Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.397379 | -4.1105 | 3.9e-05 |
2 | -0.016282 | -0.1684 | 0.433286 |
3 | -0.3003 | -3.1063 | 0.001213 |
4 | 0.348905 | 3.6091 | 0.000235 |
5 | -0.081852 | -0.8467 | 0.19953 |
6 | -0.094205 | -0.9745 | 0.166013 |
7 | -0.009523 | -0.0985 | 0.460856 |
8 | 0.347941 | 3.5991 | 0.000243 |
9 | -0.305385 | -3.1589 | 0.001029 |
10 | -0.070377 | -0.728 | 0.234106 |
11 | -0.295734 | -3.0591 | 0.001403 |
12 | 0.765227 | 7.9156 | 0 |
13 | -0.308938 | -3.1957 | 0.000917 |
14 | 0.015068 | 0.1559 | 0.438218 |
15 | -0.2937 | -3.0381 | 0.001496 |
16 | 0.373806 | 3.8667 | 9.5e-05 |
17 | -0.164052 | -1.697 | 0.046305 |
18 | -0.060842 | -0.6293 | 0.265231 |
19 | 0.034188 | 0.3536 | 0.36215 |
20 | 0.296341 | 3.0654 | 0.001376 |
21 | -0.258169 | -2.6705 | 0.004378 |
22 | -0.139616 | -1.4442 | 0.075802 |
23 | -0.158609 | -1.6407 | 0.051902 |
24 | 0.585599 | 6.0575 | 0 |
25 | -0.251984 | -2.6065 | 0.005225 |
26 | 0.036934 | 0.382 | 0.351592 |
27 | -0.247808 | -2.5633 | 0.005878 |
28 | 0.321643 | 3.3271 | 0.000602 |
29 | -0.172795 | -1.7874 | 0.038351 |
30 | -0.066718 | -0.6901 | 0.245802 |
31 | 0.087967 | 0.9099 | 0.18245 |
32 | 0.199929 | 2.0681 | 0.020522 |
33 | -0.156894 | -1.6229 | 0.053774 |
34 | -0.200853 | -2.0776 | 0.020068 |
35 | -0.053495 | -0.5534 | 0.290586 |
36 | 0.433254 | 4.4816 | 9e-06 |
37 | -0.206285 | -2.1338 | 0.017571 |
38 | 0.04635 | 0.4795 | 0.316298 |
39 | -0.173728 | -1.7971 | 0.037573 |
40 | 0.241929 | 2.5025 | 0.006922 |
41 | -0.174097 | -1.8009 | 0.03727 |
42 | -0.044455 | -0.4598 | 0.323279 |
43 | 0.115479 | 1.1945 | 0.117457 |
44 | 0.128918 | 1.3335 | 0.092593 |
45 | -0.103982 | -1.0756 | 0.142263 |
46 | -0.194316 | -2.01 | 0.023473 |
47 | -0.001116 | -0.0115 | 0.495404 |
48 | 0.291551 | 3.0158 | 0.001601 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.397379 | -4.1105 | 3.9e-05 |
2 | -0.206857 | -2.1397 | 0.017324 |
3 | -0.48422 | -5.0088 | 1e-06 |
4 | -0.040125 | -0.4151 | 0.339464 |
5 | -0.055435 | -0.5734 | 0.283782 |
6 | -0.256431 | -2.6525 | 0.004602 |
7 | -0.069446 | -0.7184 | 0.237052 |
8 | 0.379026 | 3.9207 | 7.8e-05 |
9 | -0.099176 | -1.0259 | 0.153629 |
10 | -0.14047 | -1.453 | 0.07457 |
11 | -0.528992 | -5.4719 | 0 |
12 | 0.362707 | 3.7519 | 0.000143 |
13 | 0.177924 | 1.8405 | 0.034236 |
14 | 0.098699 | 1.021 | 0.15479 |
15 | -0.098804 | -1.022 | 0.154535 |
16 | 0.054302 | 0.5617 | 0.287745 |
17 | 0.010459 | 0.1082 | 0.457026 |
18 | 0.027084 | 0.2802 | 0.389948 |
19 | 0.09336 | 0.9657 | 0.168179 |
20 | -0.086771 | -0.8976 | 0.185717 |
21 | -0.058312 | -0.6032 | 0.273832 |
22 | -0.137652 | -1.4239 | 0.078694 |
23 | 0.045886 | 0.4747 | 0.318001 |
24 | 0.041093 | 0.4251 | 0.335819 |
25 | 0.026723 | 0.2764 | 0.391379 |
26 | 0.018888 | 0.1954 | 0.422734 |
27 | 0.041282 | 0.427 | 0.335111 |
28 | -0.048608 | -0.5028 | 0.308068 |
29 | 0.084384 | 0.8729 | 0.192344 |
30 | -0.023804 | -0.2462 | 0.402989 |
31 | 0.012784 | 0.1322 | 0.447523 |
32 | -0.196751 | -2.0352 | 0.022151 |
33 | 0.016267 | 0.1683 | 0.433347 |
34 | -0.023178 | -0.2398 | 0.405487 |
35 | 0.047783 | 0.4943 | 0.311063 |
36 | 0.026185 | 0.2709 | 0.393511 |
37 | -0.053733 | -0.5558 | 0.289748 |
38 | 0.022044 | 0.228 | 0.410031 |
39 | 0.079749 | 0.8249 | 0.205623 |
40 | 0.030109 | 0.3114 | 0.378034 |
41 | -0.062663 | -0.6482 | 0.259124 |
42 | 0.001898 | 0.0196 | 0.492188 |
43 | -0.044303 | -0.4583 | 0.323844 |
44 | -0.011279 | -0.1167 | 0.45367 |
45 | -0.02858 | -0.2956 | 0.384041 |
46 | 0.075196 | 0.7778 | 0.219192 |
47 | -0.031258 | -0.3233 | 0.373536 |
48 | 0.008934 | 0.0924 | 0.463271 |