Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.571532 | -5.8004 | 0 |
2 | -0.075766 | -0.7689 | 0.221843 |
3 | 0.381068 | 3.8674 | 9.6e-05 |
4 | -0.367311 | -3.7278 | 0.000158 |
5 | 0.087816 | 0.8912 | 0.187439 |
6 | 0.1976 | 2.0054 | 0.02377 |
7 | -0.261919 | -2.6582 | 0.004555 |
8 | 0.117016 | 1.1876 | 0.118865 |
9 | 0.113779 | 1.1547 | 0.125436 |
10 | -0.288045 | -2.9233 | 0.002129 |
11 | 0.286201 | 2.9046 | 0.00225 |
12 | -0.079891 | -0.8108 | 0.209675 |
13 | -0.195931 | -1.9885 | 0.024706 |
14 | 0.220091 | 2.2337 | 0.013833 |
15 | 0.064126 | 0.6508 | 0.25831 |
16 | -0.298375 | -3.0282 | 0.001555 |
17 | 0.277367 | 2.815 | 0.002923 |
18 | -0.053584 | -0.5438 | 0.293871 |
19 | -0.232431 | -2.3589 | 0.010107 |
20 | 0.33206 | 3.37 | 0.000529 |
21 | -0.161985 | -1.644 | 0.051616 |
22 | -0.064009 | -0.6496 | 0.258693 |
23 | 0.151304 | 1.5356 | 0.063856 |
24 | -0.142181 | -1.443 | 0.07603 |
25 | 0.050071 | 0.5082 | 0.306212 |
26 | 0.104044 | 1.0559 | 0.146735 |
27 | -0.165098 | -1.6756 | 0.048429 |
28 | 0.024606 | 0.2497 | 0.40165 |
29 | 0.197071 | 2.0001 | 0.024063 |
30 | -0.260599 | -2.6448 | 0.004727 |
31 | 0.128193 | 1.301 | 0.098079 |
32 | 0.097333 | 0.9878 | 0.162776 |
33 | -0.244754 | -2.484 | 0.007302 |
34 | 0.141488 | 1.4359 | 0.077024 |
35 | 0.099941 | 1.0143 | 0.15641 |
36 | -0.216917 | -2.2015 | 0.014967 |
37 | 0.117467 | 1.1922 | 0.117969 |
38 | 0.076654 | 0.778 | 0.219189 |
39 | -0.200511 | -2.035 | 0.022212 |
40 | 0.200265 | 2.0325 | 0.02234 |
41 | -0.09084 | -0.9219 | 0.179361 |
42 | -0.092044 | -0.9341 | 0.176207 |
43 | 0.196893 | 1.9982 | 0.024163 |
44 | -0.078648 | -0.7982 | 0.213298 |
45 | -0.172695 | -1.7527 | 0.041318 |
46 | 0.340084 | 3.4515 | 0.000405 |
47 | -0.251799 | -2.5555 | 0.006032 |
48 | -0.061624 | -0.6254 | 0.266542 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.571532 | -5.8004 | 0 |
2 | -0.59763 | -6.0653 | 0 |
3 | -0.068563 | -0.6958 | 0.244048 |
4 | -0.21576 | -2.1897 | 0.0154 |
5 | -0.258747 | -2.626 | 0.004978 |
6 | -0.085683 | -0.8696 | 0.193275 |
7 | -0.094705 | -0.9611 | 0.169364 |
8 | -0.111258 | -1.1291 | 0.130729 |
9 | 0.038297 | 0.3887 | 0.349162 |
10 | -0.167938 | -1.7044 | 0.045662 |
11 | 0.028826 | 0.2925 | 0.385228 |
12 | 0.042925 | 0.4356 | 0.332003 |
13 | -0.111268 | -1.1292 | 0.130709 |
14 | -0.26306 | -2.6698 | 0.004411 |
15 | 0.164374 | 1.6682 | 0.049156 |
16 | -0.017753 | -0.1802 | 0.428687 |
17 | -0.017051 | -0.173 | 0.431477 |
18 | 0.042701 | 0.4334 | 0.332825 |
19 | -0.081606 | -0.8282 | 0.204734 |
20 | -0.040743 | -0.4135 | 0.340051 |
21 | 0.040473 | 0.4108 | 0.341053 |
22 | 0.035266 | 0.3579 | 0.360572 |
23 | -0.103253 | -1.0479 | 0.148568 |
24 | -0.125319 | -1.2719 | 0.103145 |
25 | -0.027734 | -0.2815 | 0.389458 |
26 | -0.084054 | -0.8531 | 0.197804 |
27 | 0.00239 | 0.0243 | 0.49035 |
28 | -0.177002 | -1.7964 | 0.037683 |
29 | 0.029727 | 0.3017 | 0.381744 |
30 | -0.019903 | -0.202 | 0.42016 |
31 | 0.007592 | 0.077 | 0.469367 |
32 | 0.010874 | 0.1104 | 0.456172 |
33 | -0.001694 | -0.0172 | 0.493157 |
34 | -0.066606 | -0.676 | 0.250285 |
35 | -0.007243 | -0.0735 | 0.470774 |
36 | -0.026749 | -0.2715 | 0.393284 |
37 | -0.129061 | -1.3098 | 0.096584 |
38 | -0.004797 | -0.0487 | 0.480634 |
39 | 0.036766 | 0.3731 | 0.354909 |
40 | -0.029034 | -0.2947 | 0.384422 |
41 | -0.041035 | -0.4165 | 0.338971 |
42 | -0.113094 | -1.1478 | 0.126859 |
43 | -0.037099 | -0.3765 | 0.353656 |
44 | 0.11303 | 1.1471 | 0.126992 |
45 | -0.164569 | -1.6702 | 0.048959 |
46 | -0.017799 | -0.1806 | 0.428501 |
47 | -0.020458 | -0.2076 | 0.417967 |
48 | -0.029625 | -0.3007 | 0.382139 |