Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.367181 | -2.5703 | 0.006626 |
2 | -0.08768 | -0.6138 | 0.271106 |
3 | -0.06156 | -0.4309 | 0.334209 |
4 | 0.22364 | 1.5655 | 0.061953 |
5 | 0.050127 | 0.3509 | 0.363588 |
6 | -0.353059 | -2.4714 | 0.008491 |
7 | 0.092225 | 0.6456 | 0.260783 |
8 | 0.182594 | 1.2782 | 0.103608 |
9 | -0.046196 | -0.3234 | 0.373895 |
10 | -0.102428 | -0.717 | 0.238391 |
11 | -0.151373 | -1.0596 | 0.147258 |
12 | 0.425372 | 2.9776 | 0.002253 |
13 | -0.153081 | -1.0716 | 0.144582 |
14 | -0.103081 | -0.7216 | 0.236994 |
15 | -0.124886 | -0.8742 | 0.193136 |
16 | 0.086529 | 0.6057 | 0.273753 |
17 | 0.187327 | 1.3113 | 0.097936 |
18 | -0.286135 | -2.0029 | 0.025366 |
19 | 0.010524 | 0.0737 | 0.470788 |
20 | 0.189411 | 1.3259 | 0.095515 |
21 | 0.036949 | 0.2586 | 0.398496 |
22 | -0.076617 | -0.5363 | 0.297083 |
23 | -0.224911 | -1.5744 | 0.060918 |
24 | 0.304033 | 2.1282 | 0.019186 |
25 | -0.020829 | -0.1458 | 0.442338 |
26 | -0.161187 | -1.1283 | 0.132342 |
27 | -0.038297 | -0.2681 | 0.394883 |
28 | 0.065346 | 0.4574 | 0.324695 |
29 | 0.163014 | 1.1411 | 0.129687 |
30 | -0.20213 | -1.4149 | 0.081709 |
31 | 0.041951 | 0.2937 | 0.38513 |
32 | 0.093054 | 0.6514 | 0.258922 |
33 | -0.005368 | -0.0376 | 0.485089 |
34 | -0.054953 | -0.3847 | 0.351074 |
35 | -0.133257 | -0.9328 | 0.177749 |
36 | 0.162476 | 1.1373 | 0.130465 |
37 | -0.071177 | -0.4982 | 0.310272 |
38 | -0.030021 | -0.2101 | 0.417212 |
39 | -0.030383 | -0.2127 | 0.416229 |
40 | 0.030252 | 0.2118 | 0.416586 |
41 | 0.018562 | 0.1299 | 0.448575 |
42 | 0.006553 | 0.0459 | 0.481799 |
43 | -0.067802 | -0.4746 | 0.318584 |
44 | 0.060984 | 0.4269 | 0.335665 |
45 | -0.001787 | -0.0125 | 0.495035 |
46 | 0.007802 | 0.0546 | 0.478334 |
47 | -0.078543 | -0.5498 | 0.292478 |
48 | 0.095197 | 0.6664 | 0.254148 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.367181 | -2.5703 | 0.006626 |
2 | -0.257175 | -1.8002 | 0.038991 |
3 | -0.243162 | -1.7021 | 0.047534 |
4 | 0.091686 | 0.6418 | 0.261996 |
5 | 0.209956 | 1.4697 | 0.074019 |
6 | -0.241977 | -1.6938 | 0.048322 |
7 | -0.148255 | -1.0378 | 0.152232 |
8 | 0.077574 | 0.543 | 0.294789 |
9 | -0.004055 | -0.0284 | 0.488734 |
10 | 0.031863 | 0.223 | 0.412214 |
11 | -0.182493 | -1.2775 | 0.103731 |
12 | 0.196095 | 1.3727 | 0.088053 |
13 | 0.081443 | 0.5701 | 0.285606 |
14 | 0.011193 | 0.0784 | 0.468934 |
15 | -0.171812 | -1.2027 | 0.117439 |
16 | -0.281834 | -1.9728 | 0.027085 |
17 | 0.043361 | 0.3035 | 0.381385 |
18 | 0.023409 | 0.1639 | 0.435258 |
19 | -0.048259 | -0.3378 | 0.368472 |
20 | 0.081459 | 0.5702 | 0.285569 |
21 | 0.040656 | 0.2846 | 0.388579 |
22 | 0.049827 | 0.3488 | 0.364371 |
23 | -0.098448 | -0.6891 | 0.246994 |
24 | -0.065114 | -0.4558 | 0.325274 |
25 | -0.016221 | -0.1135 | 0.45503 |
26 | -0.063549 | -0.4448 | 0.329196 |
27 | 0.069526 | 0.4867 | 0.314328 |
28 | 0.007413 | 0.0519 | 0.479412 |
29 | -0.059854 | -0.419 | 0.338533 |
30 | -0.021654 | -0.1516 | 0.44007 |
31 | 0.062296 | 0.4361 | 0.33235 |
32 | 0.00782 | 0.0547 | 0.478285 |
33 | -0.070471 | -0.4933 | 0.312002 |
34 | -0.094593 | -0.6622 | 0.255488 |
35 | 0.007822 | 0.0548 | 0.478279 |
36 | 0.042371 | 0.2966 | 0.384015 |
37 | -0.137055 | -0.9594 | 0.171038 |
38 | -0.089383 | -0.6257 | 0.267214 |
39 | -0.06897 | -0.4828 | 0.315698 |
40 | 0.021774 | 0.1524 | 0.439742 |
41 | -0.169889 | -1.1892 | 0.120042 |
42 | -0.008491 | -0.0594 | 0.476422 |
43 | -0.053853 | -0.377 | 0.353912 |
44 | -0.023857 | -0.167 | 0.434028 |
45 | 0.046649 | 0.3265 | 0.372702 |
46 | -0.009779 | -0.0685 | 0.472852 |
47 | -0.033713 | -0.236 | 0.407213 |
48 | 0.032507 | 0.2275 | 0.410473 |