Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.360286 | -3.0358 | 0.001676 |
2 | -0.16437 | -1.385 | 0.085194 |
3 | 0.041744 | 0.3517 | 0.363036 |
4 | -0.007563 | -0.0637 | 0.474683 |
5 | 0.172653 | 1.4548 | 0.075066 |
6 | -0.23932 | -2.0165 | 0.023763 |
7 | 0.1558 | 1.3128 | 0.096741 |
8 | -0.001637 | -0.0138 | 0.494518 |
9 | 0.087994 | 0.7415 | 0.230433 |
10 | -0.181792 | -1.5318 | 0.065007 |
11 | -0.341123 | -2.8744 | 0.002669 |
12 | 0.780775 | 6.5789 | 0 |
13 | -0.306945 | -2.5864 | 0.005875 |
14 | -0.099878 | -0.8416 | 0.201422 |
15 | -1.8e-05 | -2e-04 | 0.499938 |
16 | -0.010655 | -0.0898 | 0.464357 |
17 | 0.14612 | 1.2312 | 0.11115 |
18 | -0.204784 | -1.7255 | 0.04439 |
19 | 0.149476 | 1.2595 | 0.105985 |
20 | -0.010563 | -0.089 | 0.464663 |
21 | 0.059666 | 0.5028 | 0.308346 |
22 | -0.142836 | -1.2036 | 0.11638 |
23 | -0.274408 | -2.3122 | 0.011835 |
24 | 0.587578 | 4.951 | 2e-06 |
25 | -0.226675 | -1.91 | 0.030087 |
26 | -0.08004 | -0.6744 | 0.251114 |
27 | -0.041294 | -0.348 | 0.364453 |
28 | 0.023304 | 0.1964 | 0.422443 |
29 | 0.090878 | 0.7658 | 0.223181 |
30 | -0.166418 | -1.4023 | 0.082597 |
31 | 0.134287 | 1.1315 | 0.130822 |
32 | -0.024646 | -0.2077 | 0.41804 |
33 | 0.069819 | 0.5883 | 0.279097 |
34 | -0.11712 | -0.9869 | 0.163529 |
35 | -0.219482 | -1.8494 | 0.034282 |
36 | 0.422219 | 3.5577 | 0.000336 |
37 | -0.135911 | -1.1452 | 0.127985 |
38 | -0.060317 | -0.5082 | 0.30643 |
39 | -0.022122 | -0.1864 | 0.426331 |
40 | 0.036356 | 0.3063 | 0.380121 |
41 | 0.030424 | 0.2564 | 0.399208 |
42 | -0.104053 | -0.8768 | 0.191786 |
43 | 0.076409 | 0.6438 | 0.26088 |
44 | -0.015277 | -0.1287 | 0.448968 |
45 | 0.055584 | 0.4684 | 0.32048 |
46 | -0.08819 | -0.7431 | 0.229935 |
47 | -0.147059 | -1.2391 | 0.109687 |
48 | 0.262473 | 2.2116 | 0.015106 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.360286 | -3.0358 | 0.001676 |
2 | -0.338057 | -2.8485 | 0.002871 |
3 | -0.206673 | -1.7415 | 0.042967 |
4 | -0.17745 | -1.4952 | 0.069645 |
5 | 0.105951 | 0.8928 | 0.187501 |
6 | -0.162615 | -1.3702 | 0.087468 |
7 | 0.086746 | 0.7309 | 0.233612 |
8 | 0.026271 | 0.2214 | 0.412721 |
9 | 0.231859 | 1.9537 | 0.02734 |
10 | -0.087649 | -0.7385 | 0.231309 |
11 | -0.519033 | -4.3735 | 2.1e-05 |
12 | 0.541596 | 4.5636 | 1e-05 |
13 | 0.00598 | 0.0504 | 0.479977 |
14 | 0.040066 | 0.3376 | 0.36833 |
15 | -0.025575 | -0.2155 | 0.414997 |
16 | -0.020129 | -0.1696 | 0.432901 |
17 | -0.099775 | -0.8407 | 0.201663 |
18 | 0.027971 | 0.2357 | 0.407177 |
19 | 0.053377 | 0.4498 | 0.327125 |
20 | 0.031116 | 0.2622 | 0.396967 |
21 | -0.159339 | -1.3426 | 0.091837 |
22 | 0.00872 | 0.0735 | 0.470817 |
23 | 0.031382 | 0.2644 | 0.396109 |
24 | -0.06485 | -0.5464 | 0.293239 |
25 | 0.055565 | 0.4682 | 0.320538 |
26 | -0.064095 | -0.5401 | 0.295417 |
27 | -0.130355 | -1.0984 | 0.137873 |
28 | 0.002687 | 0.0226 | 0.490999 |
29 | -0.071728 | -0.6044 | 0.273756 |
30 | -0.001916 | -0.0161 | 0.493582 |
31 | -0.044342 | -0.3736 | 0.354895 |
32 | -0.065822 | -0.5546 | 0.290446 |
33 | 0.043264 | 0.3646 | 0.358265 |
34 | -0.013516 | -0.1139 | 0.454824 |
35 | 0.015104 | 0.1273 | 0.449542 |
36 | -0.056968 | -0.48 | 0.316343 |
37 | -0.021925 | -0.1847 | 0.42698 |
38 | -0.021931 | -0.1848 | 0.426958 |
39 | 0.106689 | 0.899 | 0.185851 |
40 | 0.005388 | 0.0454 | 0.481959 |
41 | -0.015758 | -0.1328 | 0.447371 |
42 | -0.007039 | -0.0593 | 0.476437 |
43 | -0.113683 | -0.9579 | 0.170678 |
44 | -0.008784 | -0.074 | 0.470603 |
45 | -0.077003 | -0.6488 | 0.259269 |
46 | -0.019088 | -0.1608 | 0.436338 |
47 | 0.007578 | 0.0639 | 0.474634 |
48 | -0.119206 | -1.0044 | 0.159288 |