Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.208239 | -2.84 | 0.002507 |
2 | -0.233893 | -3.1899 | 0.000835 |
3 | 0.050988 | 0.6954 | 0.243842 |
4 | 0.18205 | 2.4828 | 0.00696 |
5 | 0.008732 | 0.1191 | 0.452666 |
6 | -0.522238 | -7.1224 | 0 |
7 | 0.006219 | 0.0848 | 0.466252 |
8 | 0.184775 | 2.52 | 0.006288 |
9 | 0.016838 | 0.2296 | 0.409313 |
10 | -0.226165 | -3.0845 | 0.001175 |
11 | -0.078865 | -1.0756 | 0.141755 |
12 | 0.686078 | 9.3569 | 0 |
13 | -0.105039 | -1.4325 | 0.076834 |
14 | -0.2122 | -2.894 | 0.002129 |
15 | 0.064201 | 0.8756 | 0.191193 |
16 | 0.188768 | 2.5745 | 0.005409 |
17 | -0.046521 | -0.6345 | 0.263278 |
18 | -0.468631 | -6.3913 | 0 |
19 | 0.072231 | 0.9851 | 0.162926 |
20 | 0.093317 | 1.2727 | 0.102361 |
21 | 0.018144 | 0.2475 | 0.402414 |
22 | -0.186831 | -2.548 | 0.005821 |
23 | -0.061368 | -0.837 | 0.201847 |
24 | 0.61602 | 8.4014 | 0 |
25 | -0.092137 | -1.2566 | 0.10524 |
26 | -0.184869 | -2.5213 | 0.006266 |
27 | 0.056241 | 0.767 | 0.222021 |
28 | 0.137511 | 1.8754 | 0.031152 |
29 | -0.057105 | -0.7788 | 0.218542 |
30 | -0.351307 | -4.7912 | 2e-06 |
31 | 0.016899 | 0.2305 | 0.408989 |
32 | 0.070196 | 0.9573 | 0.169817 |
33 | 0.051523 | 0.7027 | 0.241567 |
34 | -0.172129 | -2.3475 | 0.009975 |
35 | -0.05862 | -0.7995 | 0.212517 |
36 | 0.545296 | 7.4368 | 0 |
37 | -0.088716 | -1.2099 | 0.113923 |
38 | -0.124934 | -1.7039 | 0.045037 |
39 | 0.020714 | 0.2825 | 0.388934 |
40 | 0.127343 | 1.7367 | 0.042045 |
41 | -0.034809 | -0.4747 | 0.317767 |
42 | -0.361683 | -4.9327 | 1e-06 |
43 | 0.078176 | 1.0662 | 0.143862 |
44 | 0.010306 | 0.1406 | 0.444188 |
45 | 0.036588 | 0.499 | 0.309184 |
46 | -0.114463 | -1.5611 | 0.060104 |
47 | -0.052645 | -0.718 | 0.236836 |
48 | 0.45031 | 6.1414 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.208239 | -2.84 | 0.002507 |
2 | -0.289824 | -3.9527 | 5.5e-05 |
3 | -0.082379 | -1.1235 | 0.131338 |
4 | 0.122763 | 1.6743 | 0.047879 |
5 | 0.10357 | 1.4125 | 0.079736 |
6 | -0.486631 | -6.6368 | 0 |
7 | -0.350313 | -4.7776 | 2e-06 |
8 | -0.220146 | -3.0024 | 0.001523 |
9 | -0.018564 | -0.2532 | 0.400202 |
10 | -0.127103 | -1.7335 | 0.042336 |
11 | -0.327237 | -4.4629 | 7e-06 |
12 | 0.39863 | 5.4366 | 0 |
13 | 0.159792 | 2.1793 | 0.015284 |
14 | 0.061298 | 0.836 | 0.202117 |
15 | 0.040153 | 0.5476 | 0.292306 |
16 | 0.046478 | 0.6339 | 0.263471 |
17 | -0.062408 | -0.8511 | 0.197897 |
18 | -0.107077 | -1.4603 | 0.072942 |
19 | 0.076637 | 1.0452 | 0.148647 |
20 | -0.117644 | -1.6045 | 0.055155 |
21 | -0.02075 | -0.283 | 0.388746 |
22 | 0.026383 | 0.3598 | 0.359699 |
23 | -0.120118 | -1.6382 | 0.051536 |
24 | 0.15899 | 2.1683 | 0.015701 |
25 | 0.122469 | 1.6703 | 0.048275 |
26 | 0.054067 | 0.7374 | 0.230913 |
27 | -0.034113 | -0.4652 | 0.321153 |
28 | -0.13182 | -1.7978 | 0.036916 |
29 | -0.140324 | -1.9138 | 0.028593 |
30 | 0.096317 | 1.3136 | 0.0953 |
31 | 0.016785 | 0.2289 | 0.409594 |
32 | -0.033563 | -0.4577 | 0.323836 |
33 | 0.078801 | 1.0747 | 0.141951 |
34 | -0.005498 | -0.075 | 0.470153 |
35 | -0.130284 | -1.7768 | 0.038615 |
36 | 0.119361 | 1.6279 | 0.052623 |
37 | 0.008039 | 0.1096 | 0.456408 |
38 | 0.006663 | 0.0909 | 0.463848 |
39 | 0.00261 | 0.0356 | 0.485819 |
40 | -0.032029 | -0.4368 | 0.331377 |
41 | -0.010534 | -0.1437 | 0.44296 |
42 | -0.048947 | -0.6675 | 0.252626 |
43 | 0.120217 | 1.6395 | 0.051396 |
44 | 0.008264 | 0.1127 | 0.455194 |
45 | -0.057899 | -0.7896 | 0.215374 |
46 | -0.009242 | -0.126 | 0.449915 |
47 | 0.011081 | 0.1511 | 0.440019 |
48 | -0.041454 | -0.5654 | 0.286256 |