Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.194172 | -1.769 | 0.040284 |
2 | -0.334218 | -3.0449 | 0.001559 |
3 | 0.002899 | 0.0264 | 0.489497 |
4 | 0.045647 | 0.4159 | 0.339292 |
5 | 0.068721 | 0.6261 | 0.26649 |
6 | -0.127763 | -1.164 | 0.123884 |
7 | 0.066641 | 0.6071 | 0.272712 |
8 | 0.047557 | 0.4333 | 0.332973 |
9 | -0.113966 | -1.0383 | 0.151077 |
10 | 0.019912 | 0.1814 | 0.428244 |
11 | -0.047258 | -0.4305 | 0.333958 |
12 | 0.221407 | 2.0171 | 0.023458 |
13 | -0.049355 | -0.4496 | 0.32707 |
14 | -0.116221 | -1.0588 | 0.146377 |
15 | 0.015614 | 0.1423 | 0.443613 |
16 | 0.02295 | 0.2091 | 0.417449 |
17 | 0.077953 | 0.7102 | 0.23979 |
18 | -0.109095 | -0.9939 | 0.161578 |
19 | -0.031587 | -0.2878 | 0.387118 |
20 | 0.008878 | 0.0809 | 0.467866 |
21 | 0.104329 | 0.9505 | 0.172312 |
22 | -0.024934 | -0.2272 | 0.41043 |
23 | -0.239046 | -2.1778 | 0.016129 |
24 | 0.214736 | 1.9563 | 0.026894 |
25 | 0.08561 | 0.7799 | 0.218822 |
26 | -0.14769 | -1.3455 | 0.091061 |
27 | 0.059543 | 0.5425 | 0.294478 |
28 | -0.078189 | -0.7123 | 0.239127 |
29 | 0.098637 | 0.8986 | 0.185727 |
30 | -0.071103 | -0.6478 | 0.259457 |
31 | -0.059182 | -0.5392 | 0.295604 |
32 | 0.141524 | 1.2893 | 0.100429 |
33 | 0.055738 | 0.5078 | 0.306472 |
34 | -0.093404 | -0.8509 | 0.198623 |
35 | -0.20259 | -1.8457 | 0.034252 |
36 | 0.070826 | 0.6453 | 0.260272 |
37 | 0.170712 | 1.5553 | 0.061845 |
38 | -0.049291 | -0.4491 | 0.327277 |
39 | 0.003865 | 0.0352 | 0.485998 |
40 | 0.014027 | 0.1278 | 0.44931 |
41 | 0.002065 | 0.0188 | 0.492516 |
42 | -0.014262 | -0.1299 | 0.448468 |
43 | -0.022908 | -0.2087 | 0.417597 |
44 | 0.029147 | 0.2655 | 0.395625 |
45 | 0.016704 | 0.1522 | 0.439706 |
46 | -0.009973 | -0.0909 | 0.46391 |
47 | -0.064513 | -0.5877 | 0.279152 |
48 | 0.035823 | 0.3264 | 0.372484 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.194172 | -1.769 | 0.040284 |
2 | -0.386493 | -3.5211 | 0.00035 |
3 | -0.198063 | -1.8044 | 0.037395 |
4 | -0.176495 | -1.6079 | 0.055822 |
5 | -0.043655 | -0.3977 | 0.34593 |
6 | -0.196106 | -1.7866 | 0.038826 |
7 | -0.009612 | -0.0876 | 0.465216 |
8 | -0.040588 | -0.3698 | 0.356248 |
9 | -0.121531 | -1.1072 | 0.135704 |
10 | -0.06219 | -0.5666 | 0.286266 |
11 | -0.173633 | -1.5819 | 0.058741 |
12 | 0.149666 | 1.3635 | 0.088203 |
13 | -0.001103 | -0.01 | 0.496003 |
14 | 0.044732 | 0.4075 | 0.342333 |
15 | -0.016039 | -0.1461 | 0.44209 |
16 | 0.029492 | 0.2687 | 0.394418 |
17 | 0.070231 | 0.6398 | 0.262021 |
18 | -0.027754 | -0.2529 | 0.400503 |
19 | -0.032292 | -0.2942 | 0.384671 |
20 | -0.122356 | -1.1147 | 0.134095 |
21 | 0.112411 | 1.0241 | 0.154379 |
22 | -0.049223 | -0.4484 | 0.327501 |
23 | -0.226649 | -2.0649 | 0.021028 |
24 | 0.003606 | 0.0329 | 0.486935 |
25 | -0.026541 | -0.2418 | 0.404765 |
26 | -0.076224 | -0.6944 | 0.244676 |
27 | 0.055226 | 0.5031 | 0.308101 |
28 | -0.141042 | -1.285 | 0.101192 |
29 | 0.001469 | 0.0134 | 0.494676 |
30 | -0.046552 | -0.4241 | 0.336292 |
31 | -0.086791 | -0.7907 | 0.215686 |
32 | 0.031344 | 0.2856 | 0.387964 |
33 | 0.124066 | 1.1303 | 0.130804 |
34 | -0.009546 | -0.087 | 0.465454 |
35 | -0.105547 | -0.9616 | 0.169528 |
36 | -0.129859 | -1.1831 | 0.120079 |
37 | -0.099246 | -0.9042 | 0.184261 |
38 | -0.026268 | -0.2393 | 0.405728 |
39 | -0.006012 | -0.0548 | 0.478227 |
40 | 0.072698 | 0.6623 | 0.254802 |
41 | 0.007491 | 0.0683 | 0.472875 |
42 | 0.055597 | 0.5065 | 0.306919 |
43 | 0.016667 | 0.1518 | 0.439838 |
44 | 0.017745 | 0.1617 | 0.435981 |
45 | -0.007168 | -0.0653 | 0.474046 |
46 | 0.000824 | 0.0075 | 0.497013 |
47 | 0.108748 | 0.9907 | 0.162345 |
48 | 0.048152 | 0.4387 | 0.331015 |