Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.333234 | -2.5159 | 0.007358 |
2 | 0.15402 | 1.1628 | 0.124873 |
3 | -0.16519 | -1.2472 | 0.10872 |
4 | 0.05965 | 0.4504 | 0.327083 |
5 | -0.133428 | -1.0074 | 0.15901 |
6 | -0.222404 | -1.6791 | 0.049302 |
7 | 0.095442 | 0.7206 | 0.237059 |
8 | 0.072339 | 0.5461 | 0.293548 |
9 | -0.111054 | -0.8384 | 0.202644 |
10 | 0.010567 | 0.0798 | 0.468347 |
11 | 0.102257 | 0.772 | 0.221644 |
12 | -0.007395 | -0.0558 | 0.477836 |
13 | -0.084649 | -0.6391 | 0.262663 |
14 | 0.017508 | 0.1322 | 0.447653 |
15 | 0.140612 | 1.0616 | 0.146448 |
16 | -0.090587 | -0.6839 | 0.248399 |
17 | -0.057256 | -0.4323 | 0.333587 |
18 | -0.045914 | -0.3466 | 0.365069 |
19 | 0.220602 | 1.6655 | 0.050649 |
20 | -0.261165 | -1.9718 | 0.026749 |
21 | 0.177831 | 1.3426 | 0.092363 |
22 | -0.115139 | -0.8693 | 0.19417 |
23 | 0.209399 | 1.5809 | 0.059714 |
24 | -0.213816 | -1.6143 | 0.055995 |
25 | 0.163871 | 1.2372 | 0.110544 |
26 | 0.011489 | 0.0867 | 0.465592 |
27 | -0.051541 | -0.3891 | 0.349315 |
28 | -0.028914 | -0.2183 | 0.413989 |
29 | -0.032171 | -0.2429 | 0.404482 |
30 | 0.075905 | 0.5731 | 0.284425 |
31 | -0.127474 | -0.9624 | 0.169954 |
32 | -0.000601 | -0.0045 | 0.498198 |
33 | 0.05331 | 0.4025 | 0.344417 |
34 | -0.01676 | -0.1265 | 0.449878 |
35 | 0.038981 | 0.2943 | 0.384798 |
36 | -0.015813 | -0.1194 | 0.452694 |
37 | 0.047641 | 0.3597 | 0.360206 |
38 | -0.039742 | -0.3 | 0.382617 |
39 | -0.038989 | -0.2944 | 0.384776 |
40 | 0.087717 | 0.6623 | 0.255239 |
41 | -0.053256 | -0.4021 | 0.344567 |
42 | 0.003497 | 0.0264 | 0.489516 |
43 | -0.037084 | -0.28 | 0.390254 |
44 | 0.074501 | 0.5625 | 0.288001 |
45 | -0.006199 | -0.0468 | 0.481419 |
46 | -0.04672 | -0.3527 | 0.362798 |
47 | 0.012323 | 0.093 | 0.4631 |
48 | 0.04848 | 0.366 | 0.357854 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.333234 | -2.5159 | 0.007358 |
2 | 0.048343 | 0.365 | 0.358238 |
3 | -0.113023 | -0.8533 | 0.198532 |
4 | -0.035887 | -0.2709 | 0.393706 |
5 | -0.120405 | -0.909 | 0.183578 |
6 | -0.364363 | -2.7509 | 0.003976 |
7 | -0.102515 | -0.774 | 0.221074 |
8 | 0.093289 | 0.7043 | 0.242053 |
9 | -0.18735 | -1.4145 | 0.081333 |
10 | -0.167435 | -1.2641 | 0.105669 |
11 | 0.014076 | 0.1063 | 0.457869 |
12 | -0.112279 | -0.8477 | 0.20008 |
13 | -0.15928 | -1.2025 | 0.117063 |
14 | -0.048027 | -0.3626 | 0.359124 |
15 | 0.031031 | 0.2343 | 0.407804 |
16 | -0.101991 | -0.77 | 0.222236 |
17 | -0.121214 | -0.9151 | 0.181986 |
18 | -0.201057 | -1.518 | 0.067277 |
19 | 0.088224 | 0.6661 | 0.254025 |
20 | -0.177531 | -1.3403 | 0.092729 |
21 | -4.3e-05 | -3e-04 | 0.499871 |
22 | -0.135422 | -1.0224 | 0.155453 |
23 | -0.024653 | -0.1861 | 0.426502 |
24 | -0.123276 | -0.9307 | 0.177964 |
25 | 0.096133 | 0.7258 | 0.235469 |
26 | 0.011093 | 0.0838 | 0.466773 |
27 | -0.102895 | -0.7768 | 0.220232 |
28 | 0.030557 | 0.2307 | 0.409186 |
29 | -0.037792 | -0.2853 | 0.388217 |
30 | -0.023548 | -0.1778 | 0.42976 |
31 | -0.020389 | -0.1539 | 0.439102 |
32 | -0.020924 | -0.158 | 0.43752 |
33 | -0.046584 | -0.3517 | 0.36318 |
34 | -0.092263 | -0.6966 | 0.244452 |
35 | 0.073112 | 0.552 | 0.291558 |
36 | -0.012772 | -0.0964 | 0.461759 |
37 | -0.038521 | -0.2908 | 0.386118 |
38 | -0.104222 | -0.7869 | 0.217312 |
39 | 0.016874 | 0.1274 | 0.449536 |
40 | -0.026933 | -0.2033 | 0.419798 |
41 | 0.015452 | 0.1167 | 0.453769 |
42 | -0.081352 | -0.6142 | 0.270767 |
43 | 0.0057 | 0.043 | 0.482912 |
44 | -0.090372 | -0.6823 | 0.248907 |
45 | 0.068628 | 0.5181 | 0.303186 |
46 | -0.049835 | -0.3762 | 0.354067 |
47 | -0.061949 | -0.4677 | 0.32089 |
48 | 0.012545 | 0.0947 | 0.462437 |