Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.336919 | -3.5014 | 0.000337 |
2 | -0.021308 | -0.2214 | 0.412582 |
3 | 0.219673 | 2.2829 | 0.012197 |
4 | -0.055926 | -0.5812 | 0.281158 |
5 | 0.068436 | 0.7112 | 0.239246 |
6 | 0.129951 | 1.3505 | 0.089841 |
7 | -0.118369 | -1.2301 | 0.110661 |
8 | 0.042655 | 0.4433 | 0.329223 |
9 | 0.13818 | 1.436 | 0.076945 |
10 | -0.016509 | -0.1716 | 0.43205 |
11 | 0.083592 | 0.8687 | 0.193464 |
12 | -0.213401 | -2.2177 | 0.014334 |
13 | 0.119086 | 1.2376 | 0.109278 |
14 | 0.217512 | 2.2605 | 0.012899 |
15 | -0.120758 | -1.255 | 0.106102 |
16 | -0.08323 | -0.8649 | 0.194492 |
17 | 0.120586 | 1.2532 | 0.106426 |
18 | -0.04952 | -0.5146 | 0.303932 |
19 | -0.063965 | -0.6647 | 0.253815 |
20 | 0.087255 | 0.9068 | 0.183272 |
21 | -0.082208 | -0.8543 | 0.197405 |
22 | -0.153687 | -1.5972 | 0.056576 |
23 | 0.242071 | 2.5157 | 0.006676 |
24 | -0.117789 | -1.2241 | 0.111789 |
25 | -0.147477 | -1.5326 | 0.064146 |
26 | 0.140365 | 1.4587 | 0.073773 |
27 | -0.064521 | -0.6705 | 0.251977 |
28 | -1.9e-05 | -2e-04 | 0.499923 |
29 | 0.032957 | 0.3425 | 0.36632 |
30 | -0.082775 | -0.8602 | 0.195786 |
31 | -0.001277 | -0.0133 | 0.494719 |
32 | 0.063026 | 0.655 | 0.256934 |
33 | -0.08358 | -0.8686 | 0.193499 |
34 | -0.049817 | -0.5177 | 0.302859 |
35 | 0.004465 | 0.0464 | 0.481539 |
36 | -0.094242 | -0.9794 | 0.164788 |
37 | 0.138058 | 1.4347 | 0.077125 |
38 | -0.114847 | -1.1935 | 0.11764 |
39 | -0.024991 | -0.2597 | 0.39779 |
40 | 0.065538 | 0.6811 | 0.248637 |
41 | 0.013557 | 0.1409 | 0.444112 |
42 | -0.041328 | -0.4295 | 0.334211 |
43 | 0.055629 | 0.5781 | 0.282197 |
44 | -0.020026 | -0.2081 | 0.417765 |
45 | -0.039133 | -0.4067 | 0.342524 |
46 | 0.121556 | 1.2633 | 0.10461 |
47 | -0.027017 | -0.2808 | 0.389711 |
48 | -0.190156 | -1.9762 | 0.025343 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.336919 | -3.5014 | 0.000337 |
2 | -0.152087 | -1.5805 | 0.058454 |
3 | 0.184948 | 1.922 | 0.028618 |
4 | 0.100154 | 1.0408 | 0.150139 |
5 | 0.122698 | 1.2751 | 0.102502 |
6 | 0.177936 | 1.8492 | 0.033585 |
7 | -0.022325 | -0.232 | 0.408485 |
8 | -0.049764 | -0.5172 | 0.303048 |
9 | 0.07832 | 0.8139 | 0.208741 |
10 | 0.095438 | 0.9918 | 0.16175 |
11 | 0.133413 | 1.3865 | 0.08423 |
12 | -0.245835 | -2.5548 | 0.006009 |
13 | -0.081206 | -0.8439 | 0.200291 |
14 | 0.224446 | 2.3325 | 0.010764 |
15 | 0.136138 | 1.4148 | 0.080003 |
16 | -0.141195 | -1.4673 | 0.072595 |
17 | -0.073178 | -0.7605 | 0.224308 |
18 | 0.013927 | 0.1447 | 0.442594 |
19 | -0.154714 | -1.6078 | 0.055395 |
20 | -0.086164 | -0.8954 | 0.18627 |
21 | 0.088618 | 0.9209 | 0.179565 |
22 | -0.143346 | -1.4897 | 0.069609 |
23 | 0.034467 | 0.3582 | 0.360451 |
24 | -0.058938 | -0.6125 | 0.270747 |
25 | -0.083085 | -0.8634 | 0.194903 |
26 | 0.14365 | 1.4929 | 0.069195 |
27 | 0.04257 | 0.4424 | 0.329543 |
28 | -0.060725 | -0.6311 | 0.264663 |
29 | 0.007052 | 0.0733 | 0.470859 |
30 | 0.060606 | 0.6298 | 0.265066 |
31 | -0.057117 | -0.5936 | 0.277018 |
32 | 0.020348 | 0.2115 | 0.416463 |
33 | 0.077146 | 0.8017 | 0.212236 |
34 | -0.203159 | -2.1113 | 0.018527 |
35 | -0.039344 | -0.4089 | 0.341722 |
36 | -0.039254 | -0.4079 | 0.342061 |
37 | 0.021756 | 0.2261 | 0.410777 |
38 | 0.02766 | 0.2874 | 0.387159 |
39 | 0.078902 | 0.82 | 0.20702 |
40 | -0.046735 | -0.4857 | 0.314086 |
41 | 0.041933 | 0.4358 | 0.331933 |
42 | 0.088768 | 0.9225 | 0.179162 |
43 | -0.008184 | -0.0851 | 0.466189 |
44 | 0.039263 | 0.408 | 0.342028 |
45 | 0.057098 | 0.5934 | 0.277083 |
46 | -0.102629 | -1.0666 | 0.144276 |
47 | 0.062662 | 0.6512 | 0.258151 |
48 | -0.142765 | -1.4837 | 0.070407 |