Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.682471 | -7.4449 | 0 |
2 | 0.293744 | 3.2044 | 0.000869 |
3 | -0.176184 | -1.9219 | 0.028502 |
4 | 0.142208 | 1.5513 | 0.061742 |
5 | -0.066964 | -0.7305 | 0.233263 |
6 | -0.042765 | -0.4665 | 0.320852 |
7 | 0.170649 | 1.8616 | 0.032566 |
8 | -0.317023 | -3.4583 | 0.000377 |
9 | 0.349212 | 3.8095 | 0.000111 |
10 | -0.213667 | -2.3308 | 0.010723 |
11 | 0.187921 | 2.05 | 0.021282 |
12 | -0.275351 | -3.0037 | 0.001626 |
13 | 0.228383 | 2.4914 | 0.007052 |
14 | -0.081246 | -0.8863 | 0.188626 |
15 | -0.006667 | -0.0727 | 0.471074 |
16 | 0.000369 | 0.004 | 0.498396 |
17 | -0.017149 | -0.1871 | 0.42596 |
18 | 0.019103 | 0.2084 | 0.417642 |
19 | -0.007486 | -0.0817 | 0.467526 |
20 | 0.006566 | 0.0716 | 0.471511 |
21 | -0.004737 | -0.0517 | 0.479438 |
22 | -0.006498 | -0.0709 | 0.471803 |
23 | 0.013789 | 0.1504 | 0.440345 |
24 | -0.010144 | -0.1107 | 0.456039 |
25 | 0.010302 | 0.1124 | 0.455354 |
26 | -0.031542 | -0.3441 | 0.365694 |
27 | 0.035276 | 0.3848 | 0.350531 |
28 | -0.031311 | -0.3416 | 0.366642 |
29 | 0.035504 | 0.3873 | 0.34961 |
30 | -0.027676 | -0.3019 | 0.381624 |
31 | 0.015554 | 0.1697 | 0.432776 |
32 | -0.008865 | -0.0967 | 0.461563 |
33 | -0.004413 | -0.0481 | 0.480842 |
34 | 0.022722 | 0.2479 | 0.402333 |
35 | -0.044134 | -0.4814 | 0.315543 |
36 | 0.063149 | 0.6889 | 0.246123 |
37 | -0.055163 | -0.6018 | 0.274241 |
38 | 0.03239 | 0.3533 | 0.362232 |
39 | -0.021744 | -0.2372 | 0.406455 |
40 | 0.023335 | 0.2546 | 0.399752 |
41 | -0.017281 | -0.1885 | 0.425397 |
42 | 0.005949 | 0.0649 | 0.474185 |
43 | 0.011868 | 0.1295 | 0.448606 |
44 | -0.017614 | -0.1922 | 0.423976 |
45 | -0.00088 | -0.0096 | 0.496178 |
46 | 0.014154 | 0.1544 | 0.438778 |
47 | -0.007286 | -0.0795 | 0.46839 |
48 | -0.011587 | -0.1264 | 0.449815 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.682471 | -7.4449 | 0 |
2 | -0.321999 | -3.5126 | 0.000314 |
3 | -0.273399 | -2.9824 | 0.001735 |
4 | -0.116925 | -1.2755 | 0.102308 |
5 | 0.002342 | 0.0256 | 0.489829 |
6 | -0.123729 | -1.3497 | 0.089834 |
7 | 0.147574 | 1.6098 | 0.055041 |
8 | -0.223164 | -2.4344 | 0.0082 |
9 | -0.032759 | -0.3574 | 0.360729 |
10 | 0.096806 | 1.056 | 0.146547 |
11 | 0.241018 | 2.6292 | 0.004844 |
12 | -0.025985 | -0.2835 | 0.388656 |
13 | -0.085202 | -0.9294 | 0.17727 |
14 | -9e-04 | -0.0098 | 0.49609 |
15 | 0.021676 | 0.2365 | 0.406743 |
16 | -0.099373 | -1.084 | 0.140271 |
17 | -0.043845 | -0.4783 | 0.31666 |
18 | -0.116514 | -1.271 | 0.1031 |
19 | -0.029122 | -0.3177 | 0.375639 |
20 | -0.189539 | -2.0676 | 0.020422 |
21 | -0.021428 | -0.2338 | 0.407789 |
22 | 0.044505 | 0.4855 | 0.314109 |
23 | 0.036663 | 0.3999 | 0.344956 |
24 | -0.066041 | -0.7204 | 0.236337 |
25 | 0.022404 | 0.2444 | 0.40367 |
26 | 0.007275 | 0.0794 | 0.468439 |
27 | 0.048086 | 0.5246 | 0.300433 |
28 | -0.07578 | -0.8267 | 0.205042 |
29 | 0.05069 | 0.553 | 0.290665 |
30 | -0.007865 | -0.0858 | 0.465888 |
31 | -0.010777 | -0.1176 | 0.453306 |
32 | -0.090005 | -0.9818 | 0.164086 |
33 | -0.01448 | -0.158 | 0.437378 |
34 | -0.015273 | -0.1666 | 0.433979 |
35 | -0.06433 | -0.7018 | 0.242101 |
36 | -0.040373 | -0.4404 | 0.330216 |
37 | 0.071254 | 0.7773 | 0.219266 |
38 | -0.017526 | -0.1912 | 0.424353 |
39 | -0.00712 | -0.0777 | 0.469111 |
40 | -0.034756 | -0.3791 | 0.352629 |
41 | 0.066942 | 0.7302 | 0.233337 |
42 | 0.016005 | 0.1746 | 0.430848 |
43 | 0.01112 | 0.1213 | 0.451825 |
44 | 0.019757 | 0.2155 | 0.414863 |
45 | -0.008524 | -0.093 | 0.463034 |
46 | -0.052963 | -0.5778 | 0.28226 |
47 | -0.031 | -0.3382 | 0.367917 |
48 | -0.029051 | -0.3169 | 0.375934 |