Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.216918 | -2.3663 | 0.009791 |
2 | -0.052806 | -0.576 | 0.282836 |
3 | -0.144746 | -1.579 | 0.058496 |
4 | 0.067046 | 0.7314 | 0.232991 |
5 | -0.127175 | -1.3873 | 0.083969 |
6 | 0.050547 | 0.5514 | 0.291195 |
7 | -0.084736 | -0.9244 | 0.178586 |
8 | 0.084992 | 0.9272 | 0.177862 |
9 | -0.162069 | -1.768 | 0.039814 |
10 | -0.039784 | -0.434 | 0.332538 |
11 | -0.178024 | -1.942 | 0.027249 |
12 | 0.824287 | 8.9919 | 0 |
13 | -0.222706 | -2.4294 | 0.008308 |
14 | -0.040323 | -0.4399 | 0.330415 |
15 | -0.126454 | -1.3795 | 0.085171 |
16 | 0.071269 | 0.7775 | 0.219217 |
17 | -0.148903 | -1.6243 | 0.053474 |
18 | 0.078644 | 0.8579 | 0.196333 |
19 | -0.087458 | -0.954 | 0.170996 |
20 | 0.093321 | 1.018 | 0.155369 |
21 | -0.122644 | -1.3379 | 0.091742 |
22 | -0.020612 | -0.2248 | 0.411242 |
23 | -0.146853 | -1.602 | 0.055906 |
24 | 0.675932 | 7.3736 | 0 |
25 | -0.227437 | -2.481 | 0.007248 |
26 | -0.032944 | -0.3594 | 0.359977 |
27 | -0.105114 | -1.1467 | 0.126912 |
28 | 0.06653 | 0.7258 | 0.234707 |
29 | -0.166063 | -1.8115 | 0.03629 |
30 | 0.104597 | 1.141 | 0.128076 |
31 | -0.071957 | -0.785 | 0.217018 |
32 | 0.087001 | 0.9491 | 0.172254 |
33 | -0.110978 | -1.2106 | 0.114219 |
34 | -0.009744 | -0.1063 | 0.457765 |
35 | -0.106328 | -1.1599 | 0.124205 |
36 | 0.538601 | 5.8754 | 0 |
37 | -0.216565 | -2.3624 | 0.009889 |
38 | -0.03341 | -0.3645 | 0.358082 |
39 | -0.080534 | -0.8785 | 0.190716 |
40 | 0.018628 | 0.2032 | 0.419658 |
41 | -0.174373 | -1.9022 | 0.029782 |
42 | 0.110771 | 1.2084 | 0.114651 |
43 | -0.049793 | -0.5432 | 0.294012 |
44 | 0.094974 | 1.036 | 0.15114 |
45 | -0.090023 | -0.982 | 0.164039 |
46 | -0.015288 | -0.1668 | 0.433915 |
47 | -0.057293 | -0.625 | 0.266587 |
48 | 0.413165 | 4.5071 | 8e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.216918 | -2.3663 | 0.009791 |
2 | -0.10479 | -1.1431 | 0.127641 |
3 | -0.191124 | -2.0849 | 0.019607 |
4 | -0.021972 | -0.2397 | 0.405494 |
5 | -0.161874 | -1.7658 | 0.039994 |
6 | -0.047106 | -0.5139 | 0.304148 |
7 | -0.123984 | -1.3525 | 0.089389 |
8 | -0.013625 | -0.1486 | 0.441049 |
9 | -0.190299 | -2.0759 | 0.020028 |
10 | -0.202363 | -2.2075 | 0.014598 |
11 | -0.356781 | -3.892 | 8.2e-05 |
12 | 0.754903 | 8.235 | 0 |
13 | 0.022645 | 0.247 | 0.402654 |
14 | 0.021995 | 0.2399 | 0.405395 |
15 | -0.014813 | -0.1616 | 0.435952 |
16 | 0.043261 | 0.4719 | 0.318925 |
17 | 0.008478 | 0.0925 | 0.463235 |
18 | 0.077156 | 0.8417 | 0.200829 |
19 | -0.100724 | -1.0988 | 0.137043 |
20 | -0.019274 | -0.2103 | 0.416914 |
21 | 0.14013 | 1.5286 | 0.064505 |
22 | 0.053462 | 0.5832 | 0.280431 |
23 | 0.021172 | 0.231 | 0.408871 |
24 | -0.005974 | -0.0652 | 0.474075 |
25 | -0.01619 | -0.1766 | 0.430058 |
26 | 0.003903 | 0.0426 | 0.483054 |
27 | 0.043716 | 0.4769 | 0.317158 |
28 | -0.046817 | -0.5107 | 0.30525 |
29 | -0.046616 | -0.5085 | 0.306015 |
30 | 0.025734 | 0.2807 | 0.389703 |
31 | 0.071141 | 0.7761 | 0.219628 |
32 | -0.010281 | -0.1121 | 0.455447 |
33 | -0.060122 | -0.6559 | 0.256592 |
34 | -0.048448 | -0.5285 | 0.299068 |
35 | 0.058719 | 0.6405 | 0.261525 |
36 | -0.025624 | -0.2795 | 0.390165 |
37 | 0.001576 | 0.0172 | 0.493156 |
38 | -0.081761 | -0.8919 | 0.187121 |
39 | 0.006192 | 0.0675 | 0.473129 |
40 | -0.12317 | -1.3436 | 0.090813 |
41 | -0.043846 | -0.4783 | 0.316655 |
42 | -0.129003 | -1.4073 | 0.080978 |
43 | -0.025584 | -0.2791 | 0.390332 |
44 | 0.015934 | 0.1738 | 0.431152 |
45 | 0.019635 | 0.2142 | 0.415382 |
46 | -0.090494 | -0.9872 | 0.162781 |
47 | 0.040297 | 0.4396 | 0.330517 |
48 | -0.056768 | -0.6193 | 0.268464 |