Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.30023 | -3.9717 | 5.2e-05 |
2 | -0.312709 | -4.1368 | 2.7e-05 |
3 | -0.010389 | -0.1374 | 0.445422 |
4 | 0.24609 | 3.2555 | 0.00068 |
5 | 0.07334 | 0.9702 | 0.166645 |
6 | -0.398124 | -5.2667 | 0 |
7 | 0.104006 | 1.3759 | 0.08531 |
8 | 0.220373 | 2.9153 | 0.002009 |
9 | -0.018335 | -0.2425 | 0.404321 |
10 | -0.280445 | -3.7099 | 0.000139 |
11 | -0.215744 | -2.854 | 0.002419 |
12 | 0.799376 | 10.5747 | 0 |
13 | -0.22546 | -2.9825 | 0.001633 |
14 | -0.287632 | -3.805 | 9.8e-05 |
15 | 0.005622 | 0.0744 | 0.4704 |
16 | 0.20447 | 2.7049 | 0.003754 |
17 | 0.083685 | 1.107 | 0.134896 |
18 | -0.365819 | -4.8393 | 1e-06 |
19 | 0.087417 | 1.1564 | 0.124542 |
20 | 0.202007 | 2.6723 | 0.004123 |
21 | -0.023862 | -0.3157 | 0.376318 |
22 | -0.256923 | -3.3988 | 0.000419 |
23 | -0.171498 | -2.2687 | 0.012254 |
24 | 0.709889 | 9.3909 | 0 |
25 | -0.201443 | -2.6648 | 0.004211 |
26 | -0.252724 | -3.3432 | 0.000506 |
27 | -0.030389 | -0.402 | 0.344084 |
28 | 0.245659 | 3.2498 | 0.000693 |
29 | 0.040102 | 0.5305 | 0.298218 |
30 | -0.346818 | -4.588 | 4e-06 |
31 | 0.096133 | 1.2717 | 0.10258 |
32 | 0.197003 | 2.6061 | 0.004974 |
33 | -0.019336 | -0.2558 | 0.399209 |
34 | -0.281637 | -3.7257 | 0.000131 |
35 | -0.113925 | -1.5071 | 0.066796 |
36 | 0.63265 | 8.3692 | 0 |
37 | -0.178708 | -2.3641 | 0.009585 |
38 | -0.222522 | -2.9437 | 0.001842 |
39 | -0.071305 | -0.9433 | 0.173419 |
40 | 0.281842 | 3.7284 | 0.00013 |
41 | 0.019302 | 0.2553 | 0.399378 |
42 | -0.348096 | -4.6049 | 4e-06 |
43 | 0.111225 | 1.4714 | 0.071495 |
44 | 0.21818 | 2.8863 | 0.002195 |
45 | -0.077648 | -1.0272 | 0.152876 |
46 | -0.234654 | -3.1042 | 0.001113 |
47 | -0.091412 | -1.2093 | 0.114096 |
48 | 0.562549 | 7.4418 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.30023 | -3.9717 | 5.2e-05 |
2 | -0.442756 | -5.8571 | 0 |
3 | -0.381095 | -5.0414 | 1e-06 |
4 | -0.103403 | -1.3679 | 0.086549 |
5 | 0.088121 | 1.1657 | 0.122654 |
6 | -0.307156 | -4.0633 | 3.6e-05 |
7 | -0.168772 | -2.2326 | 0.01342 |
8 | -0.067688 | -0.8954 | 0.185895 |
9 | -0.047058 | -0.6225 | 0.267207 |
10 | -0.243965 | -3.2273 | 0.000746 |
11 | -0.729851 | -9.655 | 0 |
12 | 0.210819 | 2.7889 | 0.002937 |
13 | 0.074982 | 0.9919 | 0.161305 |
14 | 0.119169 | 1.5765 | 0.058364 |
15 | 0.169009 | 2.2358 | 0.013315 |
16 | -0.016307 | -0.2157 | 0.414726 |
17 | 0.060521 | 0.8006 | 0.212217 |
18 | 0.107178 | 1.4178 | 0.079009 |
19 | 0.020439 | 0.2704 | 0.393593 |
20 | 0.034202 | 0.4524 | 0.325753 |
21 | -0.017577 | -0.2325 | 0.408204 |
22 | -0.096915 | -1.2821 | 0.100757 |
23 | -0.17553 | -2.322 | 0.010691 |
24 | 0.052753 | 0.6979 | 0.243097 |
25 | 0.004354 | 0.0576 | 0.477067 |
26 | 0.118709 | 1.5704 | 0.059068 |
27 | -0.058653 | -0.7759 | 0.219427 |
28 | 0.140542 | 1.8592 | 0.032339 |
29 | 0.0318 | 0.4207 | 0.337252 |
30 | 0.000983 | 0.013 | 0.494822 |
31 | 0.040752 | 0.5391 | 0.295254 |
32 | 0.034227 | 0.4528 | 0.325634 |
33 | 0.11012 | 1.4567 | 0.073489 |
34 | -0.016118 | -0.2132 | 0.415701 |
35 | -0.056965 | -0.7536 | 0.22606 |
36 | -0.025372 | -0.3356 | 0.368771 |
37 | -0.033822 | -0.4474 | 0.327559 |
38 | 0.065681 | 0.8689 | 0.193051 |
39 | -0.092492 | -1.2236 | 0.111382 |
40 | 0.001268 | 0.0168 | 0.493318 |
41 | -0.026523 | -0.3509 | 0.363056 |
42 | -0.071254 | -0.9426 | 0.173591 |
43 | -0.033818 | -0.4474 | 0.32758 |
44 | 0.160821 | 2.1275 | 0.017391 |
45 | -0.10666 | -1.411 | 0.080014 |
46 | 0.125234 | 1.6567 | 0.049687 |
47 | 0.024429 | 0.3232 | 0.373477 |
48 | -0.012566 | -0.1662 | 0.434081 |