Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.295524 | -2.97 | 0.001861 |
2 | -0.359702 | -3.615 | 0.000235 |
3 | 0.396928 | 3.9891 | 6.3e-05 |
4 | -0.226618 | -2.2775 | 0.012433 |
5 | -0.096773 | -0.9726 | 0.166549 |
6 | 0.428443 | 4.3058 | 1.9e-05 |
7 | -0.120999 | -1.216 | 0.113404 |
8 | -0.25355 | -2.5482 | 0.006168 |
9 | 0.315472 | 3.1705 | 0.001008 |
10 | -0.274 | -2.7537 | 0.003495 |
11 | -0.180489 | -1.8139 | 0.036332 |
12 | 0.594304 | 5.9727 | 0 |
13 | -0.173443 | -1.7431 | 0.042182 |
14 | -0.316018 | -3.1759 | 0.000991 |
15 | 0.189002 | 1.8994 | 0.030179 |
16 | -0.092585 | -0.9305 | 0.177173 |
17 | -0.105626 | -1.0615 | 0.145491 |
18 | 0.248021 | 2.4926 | 0.007154 |
19 | -0.030374 | -0.3053 | 0.380401 |
20 | -0.246178 | -2.4741 | 0.007513 |
21 | 0.195697 | 1.9667 | 0.025979 |
22 | -0.158837 | -1.5963 | 0.056773 |
23 | -0.155937 | -1.5672 | 0.060104 |
24 | 0.472125 | 4.7448 | 3e-06 |
25 | -0.114068 | -1.1464 | 0.127175 |
26 | -0.292226 | -2.9368 | 0.002054 |
27 | 0.189154 | 1.901 | 0.030078 |
28 | -0.040606 | -0.4081 | 0.342036 |
29 | -0.122759 | -1.2337 | 0.110086 |
30 | 0.255988 | 2.5727 | 0.005773 |
31 | -0.04159 | -0.418 | 0.338425 |
32 | -0.224361 | -2.2548 | 0.013152 |
33 | 0.225621 | 2.2675 | 0.012746 |
34 | -0.187281 | -1.8822 | 0.031347 |
35 | -0.055237 | -0.5551 | 0.290018 |
36 | 0.419388 | 4.2148 | 2.7e-05 |
37 | -0.207897 | -2.0893 | 0.019595 |
38 | -0.200714 | -2.0171 | 0.023167 |
39 | 0.195563 | 1.9654 | 0.026058 |
40 | -0.101159 | -1.0166 | 0.155879 |
41 | -0.027238 | -0.2737 | 0.392421 |
42 | 0.184798 | 1.8572 | 0.033099 |
43 | -0.089957 | -0.9041 | 0.184057 |
44 | -0.105297 | -1.0582 | 0.14624 |
45 | 0.129534 | 1.3018 | 0.097973 |
46 | -0.113589 | -1.1416 | 0.128168 |
47 | -0.043504 | -0.4372 | 0.331445 |
48 | 0.302552 | 3.0406 | 0.001504 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.295524 | -2.97 | 0.001861 |
2 | -0.489814 | -4.9226 | 2e-06 |
3 | 0.135229 | 1.359 | 0.088582 |
4 | -0.283341 | -2.8475 | 0.002669 |
5 | -0.042926 | -0.4314 | 0.333548 |
6 | 0.236627 | 2.3781 | 0.009642 |
7 | 0.218066 | 2.1915 | 0.015355 |
8 | -0.011555 | -0.1161 | 0.453893 |
9 | 0.194437 | 1.9541 | 0.026729 |
10 | -0.297459 | -2.9894 | 0.001755 |
11 | -0.270699 | -2.7205 | 0.003838 |
12 | 0.188032 | 1.8897 | 0.030833 |
13 | 0.1444 | 1.4512 | 0.074911 |
14 | 0.025805 | 0.2593 | 0.397952 |
15 | -0.221794 | -2.229 | 0.014015 |
16 | -0.071368 | -0.7172 | 0.237441 |
17 | -0.10321 | -1.0372 | 0.151049 |
18 | -0.179836 | -1.8073 | 0.036844 |
19 | -0.022052 | -0.2216 | 0.412531 |
20 | -0.03875 | -0.3894 | 0.348888 |
21 | 0.080521 | 0.8092 | 0.210143 |
22 | -0.075344 | -0.7572 | 0.225348 |
23 | -0.091092 | -0.9155 | 0.181066 |
24 | 0.146551 | 1.4728 | 0.071954 |
25 | 0.01918 | 0.1928 | 0.423768 |
26 | 0.000788 | 0.0079 | 0.496847 |
27 | 0.046439 | 0.4667 | 0.320857 |
28 | 0.002784 | 0.028 | 0.488867 |
29 | -0.080305 | -0.8071 | 0.210765 |
30 | -0.076194 | -0.7657 | 0.222809 |
31 | -0.09398 | -0.9445 | 0.173587 |
32 | -0.065768 | -0.661 | 0.255071 |
33 | 0.011753 | 0.1181 | 0.453104 |
34 | -0.128645 | -1.2929 | 0.099503 |
35 | 0.095492 | 0.9597 | 0.169754 |
36 | 0.099384 | 0.9988 | 0.16014 |
37 | -0.067741 | -0.6808 | 0.248782 |
38 | -0.047464 | -0.477 | 0.317193 |
39 | -0.02139 | -0.215 | 0.415115 |
40 | -0.089707 | -0.9015 | 0.184721 |
41 | 0.015805 | 0.1588 | 0.437058 |
42 | -0.10629 | -1.0682 | 0.143987 |
43 | 0.033914 | 0.3408 | 0.366969 |
44 | 0.028802 | 0.2895 | 0.386411 |
45 | -0.043637 | -0.4385 | 0.330963 |
46 | 0.113446 | 1.1401 | 0.128467 |
47 | -0.085945 | -0.8637 | 0.19489 |
48 | -0.011284 | -0.1134 | 0.454967 |