Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.398184 | -3.6276 | 0.000246 |
2 | -0.19029 | -1.7336 | 0.043349 |
3 | 0.296543 | 2.7016 | 0.004182 |
4 | -0.145587 | -1.3264 | 0.09418 |
5 | 0.009087 | 0.0828 | 0.467112 |
6 | -0.13279 | -1.2098 | 0.1149 |
7 | 0.002113 | 0.0193 | 0.492343 |
8 | -0.12077 | -1.1003 | 0.137199 |
9 | 0.248634 | 2.2652 | 0.013054 |
10 | -0.14813 | -1.3495 | 0.090419 |
11 | -0.333496 | -3.0383 | 0.00159 |
12 | 0.811003 | 7.3886 | 0 |
13 | -0.328932 | -2.9967 | 0.001799 |
14 | -0.157858 | -1.4382 | 0.077075 |
15 | 0.268638 | 2.4474 | 0.008249 |
16 | -0.133799 | -1.219 | 0.113154 |
17 | 0.023924 | 0.218 | 0.414 |
18 | -0.099112 | -0.903 | 0.184581 |
19 | -0.024973 | -0.2275 | 0.410291 |
20 | -0.100633 | -0.9168 | 0.180949 |
21 | 0.21554 | 1.9637 | 0.026459 |
22 | -0.126485 | -1.1523 | 0.126247 |
23 | -0.28203 | -2.5694 | 0.005987 |
24 | 0.669063 | 6.0955 | 0 |
25 | -0.269608 | -2.4562 | 0.008063 |
26 | -0.124058 | -1.1302 | 0.130819 |
27 | 0.229715 | 2.0928 | 0.01971 |
28 | -0.101856 | -0.928 | 0.178062 |
29 | -0.008538 | -0.0778 | 0.469094 |
30 | -0.085953 | -0.7831 | 0.217906 |
31 | 0.001553 | 0.0141 | 0.494372 |
32 | -0.066234 | -0.6034 | 0.273937 |
33 | 0.137658 | 1.2541 | 0.106659 |
34 | -0.088764 | -0.8087 | 0.210507 |
35 | -0.228182 | -2.0788 | 0.02036 |
36 | 0.525876 | 4.791 | 4e-06 |
37 | -0.207104 | -1.8868 | 0.031341 |
38 | -0.1041 | -0.9484 | 0.172841 |
39 | 0.195265 | 1.7789 | 0.039455 |
40 | -0.079235 | -0.7219 | 0.236203 |
41 | 0.001524 | 0.0139 | 0.494479 |
42 | -0.070775 | -0.6448 | 0.26042 |
43 | 0.006354 | 0.0579 | 0.476988 |
44 | -0.056836 | -0.5178 | 0.302987 |
45 | 0.093024 | 0.8475 | 0.199581 |
46 | -0.077776 | -0.7086 | 0.240288 |
47 | -0.17355 | -1.5811 | 0.058828 |
48 | 0.426953 | 3.8897 | 0.000101 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.398184 | -3.6276 | 0.000246 |
2 | -0.414571 | -3.7769 | 0.000149 |
3 | 0.03485 | 0.3175 | 0.375831 |
4 | -0.063388 | -0.5775 | 0.282586 |
5 | 0.041578 | 0.3788 | 0.352904 |
6 | -0.267878 | -2.4405 | 0.008398 |
7 | -0.22193 | -2.0219 | 0.023205 |
8 | -0.497603 | -4.5334 | 1e-05 |
9 | 0.01631 | 0.1486 | 0.44112 |
10 | -0.226831 | -2.0665 | 0.020948 |
11 | -0.709802 | -6.4666 | 0 |
12 | 0.191973 | 1.749 | 0.041998 |
13 | -0.043835 | -0.3994 | 0.345328 |
14 | 0.04729 | 0.4308 | 0.333853 |
15 | -0.144877 | -1.3199 | 0.095249 |
16 | -0.09827 | -0.8953 | 0.186612 |
17 | -0.116013 | -1.0569 | 0.146805 |
18 | 0.031544 | 0.2874 | 0.387268 |
19 | -0.05404 | -0.4923 | 0.311892 |
20 | -0.052608 | -0.4793 | 0.3165 |
21 | -0.07921 | -0.7216 | 0.236273 |
22 | -0.074433 | -0.6781 | 0.249793 |
23 | -0.088303 | -0.8045 | 0.21171 |
24 | -0.041212 | -0.3755 | 0.354138 |
25 | -0.037412 | -0.3408 | 0.367042 |
26 | 0.016407 | 0.1495 | 0.44077 |
27 | -0.029391 | -0.2678 | 0.394772 |
28 | 0.087177 | 0.7942 | 0.214666 |
29 | -0.089724 | -0.8174 | 0.208012 |
30 | -0.144029 | -1.3122 | 0.096541 |
31 | -0.073041 | -0.6654 | 0.253808 |
32 | 0.135897 | 1.2381 | 0.109589 |
33 | -0.018002 | -0.164 | 0.435061 |
34 | 0.021452 | 0.1954 | 0.422765 |
35 | -0.0801 | -0.7298 | 0.233799 |
36 | -0.096307 | -0.8774 | 0.191401 |
37 | -0.066524 | -0.6061 | 0.273064 |
38 | -0.048559 | -0.4424 | 0.329677 |
39 | -0.087196 | -0.7944 | 0.214616 |
40 | -0.132862 | -1.2104 | 0.114775 |
41 | -0.050756 | -0.4624 | 0.3225 |
42 | -0.01361 | -0.124 | 0.450811 |
43 | -0.006743 | -0.0614 | 0.475581 |
44 | -0.101205 | -0.922 | 0.179596 |
45 | -0.069858 | -0.6364 | 0.263121 |
46 | -0.135434 | -1.2339 | 0.110368 |
47 | -0.025158 | -0.2292 | 0.409639 |
48 | 0.009706 | 0.0884 | 0.464876 |