Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.407087 | -3.4302 | 0.000504 |
2 | -0.065081 | -0.5484 | 0.292575 |
3 | 0.018851 | 0.1588 | 0.437122 |
4 | -0.077847 | -0.6559 | 0.256988 |
5 | -0.109014 | -0.9186 | 0.180716 |
6 | 0.319738 | 2.6942 | 0.0044 |
7 | -0.078201 | -0.6589 | 0.256035 |
8 | -0.092748 | -0.7815 | 0.218552 |
9 | 0.047121 | 0.397 | 0.346263 |
10 | -0.066455 | -0.56 | 0.288634 |
11 | -0.389797 | -3.2845 | 0.000794 |
12 | 0.817685 | 6.8899 | 0 |
13 | -0.332186 | -2.7991 | 0.003297 |
14 | -0.05413 | -0.4561 | 0.324852 |
15 | 0.015273 | 0.1287 | 0.448981 |
16 | -0.060685 | -0.5113 | 0.305349 |
17 | -0.093655 | -0.7891 | 0.216327 |
18 | 0.259088 | 2.1831 | 0.016167 |
19 | -0.052609 | -0.4433 | 0.329453 |
20 | -0.087804 | -0.7398 | 0.230917 |
21 | 0.051754 | 0.4361 | 0.332049 |
22 | -0.062808 | -0.5292 | 0.299148 |
23 | -0.326944 | -2.7549 | 0.003727 |
24 | 0.639827 | 5.3913 | 0 |
25 | -0.238622 | -2.0107 | 0.02408 |
26 | -0.038961 | -0.3283 | 0.371828 |
27 | 0.008833 | 0.0744 | 0.470438 |
28 | -0.040045 | -0.3374 | 0.368397 |
29 | -0.085623 | -0.7215 | 0.236494 |
30 | 0.197983 | 1.6682 | 0.049837 |
31 | -0.028952 | -0.244 | 0.403986 |
32 | -0.0776 | -0.6539 | 0.257654 |
33 | 0.04712 | 0.397 | 0.346264 |
34 | -0.056054 | -0.4723 | 0.319074 |
35 | -0.225879 | -1.9033 | 0.030528 |
36 | 0.429923 | 3.6226 | 0.000272 |
37 | -0.146947 | -1.2382 | 0.10986 |
38 | -0.031918 | -0.2689 | 0.394377 |
39 | 0.002777 | 0.0234 | 0.490699 |
40 | -0.020441 | -0.1722 | 0.43187 |
41 | -0.05577 | -0.4699 | 0.319923 |
42 | 0.120137 | 1.0123 | 0.157418 |
43 | -0.010961 | -0.0924 | 0.463338 |
44 | -0.055869 | -0.4708 | 0.319628 |
45 | 0.043353 | 0.3653 | 0.357987 |
46 | -0.042353 | -0.3569 | 0.361124 |
47 | -0.131156 | -1.1051 | 0.136415 |
48 | 0.220336 | 1.8566 | 0.033759 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.407087 | -3.4302 | 0.000504 |
2 | -0.276647 | -2.3311 | 0.011297 |
3 | -0.16561 | -1.3955 | 0.083614 |
4 | -0.211144 | -1.7791 | 0.039749 |
5 | -0.351982 | -2.9659 | 0.002055 |
6 | 0.066437 | 0.5598 | 0.288685 |
7 | 0.090821 | 0.7653 | 0.223324 |
8 | -0.012226 | -0.103 | 0.45912 |
9 | 0.013754 | 0.1159 | 0.454033 |
10 | -0.021222 | -0.1788 | 0.429296 |
11 | -0.609382 | -5.1347 | 1e-06 |
12 | 0.543431 | 4.579 | 1e-05 |
13 | 0.090772 | 0.7649 | 0.223445 |
14 | -0.003234 | -0.0272 | 0.489169 |
15 | -0.002985 | -0.0252 | 0.490002 |
16 | -0.014864 | -0.1252 | 0.450343 |
17 | 0.125991 | 1.0616 | 0.146003 |
18 | -0.081204 | -0.6842 | 0.248025 |
19 | -0.054682 | -0.4608 | 0.323191 |
20 | 0.015839 | 0.1335 | 0.447102 |
21 | -0.06339 | -0.5341 | 0.29746 |
22 | -0.065131 | -0.5488 | 0.292432 |
23 | 0.031141 | 0.2624 | 0.396889 |
24 | -0.084823 | -0.7147 | 0.238558 |
25 | 0.052245 | 0.4402 | 0.330557 |
26 | 0.032248 | 0.2717 | 0.393311 |
27 | 0.015854 | 0.1336 | 0.447054 |
28 | 0.075279 | 0.6343 | 0.263958 |
29 | -0.015073 | -0.127 | 0.449646 |
30 | -0.009136 | -0.077 | 0.469427 |
31 | -0.008697 | -0.0733 | 0.470894 |
32 | -0.040734 | -0.3432 | 0.36622 |
33 | -0.035311 | -0.2975 | 0.383464 |
34 | -0.053834 | -0.4536 | 0.325746 |
35 | 0.126509 | 1.066 | 0.145021 |
36 | -0.12935 | -1.0899 | 0.139716 |
37 | -0.022433 | -0.189 | 0.425307 |
38 | 0.003409 | 0.0287 | 0.488583 |
39 | -0.011606 | -0.0978 | 0.461186 |
40 | 0.027074 | 0.2281 | 0.4101 |
41 | 0.0134 | 0.1129 | 0.455209 |
42 | -0.042108 | -0.3548 | 0.361894 |
43 | -0.019348 | -0.163 | 0.435478 |
44 | -0.026086 | -0.2198 | 0.413328 |
45 | 0.0184 | 0.155 | 0.438614 |
46 | 0.047634 | 0.4014 | 0.344675 |
47 | 0.017177 | 0.1447 | 0.442666 |
48 | -0.121309 | -1.0222 | 0.155085 |