Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.030577 | -0.3178 | 0.375639 |
2 | -0.205846 | -2.1392 | 0.017336 |
3 | -0.316247 | -3.2865 | 0.000684 |
4 | 0.186808 | 1.9414 | 0.02741 |
5 | -0.004253 | -0.0442 | 0.482416 |
6 | -0.064827 | -0.6737 | 0.250969 |
7 | 0.066951 | 0.6958 | 0.244031 |
8 | 0.233971 | 2.4315 | 0.008341 |
9 | -0.349633 | -3.6335 | 0.000215 |
10 | -0.243985 | -2.5356 | 0.006329 |
11 | -0.033589 | -0.3491 | 0.36386 |
12 | 0.7895 | 8.2047 | 0 |
13 | -0.016239 | -0.1688 | 0.43315 |
14 | -0.159289 | -1.6554 | 0.050375 |
15 | -0.268617 | -2.7916 | 0.003102 |
16 | 0.188504 | 1.959 | 0.026346 |
17 | -0.094554 | -0.9826 | 0.163993 |
18 | -0.058524 | -0.6082 | 0.272166 |
19 | 0.104901 | 1.0902 | 0.139034 |
20 | 0.214953 | 2.2339 | 0.013777 |
21 | -0.322309 | -3.3495 | 0.000558 |
22 | -0.279085 | -2.9003 | 0.002259 |
23 | 0.0073 | 0.0759 | 0.469834 |
24 | 0.615381 | 6.3952 | 0 |
25 | -0.034159 | -0.355 | 0.361643 |
26 | -0.090149 | -0.9369 | 0.175461 |
27 | -0.222073 | -2.3079 | 0.011456 |
28 | 0.149374 | 1.5523 | 0.061753 |
29 | -0.124802 | -1.297 | 0.098701 |
30 | -0.046378 | -0.482 | 0.315398 |
31 | 0.145545 | 1.5125 | 0.066658 |
32 | 0.181574 | 1.887 | 0.030924 |
33 | -0.251862 | -2.6174 | 0.005065 |
34 | -0.30951 | -3.2165 | 0.000856 |
35 | 0.037577 | 0.3905 | 0.348463 |
36 | 0.474535 | 4.9315 | 1e-06 |
37 | -0.038701 | -0.4022 | 0.34417 |
38 | -0.045374 | -0.4715 | 0.319102 |
39 | -0.152082 | -1.5805 | 0.05846 |
40 | 0.107895 | 1.1213 | 0.132329 |
41 | -0.128255 | -1.3329 | 0.092691 |
42 | -0.02262 | -0.2351 | 0.407298 |
43 | 0.172467 | 1.7923 | 0.03794 |
44 | 0.115459 | 1.1999 | 0.116404 |
45 | -0.20802 | -2.1618 | 0.01642 |
46 | -0.289945 | -3.0132 | 0.00161 |
47 | 0.019579 | 0.2035 | 0.419573 |
48 | 0.344127 | 3.5763 | 0.000261 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.030577 | -0.3178 | 0.375639 |
2 | -0.206974 | -2.1509 | 0.016855 |
3 | -0.345272 | -3.5882 | 0.000251 |
4 | 0.114871 | 1.1938 | 0.117592 |
5 | -0.141874 | -1.4744 | 0.071642 |
6 | -0.143142 | -1.4876 | 0.069888 |
7 | 0.157217 | 1.6338 | 0.052601 |
8 | 0.178418 | 1.8542 | 0.033221 |
9 | -0.435862 | -4.5296 | 8e-06 |
10 | -0.144801 | -1.5048 | 0.067645 |
11 | -0.06723 | -0.6987 | 0.243128 |
12 | 0.65652 | 6.8228 | 0 |
13 | 0.023822 | 0.2476 | 0.40247 |
14 | 0.013316 | 0.1384 | 0.445097 |
15 | -0.047784 | -0.4966 | 0.310245 |
16 | 0.118891 | 1.2356 | 0.109652 |
17 | -0.069592 | -0.7232 | 0.235554 |
18 | -0.02145 | -0.2229 | 0.41201 |
19 | -0.017822 | -0.1852 | 0.426705 |
20 | -0.140174 | -1.4567 | 0.074046 |
21 | 0.026072 | 0.2709 | 0.393476 |
22 | -0.064245 | -0.6677 | 0.252889 |
23 | 0.084101 | 0.874 | 0.192029 |
24 | -0.075929 | -0.7891 | 0.215897 |
25 | -0.028684 | -0.2981 | 0.383104 |
26 | 0.056782 | 0.5901 | 0.278179 |
27 | -0.029909 | -0.3108 | 0.378268 |
28 | -0.085561 | -0.8892 | 0.187941 |
29 | 0.060049 | 0.624 | 0.266957 |
30 | 0.00589 | 0.0612 | 0.475652 |
31 | -0.010348 | -0.1075 | 0.457281 |
32 | -0.027931 | -0.2903 | 0.386085 |
33 | 0.119697 | 1.2439 | 0.108109 |
34 | -0.123974 | -1.2884 | 0.100185 |
35 | 0.052095 | 0.5414 | 0.294678 |
36 | -0.014024 | -0.1457 | 0.442198 |
37 | -0.028409 | -0.2952 | 0.384189 |
38 | -0.004883 | -0.0507 | 0.479812 |
39 | 0.027255 | 0.2832 | 0.388766 |
40 | -0.015372 | -0.1597 | 0.436689 |
41 | 0.040063 | 0.4163 | 0.338991 |
42 | 0.067662 | 0.7032 | 0.241732 |
43 | -0.017791 | -0.1849 | 0.42683 |
44 | -0.086873 | -0.9028 | 0.184318 |
45 | -0.034635 | -0.3599 | 0.359799 |
46 | 0.020995 | 0.2182 | 0.413846 |
47 | -0.128616 | -1.3366 | 0.092078 |
48 | -0.04131 | -0.4293 | 0.334278 |