Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.351632 | -5.2979 | 0 |
2 | 0.195612 | 2.9472 | 0.001771 |
3 | -0.107374 | -1.6177 | 0.053553 |
4 | -0.06566 | -0.9893 | 0.161794 |
5 | -0.110298 | -1.6618 | 0.048966 |
6 | -0.073427 | -1.1063 | 0.134885 |
7 | -0.140383 | -2.1151 | 0.017756 |
8 | -0.029684 | -0.4472 | 0.327568 |
9 | -0.05743 | -0.8653 | 0.1939 |
10 | 0.156034 | 2.3509 | 0.009793 |
11 | -0.196918 | -2.9669 | 0.001665 |
12 | 0.670054 | 10.0954 | 0 |
13 | -0.289906 | -4.3679 | 1e-05 |
14 | 0.22601 | 3.4052 | 0.000391 |
15 | -0.072276 | -1.0889 | 0.138667 |
16 | -0.085212 | -1.2838 | 0.100253 |
17 | -0.039979 | -0.6024 | 0.273771 |
18 | -0.123001 | -1.8532 | 0.032576 |
19 | -0.115337 | -1.7377 | 0.041808 |
20 | -0.037983 | -0.5723 | 0.28385 |
21 | -0.055348 | -0.8339 | 0.202606 |
22 | 0.139437 | 2.1008 | 0.01838 |
23 | -0.129297 | -1.9481 | 0.02632 |
24 | 0.568434 | 8.5643 | 0 |
25 | -0.221004 | -3.3298 | 0.000507 |
26 | 0.19106 | 2.8786 | 0.002188 |
27 | -0.115971 | -1.7473 | 0.04097 |
28 | -0.026705 | -0.4023 | 0.343904 |
29 | -0.067036 | -1.01 | 0.156786 |
30 | -0.171086 | -2.5777 | 0.00529 |
31 | -0.060032 | -0.9045 | 0.183353 |
32 | -0.010759 | -0.1621 | 0.435688 |
33 | -0.070102 | -1.0562 | 0.146002 |
34 | 0.174812 | 2.6338 | 0.004512 |
35 | -0.187649 | -2.8272 | 0.002557 |
36 | 0.531422 | 8.0067 | 0 |
37 | -0.160674 | -2.4208 | 0.008136 |
38 | 0.168777 | 2.5429 | 0.00583 |
39 | -0.115042 | -1.7333 | 0.042202 |
40 | -0.021007 | -0.3165 | 0.375958 |
41 | -0.08338 | -1.2562 | 0.10516 |
42 | -0.120301 | -1.8125 | 0.035614 |
43 | -0.065242 | -0.983 | 0.163333 |
44 | -0.044962 | -0.6774 | 0.249412 |
45 | -0.082135 | -1.2375 | 0.108591 |
46 | 0.213935 | 3.2233 | 0.000727 |
47 | -0.235316 | -3.5454 | 0.000238 |
48 | 0.556845 | 8.3897 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.351632 | -5.2979 | 0 |
2 | 0.082121 | 1.2373 | 0.108632 |
3 | -0.017649 | -0.2659 | 0.395275 |
4 | -0.139414 | -2.1005 | 0.018395 |
5 | -0.18636 | -2.8078 | 0.002711 |
6 | -0.168121 | -2.533 | 0.005992 |
7 | -0.248066 | -3.7375 | 0.000118 |
8 | -0.233952 | -3.5248 | 0.000256 |
9 | -0.255929 | -3.856 | 7.5e-05 |
10 | -0.074901 | -1.1285 | 0.130149 |
11 | -0.410141 | -6.1794 | 0 |
12 | 0.454721 | 6.8511 | 0 |
13 | 0.069729 | 1.0506 | 0.147286 |
14 | 0.049753 | 0.7496 | 0.227134 |
15 | 0.147788 | 2.2266 | 0.013477 |
16 | 0.055218 | 0.8319 | 0.203157 |
17 | 0.138348 | 2.0844 | 0.01912 |
18 | 0.034285 | 0.5166 | 0.302986 |
19 | 0.049668 | 0.7483 | 0.227518 |
20 | 0.000417 | 0.0063 | 0.497494 |
21 | -0.052921 | -0.7973 | 0.213045 |
22 | 0.00331 | 0.0499 | 0.480137 |
23 | -0.078013 | -1.1754 | 0.120537 |
24 | 0.191553 | 2.886 | 0.002139 |
25 | 0.165363 | 2.4914 | 0.006719 |
26 | 0.036142 | 0.5445 | 0.293304 |
27 | -0.05377 | -0.8101 | 0.209357 |
28 | 0.115034 | 1.7332 | 0.042213 |
29 | 0.011952 | 0.1801 | 0.428627 |
30 | -0.139681 | -2.1045 | 0.018217 |
31 | -0.003617 | -0.0545 | 0.478293 |
32 | 0.072214 | 1.088 | 0.138872 |
33 | -0.064549 | -0.9725 | 0.165912 |
34 | 0.031728 | 0.478 | 0.316542 |
35 | -0.180911 | -2.7257 | 0.003458 |
36 | 0.015341 | 0.2311 | 0.408712 |
37 | 0.116544 | 1.7559 | 0.040226 |
38 | 0.015523 | 0.2339 | 0.407648 |
39 | -0.021503 | -0.324 | 0.37313 |
40 | -0.007452 | -0.1123 | 0.455351 |
41 | 0.027731 | 0.4178 | 0.338239 |
42 | 0.070229 | 1.0581 | 0.145564 |
43 | 0.013678 | 0.2061 | 0.418455 |
44 | 0.018674 | 0.2813 | 0.38935 |
45 | -0.072055 | -1.0856 | 0.139399 |
46 | 0.049643 | 0.7479 | 0.227633 |
47 | -0.137547 | -2.0724 | 0.019681 |
48 | 0.039623 | 0.597 | 0.27556 |