Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.548367 | -4.9959 | 2e-06 |
2 | -0.080136 | -0.7301 | 0.233701 |
3 | 0.238684 | 2.1745 | 0.016257 |
4 | -0.069623 | -0.6343 | 0.263818 |
5 | -0.257178 | -2.343 | 0.010761 |
6 | 0.448664 | 4.0875 | 5e-05 |
7 | -0.292034 | -2.6606 | 0.004681 |
8 | 0.010631 | 0.0969 | 0.461539 |
9 | 0.171438 | 1.5619 | 0.061061 |
10 | -0.052727 | -0.4804 | 0.316116 |
11 | -0.476684 | -4.3428 | 2e-05 |
12 | 0.82333 | 7.5009 | 0 |
13 | -0.470757 | -4.2888 | 2.4e-05 |
14 | -0.04918 | -0.4481 | 0.32764 |
15 | 0.198407 | 1.8076 | 0.037148 |
16 | -0.077077 | -0.7022 | 0.242257 |
17 | -0.193054 | -1.7588 | 0.041148 |
18 | 0.378577 | 3.449 | 0.000443 |
19 | -0.26375 | -2.4029 | 0.009248 |
20 | 0.044552 | 0.4059 | 0.342934 |
21 | 0.113671 | 1.0356 | 0.151701 |
22 | -0.0476 | -0.4337 | 0.332831 |
23 | -0.374864 | -3.4152 | 0.000494 |
24 | 0.666698 | 6.0739 | 0 |
25 | -0.403998 | -3.6806 | 0.000206 |
26 | -0.018298 | -0.1667 | 0.434005 |
27 | 0.163012 | 1.4851 | 0.070652 |
28 | -0.07403 | -0.6744 | 0.250952 |
29 | -0.129876 | -1.1832 | 0.120048 |
30 | 0.288384 | 2.6273 | 0.005124 |
31 | -0.235583 | -2.1463 | 0.017386 |
32 | 0.06913 | 0.6298 | 0.265277 |
33 | 0.084371 | 0.7687 | 0.22214 |
34 | -0.050975 | -0.4644 | 0.321788 |
35 | -0.298082 | -2.7157 | 0.004023 |
36 | 0.545036 | 4.9655 | 2e-06 |
37 | -0.324884 | -2.9598 | 0.002005 |
38 | -0.024877 | -0.2266 | 0.41063 |
39 | 0.158332 | 1.4425 | 0.076466 |
40 | -0.100635 | -0.9168 | 0.180946 |
41 | -0.093497 | -0.8518 | 0.198388 |
42 | 0.246166 | 2.2427 | 0.013792 |
43 | -0.213413 | -1.9443 | 0.027624 |
44 | 0.069681 | 0.6348 | 0.263646 |
45 | 0.075545 | 0.6883 | 0.246607 |
46 | -0.048038 | -0.4376 | 0.33139 |
47 | -0.218171 | -1.9876 | 0.025075 |
48 | 0.396257 | 3.6101 | 0.000261 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.548367 | -4.9959 | 2e-06 |
2 | -0.544609 | -4.9616 | 2e-06 |
3 | -0.259895 | -2.3678 | 0.010111 |
4 | -0.081699 | -0.7443 | 0.229395 |
5 | -0.443675 | -4.0421 | 5.9e-05 |
6 | -0.014496 | -0.1321 | 0.447625 |
7 | -0.104699 | -0.9539 | 0.171465 |
8 | -0.02444 | -0.2227 | 0.412173 |
9 | 0.116148 | 1.0582 | 0.146526 |
10 | 0.300612 | 2.7387 | 0.003774 |
11 | -0.615786 | -5.6101 | 0 |
12 | 0.28855 | 2.6288 | 0.005104 |
13 | 0.082632 | 0.7528 | 0.226846 |
14 | 0.179332 | 1.6338 | 0.053045 |
15 | -0.15196 | -1.3844 | 0.084971 |
16 | -0.133882 | -1.2197 | 0.113012 |
17 | 0.029082 | 0.265 | 0.395852 |
18 | -0.090221 | -0.822 | 0.206729 |
19 | 0.119045 | 1.0846 | 0.14063 |
20 | -0.005282 | -0.0481 | 0.480867 |
21 | 0.111418 | 1.0151 | 0.156512 |
22 | -0.103015 | -0.9385 | 0.175353 |
23 | 0.052416 | 0.4775 | 0.31712 |
24 | 0.018982 | 0.1729 | 0.431563 |
25 | -0.017036 | -0.1552 | 0.438519 |
26 | -0.05529 | -0.5037 | 0.307897 |
27 | -0.125499 | -1.1434 | 0.12809 |
28 | 0.019802 | 0.1804 | 0.428636 |
29 | 0.056416 | 0.514 | 0.304319 |
30 | 0.061457 | 0.5599 | 0.288527 |
31 | -0.018266 | -0.1664 | 0.434118 |
32 | -0.034221 | -0.3118 | 0.378 |
33 | 0.083805 | 0.7635 | 0.223664 |
34 | 0.052923 | 0.4821 | 0.315484 |
35 | -0.001331 | -0.0121 | 0.495177 |
36 | -0.084866 | -0.7732 | 0.220811 |
37 | 0.026609 | 0.2424 | 0.404528 |
38 | -0.047963 | -0.437 | 0.331636 |
39 | 0.09064 | 0.8258 | 0.205651 |
40 | -0.058525 | -0.5332 | 0.297663 |
41 | -0.119093 | -1.085 | 0.140534 |
42 | -0.075684 | -0.6895 | 0.246212 |
43 | -0.026574 | -0.2421 | 0.404651 |
44 | 0.054111 | 0.493 | 0.311667 |
45 | -0.070413 | -0.6415 | 0.261486 |
46 | 0.023018 | 0.2097 | 0.417205 |
47 | 0.098611 | 0.8984 | 0.185789 |
48 | -0.030526 | -0.2781 | 0.390813 |