Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.21695 | -2.3666 | 0.009782 |
2 | -0.052778 | -0.5757 | 0.282938 |
3 | -0.144748 | -1.579 | 0.058494 |
4 | 0.067051 | 0.7314 | 0.232973 |
5 | -0.127186 | -1.3874 | 0.083951 |
6 | 0.050568 | 0.5516 | 0.291118 |
7 | -0.084751 | -0.9245 | 0.178543 |
8 | 0.084989 | 0.9271 | 0.17787 |
9 | -0.162065 | -1.7679 | 0.039819 |
10 | -0.039741 | -0.4335 | 0.332711 |
11 | -0.178072 | -1.9425 | 0.027218 |
12 | 0.824294 | 8.992 | 0 |
13 | -0.222733 | -2.4297 | 0.008302 |
14 | -0.040292 | -0.4395 | 0.330535 |
15 | -0.126465 | -1.3796 | 0.085153 |
16 | 0.071271 | 0.7775 | 0.219211 |
17 | -0.148907 | -1.6244 | 0.053469 |
18 | 0.078667 | 0.8582 | 0.196267 |
19 | -0.087477 | -0.9543 | 0.170944 |
20 | 0.093319 | 1.018 | 0.155375 |
21 | -0.122641 | -1.3379 | 0.091747 |
22 | -0.020584 | -0.2245 | 0.411361 |
23 | -0.14688 | -1.6023 | 0.055874 |
24 | 0.675929 | 7.3735 | 0 |
25 | -0.22746 | -2.4813 | 0.007244 |
26 | -0.032904 | -0.3589 | 0.360139 |
27 | -0.105129 | -1.1468 | 0.126878 |
28 | 0.06652 | 0.7257 | 0.234738 |
29 | -0.16607 | -1.8116 | 0.036284 |
30 | 0.104637 | 1.1415 | 0.127987 |
31 | -0.071976 | -0.7852 | 0.216957 |
32 | 0.086993 | 0.949 | 0.172277 |
33 | -0.110967 | -1.2105 | 0.114242 |
34 | -0.009731 | -0.1061 | 0.457822 |
35 | -0.10635 | -1.1601 | 0.124157 |
36 | 0.538601 | 5.8754 | 0 |
37 | -0.21658 | -2.3626 | 0.009884 |
38 | -0.033368 | -0.364 | 0.358251 |
39 | -0.080558 | -0.8788 | 0.190646 |
40 | 0.018623 | 0.2032 | 0.41968 |
41 | -0.174373 | -1.9022 | 0.029782 |
42 | 0.110791 | 1.2086 | 0.114608 |
43 | -0.049798 | -0.5432 | 0.293993 |
44 | 0.094962 | 1.0359 | 0.151173 |
45 | -0.090021 | -0.982 | 0.164042 |
46 | -0.01526 | -0.1665 | 0.434034 |
47 | -0.057326 | -0.6254 | 0.266469 |
48 | 0.413182 | 4.5073 | 8e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.21695 | -2.3666 | 0.009782 |
2 | -0.104777 | -1.143 | 0.12767 |
3 | -0.191124 | -2.0849 | 0.019607 |
4 | -0.021973 | -0.2397 | 0.405487 |
5 | -0.161878 | -1.7659 | 0.03999 |
6 | -0.047097 | -0.5138 | 0.304185 |
7 | -0.123989 | -1.3526 | 0.089379 |
8 | -0.013637 | -0.1488 | 0.440996 |
9 | -0.190292 | -2.0758 | 0.020031 |
10 | -0.20233 | -2.2072 | 0.014611 |
11 | -0.356811 | -3.8923 | 8.2e-05 |
12 | 0.754906 | 8.2351 | 0 |
13 | 0.022625 | 0.2468 | 0.402742 |
14 | 0.022043 | 0.2405 | 0.405194 |
15 | -0.014811 | -0.1616 | 0.435959 |
16 | 0.043233 | 0.4716 | 0.319034 |
17 | 0.008477 | 0.0925 | 0.463238 |
18 | 0.07717 | 0.8418 | 0.200786 |
19 | -0.100722 | -1.0987 | 0.137048 |
20 | -0.019249 | -0.21 | 0.417019 |
21 | 0.140105 | 1.5284 | 0.064537 |
22 | 0.053369 | 0.5822 | 0.280772 |
23 | 0.02128 | 0.2321 | 0.408414 |
24 | -0.006007 | -0.0655 | 0.473933 |
25 | -0.016204 | -0.1768 | 0.429996 |
26 | 0.003911 | 0.0427 | 0.483018 |
27 | 0.043724 | 0.477 | 0.317129 |
28 | -0.04685 | -0.5111 | 0.305122 |
29 | -0.046605 | -0.5084 | 0.306057 |
30 | 0.025749 | 0.2809 | 0.389643 |
31 | 0.071127 | 0.7759 | 0.219673 |
32 | -0.010272 | -0.1121 | 0.455485 |
33 | -0.060091 | -0.6555 | 0.256701 |
34 | -0.048458 | -0.5286 | 0.299027 |
35 | 0.058688 | 0.6402 | 0.261632 |
36 | -0.025598 | -0.2792 | 0.390274 |
37 | 0.001595 | 0.0174 | 0.493074 |
38 | -0.081757 | -0.8919 | 0.187132 |
39 | 0.00618 | 0.0674 | 0.473182 |
40 | -0.123156 | -1.3435 | 0.090837 |
41 | -0.043807 | -0.4779 | 0.316806 |
42 | -0.129065 | -1.4079 | 0.080879 |
43 | -0.025551 | -0.2787 | 0.39047 |
44 | 0.015899 | 0.1734 | 0.4313 |
45 | 0.019592 | 0.2137 | 0.415565 |
46 | -0.090383 | -0.986 | 0.163075 |
47 | 0.040245 | 0.439 | 0.33072 |
48 | -0.056751 | -0.6191 | 0.268522 |