Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.303351 | -2.747 | 0.003696 |
2 | -0.134916 | -1.2217 | 0.112658 |
3 | -0.111397 | -1.0087 | 0.158033 |
4 | 0.362867 | 3.2859 | 0.000749 |
5 | -0.21361 | -1.9343 | 0.028261 |
6 | -0.047105 | -0.4266 | 0.335412 |
7 | -0.214576 | -1.9431 | 0.02772 |
8 | 0.296271 | 2.6828 | 0.004414 |
9 | -0.081372 | -0.7369 | 0.231658 |
10 | -0.147814 | -1.3385 | 0.092214 |
11 | -0.15483 | -1.402 | 0.082338 |
12 | 0.570136 | 5.1628 | 1e-06 |
13 | -0.168899 | -1.5294 | 0.065001 |
14 | -0.145505 | -1.3176 | 0.095654 |
15 | 0.002968 | 0.0269 | 0.489311 |
16 | 0.264479 | 2.395 | 0.009451 |
17 | -0.152877 | -1.3844 | 0.085002 |
18 | -0.128043 | -1.1595 | 0.124813 |
19 | -0.025485 | -0.2308 | 0.409031 |
20 | 0.122505 | 1.1093 | 0.135265 |
21 | -0.046903 | -0.4247 | 0.336074 |
22 | -0.145571 | -1.3182 | 0.095553 |
23 | 0.008527 | 0.0772 | 0.469321 |
24 | 0.305642 | 2.7677 | 0.003488 |
25 | -0.096405 | -0.873 | 0.192609 |
26 | -0.108455 | -0.9821 | 0.16447 |
27 | 0.020962 | 0.1898 | 0.42496 |
28 | 0.20299 | 1.8382 | 0.03483 |
29 | -0.160831 | -1.4564 | 0.074552 |
30 | -0.015232 | -0.1379 | 0.445318 |
31 | -0.020869 | -0.189 | 0.42529 |
32 | 0.021655 | 0.1961 | 0.42251 |
33 | -0.02297 | -0.208 | 0.417873 |
34 | -0.056565 | -0.5122 | 0.304938 |
35 | -0.017564 | -0.159 | 0.43701 |
36 | 0.155833 | 1.4111 | 0.080995 |
37 | -0.07879 | -0.7135 | 0.23879 |
38 | -0.009485 | -0.0859 | 0.465881 |
39 | 0.031186 | 0.2824 | 0.389174 |
40 | 0.110735 | 1.0028 | 0.159465 |
41 | -0.162855 | -1.4747 | 0.072059 |
42 | 0.103185 | 0.9344 | 0.176426 |
43 | -0.094002 | -0.8512 | 0.198563 |
44 | 0.048975 | 0.4435 | 0.329289 |
45 | -0.088518 | -0.8016 | 0.212562 |
46 | 0.057671 | 0.5222 | 0.301459 |
47 | -0.044731 | -0.4051 | 0.343245 |
48 | 0.086168 | 0.7803 | 0.218735 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.303351 | -2.747 | 0.003696 |
2 | -0.249937 | -2.2633 | 0.013131 |
3 | -0.280022 | -2.5357 | 0.00656 |
4 | 0.229241 | 2.0759 | 0.02052 |
5 | -0.079166 | -0.7169 | 0.237743 |
6 | -0.054315 | -0.4918 | 0.312073 |
7 | -0.305216 | -2.7639 | 0.003526 |
8 | -0.019707 | -0.1785 | 0.429403 |
9 | -0.019018 | -0.1722 | 0.431847 |
10 | -0.202435 | -1.8331 | 0.035206 |
11 | -0.243921 | -2.2088 | 0.01499 |
12 | 0.354414 | 3.2094 | 0.00095 |
13 | 0.10683 | 0.9674 | 0.168097 |
14 | -0.029262 | -0.265 | 0.395846 |
15 | 0.108628 | 0.9837 | 0.164087 |
16 | 0.010568 | 0.0957 | 0.461997 |
17 | -0.015026 | -0.1361 | 0.446051 |
18 | -0.116738 | -1.0571 | 0.146783 |
19 | 0.092033 | 0.8334 | 0.203523 |
20 | -0.105089 | -0.9516 | 0.172044 |
21 | -0.076303 | -0.691 | 0.245772 |
22 | -0.0011 | -0.01 | 0.496038 |
23 | 0.051028 | 0.4621 | 0.322623 |
24 | 0.047656 | 0.4315 | 0.333601 |
25 | -0.011062 | -0.1002 | 0.460225 |
26 | 0.107338 | 0.972 | 0.166958 |
27 | -0.084025 | -0.7609 | 0.224456 |
28 | -0.001904 | -0.0172 | 0.493142 |
29 | -0.079506 | -0.72 | 0.236801 |
30 | 0.151711 | 1.3738 | 0.086624 |
31 | -0.004766 | -0.0432 | 0.48284 |
32 | -0.120958 | -1.0953 | 0.138291 |
33 | 0.086854 | 0.7865 | 0.216922 |
34 | 0.016813 | 0.1522 | 0.439683 |
35 | -0.051508 | -0.4664 | 0.321074 |
36 | -0.07113 | -0.6441 | 0.260652 |
37 | 0.006754 | 0.0612 | 0.475691 |
38 | -0.006406 | -0.058 | 0.47694 |
39 | -0.005176 | -0.0469 | 0.481365 |
40 | 0.02462 | 0.2229 | 0.412068 |
41 | -0.018296 | -0.1657 | 0.434409 |
42 | 0.048309 | 0.4375 | 0.331464 |
43 | -0.13838 | -1.2531 | 0.106868 |
44 | 0.107958 | 0.9776 | 0.165574 |
45 | -0.088332 | -0.7999 | 0.213047 |
46 | -0.002458 | -0.0223 | 0.49115 |
47 | 0.014416 | 0.1305 | 0.448228 |
48 | 0.021731 | 0.1968 | 0.422241 |