Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.363162 | -7.738 | 0 |
2 | -0.050413 | -1.0742 | 0.14166 |
3 | 0.001492 | 0.0318 | 0.487327 |
4 | -0.019836 | -0.4226 | 0.336377 |
5 | 0.059437 | 1.2664 | 0.103003 |
6 | -0.174167 | -3.711 | 0.000116 |
7 | 0.093576 | 1.9939 | 0.023383 |
8 | -0.075367 | -1.6059 | 0.0545 |
9 | -0.039641 | -0.8446 | 0.19938 |
10 | 0.121581 | 2.5906 | 0.004945 |
11 | -0.20925 | -4.4585 | 5e-06 |
12 | 0.339825 | 7.2407 | 0 |
13 | -0.153489 | -3.2704 | 0.000578 |
14 | 0.065893 | 1.404 | 0.0805 |
15 | -0.052778 | -1.1246 | 0.130686 |
16 | -0.025138 | -0.5356 | 0.29624 |
17 | 0.11673 | 2.4872 | 0.006617 |
18 | -0.146333 | -3.118 | 0.000968 |
19 | 0.061602 | 1.3126 | 0.094995 |
20 | -0.060663 | -1.2926 | 0.098411 |
21 | 0.004654 | 0.0992 | 0.460523 |
22 | 0.134897 | 2.8743 | 0.00212 |
23 | -0.284051 | -6.0524 | 0 |
24 | 0.314798 | 6.7075 | 0 |
25 | -0.166075 | -3.5386 | 0.000222 |
26 | 0.043899 | 0.9354 | 0.17505 |
27 | -0.044741 | -0.9533 | 0.170468 |
28 | 0.039988 | 0.852 | 0.197322 |
29 | 0.069371 | 1.4781 | 0.070036 |
30 | -0.070145 | -1.4946 | 0.067856 |
31 | 0.041553 | 0.8854 | 0.18821 |
32 | -0.089773 | -1.9128 | 0.0282 |
33 | -0.022411 | -0.4775 | 0.316615 |
34 | 0.146384 | 3.119 | 0.000965 |
35 | -0.227612 | -4.8498 | 1e-06 |
36 | 0.26247 | 5.5925 | 0 |
37 | -0.252455 | -5.3791 | 0 |
38 | 0.155967 | 3.3232 | 0.000481 |
39 | 0.02991 | 0.6373 | 0.262127 |
40 | -0.06196 | -1.3202 | 0.093718 |
41 | 0.074704 | 1.5917 | 0.056069 |
42 | -0.104796 | -2.2329 | 0.013021 |
43 | 0.103689 | 2.2093 | 0.013825 |
44 | -0.107018 | -2.2803 | 0.011527 |
45 | -0.022719 | -0.4841 | 0.314282 |
46 | 0.120042 | 2.5578 | 0.005429 |
47 | -0.22698 | -4.8363 | 1e-06 |
48 | 0.258711 | 5.5124 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.363162 | -7.738 | 0 |
2 | -0.209995 | -4.4744 | 5e-06 |
3 | -0.116799 | -2.4887 | 0.00659 |
4 | -0.091305 | -1.9455 | 0.026168 |
5 | 0.011415 | 0.2432 | 0.403971 |
6 | -0.186786 | -3.9799 | 4e-05 |
7 | -0.058624 | -1.2491 | 0.106135 |
8 | -0.136573 | -2.91 | 0.001896 |
9 | -0.168528 | -3.5909 | 0.000183 |
10 | -0.005613 | -0.1196 | 0.452427 |
11 | -0.247924 | -5.2826 | 0 |
12 | 0.179706 | 3.829 | 7.3e-05 |
13 | -0.001886 | -0.0402 | 0.483979 |
14 | 0.084594 | 1.8025 | 0.036068 |
15 | -0.028833 | -0.6144 | 0.269644 |
16 | -0.016018 | -0.3413 | 0.366517 |
17 | 0.05275 | 1.124 | 0.130814 |
18 | 0.000405 | 0.0086 | 0.496559 |
19 | 0.011037 | 0.2352 | 0.407094 |
20 | -0.029877 | -0.6366 | 0.262354 |
21 | 0.01516 | 0.323 | 0.373416 |
22 | 0.09539 | 2.0325 | 0.021342 |
23 | -0.157985 | -3.3662 | 0.000413 |
24 | 0.111381 | 2.3732 | 0.009025 |
25 | -0.054737 | -1.1663 | 0.122051 |
26 | -0.023789 | -0.5069 | 0.306246 |
27 | -0.077183 | -1.6446 | 0.050376 |
28 | 0.043234 | 0.9212 | 0.178716 |
29 | -0.012069 | -0.2572 | 0.398589 |
30 | 0.094122 | 2.0055 | 0.022752 |
31 | 0.003284 | 0.07 | 0.47212 |
32 | -0.060132 | -1.2812 | 0.10038 |
33 | -0.062436 | -1.3303 | 0.092037 |
34 | -0.006681 | -0.1423 | 0.443436 |
35 | -0.085132 | -1.8139 | 0.035174 |
36 | 0.109556 | 2.3343 | 0.010007 |
37 | -0.157286 | -3.3513 | 0.000436 |
38 | 0.040355 | 0.8599 | 0.19516 |
39 | 0.07695 | 1.6396 | 0.050892 |
40 | 0.003854 | 0.0821 | 0.467296 |
41 | -0.002817 | -0.06 | 0.476083 |
42 | -0.038179 | -0.8135 | 0.208181 |
43 | 0.006234 | 0.1328 | 0.447193 |
44 | -0.038576 | -0.8219 | 0.205769 |
45 | -0.004327 | -0.0922 | 0.463291 |
46 | -0.048755 | -1.0388 | 0.149716 |
47 | -0.073519 | -1.5665 | 0.058965 |
48 | 0.044402 | 0.9461 | 0.172302 |