Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.047329 | -0.5163 | 0.303302 |
2 | -0.343741 | -3.7498 | 0.000137 |
3 | -0.000316 | -0.0034 | 0.498629 |
4 | -0.184626 | -2.014 | 0.023131 |
5 | -0.024691 | -0.2693 | 0.394064 |
6 | 0.252913 | 2.759 | 0.003358 |
7 | 0.044876 | 0.4895 | 0.31268 |
8 | -0.223047 | -2.4332 | 0.008228 |
9 | -0.006977 | -0.0761 | 0.469728 |
10 | -0.333761 | -3.6409 | 0.000202 |
11 | -0.09157 | -0.9989 | 0.159931 |
12 | 0.859802 | 9.3793 | 0 |
13 | 0.010212 | 0.1114 | 0.455742 |
14 | -0.311294 | -3.3958 | 0.000465 |
15 | -0.026039 | -0.284 | 0.388434 |
16 | -0.14883 | -1.6235 | 0.053559 |
17 | -0.044179 | -0.4819 | 0.31537 |
18 | 0.243709 | 2.6585 | 0.004464 |
19 | 0.099044 | 1.0804 | 0.141066 |
20 | -0.210865 | -2.3003 | 0.011587 |
21 | -0.009154 | -0.0999 | 0.460312 |
22 | -0.288268 | -3.1446 | 0.00105 |
23 | -0.112601 | -1.2283 | 0.110872 |
24 | 0.719301 | 7.8466 | 0 |
25 | 0.039525 | 0.4312 | 0.333563 |
26 | -0.281768 | -3.0737 | 0.001311 |
27 | -0.040791 | -0.445 | 0.328573 |
28 | -0.121302 | -1.3232 | 0.094145 |
29 | -0.066557 | -0.726 | 0.234617 |
30 | 0.209786 | 2.2885 | 0.011936 |
31 | 0.145643 | 1.5888 | 0.057382 |
32 | -0.198508 | -2.1655 | 0.016174 |
33 | -0.015119 | -0.1649 | 0.43464 |
34 | -0.21506 | -2.346 | 0.010315 |
35 | -0.117538 | -1.2822 | 0.101135 |
36 | 0.566346 | 6.1781 | 0 |
37 | 0.073176 | 0.7983 | 0.213157 |
38 | -0.231012 | -2.52 | 0.006529 |
39 | -0.042747 | -0.4663 | 0.320921 |
40 | -0.084546 | -0.9223 | 0.179122 |
41 | -0.080625 | -0.8795 | 0.190447 |
42 | 0.169991 | 1.8544 | 0.03308 |
43 | 0.181225 | 1.9769 | 0.025181 |
44 | -0.192181 | -2.0964 | 0.01908 |
45 | -0.031207 | -0.3404 | 0.367065 |
46 | -0.159385 | -1.7387 | 0.042339 |
47 | -0.118838 | -1.2964 | 0.098678 |
48 | 0.433786 | 4.732 | 3e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.047329 | -0.5163 | 0.303302 |
2 | -0.346758 | -3.7827 | 0.000122 |
3 | -0.044017 | -0.4802 | 0.315994 |
4 | -0.3503 | -3.8213 | 0.000106 |
5 | -0.108637 | -1.1851 | 0.119173 |
6 | 0.042051 | 0.4587 | 0.323636 |
7 | 0.013796 | 0.1505 | 0.440314 |
8 | -0.19759 | -2.1555 | 0.01657 |
9 | -0.036426 | -0.3974 | 0.345906 |
10 | -0.56455 | -6.1585 | 0 |
11 | -0.401311 | -4.3778 | 1.3e-05 |
12 | 0.675576 | 7.3697 | 0 |
13 | -0.008312 | -0.0907 | 0.463953 |
14 | 0.067056 | 0.7315 | 0.232957 |
15 | -0.144392 | -1.5751 | 0.058941 |
16 | -0.060194 | -0.6566 | 0.256342 |
17 | 0.061556 | 0.6715 | 0.251602 |
18 | -0.05232 | -0.5707 | 0.284624 |
19 | -0.023306 | -0.2542 | 0.399876 |
20 | 0.034314 | 0.3743 | 0.354415 |
21 | -0.009817 | -0.1071 | 0.457449 |
22 | 0.136245 | 1.4863 | 0.069927 |
23 | 0.020992 | 0.229 | 0.409634 |
24 | -0.047946 | -0.523 | 0.300963 |
25 | -0.08541 | -0.9317 | 0.176687 |
26 | -0.071995 | -0.7854 | 0.216898 |
27 | 0.032513 | 0.3547 | 0.361732 |
28 | 8.3e-05 | 9e-04 | 0.499641 |
29 | -0.042594 | -0.4646 | 0.321519 |
30 | -0.100395 | -1.0952 | 0.137826 |
31 | -0.002784 | -0.0304 | 0.48791 |
32 | -0.042323 | -0.4617 | 0.322573 |
33 | -0.027023 | -0.2948 | 0.384335 |
34 | 0.062501 | 0.6818 | 0.248344 |
35 | -0.02607 | -0.2844 | 0.388303 |
36 | -0.144775 | -1.5793 | 0.058459 |
37 | -0.00682 | -0.0744 | 0.470409 |
38 | -0.004165 | -0.0454 | 0.481917 |
39 | 0.091544 | 0.9986 | 0.160001 |
40 | 0.022371 | 0.244 | 0.403809 |
41 | -0.040886 | -0.446 | 0.328201 |
42 | 0.008475 | 0.0925 | 0.463247 |
43 | 0.054285 | 0.5922 | 0.277426 |
44 | -0.020385 | -0.2224 | 0.412201 |
45 | -0.007092 | -0.0774 | 0.46923 |
46 | -0.094709 | -1.0332 | 0.151813 |
47 | -0.028471 | -0.3106 | 0.378333 |
48 | 0.010645 | 0.1161 | 0.453875 |