Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.387425 | -2.9759 | 0.002115 |
2 | -0.141725 | -1.0886 | 0.140377 |
3 | 0.221693 | 1.7029 | 0.046929 |
4 | -0.278161 | -2.1366 | 0.018394 |
5 | -0.002569 | -0.0197 | 0.492161 |
6 | 0.227935 | 1.7508 | 0.042589 |
7 | -0.307923 | -2.3652 | 0.010664 |
8 | 0.323279 | 2.4832 | 0.007942 |
9 | 0.011271 | 0.0866 | 0.465653 |
10 | -0.209685 | -1.6106 | 0.0563 |
11 | 0.300173 | 2.3057 | 0.012331 |
12 | -0.190173 | -1.4607 | 0.074695 |
13 | -0.27215 | -2.0904 | 0.020449 |
14 | 0.325051 | 2.4968 | 0.007672 |
15 | -0.075001 | -0.5761 | 0.283371 |
16 | -0.094944 | -0.7293 | 0.234359 |
17 | 0.202907 | 1.5586 | 0.062225 |
18 | -0.086453 | -0.6641 | 0.254621 |
19 | -0.074461 | -0.5719 | 0.284765 |
20 | 0.102742 | 0.7892 | 0.216584 |
21 | -0.06565 | -0.5043 | 0.307976 |
22 | -0.027024 | -0.2076 | 0.418139 |
23 | 0.102535 | 0.7876 | 0.217047 |
24 | -0.199561 | -1.5329 | 0.065328 |
25 | 0.152109 | 1.1684 | 0.123679 |
26 | 0.030717 | 0.2359 | 0.407147 |
27 | -0.162655 | -1.2494 | 0.108231 |
28 | 0.123092 | 0.9455 | 0.174133 |
29 | 0.10247 | 0.7871 | 0.217191 |
30 | -0.23058 | -1.7711 | 0.040853 |
31 | 0.156649 | 1.2032 | 0.116845 |
32 | -0.083608 | -0.6422 | 0.261613 |
33 | -0.065428 | -0.5026 | 0.30857 |
34 | 0.058218 | 0.4472 | 0.32819 |
35 | -0.028817 | -0.2213 | 0.412794 |
36 | 0.051248 | 0.3936 | 0.347633 |
37 | 0.087211 | 0.6699 | 0.252773 |
38 | -0.119331 | -0.9166 | 0.181543 |
39 | 0.066484 | 0.5107 | 0.305742 |
40 | -0.0457 | -0.351 | 0.363408 |
41 | -0.110573 | -0.8493 | 0.199566 |
42 | 0.090199 | 0.6928 | 0.245566 |
43 | 0.031378 | 0.241 | 0.405187 |
44 | -0.053781 | -0.4131 | 0.340515 |
45 | 0.090243 | 0.6932 | 0.245462 |
46 | -0.038928 | -0.299 | 0.38299 |
47 | 0.042883 | 0.3294 | 0.371513 |
48 | -0.099091 | -0.7611 | 0.224805 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.387425 | -2.9759 | 0.002115 |
2 | -0.34336 | -2.6374 | 0.005332 |
3 | 0.019883 | 0.1527 | 0.439569 |
4 | -0.271932 | -2.0887 | 0.020527 |
5 | -0.248365 | -1.9077 | 0.030648 |
6 | -0.003706 | -0.0285 | 0.488693 |
7 | -0.289875 | -2.2266 | 0.014903 |
8 | 0.140036 | 1.0756 | 0.143234 |
9 | 0.081493 | 0.626 | 0.266879 |
10 | 0.044883 | 0.3448 | 0.365754 |
11 | 0.299324 | 2.2991 | 0.012527 |
12 | 0.106802 | 0.8204 | 0.207657 |
13 | -0.153707 | -1.1806 | 0.12124 |
14 | -0.054489 | -0.4185 | 0.338536 |
15 | 0.074634 | 0.5733 | 0.284319 |
16 | -0.124126 | -0.9534 | 0.17213 |
17 | -0.140224 | -1.0771 | 0.142914 |
18 | 0.0512 | 0.3933 | 0.347767 |
19 | -0.155884 | -1.1974 | 0.117976 |
20 | -0.099158 | -0.7616 | 0.224653 |
21 | 0.19695 | 1.5128 | 0.067834 |
22 | -0.00062 | -0.0048 | 0.498109 |
23 | 0.09579 | 0.7358 | 0.23239 |
24 | -0.014239 | -0.1094 | 0.456639 |
25 | 0.002573 | 0.0198 | 0.492149 |
26 | -0.138803 | -1.0662 | 0.145346 |
27 | -0.084694 | -0.6505 | 0.258933 |
28 | -0.042775 | -0.3286 | 0.371826 |
29 | -0.033394 | -0.2565 | 0.399226 |
30 | -0.011294 | -0.0868 | 0.465581 |
31 | 0.028335 | 0.2176 | 0.414227 |
32 | -0.124367 | -0.9553 | 0.171666 |
33 | 0.026521 | 0.2037 | 0.41964 |
34 | -0.091525 | -0.703 | 0.242405 |
35 | -0.119523 | -0.9181 | 0.181159 |
36 | 8.9e-05 | 7e-04 | 0.499728 |
37 | -0.046844 | -0.3598 | 0.360136 |
38 | 0.004381 | 0.0336 | 0.486636 |
39 | 0.026545 | 0.2039 | 0.419569 |
40 | -0.001711 | -0.0131 | 0.494778 |
41 | -0.025594 | -0.1966 | 0.422412 |
42 | 0.044979 | 0.3455 | 0.365478 |
43 | 0.056604 | 0.4348 | 0.332653 |
44 | -0.096537 | -0.7415 | 0.230662 |
45 | 0.018109 | 0.1391 | 0.444923 |
46 | -0.092855 | -0.7132 | 0.239256 |
47 | -0.017266 | -0.1326 | 0.447472 |
48 | -0.115038 | -0.8836 | 0.190244 |