Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.335367 | -3.643 | 0.000201 |
2 | -0.161616 | -1.7556 | 0.040876 |
3 | -0.087224 | -0.9475 | 0.17266 |
4 | -0.084696 | -0.92 | 0.179717 |
5 | 0.110776 | 1.2033 | 0.115628 |
6 | 0.121324 | 1.3179 | 0.095042 |
7 | 0.072227 | 0.7846 | 0.217134 |
8 | -0.011268 | -0.1224 | 0.451394 |
9 | -0.146971 | -1.5965 | 0.056524 |
10 | -0.156898 | -1.7043 | 0.045474 |
11 | -0.194929 | -2.1175 | 0.01816 |
12 | 0.779015 | 8.4623 | 0 |
13 | -0.272646 | -2.9617 | 0.00185 |
14 | -0.136052 | -1.4779 | 0.071049 |
15 | -0.058928 | -0.6401 | 0.261668 |
16 | -0.061598 | -0.6691 | 0.252361 |
17 | 0.04846 | 0.5264 | 0.299797 |
18 | 0.136932 | 1.4875 | 0.06978 |
19 | 0.062675 | 0.6808 | 0.248659 |
20 | -0.001318 | -0.0143 | 0.494299 |
21 | -0.190632 | -2.0708 | 0.02028 |
22 | -0.068382 | -0.7428 | 0.229533 |
23 | -0.131437 | -1.4278 | 0.077999 |
24 | 0.596961 | 6.4847 | 0 |
25 | -0.251043 | -2.727 | 0.003683 |
26 | -0.100668 | -1.0935 | 0.138194 |
27 | 0.022398 | 0.2433 | 0.404098 |
28 | -0.088051 | -0.9565 | 0.170394 |
29 | -0.03928 | -0.4267 | 0.335191 |
30 | 0.19176 | 2.083 | 0.019704 |
31 | 0.042945 | 0.4665 | 0.320858 |
32 | 0.036614 | 0.3977 | 0.345773 |
33 | -0.218916 | -2.378 | 0.009506 |
34 | -0.056264 | -0.6112 | 0.271126 |
35 | -0.045871 | -0.4983 | 0.309604 |
36 | 0.406841 | 4.4194 | 1.1e-05 |
37 | -0.181991 | -1.9769 | 0.025191 |
38 | -0.07118 | -0.7732 | 0.220472 |
39 | 0.075114 | 0.8159 | 0.208089 |
40 | -0.105313 | -1.144 | 0.127472 |
41 | -0.116355 | -1.2639 | 0.104371 |
42 | 0.218163 | 2.3699 | 0.009709 |
43 | 0.056369 | 0.6123 | 0.270751 |
44 | 0.049117 | 0.5335 | 0.29733 |
45 | -0.232322 | -2.5237 | 0.006472 |
46 | -0.02157 | -0.2343 | 0.407576 |
47 | -0.040934 | -0.4447 | 0.328693 |
48 | 0.304191 | 3.3044 | 0.00063 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.335367 | -3.643 | 0.000201 |
2 | -0.30882 | -3.3546 | 0.000535 |
3 | -0.325989 | -3.5411 | 0.000286 |
4 | -0.437765 | -4.7553 | 3e-06 |
5 | -0.416102 | -4.52 | 7e-06 |
6 | -0.388972 | -4.2253 | 2.4e-05 |
7 | -0.28788 | -3.1272 | 0.001111 |
8 | -0.053256 | -0.5785 | 0.282013 |
9 | 0.137227 | 1.4907 | 0.069359 |
10 | 0.083743 | 0.9097 | 0.182422 |
11 | -0.732815 | -7.9604 | 0 |
12 | -0.009221 | -0.1002 | 0.46019 |
13 | -0.119799 | -1.3014 | 0.097836 |
14 | -0.156853 | -1.7039 | 0.04552 |
15 | -0.221927 | -2.4107 | 0.008732 |
16 | 0.061054 | 0.6632 | 0.254242 |
17 | -0.050291 | -0.5463 | 0.292945 |
18 | 0.005462 | 0.0593 | 0.476392 |
19 | 0.093188 | 1.0123 | 0.156738 |
20 | 0.06673 | 0.7249 | 0.234982 |
21 | -0.193887 | -2.1062 | 0.018655 |
22 | 0.03063 | 0.3327 | 0.369965 |
23 | 0.054982 | 0.5973 | 0.27574 |
24 | 0.047651 | 0.5176 | 0.302845 |
25 | -0.101819 | -1.106 | 0.135481 |
26 | -0.064268 | -0.6981 | 0.243234 |
27 | 0.123755 | 1.3443 | 0.090712 |
28 | 0.163159 | 1.7724 | 0.039457 |
29 | -0.082952 | -0.9011 | 0.184689 |
30 | -0.074633 | -0.8107 | 0.209579 |
31 | -0.116052 | -1.2606 | 0.104961 |
32 | 0.060066 | 0.6525 | 0.25768 |
33 | 0.13261 | 1.4405 | 0.076186 |
34 | 0.066088 | 0.7179 | 0.23712 |
35 | 0.091739 | 0.9965 | 0.160512 |
36 | -0.035037 | -0.3806 | 0.352094 |
37 | 0.108342 | 1.1769 | 0.120803 |
38 | -0.026411 | -0.2869 | 0.387348 |
39 | -0.053509 | -0.5813 | 0.281088 |
40 | -0.112232 | -1.2191 | 0.11261 |
41 | -0.077462 | -0.8415 | 0.200897 |
42 | -0.088596 | -0.9624 | 0.168909 |
43 | 0.03836 | 0.4167 | 0.33883 |
44 | 0.012009 | 0.1304 | 0.448217 |
45 | -0.051984 | -0.5647 | 0.286678 |
46 | 0.02156 | 0.2342 | 0.407619 |
47 | 0.023902 | 0.2596 | 0.397795 |
48 | 0.051169 | 0.5558 | 0.289688 |