Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.172619 | -1.7939 | 0.037813 |
2 | -0.093779 | -0.9746 | 0.165974 |
3 | -0.004754 | -0.0494 | 0.480344 |
4 | -0.116459 | -1.2103 | 0.114408 |
5 | 0.129905 | 1.35 | 0.089918 |
6 | -0.366392 | -3.8077 | 0.000117 |
7 | 0.156321 | 1.6245 | 0.053588 |
8 | -0.103608 | -1.0767 | 0.142002 |
9 | -0.048798 | -0.5071 | 0.306549 |
10 | -0.050326 | -0.523 | 0.301022 |
11 | -0.171827 | -1.7857 | 0.038479 |
12 | 0.822346 | 8.5461 | 0 |
13 | -0.143628 | -1.4926 | 0.069225 |
14 | -0.102554 | -1.0658 | 0.144452 |
15 | -0.005171 | -0.0537 | 0.478623 |
16 | -0.073241 | -0.7611 | 0.224114 |
17 | 0.086784 | 0.9019 | 0.184562 |
18 | -0.316311 | -3.2872 | 0.000683 |
19 | 0.163932 | 1.7036 | 0.045663 |
20 | -0.108496 | -1.1275 | 0.131009 |
21 | -0.052374 | -0.5443 | 0.293683 |
22 | -0.024293 | -0.2525 | 0.400584 |
23 | -0.155774 | -1.6189 | 0.054198 |
24 | 0.667239 | 6.9342 | 0 |
25 | -0.123746 | -1.286 | 0.100596 |
26 | -0.082038 | -0.8526 | 0.197893 |
27 | 0.002105 | 0.0219 | 0.491292 |
28 | -0.03751 | -0.3898 | 0.348719 |
29 | 0.048777 | 0.5069 | 0.306629 |
30 | -0.275781 | -2.866 | 0.002499 |
31 | 0.146706 | 1.5246 | 0.06514 |
32 | -0.107173 | -1.1138 | 0.133925 |
33 | -0.042258 | -0.4392 | 0.330713 |
34 | -0.007006 | -0.0728 | 0.471045 |
35 | -0.139004 | -1.4446 | 0.075737 |
36 | 0.523805 | 5.4435 | 0 |
37 | -0.105214 | -1.0934 | 0.138322 |
38 | -0.06274 | -0.652 | 0.257887 |
39 | -0.016762 | -0.1742 | 0.431019 |
40 | 0.009156 | 0.0952 | 0.462184 |
41 | 0.040224 | 0.418 | 0.338383 |
42 | -0.257864 | -2.6798 | 0.00426 |
43 | 0.137006 | 1.4238 | 0.078692 |
44 | -0.102756 | -1.0679 | 0.143979 |
45 | -0.020466 | -0.2127 | 0.415986 |
46 | -0.003436 | -0.0357 | 0.485789 |
47 | -0.097564 | -1.0139 | 0.156444 |
48 | 0.407375 | 4.2336 | 2.4e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.172619 | -1.7939 | 0.037813 |
2 | -0.127371 | -1.3237 | 0.094202 |
3 | -0.047137 | -0.4899 | 0.312613 |
4 | -0.145278 | -1.5098 | 0.067011 |
5 | 0.078059 | 0.8112 | 0.209514 |
6 | -0.385694 | -4.0082 | 5.6e-05 |
7 | 0.055691 | 0.5788 | 0.28198 |
8 | -0.243016 | -2.5255 | 0.006503 |
9 | -0.077748 | -0.808 | 0.210438 |
10 | -0.324043 | -3.3676 | 0.000526 |
11 | -0.261654 | -2.7192 | 0.003814 |
12 | 0.715757 | 7.4384 | 0 |
13 | 0.049671 | 0.5162 | 0.303387 |
14 | 0.017675 | 0.1837 | 0.427302 |
15 | -0.121954 | -1.2674 | 0.103872 |
16 | 0.122384 | 1.2718 | 0.103079 |
17 | -0.104259 | -1.0835 | 0.140501 |
18 | 0.134703 | 1.3999 | 0.082208 |
19 | -0.072726 | -0.7558 | 0.225711 |
20 | -0.022114 | -0.2298 | 0.409334 |
21 | -0.001267 | -0.0132 | 0.494759 |
22 | 0.031723 | 0.3297 | 0.371143 |
23 | -0.021407 | -0.2225 | 0.412185 |
24 | -0.02571 | -0.2672 | 0.394918 |
25 | -0.022439 | -0.2332 | 0.408025 |
26 | 0.022169 | 0.2304 | 0.409114 |
27 | 0.056493 | 0.5871 | 0.279185 |
28 | 0.010097 | 0.1049 | 0.458311 |
29 | -0.04297 | -0.4466 | 0.328043 |
30 | -0.010724 | -0.1114 | 0.455735 |
31 | -0.074663 | -0.7759 | 0.219746 |
32 | 0.002565 | 0.0267 | 0.48939 |
33 | 0.014579 | 0.1515 | 0.439928 |
34 | -0.000687 | -0.0071 | 0.497157 |
35 | -0.045842 | -0.4764 | 0.317376 |
36 | -0.052981 | -0.5506 | 0.291523 |
37 | -0.028373 | -0.2949 | 0.384334 |
38 | -0.0245 | -0.2546 | 0.399754 |
39 | -0.077953 | -0.8101 | 0.209828 |
40 | 0.018371 | 0.1909 | 0.424474 |
41 | 0.028562 | 0.2968 | 0.383587 |
42 | -0.052829 | -0.549 | 0.292063 |
43 | -0.016117 | -0.1675 | 0.433647 |
44 | -0.03211 | -0.3337 | 0.369628 |
45 | 0.021074 | 0.219 | 0.41353 |
46 | -0.049754 | -0.5171 | 0.303087 |
47 | 0.101308 | 1.0528 | 0.147386 |
48 | -0.067627 | -0.7028 | 0.241846 |