 | -6.1883 | 0 |
9 | -0.156524 | -3.4114 | 0.000351 |
10 | -0.533336 | -11.6238 | 0 |
11 | -0.58767 | -12.808 | 0 |
12 | 0.006162 | 0.1343 | 0.446612 |
13 | -0.094895 | -2.0682 | 0.019581 |
14 | 0.05714 | 1.2453 | 0.106812 |
15 | 0.110661 | 2.4118 | 0.008126 |
16 | 0.005395 | 0.1176 | 0.453229 |
17 | 0.103859 | 2.2636 | 0.012026 |
18 | -0.024045 | -0.524 | 0.300246 |
19 | 0.110746 | 2.4137 | 0.008085 |
20 | 0.128083 | 2.7915 | 0.002729 |
21 | 0.178291 | 3.8858 | 5.8e-05 |
22 | 0.035986 | 0.7843 | 0.216627 |
23 | -0.195146 | -4.2531 | 1.3e-05 |
24 | 0.01489 | 0.3245 | 0.372846 |
25 | -0.024697 | -0.5383 | 0.295324 |
26 | 0.033925 | 0.7394 | 0.230021 |
27 | 0.026129 | 0.5695 | 0.284654 |
28 | 0.018458 | 0.4023 | 0.343828 |
29 | 0.168524 | 3.6729 | 0.000134 |
30 | -0.060232 | -1.3127 | 0.094953 |
31 | -0.056386 | -1.2289 | 0.109857 |
32 | 0.092753 | 2.0215 | 0.021893 |
33 | -0.053211 | -1.1597 | 0.123373 |
34 | 0.030207 | 0.6583 | 0.255317 |
35 | -0.094208 | -2.0532 | 0.0203 |
36 | -0.046617 | -1.016 | 0.155072 |
37 | 0.137525 | 2.9973 | 0.001433 |
38 | 0.01684 | 0.367 | 0.356884 |
39 | -0.050609 | -1.103 | 0.135292 |
40 | -0.01892 | -0.4124 | 0.340131 |
41 | 0.089317 | 1.9466 | 0.026084 |
42 | -0.110194 | -2.4016 | 0.008353 |
43 | 0.097052 | 2.1152 | 0.017467 |
44 | 0.103925 | 2.265 | 0.011982 |
45 | -0.066803 | -1.4559 | 0.073034 |
46 | 0.058239 | 1.2693 | 0.102478 |
47 | -0.038531 | -0.8398 | 0.200733 |
48 | -0.003545 | -0.0773 | 0.469223 |