Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.38776 | -3.2673 | 0.000837 |
2 | 0.068573 | 0.5778 | 0.282612 |
3 | -0.113506 | -0.9564 | 0.171054 |
4 | -0.061327 | -0.5167 | 0.303469 |
5 | -0.282194 | -2.3778 | 0.010056 |
6 | 0.517829 | 4.3633 | 2.1e-05 |
7 | -0.236764 | -1.995 | 0.02494 |
8 | -0.013566 | -0.1143 | 0.454658 |
9 | -0.093629 | -0.7889 | 0.21639 |
10 | 0.01801 | 0.1518 | 0.439905 |
11 | -0.332298 | -2.8 | 0.003289 |
12 | 0.804742 | 6.7809 | 0 |
13 | -0.32464 | -2.7355 | 0.003931 |
14 | 0.099877 | 0.8416 | 0.201425 |
15 | -0.09948 | -0.8382 | 0.202356 |
16 | -0.062816 | -0.5293 | 0.299126 |
17 | -0.232459 | -1.9587 | 0.027036 |
18 | 0.418764 | 3.5286 | 0.000369 |
19 | -0.183684 | -1.5477 | 0.063064 |
20 | 0.013784 | 0.1161 | 0.453933 |
21 | -0.105111 | -0.8857 | 0.189389 |
22 | 0.018485 | 0.1558 | 0.438333 |
23 | -0.26773 | -2.2559 | 0.013578 |
24 | 0.618267 | 5.2096 | 1e-06 |
25 | -0.230464 | -1.9419 | 0.028057 |
26 | 0.093564 | 0.7884 | 0.216548 |
27 | -0.082071 | -0.6915 | 0.24574 |
28 | -0.044543 | -0.3753 | 0.354268 |
29 | -0.203883 | -1.7179 | 0.045083 |
30 | 0.296664 | 2.4997 | 0.007371 |
31 | -0.100873 | -0.85 | 0.199099 |
32 | -0.006637 | -0.0559 | 0.477778 |
33 | -0.073561 | -0.6198 | 0.268675 |
34 | 0.025912 | 0.2183 | 0.413896 |
35 | -0.196043 | -1.6519 | 0.051487 |
36 | 0.425331 | 3.5839 | 0.000308 |
37 | -0.133278 | -1.123 | 0.132607 |
38 | 0.061477 | 0.518 | 0.30303 |
39 | -0.048932 | -0.4123 | 0.340679 |
40 | -0.052588 | -0.4431 | 0.329514 |
41 | -0.135986 | -1.1458 | 0.127854 |
42 | 0.179469 | 1.5122 | 0.067456 |
43 | -0.03849 | -0.3243 | 0.373325 |
44 | -0.009311 | -0.0785 | 0.468845 |
45 | -0.0388 | -0.3269 | 0.372341 |
46 | 0.008343 | 0.0703 | 0.472077 |
47 | -0.119404 | -1.0061 | 0.158888 |
48 | 0.243297 | 2.0501 | 0.022026 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.38776 | -3.2673 | 0.000837 |
2 | -0.096258 | -0.8111 | 0.210014 |
3 | -0.144554 | -1.218 | 0.113622 |
4 | -0.189757 | -1.5989 | 0.05714 |
5 | -0.490937 | -4.1367 | 4.8e-05 |
6 | 0.238104 | 2.0063 | 0.024317 |
7 | -0.002523 | -0.0213 | 0.491551 |
8 | -0.285831 | -2.4085 | 0.009309 |
9 | -0.355236 | -2.9933 | 0.001898 |
10 | -0.178593 | -1.5049 | 0.068399 |
11 | -0.568943 | -4.794 | 4e-06 |
12 | 0.407705 | 3.4354 | 0.000496 |
13 | 0.042895 | 0.3614 | 0.359421 |
14 | -0.07693 | -0.6482 | 0.259465 |
15 | -0.051235 | -0.4317 | 0.333628 |
16 | 0.012806 | 0.1079 | 0.457189 |
17 | 0.221951 | 1.8702 | 0.03279 |
18 | -0.097705 | -0.8233 | 0.206554 |
19 | -0.051006 | -0.4298 | 0.334328 |
20 | 0.004295 | 0.0362 | 0.485616 |
21 | -0.095677 | -0.8062 | 0.211412 |
22 | 0.01763 | 0.1486 | 0.441164 |
23 | -0.012757 | -0.1075 | 0.457352 |
24 | -0.090216 | -0.7602 | 0.224833 |
25 | 0.044337 | 0.3736 | 0.354911 |
26 | -0.049874 | -0.4202 | 0.337787 |
27 | 0.044987 | 0.3791 | 0.352886 |
28 | 0.068419 | 0.5765 | 0.283048 |
29 | -0.0259 | -0.2182 | 0.413934 |
30 | -0.112441 | -0.9474 | 0.173313 |
31 | 0.000379 | 0.0032 | 0.498731 |
32 | -0.055981 | -0.4717 | 0.319293 |
33 | 0.026206 | 0.2208 | 0.412935 |
34 | -0.045009 | -0.3793 | 0.352816 |
35 | 0.057537 | 0.4848 | 0.31465 |
36 | -0.058358 | -0.4917 | 0.312212 |
37 | -0.035365 | -0.298 | 0.383291 |
38 | 0.044961 | 0.3788 | 0.352965 |
39 | 0.050338 | 0.4242 | 0.336368 |
40 | -0.093301 | -0.7862 | 0.217192 |
41 | 0.025517 | 0.215 | 0.415189 |
42 | -0.004226 | -0.0356 | 0.485846 |
43 | -0.011619 | -0.0979 | 0.461141 |
44 | 0.082298 | 0.6935 | 0.245144 |
45 | 0.056915 | 0.4796 | 0.316502 |
46 | 0.034205 | 0.2882 | 0.387011 |
47 | 0.07035 | 0.5928 | 0.277606 |
48 | -0.040741 | -0.3433 | 0.366198 |