Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.315496 | -3.4417 | 0.000399 |
2 | -0.08603 | -0.9385 | 0.174951 |
3 | 0.071249 | 0.7772 | 0.219283 |
4 | -0.085986 | -0.938 | 0.175073 |
5 | 0.051447 | 0.5612 | 0.287853 |
6 | -0.193569 | -2.1116 | 0.018407 |
7 | -0.00856 | -0.0934 | 0.462878 |
8 | -0.019607 | -0.2139 | 0.415499 |
9 | 0.048935 | 0.5338 | 0.297231 |
10 | -0.105943 | -1.1557 | 0.125058 |
11 | -0.248522 | -2.7111 | 0.00385 |
12 | 0.794486 | 8.6668 | 0 |
13 | -0.250211 | -2.7295 | 0.003653 |
14 | -0.061976 | -0.6761 | 0.25015 |
15 | 0.071389 | 0.7788 | 0.218832 |
16 | -0.113798 | -1.2414 | 0.108451 |
17 | 0.093331 | 1.0181 | 0.155343 |
18 | -0.193299 | -2.1086 | 0.018536 |
19 | -0.019853 | -0.2166 | 0.414458 |
20 | 0.018781 | 0.2049 | 0.419007 |
21 | -0.010362 | -0.113 | 0.455096 |
22 | -0.096649 | -1.0543 | 0.146937 |
23 | -0.154402 | -1.6843 | 0.047369 |
24 | 0.644921 | 7.0353 | 0 |
25 | -0.186977 | -2.0397 | 0.021798 |
26 | -0.032284 | -0.3522 | 0.362664 |
27 | 0.02299 | 0.2508 | 0.401203 |
28 | -0.086604 | -0.9447 | 0.173353 |
29 | 0.107438 | 1.172 | 0.121767 |
30 | -0.209948 | -2.2903 | 0.011884 |
31 | 0.018586 | 0.2028 | 0.419837 |
32 | 0.007805 | 0.0851 | 0.466147 |
33 | -0.023287 | -0.254 | 0.399954 |
34 | -0.050248 | -0.5481 | 0.292311 |
35 | -0.14913 | -1.6268 | 0.05321 |
36 | 0.514472 | 5.6122 | 0 |
37 | -0.141644 | -1.5452 | 0.062482 |
38 | -0.032128 | -0.3505 | 0.363302 |
39 | 0.021101 | 0.2302 | 0.409171 |
40 | -0.062571 | -0.6826 | 0.248104 |
41 | 0.07301 | 0.7964 | 0.21368 |
42 | -0.178444 | -1.9466 | 0.02697 |
43 | 0.040734 | 0.4444 | 0.328797 |
44 | -0.012285 | -0.134 | 0.446811 |
45 | -0.040101 | -0.4375 | 0.331287 |
46 | -0.015265 | -0.1665 | 0.434014 |
47 | -0.157252 | -1.7154 | 0.044436 |
48 | 0.473647 | 5.1669 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.315496 | -3.4417 | 0.000399 |
2 | -0.20608 | -2.2481 | 0.013207 |
3 | -0.03074 | -0.3353 | 0.368984 |
4 | -0.100832 | -1.0999 | 0.136788 |
5 | -0.003301 | -0.036 | 0.485666 |
6 | -0.233306 | -2.5451 | 0.006102 |
7 | -0.184346 | -2.011 | 0.023294 |
8 | -0.206716 | -2.255 | 0.012981 |
9 | -0.077684 | -0.8474 | 0.199228 |
10 | -0.24386 | -2.6602 | 0.004443 |
11 | -0.589307 | -6.4286 | 0 |
12 | 0.569488 | 6.2124 | 0 |
13 | 0.162781 | 1.7757 | 0.039167 |
14 | 0.038851 | 0.4238 | 0.336234 |
15 | -0.028177 | -0.3074 | 0.379549 |
16 | -0.031007 | -0.3382 | 0.367888 |
17 | -0.031747 | -0.3463 | 0.364858 |
18 | -0.05627 | -0.6138 | 0.270247 |
19 | 0.029445 | 0.3212 | 0.37431 |
20 | -0.016666 | -0.1818 | 0.428023 |
21 | -0.158258 | -1.7264 | 0.043436 |
22 | -0.112501 | -1.2272 | 0.111077 |
23 | 0.058897 | 0.6425 | 0.260894 |
24 | 0.109311 | 1.1924 | 0.117731 |
25 | 0.07303 | 0.7967 | 0.213615 |
26 | 0.080549 | 0.8787 | 0.190671 |
27 | -0.101972 | -1.1124 | 0.134108 |
28 | 0.001863 | 0.0203 | 0.491909 |
29 | 0.024772 | 0.2702 | 0.393725 |
30 | -0.00722 | -0.0788 | 0.468676 |
31 | 0.09972 | 1.0878 | 0.139437 |
32 | -0.055553 | -0.606 | 0.272829 |
33 | 0.028596 | 0.312 | 0.377812 |
34 | 0.151005 | 1.6473 | 0.051071 |
35 | 0.004143 | 0.0452 | 0.482015 |
36 | -0.044221 | -0.4824 | 0.315207 |
37 | -0.075666 | -0.8254 | 0.205392 |
38 | -0.094216 | -1.0278 | 0.153071 |
39 | 0.022753 | 0.2482 | 0.402202 |
40 | 0.068418 | 0.7463 | 0.228464 |
41 | -0.072426 | -0.7901 | 0.215529 |
42 | -0.004886 | -0.0533 | 0.47879 |
43 | -0.032712 | -0.3568 | 0.360919 |
44 | 0.011519 | 0.1257 | 0.450106 |
45 | 0.013094 | 0.1428 | 0.443331 |
46 | -0.023444 | -0.2557 | 0.399295 |
47 | -0.105569 | -1.1516 | 0.125892 |
48 | 0.03613 | 0.3941 | 0.347094 |