Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.216906 | -2.3662 | 0.009794 |
2 | -0.052827 | -0.5763 | 0.282758 |
3 | -0.144728 | -1.5788 | 0.058519 |
4 | 0.067033 | 0.7312 | 0.233035 |
5 | -0.127179 | -1.3874 | 0.083963 |
6 | 0.05057 | 0.5516 | 0.291112 |
7 | -0.084742 | -0.9244 | 0.178566 |
8 | 0.084979 | 0.927 | 0.177899 |
9 | -0.162055 | -1.7678 | 0.039828 |
10 | -0.0398 | -0.4342 | 0.332476 |
11 | -0.178014 | -1.9419 | 0.027256 |
12 | 0.824288 | 8.9919 | 0 |
13 | -0.222699 | -2.4294 | 0.00831 |
14 | -0.040343 | -0.4401 | 0.330336 |
15 | -0.126437 | -1.3793 | 0.085199 |
16 | 0.071258 | 0.7773 | 0.219252 |
17 | -0.148908 | -1.6244 | 0.053469 |
18 | 0.078667 | 0.8582 | 0.196265 |
19 | -0.087466 | -0.9541 | 0.170974 |
20 | 0.093311 | 1.0179 | 0.155396 |
21 | -0.122622 | -1.3376 | 0.091781 |
22 | -0.020635 | -0.2251 | 0.411143 |
23 | -0.146841 | -1.6018 | 0.055921 |
24 | 0.675921 | 7.3734 | 0 |
25 | -0.227425 | -2.4809 | 0.007251 |
26 | -0.032956 | -0.3595 | 0.359925 |
27 | -0.105104 | -1.1466 | 0.126934 |
28 | 0.066524 | 0.7257 | 0.234725 |
29 | -0.166075 | -1.8117 | 0.03628 |
30 | 0.10462 | 1.1413 | 0.128024 |
31 | -0.071965 | -0.785 | 0.216994 |
32 | 0.086994 | 0.949 | 0.172274 |
33 | -0.110953 | -1.2104 | 0.114271 |
34 | -0.009771 | -0.1066 | 0.457646 |
35 | -0.106316 | -1.1598 | 0.124233 |
36 | 0.538593 | 5.8754 | 0 |
37 | -0.216558 | -2.3624 | 0.009891 |
38 | -0.033417 | -0.3645 | 0.358053 |
39 | -0.080526 | -0.8784 | 0.19074 |
40 | 0.018628 | 0.2032 | 0.419661 |
41 | -0.174393 | -1.9024 | 0.029768 |
42 | 0.110792 | 1.2086 | 0.114607 |
43 | -0.049793 | -0.5432 | 0.294011 |
44 | 0.094965 | 1.0359 | 0.151164 |
45 | -0.089998 | -0.9818 | 0.164104 |
46 | -0.015308 | -0.167 | 0.433829 |
47 | -0.057284 | -0.6249 | 0.266618 |
48 | 0.413157 | 4.507 | 8e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.216906 | -2.3662 | 0.009794 |
2 | -0.104807 | -1.1433 | 0.127603 |
3 | -0.191113 | -2.0848 | 0.019613 |
4 | -0.021979 | -0.2398 | 0.405463 |
5 | -0.161887 | -1.766 | 0.039982 |
6 | -0.047081 | -0.5136 | 0.304244 |
7 | -0.123989 | -1.3526 | 0.089381 |
8 | -0.013633 | -0.1487 | 0.441014 |
9 | -0.190288 | -2.0758 | 0.020033 |
10 | -0.202374 | -2.2076 | 0.014593 |
11 | -0.356777 | -3.892 | 8.2e-05 |
12 | 0.754905 | 8.235 | 0 |
13 | 0.022631 | 0.2469 | 0.402713 |
14 | 0.022006 | 0.2401 | 0.40535 |
15 | -0.014819 | -0.1617 | 0.435924 |
16 | 0.043267 | 0.472 | 0.318899 |
17 | 0.008468 | 0.0924 | 0.463279 |
18 | 0.07716 | 0.8417 | 0.200818 |
19 | -0.100726 | -1.0988 | 0.137039 |
20 | -0.019258 | -0.2101 | 0.416982 |
21 | 0.140163 | 1.529 | 0.064459 |
22 | 0.053431 | 0.5829 | 0.280543 |
23 | 0.021185 | 0.2311 | 0.408818 |
24 | -0.006015 | -0.0656 | 0.473895 |
25 | -0.016166 | -0.1763 | 0.430161 |
26 | 0.003922 | 0.0428 | 0.482974 |
27 | 0.0437 | 0.4767 | 0.317222 |
28 | -0.046821 | -0.5108 | 0.305233 |
29 | -0.04663 | -0.5087 | 0.305962 |
30 | 0.02574 | 0.2808 | 0.38968 |
31 | 0.071147 | 0.7761 | 0.21961 |
32 | -0.010283 | -0.1122 | 0.455439 |
33 | -0.060151 | -0.6562 | 0.256492 |
34 | -0.048444 | -0.5285 | 0.299081 |
35 | 0.058722 | 0.6406 | 0.261514 |
36 | -0.025592 | -0.2792 | 0.390299 |
37 | 0.00155 | 0.0169 | 0.493268 |
38 | -0.081776 | -0.8921 | 0.187078 |
39 | 0.006203 | 0.0677 | 0.473082 |
40 | -0.12315 | -1.3434 | 0.090847 |
41 | -0.043859 | -0.4784 | 0.316605 |
42 | -0.129025 | -1.4075 | 0.080943 |
43 | -0.025571 | -0.2789 | 0.390385 |
44 | 0.015936 | 0.1738 | 0.431143 |
45 | 0.019651 | 0.2144 | 0.415315 |
46 | -0.090472 | -0.9869 | 0.162839 |
47 | 0.040273 | 0.4393 | 0.330609 |
48 | -0.056761 | -0.6192 | 0.268489 |