Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.296743 | -3.5485 | 0.000262 |
2 | -0.09742 | -1.165 | 0.122985 |
3 | 0.100924 | 1.2069 | 0.114736 |
4 | -0.115363 | -1.3795 | 0.084941 |
5 | 0.013757 | 0.1645 | 0.434783 |
6 | -0.127741 | -1.5276 | 0.064416 |
7 | -0.045725 | -0.5468 | 0.292688 |
8 | -0.045133 | -0.5397 | 0.295116 |
9 | 0.092231 | 1.1029 | 0.135956 |
10 | -0.125246 | -1.4977 | 0.068205 |
11 | -0.233441 | -2.7915 | 0.002982 |
12 | 0.788805 | 9.4327 | 0 |
13 | -0.249153 | -2.9794 | 0.001697 |
14 | -0.072769 | -0.8702 | 0.192829 |
15 | 0.095195 | 1.1384 | 0.128435 |
16 | -0.124902 | -1.4936 | 0.06874 |
17 | 0.047747 | 0.571 | 0.284458 |
18 | -0.123494 | -1.4768 | 0.070967 |
19 | -0.064557 | -0.772 | 0.220696 |
20 | 0.000215 | 0.0026 | 0.498974 |
21 | 0.033661 | 0.4025 | 0.34395 |
22 | -0.126741 | -1.5156 | 0.065913 |
23 | -0.141689 | -1.6944 | 0.046188 |
24 | 0.676751 | 8.0928 | 0 |
25 | -0.195353 | -2.3361 | 0.010438 |
26 | -0.026837 | -0.3209 | 0.374367 |
27 | 0.013006 | 0.1555 | 0.438311 |
28 | -0.091083 | -1.0892 | 0.138951 |
29 | 0.068047 | 0.8137 | 0.208577 |
30 | -0.167842 | -2.0071 | 0.023312 |
31 | -0.02189 | -0.2618 | 0.39694 |
32 | 0.006637 | 0.0794 | 0.468425 |
33 | 0.017971 | 0.2149 | 0.415074 |
34 | -0.073165 | -0.8749 | 0.19154 |
35 | -0.153792 | -1.8391 | 0.033988 |
36 | 0.562378 | 6.7251 | 0 |
37 | -0.160484 | -1.9191 | 0.028481 |
38 | -0.029984 | -0.3586 | 0.360226 |
39 | 0.017622 | 0.2107 | 0.416699 |
40 | -0.065221 | -0.7799 | 0.218362 |
41 | 0.060985 | 0.7293 | 0.233512 |
42 | -0.17313 | -2.0703 | 0.02011 |
43 | 0.019506 | 0.2333 | 0.407946 |
44 | -0.023928 | -0.2861 | 0.387594 |
45 | -0.017689 | -0.2115 | 0.416389 |
46 | -0.018939 | -0.2265 | 0.410578 |
47 | -0.171529 | -2.0512 | 0.021037 |
48 | 0.544712 | 6.5138 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.296743 | -3.5485 | 0.000262 |
2 | -0.203385 | -2.4321 | 0.008123 |
3 | 0.006615 | 0.0791 | 0.468532 |
4 | -0.111052 | -1.328 | 0.093149 |
5 | -0.047274 | -0.5653 | 0.286374 |
6 | -0.198296 | -2.3713 | 0.00953 |
7 | -0.17945 | -2.1459 | 0.016784 |
8 | -0.225603 | -2.6978 | 0.00391 |
9 | -0.048364 | -0.5784 | 0.281967 |
10 | -0.236743 | -2.831 | 0.002654 |
11 | -0.548395 | -6.5579 | 0 |
12 | 0.595353 | 7.1194 | 0 |
13 | 0.118692 | 1.4194 | 0.078986 |
14 | -0.020938 | -0.2504 | 0.401326 |
15 | -0.051226 | -0.6126 | 0.270567 |
16 | 0.023069 | 0.2759 | 0.391527 |
17 | -0.037182 | -0.4446 | 0.328628 |
18 | -0.049253 | -0.589 | 0.278403 |
19 | 0.004527 | 0.0541 | 0.47845 |
20 | -0.025819 | -0.3087 | 0.378982 |
21 | -0.188869 | -2.2585 | 0.012713 |
22 | -0.123963 | -1.4824 | 0.070219 |
23 | 0.040078 | 0.4793 | 0.316241 |
24 | 0.188853 | 2.2583 | 0.012719 |
25 | 0.104381 | 1.2482 | 0.106996 |
26 | 0.138109 | 1.6515 | 0.050411 |
27 | -0.146864 | -1.7562 | 0.040594 |
28 | -0.010364 | -0.1239 | 0.450773 |
29 | 0.031027 | 0.371 | 0.355583 |
30 | -0.060879 | -0.728 | 0.2339 |
31 | 0.072818 | 0.8708 | 0.192668 |
32 | -0.030125 | -0.3602 | 0.3596 |
33 | 0.005144 | 0.0615 | 0.475518 |
34 | 0.146072 | 1.7468 | 0.041412 |
35 | -0.041264 | -0.4934 | 0.311227 |
36 | -0.024448 | -0.2924 | 0.38522 |
37 | -0.058036 | -0.694 | 0.2444 |
38 | -0.115368 | -1.3796 | 0.084932 |
39 | 0.068486 | 0.819 | 0.207082 |
40 | 0.072804 | 0.8706 | 0.192713 |
41 | -0.040717 | -0.4869 | 0.313535 |
42 | -0.023172 | -0.2771 | 0.391054 |
43 | 0.02367 | 0.2831 | 0.388774 |
44 | -0.047001 | -0.5621 | 0.287481 |
45 | -0.037678 | -0.4506 | 0.326493 |
46 | 0.01523 | 0.1821 | 0.427869 |
47 | -0.059741 | -0.7144 | 0.238074 |
48 | 0.089997 | 1.0762 | 0.141822 |