Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.817076 | -6.2761 | 0 |
2 | 0.669486 | 5.1424 | 2e-06 |
3 | -0.811612 | -6.2341 | 0 |
4 | 0.91336 | 7.0156 | 0 |
5 | -0.750441 | -5.7642 | 0 |
6 | 0.616722 | 4.7371 | 7e-06 |
7 | -0.746005 | -5.7302 | 0 |
8 | 0.836881 | 6.4282 | 0 |
9 | -0.684506 | -5.2578 | 1e-06 |
10 | 0.561787 | 4.3152 | 3.1e-05 |
11 | -0.678881 | -5.2146 | 1e-06 |
12 | 0.758438 | 5.8257 | 0 |
13 | -0.619815 | -4.7609 | 6e-06 |
14 | 0.515594 | 3.9604 | 0.000102 |
15 | -0.615526 | -4.7279 | 7e-06 |
16 | 0.684449 | 5.2574 | 1e-06 |
17 | -0.5565 | -4.2746 | 3.5e-05 |
18 | 0.459234 | 3.5274 | 0.00041 |
19 | -0.544669 | -4.1837 | 4.8e-05 |
20 | 0.599579 | 4.6055 | 1.1e-05 |
21 | -0.484642 | -3.7226 | 0.000221 |
22 | 0.403434 | 3.0988 | 0.001487 |
23 | -0.477059 | -3.6644 | 0.000266 |
24 | 0.517727 | 3.9767 | 9.7e-05 |
25 | -0.432937 | -3.3255 | 0.000761 |
26 | 0.354783 | 2.7251 | 0.004223 |
27 | -0.41343 | -3.1756 | 0.001189 |
28 | 0.467541 | 3.5912 | 0.000336 |
29 | -0.380395 | -2.9219 | 0.002462 |
30 | 0.31156 | 2.3931 | 0.009953 |
31 | -0.36473 | -2.8015 | 0.003434 |
32 | 0.410932 | 3.1564 | 0.001258 |
33 | -0.333893 | -2.5647 | 0.006446 |
34 | 0.269874 | 2.0729 | 0.021277 |
35 | -0.321411 | -2.4688 | 0.008236 |
36 | 0.350929 | 2.6955 | 0.004571 |
37 | -0.27947 | -2.1467 | 0.017972 |
38 | 0.228913 | 1.7583 | 0.04194 |
39 | -0.265005 | -2.0355 | 0.023148 |
40 | 0.284677 | 2.1866 | 0.016373 |
41 | -0.221955 | -1.7049 | 0.04674 |
42 | 0.176742 | 1.3576 | 0.089884 |
43 | -0.205144 | -1.5757 | 0.060217 |
44 | 0.220093 | 1.6906 | 0.048098 |
45 | -0.169528 | -1.3022 | 0.09896 |
46 | 0.138651 | 1.065 | 0.145607 |
47 | -0.160511 | -1.2329 | 0.111249 |
48 | 0.162013 | 1.2444 | 0.109128 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.817076 | -6.2761 | 0 |
2 | 0.005634 | 0.0433 | 0.482815 |
3 | -0.791483 | -6.0795 | 0 |
4 | 0.30292 | 2.3268 | 0.011715 |
5 | 0.19051 | 1.4633 | 0.074342 |
6 | -0.340098 | -2.6123 | 0.005694 |
7 | -0.080891 | -0.6213 | 0.268386 |
8 | 0.127531 | 0.9796 | 0.165646 |
9 | -0.082843 | -0.6363 | 0.263511 |
10 | -0.176985 | -1.3594 | 0.089589 |
11 | 0.031545 | 0.2423 | 0.404692 |
12 | -0.031707 | -0.2435 | 0.404215 |
13 | -0.150628 | -1.157 | 0.125968 |
14 | 0.005488 | 0.0422 | 0.483259 |
15 | 0.057421 | 0.4411 | 0.330392 |
16 | -0.096159 | -0.7386 | 0.231536 |
17 | 0.008839 | 0.0679 | 0.473051 |
18 | -0.002474 | -0.019 | 0.49245 |
19 | 0.009355 | 0.0719 | 0.471478 |
20 | -0.08199 | -0.6298 | 0.265637 |
21 | 0.006752 | 0.0519 | 0.479406 |
22 | 0.064977 | 0.4991 | 0.309782 |
23 | -0.027123 | -0.2083 | 0.417843 |
24 | -0.066879 | -0.5137 | 0.304687 |
25 | -0.134128 | -1.0303 | 0.153548 |
26 | -0.128215 | -0.9848 | 0.164363 |
27 | -0.109019 | -0.8374 | 0.202875 |
28 | 0.031479 | 0.2418 | 0.404888 |
29 | 0.071745 | 0.5511 | 0.29183 |
30 | -0.019186 | -0.1474 | 0.441672 |
31 | 0.022087 | 0.1697 | 0.432933 |
32 | 0.046376 | 0.3562 | 0.361474 |
33 | 0.014348 | 0.1102 | 0.456309 |
34 | 0.010772 | 0.0827 | 0.467169 |
35 | -0.006103 | -0.0469 | 0.481385 |
36 | -0.134851 | -1.0358 | 0.152259 |
37 | -0.005335 | -0.041 | 0.483726 |
38 | 0.048045 | 0.369 | 0.356709 |
39 | 0.06682 | 0.5133 | 0.304845 |
40 | -0.025488 | -0.1958 | 0.422729 |
41 | 0.094968 | 0.7295 | 0.234303 |
42 | 0.017742 | 0.1363 | 0.446031 |
43 | -0.004879 | -0.0375 | 0.485115 |
44 | 0.050057 | 0.3845 | 0.350997 |
45 | 0.002469 | 0.019 | 0.492467 |
46 | 0.08749 | 0.672 | 0.252095 |
47 | 0.055638 | 0.4274 | 0.335335 |
48 | -0.067884 | -0.5214 | 0.302011 |