Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.325215 | -2.3898 | 0.010188 |
2 | -0.29941 | -2.2002 | 0.016045 |
3 | 0.189482 | 1.3924 | 0.084754 |
4 | 0.082393 | 0.6055 | 0.273704 |
5 | -0.091794 | -0.6745 | 0.25142 |
6 | 0.117879 | 0.8662 | 0.195099 |
7 | -0.224925 | -1.6529 | 0.052082 |
8 | 0.239174 | 1.7576 | 0.042245 |
9 | 0.053815 | 0.3955 | 0.347031 |
10 | -0.351998 | -2.5866 | 0.00621 |
11 | -0.085387 | -0.6275 | 0.266499 |
12 | 0.501671 | 3.6865 | 0.000264 |
13 | -0.156633 | -1.151 | 0.1274 |
14 | -0.214992 | -1.5799 | 0.059989 |
15 | 0.026094 | 0.1918 | 0.424329 |
16 | 0.077626 | 0.5704 | 0.285376 |
17 | -0.007465 | -0.0549 | 0.478227 |
18 | -0.012191 | -0.0896 | 0.464474 |
19 | -0.136915 | -1.0061 | 0.159424 |
20 | 0.220405 | 1.6196 | 0.055568 |
21 | -0.038796 | -0.2851 | 0.388333 |
22 | -0.211882 | -1.557 | 0.062655 |
23 | 0.053187 | 0.3908 | 0.348726 |
24 | 0.180149 | 1.3238 | 0.09557 |
25 | 0.022987 | 0.1689 | 0.433244 |
26 | -0.158241 | -1.1628 | 0.125006 |
27 | -0.054915 | -0.4035 | 0.344071 |
28 | 0.188081 | 1.3821 | 0.086315 |
29 | -0.08112 | -0.5961 | 0.276798 |
30 | 0.011122 | 0.0817 | 0.467582 |
31 | -0.031963 | -0.2349 | 0.407596 |
32 | 0.043948 | 0.323 | 0.373989 |
33 | 0.029325 | 0.2155 | 0.415097 |
34 | -0.087247 | -0.6411 | 0.262074 |
35 | -0.104456 | -0.7676 | 0.223037 |
36 | 0.194946 | 1.4326 | 0.078874 |
37 | 0.002299 | 0.0169 | 0.493291 |
38 | -0.123786 | -0.9096 | 0.183528 |
39 | 0.032742 | 0.2406 | 0.405387 |
40 | 0.051616 | 0.3793 | 0.352977 |
41 | -0.060667 | -0.4458 | 0.328758 |
42 | 0.054326 | 0.3992 | 0.345657 |
43 | -0.030297 | -0.2226 | 0.412329 |
44 | -0.019724 | -0.1449 | 0.442649 |
45 | 0.081752 | 0.6008 | 0.275259 |
46 | -0.04505 | -0.3311 | 0.370944 |
47 | -0.08428 | -0.6193 | 0.269153 |
48 | 0.108865 | 0.8 | 0.213611 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.325215 | -2.3898 | 0.010188 |
2 | -0.453097 | -3.3296 | 0.000786 |
3 | -0.13982 | -1.0275 | 0.154391 |
4 | -0.024364 | -0.179 | 0.429288 |
5 | -0.000407 | -0.003 | 0.498812 |
6 | 0.192016 | 1.411 | 0.081987 |
7 | -0.180294 | -1.3249 | 0.095394 |
8 | 0.214533 | 1.5765 | 0.060377 |
9 | 0.113699 | 0.8355 | 0.203556 |
10 | -0.216216 | -1.5889 | 0.058966 |
11 | -0.427999 | -3.1451 | 0.001349 |
12 | 0.093546 | 0.6874 | 0.247379 |
13 | 0.16357 | 1.202 | 0.117307 |
14 | 0.027739 | 0.2038 | 0.419622 |
15 | -0.104953 | -0.7712 | 0.221962 |
16 | -0.123194 | -0.9053 | 0.184667 |
17 | -0.077558 | -0.5699 | 0.285543 |
18 | -0.06239 | -0.4585 | 0.324228 |
19 | -0.038541 | -0.2832 | 0.389046 |
20 | -0.013736 | -0.1009 | 0.459987 |
21 | -0.149934 | -1.1018 | 0.13772 |
22 | -0.032091 | -0.2358 | 0.407234 |
23 | 0.138409 | 1.0171 | 0.156823 |
24 | -0.041384 | -0.3041 | 0.381107 |
25 | 0.047191 | 0.3468 | 0.365053 |
26 | -0.107889 | -0.7928 | 0.215675 |
27 | -0.053841 | -0.3957 | 0.346961 |
28 | 0.076917 | 0.5652 | 0.287131 |
29 | -0.124304 | -0.9134 | 0.182535 |
30 | 0.090803 | 0.6673 | 0.253723 |
31 | -0.085078 | -0.6252 | 0.267239 |
32 | -0.081856 | -0.6015 | 0.275006 |
33 | -0.004634 | -0.0341 | 0.48648 |
34 | 0.023821 | 0.175 | 0.430849 |
35 | -0.125984 | -0.9258 | 0.179338 |
36 | -0.139408 | -1.0244 | 0.155098 |
37 | -0.087076 | -0.6399 | 0.26248 |
38 | 0.017645 | 0.1297 | 0.448657 |
39 | 0.16709 | 1.2279 | 0.112414 |
40 | 0.000569 | 0.0042 | 0.498339 |
41 | -0.046653 | -0.3428 | 0.36653 |
42 | -0.126904 | -0.9325 | 0.177603 |
43 | -0.025761 | -0.1893 | 0.425283 |
44 | 0.013372 | 0.0983 | 0.461043 |
45 | -0.059733 | -0.4389 | 0.331225 |
46 | -0.054533 | -0.4007 | 0.345097 |
47 | 0.019335 | 0.1421 | 0.443773 |
48 | -0.021519 | -0.1581 | 0.437471 |