Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.370752 | -3.3368 | 0.000641 |
2 | 0.168272 | 1.5144 | 0.066903 |
3 | -0.161982 | -1.4578 | 0.074376 |
4 | -0.110399 | -0.9936 | 0.161691 |
5 | 0.025929 | 0.2334 | 0.408034 |
6 | -0.008737 | -0.0786 | 0.46876 |
7 | -0.028594 | -0.2574 | 0.39878 |
8 | 0.139598 | 1.2564 | 0.106294 |
9 | 0.078483 | 0.7063 | 0.241 |
10 | -0.063258 | -0.5693 | 0.285356 |
11 | -0.065504 | -0.5895 | 0.278571 |
12 | -0.152153 | -1.3694 | 0.087333 |
13 | -0.148289 | -1.3346 | 0.092873 |
14 | 0.050399 | 0.4536 | 0.325668 |
15 | 0.133705 | 1.2033 | 0.116174 |
16 | -0.011602 | -0.1044 | 0.458546 |
17 | 0.043281 | 0.3895 | 0.348952 |
18 | -0.006554 | -0.059 | 0.476556 |
19 | -0.094668 | -0.852 | 0.198359 |
20 | -0.04626 | -0.4163 | 0.339131 |
21 | 0.110963 | 0.9987 | 0.160466 |
22 | -0.277767 | -2.4999 | 0.007221 |
23 | 0.422107 | 3.799 | 0.00014 |
24 | -0.190466 | -1.7142 | 0.045159 |
25 | 0.181993 | 1.6379 | 0.052657 |
26 | 0.002896 | 0.0261 | 0.489637 |
27 | -0.07523 | -0.6771 | 0.250146 |
28 | -0.048023 | -0.4322 | 0.333371 |
29 | 0.059315 | 0.5338 | 0.297459 |
30 | -0.042238 | -0.3801 | 0.352419 |
31 | 0.021121 | 0.1901 | 0.424858 |
32 | 0.054224 | 0.488 | 0.313427 |
33 | -0.101076 | -0.9097 | 0.182845 |
34 | 0.114588 | 1.0313 | 0.152737 |
35 | -0.03405 | -0.3064 | 0.380026 |
36 | -0.11262 | -1.0136 | 0.1569 |
37 | 0.015598 | 0.1404 | 0.444352 |
38 | -0.061452 | -0.5531 | 0.29087 |
39 | 0.027433 | 0.2469 | 0.402807 |
40 | 0.030096 | 0.2709 | 0.393592 |
41 | -0.017588 | -0.1583 | 0.437311 |
42 | 0.019933 | 0.1794 | 0.429039 |
43 | 0.003016 | 0.0271 | 0.489205 |
44 | 0.097375 | 0.8764 | 0.191709 |
45 | -0.157563 | -1.4181 | 0.080004 |
46 | 0.147112 | 1.324 | 0.094613 |
47 | -0.102253 | -0.9203 | 0.180081 |
48 | -0.033412 | -0.3007 | 0.382204 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.370752 | -3.3368 | 0.000641 |
2 | 0.035725 | 0.3215 | 0.37432 |
3 | -0.102826 | -0.9254 | 0.178746 |
4 | -0.241293 | -2.1716 | 0.016404 |
5 | -0.092028 | -0.8282 | 0.204981 |
6 | -0.023313 | -0.2098 | 0.41717 |
7 | -0.112041 | -1.0084 | 0.158141 |
8 | 0.068329 | 0.615 | 0.270153 |
9 | 0.201403 | 1.8126 | 0.036798 |
10 | -0.002032 | -0.0183 | 0.492727 |
11 | -0.117613 | -1.0585 | 0.146483 |
12 | -0.154051 | -1.3865 | 0.084706 |
13 | -0.2995 | -2.6955 | 0.004272 |
14 | -0.227169 | -2.0445 | 0.022075 |
15 | 0.064572 | 0.5812 | 0.281376 |
16 | -0.046482 | -0.4183 | 0.338405 |
17 | -0.165075 | -1.4857 | 0.070623 |
18 | -0.013857 | -0.1247 | 0.45053 |
19 | -0.073179 | -0.6586 | 0.256006 |
20 | -0.196306 | -1.7667 | 0.040519 |
21 | 0.199882 | 1.7989 | 0.037876 |
22 | -0.237506 | -2.1376 | 0.017784 |
23 | 0.039438 | 0.3549 | 0.361778 |
24 | -0.043488 | -0.3914 | 0.348266 |
25 | -0.084161 | -0.7574 | 0.22549 |
26 | 0.005421 | 0.0488 | 0.480603 |
27 | 0.10945 | 0.985 | 0.163767 |
28 | -0.043284 | -0.3896 | 0.348945 |
29 | 0.006355 | 0.0572 | 0.477266 |
30 | 0.064423 | 0.5798 | 0.281828 |
31 | -0.117595 | -1.0584 | 0.146521 |
32 | -0.084635 | -0.7617 | 0.22422 |
33 | -0.072939 | -0.6565 | 0.256696 |
34 | 0.015889 | 0.143 | 0.443323 |
35 | 0.014581 | 0.1312 | 0.447959 |
36 | -0.051901 | -0.4671 | 0.320838 |
37 | 0.004551 | 0.041 | 0.483714 |
38 | -0.132855 | -1.1957 | 0.117652 |
39 | -0.013711 | -0.1234 | 0.451047 |
40 | 0.029923 | 0.2693 | 0.394189 |
41 | -0.118234 | -1.0641 | 0.145221 |
42 | 0.004058 | 0.0365 | 0.485476 |
43 | 0.062776 | 0.565 | 0.286823 |
44 | -0.046469 | -0.4182 | 0.338445 |
45 | 0.028101 | 0.2529 | 0.400491 |
46 | 0.080018 | 0.7202 | 0.236749 |
47 | 0.0488 | 0.4392 | 0.330842 |
48 | -0.184525 | -1.6607 | 0.050317 |