Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.352132 | -3.2273 | 0.000891 |
2 | -0.177368 | -1.6256 | 0.05389 |
3 | 0.166303 | 1.5242 | 0.065608 |
4 | -0.072234 | -0.662 | 0.25488 |
5 | -0.147435 | -1.3513 | 0.090119 |
6 | 0.413396 | 3.7888 | 0.000142 |
7 | -0.179389 | -1.6441 | 0.051944 |
8 | 0.018073 | 0.1656 | 0.43442 |
9 | 0.126317 | 1.1577 | 0.125131 |
10 | -0.172328 | -1.5794 | 0.059 |
11 | -0.309425 | -2.8359 | 0.002862 |
12 | 0.802289 | 7.3531 | 0 |
13 | -0.327515 | -3.0017 | 0.001767 |
14 | -0.14025 | -1.2854 | 0.10109 |
15 | 0.13221 | 1.2117 | 0.114508 |
16 | -0.081364 | -0.7457 | 0.22896 |
17 | -0.097588 | -0.8944 | 0.18683 |
18 | 0.356284 | 3.2654 | 0.000792 |
19 | -0.163209 | -1.4958 | 0.069223 |
20 | 0.03465 | 0.3176 | 0.375797 |
21 | 0.055755 | 0.511 | 0.305345 |
22 | -0.162645 | -1.4907 | 0.069897 |
23 | -0.253652 | -2.3248 | 0.011249 |
24 | 0.642415 | 5.8878 | 0 |
25 | -0.286423 | -2.6251 | 0.005145 |
26 | -0.093843 | -0.8601 | 0.196096 |
27 | 0.105495 | 0.9669 | 0.168191 |
28 | -0.078837 | -0.7226 | 0.23598 |
29 | -0.07172 | -0.6573 | 0.256385 |
30 | 0.2526 | 2.3151 | 0.011523 |
31 | -0.158332 | -1.4511 | 0.075233 |
32 | 0.0518 | 0.4748 | 0.318096 |
33 | 0.036137 | 0.3312 | 0.370658 |
34 | -0.135216 | -1.2393 | 0.109347 |
35 | -0.191957 | -1.7593 | 0.041082 |
36 | 0.537344 | 4.9248 | 2e-06 |
37 | -0.236347 | -2.1662 | 0.016567 |
38 | -0.090857 | -0.8327 | 0.203684 |
39 | 0.087202 | 0.7992 | 0.213208 |
40 | -0.103796 | -0.9513 | 0.172089 |
41 | -0.048154 | -0.4413 | 0.330051 |
42 | 0.211382 | 1.9374 | 0.028032 |
43 | -0.144048 | -1.3202 | 0.095174 |
44 | 0.066758 | 0.6118 | 0.271146 |
45 | 0.034276 | 0.3141 | 0.377095 |
46 | -0.112473 | -1.0308 | 0.15279 |
47 | -0.152098 | -1.394 | 0.083496 |
48 | 0.38485 | 3.5272 | 0.000342 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.352132 | -3.2273 | 0.000891 |
2 | -0.344023 | -3.153 | 0.001121 |
3 | -0.050214 | -0.4602 | 0.323274 |
4 | -0.095499 | -0.8753 | 0.191965 |
5 | -0.218842 | -2.0057 | 0.024052 |
6 | 0.308511 | 2.8275 | 0.002931 |
7 | 0.081837 | 0.75 | 0.227661 |
8 | 0.234055 | 2.1452 | 0.017414 |
9 | 0.230856 | 2.1158 | 0.01866 |
10 | 0.026048 | 0.2387 | 0.405945 |
11 | -0.465104 | -4.2628 | 2.6e-05 |
12 | 0.60214 | 5.5187 | 0 |
13 | 0.013859 | 0.127 | 0.449615 |
14 | -0.008197 | -0.0751 | 0.470145 |
15 | -0.217029 | -1.9891 | 0.024972 |
16 | 0.010447 | 0.0957 | 0.461976 |
17 | 0.082955 | 0.7603 | 0.224604 |
18 | -0.010701 | -0.0981 | 0.461053 |
19 | 0.16307 | 1.4946 | 0.069388 |
20 | -0.030331 | -0.278 | 0.390851 |
21 | -0.02997 | -0.2747 | 0.39212 |
22 | -0.105037 | -0.9627 | 0.169235 |
23 | -0.013591 | -0.1246 | 0.450582 |
24 | -0.074691 | -0.6846 | 0.247754 |
25 | -0.121297 | -1.1117 | 0.134719 |
26 | -0.046186 | -0.4233 | 0.336578 |
27 | -0.029474 | -0.2701 | 0.393859 |
28 | 0.077569 | 0.7109 | 0.239547 |
29 | 0.061756 | 0.566 | 0.286452 |
30 | -0.046417 | -0.4254 | 0.33581 |
31 | -0.044878 | -0.4113 | 0.340946 |
32 | -0.036833 | -0.3376 | 0.368262 |
33 | 0.10587 | 0.9703 | 0.167337 |
34 | 0.002818 | 0.0258 | 0.489728 |
35 | 0.002432 | 0.0223 | 0.491137 |
36 | 0.030583 | 0.2803 | 0.38997 |
37 | 0.066569 | 0.6101 | 0.271717 |
38 | -0.008757 | -0.0803 | 0.468112 |
39 | 0.016272 | 0.1491 | 0.440902 |
40 | -0.088556 | -0.8116 | 0.209648 |
41 | -0.073061 | -0.6696 | 0.252469 |
42 | 0.002673 | 0.0245 | 0.490258 |
43 | 0.011841 | 0.1085 | 0.456921 |
44 | 0.013813 | 0.1266 | 0.449781 |
45 | -0.021174 | -0.1941 | 0.423298 |
46 | 0.072608 | 0.6655 | 0.253788 |
47 | 0.054903 | 0.5032 | 0.308072 |
48 | -0.141012 | -1.2924 | 0.099882 |