Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.120888 | -1.4707 | 0.071752 |
2 | -0.713889 | -8.6848 | 0 |
3 | -0.076668 | -0.9327 | 0.176246 |
4 | 0.819588 | 9.9707 | 0 |
5 | -0.021036 | -0.2559 | 0.399186 |
6 | -0.695661 | -8.4631 | 0 |
7 | -0.091641 | -1.1149 | 0.133359 |
8 | 0.76713 | 9.3325 | 0 |
9 | 0.021711 | 0.2641 | 0.396027 |
10 | -0.683741 | -8.3181 | 0 |
11 | -0.090623 | -1.1025 | 0.136023 |
12 | 0.74482 | 9.0611 | 0 |
13 | 0.037882 | 0.4609 | 0.322791 |
14 | -0.678457 | -8.2538 | 0 |
15 | -0.075603 | -0.9198 | 0.1796 |
16 | 0.676546 | 8.2305 | 0 |
17 | 0.055037 | 0.6696 | 0.252093 |
18 | -0.630148 | -7.6661 | 0 |
19 | -0.110685 | -1.3465 | 0.090093 |
20 | 0.671234 | 8.1659 | 0 |
21 | 0.051025 | 0.6207 | 0.267862 |
22 | -0.584766 | -7.114 | 0 |
23 | -0.131042 | -1.5942 | 0.056513 |
24 | 0.665177 | 8.0922 | 0 |
25 | 0.038832 | 0.4724 | 0.318663 |
26 | -0.53123 | -6.4627 | 0 |
27 | -0.150446 | -1.8303 | 0.034612 |
28 | 0.61507 | 7.4827 | 0 |
29 | 0.061955 | 0.7537 | 0.226111 |
30 | -0.501644 | -6.1028 | 0 |
31 | -0.168186 | -2.0461 | 0.02126 |
32 | 0.581441 | 7.0735 | 0 |
33 | 0.093377 | 1.136 | 0.1289 |
34 | -0.49581 | -6.0318 | 0 |
35 | -0.170785 | -2.0777 | 0.019733 |
36 | 0.571513 | 6.9528 | 0 |
37 | 0.088099 | 1.0718 | 0.142785 |
38 | -0.473308 | -5.758 | 0 |
39 | -0.150962 | -1.8365 | 0.034143 |
40 | 0.511136 | 6.2182 | 0 |
41 | 0.093722 | 1.1402 | 0.128026 |
42 | -0.433009 | -5.2678 | 0 |
43 | -0.192894 | -2.3467 | 0.010134 |
44 | 0.526866 | 6.4096 | 0 |
45 | 0.088745 | 1.0796 | 0.141031 |
46 | -0.420696 | -5.118 | 0 |
47 | -0.176603 | -2.1485 | 0.016652 |
48 | 0.493463 | 6.0032 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.120888 | -1.4707 | 0.071752 |
2 | -0.739307 | -8.9941 | 0 |
3 | -0.707578 | -8.6081 | 0 |
4 | 0.196462 | 2.3901 | 0.009052 |
5 | 0.153224 | 1.8641 | 0.032148 |
6 | -0.027335 | -0.3325 | 0.369976 |
7 | -0.187087 | -2.276 | 0.01214 |
8 | 0.071318 | 0.8676 | 0.193505 |
9 | 0.045585 | 0.5546 | 0.290016 |
10 | -0.065638 | -0.7985 | 0.212923 |
11 | -0.060361 | -0.7343 | 0.231957 |
12 | 0.157125 | 1.9115 | 0.028936 |
13 | 0.100882 | 1.2273 | 0.110833 |
14 | -0.010176 | -0.1238 | 0.45082 |
15 | 0.076961 | 0.9363 | 0.175331 |
16 | -0.027814 | -0.3384 | 0.36778 |
17 | -0.098131 | -1.1938 | 0.11723 |
18 | -0.009045 | -0.11 | 0.456262 |
19 | -0.102569 | -1.2478 | 0.107038 |
20 | 0.038086 | 0.4633 | 0.321904 |
21 | -0.078265 | -0.9521 | 0.171291 |
22 | 0.048635 | 0.5917 | 0.277485 |
23 | -0.052431 | -0.6379 | 0.262276 |
24 | 0.10187 | 1.2393 | 0.108599 |
25 | -0.032998 | -0.4014 | 0.344339 |
26 | 0.175948 | 2.1405 | 0.016977 |
27 | 0.062877 | 0.7649 | 0.222766 |
28 | 0.057144 | 0.6952 | 0.244013 |
29 | 0.042537 | 0.5175 | 0.302796 |
30 | 0.080417 | 0.9783 | 0.164758 |
31 | -0.012416 | -0.1511 | 0.44007 |
32 | -0.008093 | -0.0985 | 0.460852 |
33 | 0.045189 | 0.5498 | 0.291659 |
34 | -0.010222 | -0.1244 | 0.450602 |
35 | -0.086322 | -1.0501 | 0.147681 |
36 | 0.07384 | 0.8983 | 0.185241 |
37 | -0.031762 | -0.3864 | 0.349876 |
38 | -0.002581 | -0.0314 | 0.487498 |
39 | 0.071799 | 0.8735 | 0.191909 |
40 | 0.068409 | 0.8322 | 0.20331 |
41 | -0.056409 | -0.6862 | 0.246816 |
42 | 0.05027 | 0.6116 | 0.270882 |
43 | -0.149748 | -1.8218 | 0.035255 |
44 | 0.070507 | 0.8578 | 0.196206 |
45 | -0.058598 | -0.7129 | 0.238523 |
46 | -0.018248 | -0.222 | 0.412312 |
47 | 0.026173 | 0.3184 | 0.37531 |
48 | -0.041466 | -0.5045 | 0.307346 |