Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.209024 | -2.3924 | 0.009079 |
2 | -0.026332 | -0.3014 | 0.381801 |
3 | -0.14128 | -1.617 | 0.054139 |
4 | -0.265785 | -3.042 | 0.00142 |
5 | 0.339469 | 3.8854 | 8.1e-05 |
6 | -0.019464 | -0.2228 | 0.412027 |
7 | 0.320462 | 3.6679 | 0.000177 |
8 | -0.226195 | -2.5889 | 0.005358 |
9 | -0.189836 | -2.1728 | 0.015798 |
10 | -0.036271 | -0.4151 | 0.339359 |
11 | -0.181543 | -2.0779 | 0.019838 |
12 | 0.621151 | 7.1094 | 0 |
13 | -0.175821 | -2.0124 | 0.023116 |
14 | -0.102393 | -1.1719 | 0.121674 |
15 | -0.145067 | -1.6604 | 0.049616 |
16 | -0.244882 | -2.8028 | 0.002918 |
17 | 0.366356 | 4.1931 | 2.5e-05 |
18 | -0.060003 | -0.6868 | 0.246722 |
19 | 0.297643 | 3.4067 | 0.000437 |
20 | -0.26617 | -3.0465 | 0.0014 |
21 | -0.151037 | -1.7287 | 0.04311 |
22 | -0.077567 | -0.8878 | 0.18814 |
23 | -0.108621 | -1.2432 | 0.108003 |
24 | 0.508641 | 5.8217 | 0 |
25 | -0.213226 | -2.4405 | 0.008002 |
26 | -0.037022 | -0.4237 | 0.336228 |
27 | -0.133713 | -1.5304 | 0.064162 |
28 | -0.265407 | -3.0377 | 0.001439 |
29 | 0.340336 | 3.8953 | 7.8e-05 |
30 | -0.029949 | -0.3428 | 0.366155 |
31 | 0.209029 | 2.3924 | 0.009078 |
32 | -0.200856 | -2.2989 | 0.011547 |
33 | -0.174131 | -1.993 | 0.024169 |
34 | 0.006128 | 0.0701 | 0.472097 |
35 | -0.114992 | -1.3161 | 0.095211 |
36 | 0.494137 | 5.6557 | 0 |
37 | -0.210105 | -2.4048 | 0.008791 |
38 | -0.038998 | -0.4463 | 0.328041 |
39 | -0.051586 | -0.5904 | 0.277962 |
40 | -0.177913 | -2.0363 | 0.021867 |
41 | 0.259717 | 2.9726 | 0.001758 |
42 | -0.019675 | -0.2252 | 0.41109 |
43 | 0.179811 | 2.058 | 0.020785 |
44 | -0.209028 | -2.3924 | 0.009078 |
45 | -0.098045 | -1.1222 | 0.13192 |
46 | 0.042231 | 0.4834 | 0.314824 |
47 | -0.045528 | -0.5211 | 0.301593 |
48 | 0.425697 | 4.8723 | 2e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.209024 | -2.3924 | 0.009079 |
2 | -0.073222 | -0.8381 | 0.201761 |
3 | -0.170832 | -1.9553 | 0.026341 |
4 | -0.365911 | -4.188 | 2.6e-05 |
5 | 0.19395 | 2.2199 | 0.014074 |
6 | 0.040369 | 0.462 | 0.322409 |
7 | 0.337245 | 3.8599 | 8.9e-05 |
8 | -0.094281 | -1.0791 | 0.141265 |
9 | -0.067923 | -0.7774 | 0.219157 |
10 | -0.151377 | -1.7326 | 0.042761 |
11 | -0.224466 | -2.5691 | 0.005658 |
12 | 0.401346 | 4.5936 | 5e-06 |
13 | -0.049558 | -0.5672 | 0.285768 |
14 | -0.193143 | -2.2106 | 0.014399 |
15 | -0.115746 | -1.3248 | 0.093777 |
16 | -0.023798 | -0.2724 | 0.39288 |
17 | 0.151564 | 1.7347 | 0.04257 |
18 | -0.044496 | -0.5093 | 0.305708 |
19 | 0.07946 | 0.9095 | 0.182387 |
20 | -0.149142 | -1.707 | 0.045095 |
21 | 0.080895 | 0.9259 | 0.178103 |
22 | -0.20549 | -2.3519 | 0.010083 |
23 | -0.019329 | -0.2212 | 0.412631 |
24 | -0.017081 | -0.1955 | 0.422654 |
25 | -0.146191 | -1.6732 | 0.048334 |
26 | -0.022264 | -0.2548 | 0.39963 |
27 | 0.030617 | 0.3504 | 0.363292 |
28 | -0.128342 | -1.4689 | 0.072123 |
29 | -0.034663 | -0.3967 | 0.346105 |
30 | 0.064161 | 0.7344 | 0.232023 |
31 | -0.049111 | -0.5621 | 0.287504 |
32 | -0.008749 | -0.1001 | 0.460194 |
33 | -0.081967 | -0.9382 | 0.174946 |
34 | -0.019526 | -0.2235 | 0.411753 |
35 | -0.100517 | -1.1505 | 0.126023 |
36 | 0.029471 | 0.3373 | 0.368213 |
37 | -0.083373 | -0.9542 | 0.170858 |
38 | -0.107217 | -1.2272 | 0.110982 |
39 | 0.100834 | 1.1541 | 0.125281 |
40 | 0.107529 | 1.2307 | 0.110316 |
41 | -0.064699 | -0.7405 | 0.230158 |
42 | -0.101802 | -1.1652 | 0.123031 |
43 | 0.00959 | 0.1098 | 0.456381 |
44 | -0.10945 | -1.2527 | 0.106272 |
45 | 0.064445 | 0.7376 | 0.231037 |
46 | -0.042301 | -0.4842 | 0.314541 |
47 | 0.014749 | 0.1688 | 0.433102 |
48 | 0.034628 | 0.3963 | 0.34625 |