Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.388429 | -4.0179 | 5.5e-05 |
2 | -0.044757 | -0.463 | 0.322165 |
3 | 0.009576 | 0.0991 | 0.460641 |
4 | -0.057605 | -0.5959 | 0.27626 |
5 | 0.010313 | 0.1067 | 0.457622 |
6 | 0.005833 | 0.0603 | 0.475998 |
7 | 0.012398 | 0.1282 | 0.449098 |
8 | -0.061745 | -0.6387 | 0.262193 |
9 | 0.011325 | 0.1172 | 0.45348 |
10 | -0.056611 | -0.5856 | 0.279692 |
11 | -0.393861 | -4.0741 | 4.4e-05 |
12 | 0.902014 | 9.3305 | 0 |
13 | -0.350129 | -3.6218 | 0.000225 |
14 | -0.036828 | -0.3809 | 0.351999 |
15 | 0.007644 | 0.0791 | 0.468564 |
16 | -0.04962 | -0.5133 | 0.304408 |
17 | 0.010095 | 0.1044 | 0.458514 |
18 | 0.004882 | 0.0505 | 0.479907 |
19 | 0.008649 | 0.0895 | 0.464441 |
20 | -0.059793 | -0.6185 | 0.26878 |
21 | 0.017809 | 0.1842 | 0.427097 |
22 | -0.054136 | -0.56 | 0.288329 |
23 | -0.349662 | -3.6169 | 0.000228 |
24 | 0.788291 | 8.1541 | 0 |
25 | -0.301743 | -3.1213 | 0.001158 |
26 | -0.030875 | -0.3194 | 0.375032 |
27 | 0.005586 | 0.0578 | 0.477015 |
28 | -0.044545 | -0.4608 | 0.322946 |
29 | 0.010245 | 0.106 | 0.457899 |
30 | 0.005799 | 0.06 | 0.476139 |
31 | 0.012166 | 0.1258 | 0.450046 |
32 | -0.054215 | -0.5608 | 0.288051 |
33 | 0.016989 | 0.1757 | 0.430417 |
34 | -0.048398 | -0.5006 | 0.308829 |
35 | -0.291584 | -3.0162 | 0.001599 |
36 | 0.657846 | 6.8048 | 0 |
37 | -0.249214 | -2.5779 | 0.00565 |
38 | -0.023276 | -0.2408 | 0.4051 |
39 | 0.000109 | 0.0011 | 0.499552 |
40 | -0.034562 | -0.3575 | 0.360706 |
41 | 0.009926 | 0.1027 | 0.459208 |
42 | 0.006604 | 0.0683 | 0.472833 |
43 | 0.00573 | 0.0593 | 0.476424 |
44 | -0.045754 | -0.4733 | 0.318488 |
45 | 0.015231 | 0.1576 | 0.437554 |
46 | -0.04349 | -0.4499 | 0.326858 |
47 | -0.22353 | -2.3122 | 0.01134 |
48 | 0.500723 | 5.1795 | 1e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.388429 | -4.0179 | 5.5e-05 |
2 | -0.230395 | -2.3832 | 0.009462 |
3 | -0.125995 | -1.3033 | 0.097634 |
4 | -0.144951 | -1.4994 | 0.06836 |
5 | -0.105836 | -1.0948 | 0.138037 |
6 | -0.07417 | -0.7672 | 0.222321 |
7 | -0.03714 | -0.3842 | 0.350805 |
8 | -0.106182 | -1.0984 | 0.137257 |
9 | -0.091608 | -0.9476 | 0.172733 |
10 | -0.157729 | -1.6316 | 0.052856 |
11 | -0.702937 | -7.2712 | 0 |
12 | 0.734558 | 7.5983 | 0 |
13 | 0.103337 | 1.0689 | 0.143755 |
14 | -0.025735 | -0.2662 | 0.395296 |
15 | -0.045037 | -0.4659 | 0.321129 |
16 | -0.022743 | -0.2353 | 0.407232 |
17 | -0.027141 | -0.2807 | 0.389723 |
18 | -0.05004 | -0.5176 | 0.302896 |
19 | -0.094226 | -0.9747 | 0.165958 |
20 | -0.057961 | -0.5995 | 0.275037 |
21 | -0.047498 | -0.4913 | 0.312102 |
22 | -0.009894 | -0.1023 | 0.459337 |
23 | 0.222924 | 2.3059 | 0.011521 |
24 | -0.076575 | -0.7921 | 0.215027 |
25 | 0.017289 | 0.1788 | 0.429202 |
26 | -0.006199 | -0.0641 | 0.474496 |
27 | -0.016534 | -0.171 | 0.432262 |
28 | -0.040709 | -0.4211 | 0.337264 |
29 | -0.046202 | -0.4779 | 0.316843 |
30 | -0.041797 | -0.4324 | 0.333177 |
31 | 0.026959 | 0.2789 | 0.390441 |
32 | 0.027458 | 0.284 | 0.38847 |
33 | 0.000154 | 0.0016 | 0.499365 |
34 | 0.05823 | 0.6023 | 0.274113 |
35 | 0.085147 | 0.8808 | 0.19021 |
36 | -0.113202 | -1.171 | 0.122106 |
37 | -0.014071 | -0.1455 | 0.442275 |
38 | 0.005059 | 0.0523 | 0.479181 |
39 | -0.037994 | -0.393 | 0.347546 |
40 | 0.014507 | 0.1501 | 0.4405 |
41 | 0.010372 | 0.1073 | 0.457378 |
42 | 0.034387 | 0.3557 | 0.361383 |
43 | -0.025414 | -0.2629 | 0.396572 |
44 | 0.002825 | 0.0292 | 0.488373 |
45 | 0.035217 | 0.3643 | 0.358182 |
46 | 0.015861 | 0.1641 | 0.434992 |
47 | 0.029703 | 0.3072 | 0.379626 |
48 | -0.226932 | -2.3474 | 0.010372 |