Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.076825 | -0.6473 | 0.259751 |
2 | -0.058952 | -0.4967 | 0.310453 |
3 | -0.060019 | -0.5057 | 0.307306 |
4 | -0.061086 | -0.5147 | 0.304173 |
5 | -0.062153 | -0.5237 | 0.301055 |
6 | -0.06322 | -0.5327 | 0.297951 |
7 | -0.064287 | -0.5417 | 0.294863 |
8 | -0.065354 | -0.5507 | 0.291789 |
9 | -0.066421 | -0.5597 | 0.288731 |
10 | -0.0637 | -0.5367 | 0.29656 |
11 | -0.064767 | -0.5457 | 0.293478 |
12 | 0.781325 | 6.5836 | 0 |
13 | -0.066901 | -0.5637 | 0.28736 |
14 | -0.052817 | -0.445 | 0.328821 |
15 | -0.053884 | -0.454 | 0.325595 |
16 | -0.054951 | -0.463 | 0.322381 |
17 | -0.056018 | -0.472 | 0.319182 |
18 | -0.057085 | -0.481 | 0.315996 |
19 | -0.058152 | -0.49 | 0.312823 |
20 | -0.059219 | -0.499 | 0.309665 |
21 | -0.060286 | -0.508 | 0.306521 |
22 | -0.053777 | -0.4531 | 0.325917 |
23 | -0.054844 | -0.4621 | 0.322702 |
24 | 0.616437 | 5.1942 | 1e-06 |
25 | -0.056978 | -0.4801 | 0.316314 |
26 | -0.039106 | -0.3295 | 0.37137 |
27 | -0.040173 | -0.3385 | 0.367992 |
28 | -0.04124 | -0.3475 | 0.364624 |
29 | -0.042307 | -0.3565 | 0.361268 |
30 | -0.043374 | -0.3655 | 0.357922 |
31 | -0.044441 | -0.3745 | 0.354587 |
32 | -0.045508 | -0.3835 | 0.351264 |
33 | -0.046575 | -0.3924 | 0.347952 |
34 | -0.036278 | -0.3057 | 0.380369 |
35 | -0.037345 | -0.3147 | 0.376965 |
36 | 0.338103 | 2.8489 | 0.002868 |
37 | -0.039479 | -0.3327 | 0.370186 |
38 | -0.029183 | -0.2459 | 0.403235 |
39 | -0.03025 | -0.2549 | 0.399773 |
40 | -0.031317 | -0.2639 | 0.396319 |
41 | -0.032384 | -0.2729 | 0.392873 |
42 | -0.033451 | -0.2819 | 0.389435 |
43 | -0.034518 | -0.2909 | 0.386006 |
44 | -0.035585 | -0.2998 | 0.382587 |
45 | -0.036652 | -0.3088 | 0.379177 |
46 | -0.018779 | -0.1582 | 0.437359 |
47 | -0.019846 | -0.1672 | 0.433833 |
48 | 0.167344 | 1.4101 | 0.081443 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.076825 | -0.6473 | 0.259751 |
2 | -0.065239 | -0.5497 | 0.29212 |
3 | -0.070571 | -0.5946 | 0.276987 |
4 | -0.077043 | -0.6492 | 0.25916 |
5 | -0.084597 | -0.7128 | 0.239145 |
6 | -0.093541 | -0.7882 | 0.216604 |
7 | -0.104325 | -0.8791 | 0.191168 |
8 | -0.117612 | -0.991 | 0.162522 |
9 | -0.134432 | -1.1327 | 0.130567 |
10 | -0.152361 | -1.2838 | 0.10169 |
11 | -0.180831 | -1.5237 | 0.066012 |
12 | 0.749483 | 6.3153 | 0 |
13 | 0.018693 | 0.1575 | 0.437646 |
14 | -0.013355 | -0.1125 | 0.45536 |
15 | -0.017829 | -0.1502 | 0.440504 |
16 | -0.015142 | -0.1276 | 0.449419 |
17 | -0.011603 | -0.0978 | 0.461194 |
18 | -0.007694 | -0.0648 | 0.474246 |
19 | -0.003453 | -0.0291 | 0.488433 |
20 | 0.001108 | 0.0093 | 0.49629 |
21 | 0.005773 | 0.0486 | 0.48067 |
22 | 0.014497 | 0.1222 | 0.451562 |
23 | -0.010831 | -0.0913 | 0.463771 |
24 | 0.00387 | 0.0326 | 0.487037 |
25 | -0.007654 | -0.0645 | 0.474378 |
26 | 0.009595 | 0.0809 | 0.467894 |
27 | 0.012336 | 0.1039 | 0.458751 |
28 | 0.013908 | 0.1172 | 0.453519 |
29 | 0.01522 | 0.1282 | 0.449157 |
30 | 0.016564 | 0.1396 | 0.444696 |
31 | 0.017956 | 0.1513 | 0.440085 |
32 | 0.019345 | 0.163 | 0.435489 |
33 | 0.020504 | 0.1728 | 0.43166 |
34 | 0.027443 | 0.2312 | 0.408898 |
35 | 0.0296 | 0.2494 | 0.40188 |
36 | -0.380558 | -3.2066 | 0.001007 |
37 | -0.026587 | -0.224 | 0.41169 |
38 | -0.015507 | -0.1307 | 0.448205 |
39 | -0.012774 | -0.1076 | 0.457294 |
40 | -0.016312 | -0.1374 | 0.445533 |
41 | -0.020759 | -0.1749 | 0.430821 |
42 | -0.025756 | -0.217 | 0.414405 |
43 | -0.03129 | -0.2637 | 0.396405 |
44 | -0.037493 | -0.3159 | 0.376493 |
45 | -0.044514 | -0.3751 | 0.354359 |
46 | -0.032972 | -0.2778 | 0.390977 |
47 | -0.005133 | -0.0433 | 0.482812 |
48 | 0.024054 | 0.2027 | 0.419983 |