Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.34099 | -3.5272 | 0.00031 |
2 | 0.161171 | 1.6672 | 0.049203 |
3 | -0.187224 | -1.9367 | 0.027712 |
4 | -0.339596 | -3.5128 | 0.000325 |
5 | 0.370955 | 3.8372 | 0.000105 |
6 | -0.34395 | -3.5578 | 0.000279 |
7 | 0.418111 | 4.325 | 1.7e-05 |
8 | -0.287596 | -2.9749 | 0.001811 |
9 | -0.184079 | -1.9041 | 0.02979 |
10 | 0.134419 | 1.3904 | 0.083641 |
11 | -0.313093 | -3.2387 | 8e-04 |
12 | 0.789552 | 8.1672 | 0 |
13 | -0.255181 | -2.6396 | 0.00477 |
14 | 0.190657 | 1.9722 | 0.025585 |
15 | -0.164844 | -1.7052 | 0.045533 |
16 | -0.350569 | -3.6263 | 0.000221 |
17 | 0.337735 | 3.4936 | 0.000347 |
18 | -0.308274 | -3.1888 | 0.000937 |
19 | 0.376507 | 3.8946 | 8.6e-05 |
20 | -0.224228 | -2.3194 | 0.011135 |
21 | -0.157817 | -1.6325 | 0.05276 |
22 | 0.103514 | 1.0708 | 0.143344 |
23 | -0.273867 | -2.8329 | 0.002757 |
24 | 0.602424 | 6.2315 | 0 |
25 | -0.138764 | -1.4354 | 0.077048 |
26 | 0.176842 | 1.8293 | 0.035072 |
27 | -0.136543 | -1.4124 | 0.080366 |
28 | -0.308312 | -3.1892 | 0.000936 |
29 | 0.247263 | 2.5577 | 0.005968 |
30 | -0.257776 | -2.6665 | 0.004428 |
31 | 0.305356 | 3.1586 | 0.00103 |
32 | -0.153114 | -1.5838 | 0.058093 |
33 | -0.118564 | -1.2264 | 0.111363 |
34 | 0.093066 | 0.9627 | 0.168939 |
35 | -0.263403 | -2.7247 | 0.00376 |
36 | 0.501368 | 5.1862 | 1e-06 |
37 | -0.076549 | -0.7918 | 0.215107 |
38 | 0.098985 | 1.0239 | 0.154094 |
39 | -0.083705 | -0.8659 | 0.194254 |
40 | -0.251284 | -2.5993 | 0.00533 |
41 | 0.190959 | 1.9753 | 0.025405 |
42 | -0.253929 | -2.6267 | 0.004944 |
43 | 0.27663 | 2.8615 | 0.002536 |
44 | -0.101626 | -1.0512 | 0.14776 |
45 | -0.079109 | -0.8183 | 0.2075 |
46 | 0.085894 | 0.8885 | 0.188134 |
47 | -0.251043 | -2.5968 | 0.005366 |
48 | 0.394286 | 4.0785 | 4.4e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.34099 | -3.5272 | 0.00031 |
2 | 0.050804 | 0.5255 | 0.300154 |
3 | -0.13357 | -1.3817 | 0.084977 |
4 | -0.514821 | -5.3253 | 0 |
5 | 0.179815 | 1.86 | 0.032814 |
6 | -0.220958 | -2.2856 | 0.012124 |
7 | 0.076756 | 0.794 | 0.214484 |
8 | -0.234549 | -2.4262 | 0.008465 |
9 | -0.434093 | -4.4903 | 9e-06 |
10 | -0.217 | -2.2447 | 0.013423 |
11 | -0.396937 | -4.1059 | 3.9e-05 |
12 | 0.445036 | 4.6035 | 6e-06 |
13 | 0.108652 | 1.1239 | 0.131784 |
14 | 0.043625 | 0.4513 | 0.326357 |
15 | -0.004306 | -0.0445 | 0.48228 |
16 | -0.015357 | -0.1589 | 0.43704 |
17 | 0.049771 | 0.5148 | 0.303866 |
18 | 0.089724 | 0.9281 | 0.17772 |
19 | -0.104654 | -1.0825 | 0.140722 |
20 | -0.051051 | -0.5281 | 0.299269 |
21 | -0.005491 | -0.0568 | 0.477404 |
22 | -0.041122 | -0.4254 | 0.335712 |
23 | 0.03951 | 0.4087 | 0.34179 |
24 | -0.115361 | -1.1933 | 0.117694 |
25 | 0.072225 | 0.7471 | 0.22832 |
26 | 0.043009 | 0.4449 | 0.328649 |
27 | -0.018901 | -0.1955 | 0.422681 |
28 | 0.066736 | 0.6903 | 0.245744 |
29 | -0.040516 | -0.4191 | 0.33799 |
30 | -0.017416 | -0.1802 | 0.428685 |
31 | -0.047433 | -0.4906 | 0.31234 |
32 | -0.044357 | -0.4588 | 0.323643 |
33 | 0.014553 | 0.1505 | 0.44031 |
34 | 0.080649 | 0.8342 | 0.203003 |
35 | -0.100601 | -1.0406 | 0.150197 |
36 | 0.127454 | 1.3184 | 0.095094 |
37 | 0.068868 | 0.7124 | 0.23889 |
38 | -0.162689 | -1.6829 | 0.047658 |
39 | -0.038458 | -0.3978 | 0.345782 |
40 | 0.054242 | 0.5611 | 0.287955 |
41 | 0.071862 | 0.7434 | 0.229449 |
42 | -0.132689 | -1.3726 | 0.086381 |
43 | -0.007348 | -0.076 | 0.469775 |
44 | 0.0096 | 0.0993 | 0.46054 |
45 | 0.124014 | 1.2828 | 0.101164 |
46 | 0.053238 | 0.5507 | 0.291493 |
47 | -0.053355 | -0.5519 | 0.291083 |
48 | -0.098084 | -1.0146 | 0.156296 |