Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.509611 | -5.2715 | 0 |
2 | 0.047354 | 0.4898 | 0.312627 |
3 | 0.095523 | 0.9881 | 0.162667 |
4 | -0.113057 | -1.1695 | 0.122407 |
5 | 0.110727 | 1.1454 | 0.127307 |
6 | -0.308802 | -3.1943 | 0.000921 |
7 | 0.2424 | 2.5074 | 0.006832 |
8 | -0.117985 | -1.2204 | 0.11249 |
9 | -0.115615 | -1.1959 | 0.117184 |
10 | 0.295308 | 3.0547 | 0.001422 |
11 | -0.370505 | -3.8325 | 0.000107 |
12 | 0.456554 | 4.7226 | 4e-06 |
13 | -0.144352 | -1.4932 | 0.069165 |
14 | 0.020286 | 0.2098 | 0.417095 |
15 | -0.06136 | -0.6347 | 0.263485 |
16 | -0.029418 | -0.3043 | 0.380745 |
17 | 0.18102 | 1.8725 | 0.031935 |
18 | -0.338752 | -3.5041 | 0.000335 |
19 | 0.115089 | 1.1905 | 0.118244 |
20 | 0.052551 | 0.5436 | 0.293925 |
21 | -0.096884 | -1.0022 | 0.159261 |
22 | 0.021956 | 0.2271 | 0.410385 |
23 | -0.073036 | -0.7555 | 0.225808 |
24 | 0.39415 | 4.0771 | 4.4e-05 |
25 | -0.33657 | -3.4815 | 0.000362 |
26 | 0.204167 | 2.1119 | 0.01851 |
27 | -0.053093 | -0.5492 | 0.292008 |
28 | -0.121393 | -1.2557 | 0.10598 |
29 | 0.170179 | 1.7603 | 0.040604 |
30 | -0.214015 | -2.2138 | 0.014483 |
31 | 0.088021 | 0.9105 | 0.182303 |
32 | -0.088105 | -0.9114 | 0.182077 |
33 | 0.092761 | 0.9595 | 0.169729 |
34 | 0.013996 | 0.1448 | 0.44258 |
35 | -0.294826 | -3.0497 | 0.001444 |
36 | 0.580913 | 6.009 | 0 |
37 | -0.328303 | -3.396 | 0.00048 |
38 | 0.063511 | 0.657 | 0.256306 |
39 | 0.033427 | 0.3458 | 0.365095 |
40 | -0.061564 | -0.6368 | 0.2628 |
41 | 0.078203 | 0.8089 | 0.210172 |
42 | -0.224856 | -2.3259 | 0.010954 |
43 | 0.196531 | 2.0329 | 0.022268 |
44 | -0.082719 | -0.8557 | 0.197051 |
45 | -0.112803 | -1.1668 | 0.122934 |
46 | 0.230331 | 2.3826 | 0.009478 |
47 | -0.256987 | -2.6583 | 0.004529 |
48 | 0.326669 | 3.3791 | 0.000508 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.509611 | -5.2715 | 0 |
2 | -0.286843 | -2.9671 | 0.001854 |
3 | -0.028851 | -0.2984 | 0.382973 |
4 | -0.073432 | -0.7596 | 0.224587 |
5 | 0.048901 | 0.5058 | 0.307006 |
6 | -0.3554 | -3.6763 | 0.000186 |
7 | -0.146331 | -1.5137 | 0.06653 |
8 | -0.17374 | -1.7972 | 0.037564 |
9 | -0.308668 | -3.1929 | 0.000925 |
10 | 0.008157 | 0.0844 | 0.466455 |
11 | -0.38979 | -4.032 | 5.2e-05 |
12 | 0.089583 | 0.9267 | 0.178097 |
13 | 0.173668 | 1.7964 | 0.037623 |
14 | 0.241941 | 2.5027 | 0.006919 |
15 | -0.103681 | -1.0725 | 0.142959 |
16 | -0.034639 | -0.3583 | 0.36041 |
17 | 0.078289 | 0.8098 | 0.209919 |
18 | 0.048116 | 0.4977 | 0.309854 |
19 | -0.081528 | -0.8433 | 0.200461 |
20 | -0.12282 | -1.2705 | 0.103338 |
21 | 0.047661 | 0.493 | 0.311509 |
22 | -0.253629 | -2.6236 | 0.004986 |
23 | -0.245028 | -2.5346 | 0.006353 |
24 | 0.110158 | 1.1395 | 0.128523 |
25 | -0.121316 | -1.2549 | 0.106124 |
26 | 0.07799 | 0.8067 | 0.210806 |
27 | -0.023728 | -0.2454 | 0.403293 |
28 | -0.092973 | -0.9617 | 0.16918 |
29 | 0.000753 | 0.0078 | 0.496899 |
30 | 0.029547 | 0.3056 | 0.380237 |
31 | 0.002814 | 0.0291 | 0.488417 |
32 | 0.005357 | 0.0554 | 0.477954 |
33 | 0.068555 | 0.7091 | 0.23989 |
34 | 0.011832 | 0.1224 | 0.451408 |
35 | -0.261405 | -2.704 | 0.003986 |
36 | -0.018064 | -0.1869 | 0.426066 |
37 | -0.052149 | -0.5394 | 0.295355 |
38 | -0.006889 | -0.0713 | 0.471662 |
39 | -0.021058 | -0.2178 | 0.413989 |
40 | -0.047911 | -0.4956 | 0.310598 |
41 | -0.153755 | -1.5905 | 0.057342 |
42 | -0.01507 | -0.1559 | 0.438209 |
43 | -0.021927 | -0.2268 | 0.410501 |
44 | 0.05666 | 0.5861 | 0.279522 |
45 | -0.0254 | -0.2627 | 0.396628 |
46 | 0.015375 | 0.159 | 0.436967 |
47 | 0.023202 | 0.24 | 0.405395 |
48 | 0.039549 | 0.4091 | 0.341641 |