Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.675572 | -11.8947 | 0 |
2 | 0.328382 | 5.7818 | 0 |
3 | -0.077362 | -1.3621 | 0.087078 |
4 | 0.017833 | 0.314 | 0.376875 |
5 | 0.01268 | 0.2233 | 0.411743 |
6 | 0.038709 | 0.6815 | 0.248021 |
7 | -0.07437 | -1.3094 | 0.095681 |
8 | 0.024922 | 0.4388 | 0.330555 |
9 | -0.057404 | -1.0107 | 0.156475 |
10 | -0.01138 | -0.2004 | 0.420664 |
11 | -0.043761 | -0.7705 | 0.2208 |
12 | -0.028666 | -0.5047 | 0.307058 |
13 | 0.004211 | 0.0741 | 0.470471 |
14 | -0.121445 | -2.1383 | 0.016639 |
15 | 0.187758 | 3.3058 | 0.000529 |
16 | -0.27166 | -4.7831 | 1e-06 |
17 | 0.250207 | 4.4053 | 7e-06 |
18 | -0.121255 | -2.1349 | 0.016776 |
19 | 0.033562 | 0.5909 | 0.277502 |
20 | 0.0442 | 0.7782 | 0.218517 |
21 | 0.041915 | 0.738 | 0.230538 |
22 | -0.00541 | -0.0952 | 0.462091 |
23 | 0.055561 | 0.9782 | 0.164357 |
24 | 0.040412 | 0.7115 | 0.238649 |
25 | -0.044128 | -0.777 | 0.21889 |
26 | 0.0614 | 1.0811 | 0.140257 |
27 | 0.052137 | 0.918 | 0.179675 |
28 | -0.153379 | -2.7005 | 0.003652 |
29 | 0.158701 | 2.7942 | 0.002763 |
30 | -0.126747 | -2.2316 | 0.013178 |
31 | -0.001845 | -0.0325 | 0.487055 |
32 | 0.001574 | 0.0277 | 0.488956 |
33 | -0.081126 | -1.4284 | 0.077095 |
34 | 0.027028 | 0.4759 | 0.317251 |
35 | -0.055661 | -0.98 | 0.163924 |
36 | -0.006351 | -0.1118 | 0.45552 |
37 | -0.021593 | -0.3802 | 0.352037 |
38 | -0.002717 | -0.0478 | 0.480937 |
39 | -0.002721 | -0.0479 | 0.480907 |
40 | 0.050919 | 0.8965 | 0.185335 |
41 | -0.027565 | -0.4853 | 0.313892 |
42 | 0.066645 | 1.1734 | 0.120766 |
43 | -0.070405 | -1.2396 | 0.108028 |
44 | 0.203228 | 3.5782 | 0.000201 |
45 | -0.194623 | -3.4267 | 0.000347 |
46 | 0.223266 | 3.931 | 5.2e-05 |
47 | -0.078532 | -1.3827 | 0.083875 |
48 | 0.007513 | 0.1323 | 0.447425 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.675572 | -11.8947 | 0 |
2 | -0.235495 | -4.1463 | 2.2e-05 |
3 | 0.073295 | 1.2905 | 0.098921 |
4 | 0.120141 | 2.1153 | 0.017601 |
5 | 0.080256 | 1.413 | 0.079322 |
6 | 0.118979 | 2.0948 | 0.018499 |
7 | -0.009743 | -0.1715 | 0.431952 |
8 | -0.13303 | -2.3422 | 0.009901 |
9 | -0.219211 | -3.8596 | 6.9e-05 |
10 | -0.2461 | -4.333 | 1e-05 |
11 | -0.267919 | -4.7172 | 2e-06 |
12 | -0.286481 | -5.044 | 0 |
13 | -0.196357 | -3.4572 | 0.000311 |
14 | -0.338401 | -5.9582 | 0 |
15 | -0.062496 | -1.1004 | 0.136017 |
16 | -0.201711 | -3.5515 | 0.000221 |
17 | -0.114921 | -2.0234 | 0.021945 |
18 | 0.029869 | 0.5259 | 0.299667 |
19 | -0.006359 | -0.112 | 0.455464 |
20 | -0.060285 | -1.0614 | 0.144662 |
21 | -0.004173 | -0.0735 | 0.47074 |
22 | 0.031645 | 0.5572 | 0.288905 |
23 | -0.031097 | -0.5475 | 0.292208 |
24 | 0.076197 | 1.3416 | 0.090356 |
25 | 0.010673 | 0.1879 | 0.425531 |
26 | -0.063966 | -1.1262 | 0.130467 |
27 | 0.143933 | 2.5342 | 0.005881 |
28 | -0.047707 | -0.84 | 0.200786 |
29 | 0.00088 | 0.0155 | 0.493823 |
30 | 0.006078 | 0.107 | 0.457426 |
31 | 0.023243 | 0.4092 | 0.341323 |
32 | -0.046994 | -0.8274 | 0.204317 |
33 | -0.06747 | -1.1879 | 0.117884 |
34 | 0.008572 | 0.1509 | 0.440063 |
35 | -0.019482 | -0.343 | 0.365911 |
36 | 0.027186 | 0.4787 | 0.31626 |
37 | 0.030793 | 0.5422 | 0.294044 |
38 | -0.001804 | -0.0318 | 0.487343 |
39 | -0.071948 | -1.2668 | 0.103092 |
40 | 0.05792 | 1.0198 | 0.154311 |
41 | 0.036633 | 0.645 | 0.259703 |
42 | 0.039008 | 0.6868 | 0.246359 |
43 | -0.050297 | -0.8856 | 0.188267 |
44 | 0.02637 | 0.4643 | 0.32138 |
45 | -0.081911 | -1.4422 | 0.075129 |
46 | -0.031154 | -0.5485 | 0.291862 |
47 | 0.077348 | 1.3619 | 0.087116 |
48 | 0.042287 | 0.7445 | 0.228559 |