Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.126801 | -1.3178 | 0.095188 |
2 | -0.445935 | -4.6343 | 5e-06 |
3 | 0.285398 | 2.9659 | 0.001858 |
4 | -0.295691 | -3.0729 | 0.001342 |
5 | -0.173351 | -1.8015 | 0.037206 |
6 | 0.600024 | 6.2356 | 0 |
7 | -0.152888 | -1.5889 | 0.057508 |
8 | -0.293019 | -3.0451 | 0.001461 |
9 | 0.243764 | 2.5333 | 0.006368 |
10 | -0.416238 | -4.3257 | 1.7e-05 |
11 | -0.087026 | -0.9044 | 0.183897 |
12 | 0.822221 | 8.5448 | 0 |
13 | -0.153252 | -1.5926 | 0.057081 |
14 | -0.359868 | -3.7399 | 0.000148 |
15 | 0.247795 | 2.5752 | 0.005686 |
16 | -0.312426 | -3.2468 | 0.000777 |
17 | -0.109148 | -1.1343 | 0.129591 |
18 | 0.548753 | 5.7028 | 0 |
19 | -0.154475 | -1.6053 | 0.055669 |
20 | -0.217742 | -2.2628 | 0.012823 |
21 | 0.238429 | 2.4778 | 0.007384 |
22 | -0.397759 | -4.1336 | 3.5e-05 |
23 | -0.066122 | -0.6872 | 0.246729 |
24 | 0.653602 | 6.7924 | 0 |
25 | -0.177584 | -1.8455 | 0.033852 |
26 | -0.268625 | -2.7916 | 0.003102 |
27 | 0.234346 | 2.4354 | 0.008256 |
28 | -0.288293 | -2.996 | 0.001696 |
29 | -0.069706 | -0.7244 | 0.235191 |
30 | 0.463667 | 4.8186 | 2e-06 |
31 | -0.143047 | -1.4866 | 0.070019 |
32 | -0.146686 | -1.5244 | 0.065165 |
33 | 0.206814 | 2.1493 | 0.016923 |
34 | -0.338302 | -3.5157 | 0.000321 |
35 | -0.057889 | -0.6016 | 0.27435 |
36 | 0.49075 | 5.1 | 1e-06 |
37 | -0.178867 | -1.8588 | 0.032886 |
38 | -0.1786 | -1.8561 | 0.033085 |
39 | 0.204407 | 2.1243 | 0.017965 |
40 | -0.227644 | -2.3657 | 0.009889 |
41 | -0.045899 | -0.477 | 0.317163 |
42 | 0.348765 | 3.6245 | 0.000222 |
43 | -0.11321 | -1.1765 | 0.120989 |
44 | -0.096224 | -1 | 0.159776 |
45 | 0.159913 | 1.6619 | 0.04972 |
46 | -0.254016 | -2.6398 | 0.004762 |
47 | -0.054482 | -0.5662 | 0.28622 |
48 | 0.340019 | 3.5336 | 0.000302 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.126801 | -1.3178 | 0.095188 |
2 | -0.469563 | -4.8798 | 2e-06 |
3 | 0.186135 | 1.9344 | 0.027842 |
4 | -0.59127 | -6.1447 | 0 |
5 | 0.019472 | 0.2024 | 0.420008 |
6 | 0.201554 | 2.0946 | 0.019272 |
7 | -0.150394 | -1.5629 | 0.060496 |
8 | 0.066628 | 0.6924 | 0.245081 |
9 | -0.178062 | -1.8505 | 0.033489 |
10 | -0.490786 | -5.1004 | 1e-06 |
11 | 0.017219 | 0.1789 | 0.429157 |
12 | 0.486473 | 5.0556 | 1e-06 |
13 | 0.007498 | 0.0779 | 0.469016 |
14 | 0.149882 | 1.5576 | 0.061124 |
15 | -0.194891 | -2.0254 | 0.022648 |
16 | -0.002202 | -0.0229 | 0.490891 |
17 | 0.044973 | 0.4674 | 0.320587 |
18 | -0.127697 | -1.3271 | 0.093642 |
19 | 0.043339 | 0.4504 | 0.326667 |
20 | 0.03291 | 0.342 | 0.366502 |
21 | 0.139968 | 1.4546 | 0.074341 |
22 | 0.033025 | 0.3432 | 0.366056 |
23 | -0.068666 | -0.7136 | 0.238507 |
24 | -0.16526 | -1.7174 | 0.044383 |
25 | -0.073313 | -0.7619 | 0.223894 |
26 | -0.053139 | -0.5522 | 0.290965 |
27 | 0.060293 | 0.6266 | 0.266129 |
28 | 0.114238 | 1.1872 | 0.118877 |
29 | 0.013664 | 0.142 | 0.443672 |
30 | -0.025243 | -0.2623 | 0.396783 |
31 | 0.000654 | 0.0068 | 0.497295 |
32 | -0.078539 | -0.8162 | 0.20809 |
33 | -0.049259 | -0.5119 | 0.304877 |
34 | 0.066969 | 0.696 | 0.243973 |
35 | -0.058357 | -0.6065 | 0.272741 |
36 | 0.049836 | 0.5179 | 0.30279 |
37 | -0.0534 | -0.5549 | 0.29004 |
38 | -0.033253 | -0.3456 | 0.365168 |
39 | -0.05126 | -0.5327 | 0.297664 |
40 | 0.059303 | 0.6163 | 0.269499 |
41 | -0.035193 | -0.3657 | 0.357639 |
42 | 0.004437 | 0.0461 | 0.481655 |
43 | 0.070482 | 0.7325 | 0.232734 |
44 | -0.079412 | -0.8253 | 0.205518 |
45 | 0.012347 | 0.1283 | 0.449069 |
46 | -0.025632 | -0.2664 | 0.39523 |
47 | -0.078754 | -0.8184 | 0.207456 |
48 | 0.019025 | 0.1977 | 0.421819 |