Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.385061 | -3.4441 | 0.000457 |
2 | 0.315202 | 2.8193 | 0.003033 |
3 | -0.043611 | -0.3901 | 0.348762 |
4 | -0.167699 | -1.4999 | 0.068782 |
5 | 0.058915 | 0.527 | 0.299842 |
6 | -0.49533 | -4.4304 | 1.5e-05 |
7 | 0.109198 | 0.9767 | 0.165831 |
8 | -0.208964 | -1.869 | 0.032639 |
9 | -0.006169 | -0.0552 | 0.478068 |
10 | 0.280221 | 2.5064 | 0.007112 |
11 | -0.294522 | -2.6343 | 0.00506 |
12 | 0.733762 | 6.563 | 0 |
13 | -0.31584 | -2.825 | 0.002984 |
14 | 0.338653 | 3.029 | 0.001651 |
15 | -0.08116 | -0.7259 | 0.235005 |
16 | -0.139038 | -1.2436 | 0.108641 |
17 | 0.057602 | 0.5152 | 0.303914 |
18 | -0.3877 | -3.4677 | 0.000424 |
19 | 0.079052 | 0.7071 | 0.24079 |
20 | -0.19401 | -1.7353 | 0.043271 |
21 | -0.021782 | -0.1948 | 0.423011 |
22 | 0.272196 | 2.4346 | 0.008567 |
23 | -0.280328 | -2.5073 | 0.007095 |
24 | 0.605559 | 5.4163 | 0 |
25 | -0.269606 | -2.4114 | 0.009091 |
26 | 0.252881 | 2.2618 | 0.013211 |
27 | -0.069311 | -0.6199 | 0.268532 |
28 | -0.104296 | -0.9329 | 0.176851 |
29 | 0.024865 | 0.2224 | 0.412285 |
30 | -0.336599 | -3.0106 | 0.001744 |
31 | 0.118785 | 1.0624 | 0.145615 |
32 | -0.169242 | -1.5137 | 0.067016 |
33 | -0.014728 | -0.1317 | 0.447765 |
34 | 0.227315 | 2.0332 | 0.022676 |
35 | -0.194659 | -1.7411 | 0.042757 |
36 | 0.448183 | 4.0087 | 6.8e-05 |
37 | -0.228834 | -2.0468 | 0.021983 |
38 | 0.201751 | 1.8045 | 0.037457 |
39 | -0.036936 | -0.3304 | 0.370993 |
40 | -0.089575 | -0.8012 | 0.212698 |
41 | -0.001814 | -0.0162 | 0.493549 |
42 | -0.245478 | -2.1956 | 0.015508 |
43 | 0.076182 | 0.6814 | 0.248797 |
44 | -0.139597 | -1.2486 | 0.107728 |
45 | 0.001378 | 0.0123 | 0.495097 |
46 | 0.185238 | 1.6568 | 0.050736 |
47 | -0.136824 | -1.2238 | 0.112312 |
48 | 0.334234 | 2.9895 | 0.001856 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.385061 | -3.4441 | 0.000457 |
2 | 0.19599 | 1.753 | 0.041718 |
3 | 0.158046 | 1.4136 | 0.080678 |
4 | -0.249067 | -2.2277 | 0.014354 |
5 | -0.129825 | -1.1612 | 0.124509 |
6 | -0.511977 | -4.5793 | 8e-06 |
7 | -0.327794 | -2.9319 | 0.002196 |
8 | -0.1367 | -1.2227 | 0.11252 |
9 | -0.148637 | -1.3294 | 0.093739 |
10 | 0.236588 | 2.1161 | 0.018722 |
11 | -0.347942 | -3.1121 | 0.001288 |
12 | 0.347749 | 3.1104 | 0.001295 |
13 | 0.040828 | 0.3652 | 0.357972 |
14 | 0.079894 | 0.7146 | 0.238471 |
15 | 0.061541 | 0.5504 | 0.291777 |
16 | -0.014008 | -0.1253 | 0.450305 |
17 | -0.027784 | -0.2485 | 0.402188 |
18 | 0.131574 | 1.1768 | 0.121375 |
19 | -0.02646 | -0.2367 | 0.406761 |
20 | 0.045983 | 0.4113 | 0.340982 |
21 | -0.070299 | -0.6288 | 0.265644 |
22 | 0.071113 | 0.6361 | 0.263279 |
23 | -0.076155 | -0.6812 | 0.248871 |
24 | 0.059629 | 0.5333 | 0.29764 |
25 | 0.013257 | 0.1186 | 0.452956 |
26 | -0.189081 | -1.6912 | 0.047346 |
27 | -0.123126 | -1.1013 | 0.13704 |
28 | 0.007587 | 0.0679 | 0.473034 |
29 | -0.103487 | -0.9256 | 0.178715 |
30 | -0.098988 | -0.8854 | 0.189304 |
31 | -0.02026 | -0.1812 | 0.428331 |
32 | -0.07788 | -0.6966 | 0.244043 |
33 | -0.015976 | -0.1429 | 0.443366 |
34 | -0.080649 | -0.7213 | 0.236401 |
35 | 0.0578 | 0.517 | 0.303297 |
36 | -0.105527 | -0.9439 | 0.174041 |
37 | -0.050854 | -0.4549 | 0.325224 |
38 | -0.075762 | -0.6776 | 0.249979 |
39 | 0.086778 | 0.7762 | 0.21997 |
40 | 0.078626 | 0.7033 | 0.24197 |
41 | -0.011117 | -0.0994 | 0.460521 |
42 | -0.048276 | -0.4318 | 0.333527 |
43 | -0.079395 | -0.7101 | 0.239844 |
44 | -0.082888 | -0.7414 | 0.230318 |
45 | 0.061318 | 0.5484 | 0.292456 |
46 | 0.004176 | 0.0373 | 0.48515 |
47 | 0.001932 | 0.0173 | 0.493128 |
48 | -0.083627 | -0.748 | 0.228331 |