Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.265081 | -3.034 | 0.001456 |
2 | -0.482754 | -5.5254 | 0 |
3 | 0.294847 | 3.3747 | 0.000486 |
4 | 0.010361 | 0.1186 | 0.452891 |
5 | -0.185136 | -2.119 | 0.01799 |
6 | 0.250195 | 2.8636 | 0.00244 |
7 | -0.179587 | -2.0555 | 0.02091 |
8 | 0.024678 | 0.2825 | 0.389022 |
9 | 0.263189 | 3.0123 | 0.001556 |
10 | -0.455428 | -5.2126 | 0 |
11 | -0.159313 | -1.8234 | 0.03526 |
12 | 0.800019 | 9.1566 | 0 |
13 | -0.21968 | -2.5143 | 0.006568 |
14 | -0.428793 | -4.9078 | 1e-06 |
15 | 0.28842 | 3.3011 | 0.000621 |
16 | -0.012113 | -0.1386 | 0.444975 |
17 | -0.150449 | -1.722 | 0.043718 |
18 | 0.234494 | 2.6839 | 0.004108 |
19 | -0.178184 | -2.0394 | 0.02171 |
20 | 0.01569 | 0.1796 | 0.42888 |
21 | 0.234576 | 2.6848 | 0.004097 |
22 | -0.40997 | -4.6923 | 3e-06 |
23 | -0.118195 | -1.3528 | 0.089224 |
24 | 0.679686 | 7.7794 | 0 |
25 | -0.161689 | -1.8506 | 0.033239 |
26 | -0.390245 | -4.4666 | 8e-06 |
27 | 0.241436 | 2.7634 | 0.003273 |
28 | -0.010771 | -0.1233 | 0.451037 |
29 | -0.10245 | -1.1726 | 0.121543 |
30 | 0.164233 | 1.8797 | 0.031183 |
31 | -0.131998 | -1.5108 | 0.066626 |
32 | 0.004875 | 0.0558 | 0.477794 |
33 | 0.205355 | 2.3504 | 0.010123 |
34 | -0.34706 | -3.9723 | 5.8e-05 |
35 | -0.111216 | -1.2729 | 0.10265 |
36 | 0.585191 | 6.6978 | 0 |
37 | -0.105042 | -1.2023 | 0.115716 |
38 | -0.382489 | -4.3778 | 1.2e-05 |
39 | 0.210679 | 2.4113 | 0.008641 |
40 | 0.018311 | 0.2096 | 0.417159 |
41 | -0.101838 | -1.1656 | 0.12295 |
42 | 0.137668 | 1.5757 | 0.058756 |
43 | -0.104546 | -1.1966 | 0.116814 |
44 | 0.008869 | 0.1015 | 0.459651 |
45 | 0.167113 | 1.9127 | 0.028984 |
46 | -0.291157 | -3.3324 | 0.00056 |
47 | -0.114066 | -1.3055 | 0.096999 |
48 | 0.510286 | 5.8405 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.265081 | -3.034 | 0.001456 |
2 | -0.594818 | -6.808 | 0 |
3 | -0.11138 | -1.2748 | 0.102319 |
4 | -0.311569 | -3.5661 | 0.000253 |
5 | -0.263918 | -3.0207 | 0.001517 |
6 | 0.0073 | 0.0836 | 0.466769 |
7 | -0.369779 | -4.2323 | 2.2e-05 |
8 | 0.064939 | 0.7433 | 0.229327 |
9 | 0.12091 | 1.3839 | 0.084375 |
10 | -0.436984 | -5.0015 | 1e-06 |
11 | -0.656913 | -7.5187 | 0 |
12 | 0.073224 | 0.8381 | 0.201753 |
13 | 0.011874 | 0.1359 | 0.446054 |
14 | 0.047739 | 0.5464 | 0.29286 |
15 | 0.038879 | 0.445 | 0.328531 |
16 | 0.005536 | 0.0634 | 0.474786 |
17 | 0.076717 | 0.8781 | 0.190759 |
18 | 0.145866 | 1.6695 | 0.048702 |
19 | 0.123308 | 1.4113 | 0.08026 |
20 | 0.083649 | 0.9574 | 0.170063 |
21 | 0.029915 | 0.3424 | 0.366302 |
22 | 0.007987 | 0.0914 | 0.46365 |
23 | -0.138352 | -1.5835 | 0.057859 |
24 | -0.128389 | -1.4695 | 0.072051 |
25 | 0.005921 | 0.0678 | 0.473037 |
26 | 0.007788 | 0.0891 | 0.464552 |
27 | -0.030364 | -0.3475 | 0.364373 |
28 | -0.031731 | -0.3632 | 0.358528 |
29 | 0.059675 | 0.683 | 0.247903 |
30 | -0.095102 | -1.0885 | 0.139189 |
31 | 0.020326 | 0.2326 | 0.408201 |
32 | -0.069151 | -0.7915 | 0.215052 |
33 | -0.066557 | -0.7618 | 0.223779 |
34 | 0.018934 | 0.2167 | 0.414388 |
35 | -0.087807 | -1.005 | 0.158376 |
36 | -0.022357 | -0.2559 | 0.39922 |
37 | 0.030163 | 0.3452 | 0.365238 |
38 | -0.025474 | -0.2916 | 0.385542 |
39 | 0.021514 | 0.2462 | 0.402943 |
40 | 0.004753 | 0.0544 | 0.478349 |
41 | -0.018852 | -0.2158 | 0.41475 |
42 | 0.000921 | 0.0105 | 0.495802 |
43 | -0.046103 | -0.5277 | 0.299311 |
44 | 0.057093 | 0.6535 | 0.257304 |
45 | 0.0228 | 0.261 | 0.397268 |
46 | 0.09983 | 1.1426 | 0.127643 |
47 | 0.043843 | 0.5018 | 0.308324 |
48 | 0.051218 | 0.5862 | 0.27937 |