Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.42054 | -3.8313 | 0.000123 |
2 | -0.131828 | -1.201 | 0.116581 |
3 | 0.083562 | 0.7613 | 0.224321 |
4 | -0.121906 | -1.1106 | 0.13497 |
5 | 0.12458 | 1.135 | 0.129825 |
6 | 0.055874 | 0.509 | 0.306039 |
7 | -0.102733 | -0.9359 | 0.176008 |
8 | -0.089989 | -0.8198 | 0.207327 |
9 | 0.256402 | 2.3359 | 0.010953 |
10 | -0.120827 | -1.1008 | 0.137086 |
11 | 0.031931 | 0.2909 | 0.385923 |
12 | -0.081615 | -0.7436 | 0.229624 |
13 | -0.184585 | -1.6817 | 0.048198 |
14 | 0.322963 | 2.9423 | 0.002111 |
15 | -0.072519 | -0.6607 | 0.255324 |
16 | -0.083127 | -0.7573 | 0.225501 |
17 | 0.038193 | 0.348 | 0.364377 |
18 | 0.097328 | 0.8867 | 0.188901 |
19 | -0.109359 | -0.9963 | 0.160999 |
20 | -0.017903 | -0.1631 | 0.435418 |
21 | 0.06416 | 0.5845 | 0.280226 |
22 | -0.178526 | -1.6265 | 0.053822 |
23 | 0.301069 | 2.7429 | 0.00373 |
24 | -0.115081 | -1.0484 | 0.148741 |
25 | -0.074561 | -0.6793 | 0.249425 |
26 | 0.004913 | 0.0448 | 0.482202 |
27 | 0.058866 | 0.5363 | 0.296595 |
28 | -0.018547 | -0.169 | 0.433114 |
29 | 0.025131 | 0.229 | 0.409733 |
30 | -0.066279 | -0.6038 | 0.273802 |
31 | -0.124907 | -1.138 | 0.129207 |
32 | 0.243682 | 2.22 | 0.014571 |
33 | -0.032973 | -0.3004 | 0.382312 |
34 | -0.095785 | -0.8726 | 0.192687 |
35 | 0.077051 | 0.702 | 0.242331 |
36 | -0.150249 | -1.3688 | 0.087373 |
37 | 0.086847 | 0.7912 | 0.215537 |
38 | 0.087484 | 0.797 | 0.213857 |
39 | -0.078774 | -0.7177 | 0.237488 |
40 | -0.044605 | -0.4064 | 0.342757 |
41 | 0.103979 | 0.9473 | 0.173119 |
42 | -0.08091 | -0.7371 | 0.231562 |
43 | 0.060748 | 0.5534 | 0.290726 |
44 | 0.014419 | 0.1314 | 0.447903 |
45 | -0.130397 | -1.188 | 0.119116 |
46 | 0.100568 | 0.9162 | 0.181103 |
47 | 0.041309 | 0.3763 | 0.353811 |
48 | -0.123997 | -1.1297 | 0.130935 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.42054 | -3.8313 | 0.000123 |
2 | -0.375003 | -3.4164 | 0.000492 |
3 | -0.21257 | -1.9366 | 0.028098 |
4 | -0.328622 | -2.9939 | 0.001814 |
5 | -0.171937 | -1.5664 | 0.060527 |
6 | -0.039064 | -0.3559 | 0.361412 |
7 | -0.06212 | -0.5659 | 0.286481 |
8 | -0.231745 | -2.1113 | 0.018877 |
9 | 0.116125 | 1.058 | 0.146573 |
10 | 0.073674 | 0.6712 | 0.251977 |
11 | 0.177367 | 1.6159 | 0.054956 |
12 | 0.021945 | 0.1999 | 0.421011 |
13 | -0.263992 | -2.4051 | 0.009196 |
14 | -0.034242 | -0.312 | 0.377926 |
15 | -0.087412 | -0.7964 | 0.214048 |
16 | -0.135946 | -1.2385 | 0.109506 |
17 | -0.103613 | -0.944 | 0.173965 |
18 | 0.180742 | 1.6466 | 0.051707 |
19 | 0.118843 | 1.0827 | 0.141035 |
20 | -0.04948 | -0.4508 | 0.32666 |
21 | 0.07449 | 0.6786 | 0.249629 |
22 | -0.066781 | -0.6084 | 0.27229 |
23 | 0.114779 | 1.0457 | 0.149372 |
24 | 0.000456 | 0.0042 | 0.498349 |
25 | -0.059534 | -0.5424 | 0.294504 |
26 | -0.149668 | -1.3635 | 0.0882 |
27 | 0.038217 | 0.3482 | 0.364295 |
28 | -0.050004 | -0.4556 | 0.32495 |
29 | 0.05182 | 0.4721 | 0.319045 |
30 | 0.040482 | 0.3688 | 0.356605 |
31 | -0.116094 | -1.0577 | 0.146638 |
32 | -0.178334 | -1.6247 | 0.054009 |
33 | -0.057252 | -0.5216 | 0.301673 |
34 | -0.074052 | -0.6746 | 0.250889 |
35 | 0.041623 | 0.3792 | 0.352752 |
36 | -0.042115 | -0.3837 | 0.351097 |
37 | -0.114645 | -1.0445 | 0.149651 |
38 | -0.063457 | -0.5781 | 0.282373 |
39 | -0.009192 | -0.0837 | 0.46673 |
40 | 0.007086 | 0.0646 | 0.474341 |
41 | -0.009514 | -0.0867 | 0.46557 |
42 | -0.071954 | -0.6555 | 0.25697 |
43 | -0.019468 | -0.1774 | 0.429828 |
44 | -0.081084 | -0.7387 | 0.231082 |
45 | 0.019114 | 0.1741 | 0.43109 |
46 | 0.006528 | 0.0595 | 0.476358 |
47 | 0.129655 | 1.1812 | 0.120445 |
48 | -0.06586 | -0.6 | 0.275066 |