Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.400656 | -3.376 | 0.000598 |
2 | -0.097978 | -0.8256 | 0.205904 |
3 | 0.222932 | 1.8785 | 0.032212 |
4 | -0.132308 | -1.1148 | 0.134338 |
5 | 0.012972 | 0.1093 | 0.456636 |
6 | -0.209984 | -1.7694 | 0.040564 |
7 | 0.041509 | 0.3498 | 0.363778 |
8 | -0.136381 | -1.1492 | 0.127173 |
9 | 0.187045 | 1.5761 | 0.059728 |
10 | -0.062871 | -0.5298 | 0.298965 |
11 | -0.318983 | -2.6878 | 0.004477 |
12 | 0.784917 | 6.6138 | 0 |
13 | -0.296892 | -2.5017 | 0.007334 |
14 | -0.096654 | -0.8144 | 0.209065 |
15 | 0.201235 | 1.6956 | 0.047168 |
16 | -0.110431 | -0.9305 | 0.177631 |
17 | -0.014664 | -0.1236 | 0.451006 |
18 | -0.171857 | -1.4481 | 0.075996 |
19 | 0.051183 | 0.4313 | 0.333787 |
20 | -0.120477 | -1.0152 | 0.15674 |
21 | 0.162738 | 1.3713 | 0.087307 |
22 | -0.062161 | -0.5238 | 0.301032 |
23 | -0.248691 | -2.0955 | 0.019846 |
24 | 0.653499 | 5.5065 | 0 |
25 | -0.285667 | -2.4071 | 0.009342 |
26 | -0.046696 | -0.3935 | 0.347575 |
27 | 0.137631 | 1.1597 | 0.125028 |
28 | -0.054749 | -0.4613 | 0.322989 |
29 | -0.029763 | -0.2508 | 0.401353 |
30 | -0.144552 | -1.218 | 0.113625 |
31 | 0.043193 | 0.364 | 0.358487 |
32 | -0.067603 | -0.5696 | 0.285362 |
33 | 0.106239 | 0.8952 | 0.186857 |
34 | -0.056548 | -0.4765 | 0.317596 |
35 | -0.17362 | -1.4629 | 0.073948 |
36 | 0.467958 | 3.9431 | 9.3e-05 |
37 | -0.19397 | -1.6344 | 0.053299 |
38 | -0.053825 | -0.4535 | 0.325771 |
39 | 0.126316 | 1.0644 | 0.145387 |
40 | -0.066795 | -0.5628 | 0.287664 |
41 | -0.018745 | -0.1579 | 0.437473 |
42 | -0.07381 | -0.6219 | 0.267988 |
43 | 0.035281 | 0.2973 | 0.38356 |
44 | -0.072928 | -0.6145 | 0.270424 |
45 | 0.084013 | 0.7079 | 0.240661 |
46 | -0.036424 | -0.3069 | 0.379905 |
47 | -0.10594 | -0.8927 | 0.187525 |
48 | 0.288727 | 2.4329 | 0.008751 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.400656 | -3.376 | 0.000598 |
2 | -0.307934 | -2.5947 | 0.005747 |
3 | 0.063449 | 0.5346 | 0.297288 |
4 | -0.028186 | -0.2375 | 0.406476 |
5 | 0.003904 | 0.0329 | 0.486924 |
6 | -0.334677 | -2.82 | 0.00311 |
7 | -0.259631 | -2.1877 | 0.015993 |
8 | -0.466796 | -3.9333 | 9.6e-05 |
9 | -0.064057 | -0.5398 | 0.295527 |
10 | -0.129341 | -1.0898 | 0.139734 |
11 | -0.667867 | -5.6275 | 0 |
12 | 0.255687 | 2.1545 | 0.017299 |
13 | 0.123771 | 1.0429 | 0.150263 |
14 | 0.098851 | 0.8329 | 0.203839 |
15 | -0.02149 | -0.1811 | 0.428411 |
16 | -0.049623 | -0.4181 | 0.338558 |
17 | -0.104966 | -0.8845 | 0.189716 |
18 | -0.024901 | -0.2098 | 0.417206 |
19 | -0.014596 | -0.123 | 0.451233 |
20 | 0.042586 | 0.3588 | 0.360391 |
21 | 0.078192 | 0.6589 | 0.256058 |
22 | -0.023369 | -0.1969 | 0.42223 |
23 | -0.061439 | -0.5177 | 0.303141 |
24 | 0.072913 | 0.6144 | 0.270464 |
25 | -0.105705 | -0.8907 | 0.188052 |
26 | 0.02552 | 0.215 | 0.415177 |
27 | -0.141505 | -1.1923 | 0.118548 |
28 | 0.009018 | 0.076 | 0.469821 |
29 | 0.009523 | 0.0802 | 0.468134 |
30 | 0.079446 | 0.6694 | 0.252699 |
31 | -0.066186 | -0.5577 | 0.289403 |
32 | 0.115623 | 0.9743 | 0.166619 |
33 | -0.060645 | -0.511 | 0.305467 |
34 | 0.006191 | 0.0522 | 0.47927 |
35 | 0.021886 | 0.1844 | 0.427108 |
36 | -0.189835 | -1.5996 | 0.057067 |
37 | -0.018823 | -0.1586 | 0.437214 |
38 | -0.086001 | -0.7247 | 0.235521 |
39 | 0.035136 | 0.2961 | 0.384023 |
40 | -0.137248 | -1.1565 | 0.125683 |
41 | -0.143911 | -1.2126 | 0.114648 |
42 | -0.055704 | -0.4694 | 0.320122 |
43 | 0.110444 | 0.9306 | 0.177602 |
44 | -0.058176 | -0.4902 | 0.312751 |
45 | -0.086302 | -0.7272 | 0.234749 |
46 | -0.034893 | -0.294 | 0.384803 |
47 | 0.075638 | 0.6373 | 0.262976 |
48 | -0.040604 | -0.3421 | 0.366631 |