Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.212943 | -2.2027 | 0.01488 |
2 | -0.26093 | -2.6991 | 0.004041 |
3 | 0.003949 | 0.0408 | 0.483747 |
4 | 0.064523 | 0.6674 | 0.252968 |
5 | 0.07025 | 0.7267 | 0.234506 |
6 | -0.014961 | -0.1548 | 0.438653 |
7 | 0.035674 | 0.369 | 0.356421 |
8 | -0.162582 | -1.6818 | 0.047765 |
9 | 0.044666 | 0.462 | 0.3225 |
10 | 0.104676 | 1.0828 | 0.140671 |
11 | 0.052645 | 0.5446 | 0.293593 |
12 | -0.321073 | -3.3212 | 0.000613 |
13 | 0.018019 | 0.1864 | 0.426246 |
14 | 0.189619 | 1.9614 | 0.026213 |
15 | -0.068069 | -0.7041 | 0.241447 |
16 | 0.069979 | 0.7239 | 0.235364 |
17 | -0.111047 | -1.1487 | 0.126624 |
18 | 0.047094 | 0.4871 | 0.313575 |
19 | 0.044091 | 0.4561 | 0.32463 |
20 | -0.037725 | -0.3902 | 0.34857 |
21 | -0.001708 | -0.0177 | 0.492969 |
22 | 0.00241 | 0.0249 | 0.490081 |
23 | 0.072757 | 0.7526 | 0.226672 |
24 | -0.145857 | -1.5088 | 0.067154 |
25 | 0.034244 | 0.3542 | 0.361933 |
26 | 0.012705 | 0.1314 | 0.447846 |
27 | -0.047649 | -0.4929 | 0.311553 |
28 | 0.007338 | 0.0759 | 0.469816 |
29 | 0.084465 | 0.8737 | 0.192115 |
30 | -0.037029 | -0.383 | 0.351229 |
31 | -0.0969 | -1.0023 | 0.15922 |
32 | 0.060605 | 0.6269 | 0.26603 |
33 | 0.078011 | 0.8069 | 0.210743 |
34 | -0.058469 | -0.6048 | 0.273293 |
35 | 0.03846 | 0.3978 | 0.345771 |
36 | -0.042893 | -0.4437 | 0.329082 |
37 | 0.008246 | 0.0853 | 0.466093 |
38 | -0.029802 | -0.3083 | 0.379237 |
39 | 0.130426 | 1.3491 | 0.090071 |
40 | -0.064779 | -0.6701 | 0.252124 |
41 | -0.074655 | -0.7722 | 0.220837 |
42 | 0.015748 | 0.1629 | 0.435451 |
43 | -0.018385 | -0.1902 | 0.424766 |
44 | 0.077371 | 0.8003 | 0.212645 |
45 | -0.002401 | -0.0248 | 0.490115 |
46 | -0.008728 | -0.0903 | 0.464117 |
47 | -0.117291 | -1.2133 | 0.11385 |
48 | 0.038656 | 0.3999 | 0.345029 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.212943 | -2.2027 | 0.01488 |
2 | -0.320823 | -3.3186 | 0.000619 |
3 | -0.160857 | -1.6639 | 0.049527 |
4 | -0.076638 | -0.7927 | 0.21484 |
5 | 0.035126 | 0.3633 | 0.358532 |
6 | 0.030707 | 0.3176 | 0.375689 |
7 | 0.105214 | 1.0883 | 0.139444 |
8 | -0.125766 | -1.3009 | 0.098038 |
9 | -0.012984 | -0.1343 | 0.446705 |
10 | 0.024741 | 0.2559 | 0.39925 |
11 | 0.101466 | 1.0496 | 0.14814 |
12 | -0.28609 | -2.9593 | 0.001898 |
13 | -0.112011 | -1.1587 | 0.124589 |
14 | -0.015204 | -0.1573 | 0.437663 |
15 | -0.072463 | -0.7496 | 0.227581 |
16 | 0.095013 | 0.9828 | 0.163957 |
17 | -0.04024 | -0.4163 | 0.33903 |
18 | 0.083969 | 0.8686 | 0.193509 |
19 | 0.090536 | 0.9365 | 0.17556 |
20 | -0.076034 | -0.7865 | 0.216656 |
21 | -0.037101 | -0.3838 | 0.350952 |
22 | 0.029927 | 0.3096 | 0.378747 |
23 | 0.088004 | 0.9103 | 0.18235 |
24 | -0.221301 | -2.2892 | 0.012017 |
25 | -0.095531 | -0.9882 | 0.162648 |
26 | -0.020922 | -0.2164 | 0.414539 |
27 | -0.102308 | -1.0583 | 0.146154 |
28 | -0.005916 | -0.0612 | 0.475658 |
29 | 0.071487 | 0.7395 | 0.230623 |
30 | 0.039458 | 0.4082 | 0.341985 |
31 | 0.042674 | 0.4414 | 0.329899 |
32 | -0.081793 | -0.8461 | 0.1997 |
33 | 0.060794 | 0.6289 | 0.26539 |
34 | -0.009812 | -0.1015 | 0.459673 |
35 | 0.125223 | 1.2953 | 0.098999 |
36 | -0.181968 | -1.8823 | 0.031257 |
37 | -0.054238 | -0.561 | 0.287971 |
38 | -0.058563 | -0.6058 | 0.27297 |
39 | 0.063663 | 0.6585 | 0.255806 |
40 | -0.022688 | -0.2347 | 0.407451 |
41 | 0.047903 | 0.4955 | 0.310628 |
42 | -0.01225 | -0.1267 | 0.4497 |
43 | -0.03766 | -0.3896 | 0.348819 |
44 | -0.03435 | -0.3553 | 0.361524 |
45 | 0.086366 | 0.8934 | 0.186829 |
46 | 0.045824 | 0.474 | 0.318231 |
47 | -0.025563 | -0.2644 | 0.395982 |
48 | -0.168502 | -1.743 | 0.042103 |