Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.148497 | -1.2513 | 0.107473 |
2 | -0.342951 | -2.8898 | 0.002555 |
3 | -0.012312 | -0.1037 | 0.458833 |
4 | 0.2438 | 2.0543 | 0.021815 |
5 | 0.1138 | 0.9589 | 0.170433 |
6 | -0.68432 | -5.7662 | 0 |
7 | 0.09004 | 0.7587 | 0.225275 |
8 | 0.253698 | 2.1377 | 0.017993 |
9 | -0.001841 | -0.0155 | 0.493832 |
10 | -0.285155 | -2.4028 | 0.009444 |
11 | -0.085407 | -0.7197 | 0.23705 |
12 | 0.737301 | 6.2126 | 0 |
13 | -0.059352 | -0.5001 | 0.309271 |
14 | -0.323626 | -2.7269 | 0.004024 |
15 | 0.014763 | 0.1244 | 0.450678 |
16 | 0.19196 | 1.6175 | 0.055104 |
17 | 0.070606 | 0.5949 | 0.276889 |
18 | -0.528578 | -4.4539 | 1.5e-05 |
19 | 0.061992 | 0.5224 | 0.301526 |
20 | 0.217531 | 1.8329 | 0.035502 |
21 | -0.030237 | -0.2548 | 0.399813 |
22 | -0.214052 | -1.8036 | 0.037765 |
23 | -0.074933 | -0.6314 | 0.264904 |
24 | 0.575615 | 4.8502 | 4e-06 |
25 | -0.033047 | -0.2785 | 0.390733 |
26 | -0.245582 | -2.0693 | 0.021079 |
27 | 0.001913 | 0.0161 | 0.493593 |
28 | 0.147133 | 1.2398 | 0.109573 |
29 | 0.066169 | 0.5575 | 0.289454 |
30 | -0.393346 | -3.3144 | 0.000724 |
31 | 0.019549 | 0.1647 | 0.434816 |
32 | 0.166288 | 1.4012 | 0.08276 |
33 | -0.012521 | -0.1055 | 0.458137 |
34 | -0.142848 | -1.2037 | 0.116359 |
35 | -0.098782 | -0.8323 | 0.204001 |
36 | 0.450305 | 3.7943 | 0.000154 |
37 | -0.023554 | -0.1985 | 0.421622 |
38 | -0.166233 | -1.4007 | 0.082828 |
39 | -0.000458 | -0.0039 | 0.498467 |
40 | 0.065995 | 0.5561 | 0.289951 |
41 | 0.08637 | 0.7278 | 0.234574 |
42 | -0.295379 | -2.4889 | 0.00758 |
43 | 0.034785 | 0.2931 | 0.385148 |
44 | 0.107091 | 0.9024 | 0.184958 |
45 | -0.037328 | -0.3145 | 0.377021 |
46 | -0.078127 | -0.6583 | 0.256235 |
47 | -0.032081 | -0.2703 | 0.393849 |
48 | 0.262935 | 2.2155 | 0.014966 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.148497 | -1.2513 | 0.107473 |
2 | -0.373233 | -3.1449 | 0.001213 |
3 | -0.16356 | -1.3782 | 0.086238 |
4 | 0.093763 | 0.7901 | 0.216062 |
5 | 0.168073 | 1.4162 | 0.080544 |
6 | -0.632921 | -5.3331 | 1e-06 |
7 | -0.113486 | -0.9562 | 0.171096 |
8 | -0.223623 | -1.8843 | 0.03181 |
9 | -0.152567 | -1.2856 | 0.101388 |
10 | -0.392787 | -3.3097 | 0.000735 |
11 | -0.338418 | -2.8516 | 0.002847 |
12 | 0.245721 | 2.0705 | 0.021022 |
13 | 0.114305 | 0.9631 | 0.169371 |
14 | 0.004717 | 0.0397 | 0.484205 |
15 | 0.133381 | 1.1239 | 0.132423 |
16 | -0.073589 | -0.6201 | 0.268598 |
17 | -0.066194 | -0.5578 | 0.289381 |
18 | 0.081312 | 0.6851 | 0.247741 |
19 | 0.142547 | 1.2011 | 0.116847 |
20 | -0.021617 | -0.1821 | 0.427993 |
21 | 0.019886 | 0.1676 | 0.433701 |
22 | -0.04807 | -0.405 | 0.343331 |
23 | -0.149155 | -1.2568 | 0.106471 |
24 | -0.035391 | -0.2982 | 0.383208 |
25 | -0.030653 | -0.2583 | 0.398466 |
26 | 0.013545 | 0.1141 | 0.454728 |
27 | -0.062956 | -0.5305 | 0.298717 |
28 | -0.075482 | -0.636 | 0.263403 |
29 | -0.060488 | -0.5097 | 0.305928 |
30 | 0.037977 | 0.32 | 0.374955 |
31 | -0.037431 | -0.3154 | 0.376692 |
32 | 0.010975 | 0.0925 | 0.463291 |
33 | 0.027389 | 0.2308 | 0.409075 |
34 | 0.074755 | 0.6299 | 0.265392 |
35 | -0.063922 | -0.5386 | 0.295918 |
36 | 0.108126 | 0.9111 | 0.182667 |
37 | -0.093678 | -0.7893 | 0.21627 |
38 | 0.048528 | 0.4089 | 0.341921 |
39 | 0.00387 | 0.0326 | 0.487039 |
40 | -0.028467 | -0.2399 | 0.405563 |
41 | -0.097792 | -0.824 | 0.206347 |
42 | 0.014465 | 0.1219 | 0.451667 |
43 | -0.009236 | -0.0778 | 0.469092 |
44 | 0.061472 | 0.518 | 0.303044 |
45 | -0.093248 | -0.7857 | 0.217322 |
46 | -0.010161 | -0.0856 | 0.466005 |
47 | 0.156889 | 1.322 | 0.095211 |
48 | -0.089579 | -0.7548 | 0.226432 |