Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.357494 | -3.0123 | 0.001795 |
2 | 0.158374 | 1.3345 | 0.093155 |
3 | -0.174794 | -1.4728 | 0.072607 |
4 | -0.103129 | -0.869 | 0.193894 |
5 | 0.00357 | 0.0301 | 0.488042 |
6 | 0.025604 | 0.2157 | 0.414904 |
7 | -0.04798 | -0.4043 | 0.34361 |
8 | 0.153195 | 1.2908 | 0.100473 |
9 | 0.072962 | 0.6148 | 0.270328 |
10 | -0.045447 | -0.3829 | 0.351452 |
11 | -0.052467 | -0.4421 | 0.329884 |
12 | -0.19318 | -1.6278 | 0.054003 |
13 | -0.154818 | -1.3045 | 0.098134 |
14 | 0.107784 | 0.9082 | 0.183422 |
15 | 0.08929 | 0.7524 | 0.227158 |
16 | 0.049413 | 0.4164 | 0.3392 |
17 | 0.019447 | 0.1639 | 0.435154 |
18 | -0.012459 | -0.105 | 0.458342 |
19 | -0.071869 | -0.6056 | 0.273362 |
20 | -0.114484 | -0.9647 | 0.168996 |
21 | 0.158118 | 1.3323 | 0.093507 |
22 | -0.285158 | -2.4028 | 0.009444 |
23 | 0.399343 | 3.3649 | 0.000619 |
24 | -0.160739 | -1.3544 | 0.08995 |
25 | 0.166156 | 1.4001 | 0.082925 |
26 | -0.013374 | -0.1127 | 0.455295 |
27 | -0.027193 | -0.2291 | 0.409713 |
28 | -0.13132 | -1.1065 | 0.136118 |
29 | 0.155706 | 1.312 | 0.096872 |
30 | -0.135364 | -1.1406 | 0.128935 |
31 | 0.089766 | 0.7564 | 0.22596 |
32 | 0.012755 | 0.1075 | 0.457358 |
33 | -0.104662 | -0.8819 | 0.190405 |
34 | 0.124384 | 1.0481 | 0.14908 |
35 | -0.05836 | -0.4917 | 0.312207 |
36 | -0.110815 | -0.9337 | 0.176801 |
37 | 0.044008 | 0.3708 | 0.355939 |
38 | -0.089993 | -0.7583 | 0.225392 |
39 | 0.085564 | 0.721 | 0.236647 |
40 | 0.021812 | 0.1838 | 0.427351 |
41 | -0.036862 | -0.3106 | 0.378504 |
42 | 0.029668 | 0.25 | 0.40166 |
43 | -0.01454 | -0.1225 | 0.451418 |
44 | 0.077991 | 0.6572 | 0.256599 |
45 | -0.095737 | -0.8067 | 0.211269 |
46 | 0.095623 | 0.8057 | 0.211543 |
47 | -0.045412 | -0.3826 | 0.351562 |
48 | -0.030736 | -0.259 | 0.398199 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.357494 | -3.0123 | 0.001795 |
2 | 0.035052 | 0.2953 | 0.384294 |
3 | -0.123553 | -1.0411 | 0.150687 |
4 | -0.239721 | -2.0199 | 0.023583 |
5 | -0.110636 | -0.9322 | 0.177187 |
6 | -0.009314 | -0.0785 | 0.468834 |
7 | -0.117054 | -0.9863 | 0.163664 |
8 | 0.064709 | 0.5452 | 0.293646 |
9 | 0.198299 | 1.6709 | 0.049572 |
10 | 0.023381 | 0.197 | 0.422191 |
11 | -0.071848 | -0.6054 | 0.273422 |
12 | -0.181269 | -1.5274 | 0.065552 |
13 | -0.33239 | -2.8008 | 0.003282 |
14 | -0.1496 | -1.2606 | 0.105799 |
15 | 0.055603 | 0.4685 | 0.320425 |
16 | -0.029384 | -0.2476 | 0.402583 |
17 | -0.102528 | -0.8639 | 0.195271 |
18 | 0.004114 | 0.0347 | 0.486222 |
19 | -0.047362 | -0.3991 | 0.345516 |
20 | -0.210645 | -1.7749 | 0.040098 |
21 | 0.23076 | 1.9444 | 0.027904 |
22 | -0.20237 | -1.7052 | 0.046265 |
23 | 0.052039 | 0.4385 | 0.331182 |
24 | -0.044248 | -0.3728 | 0.355189 |
25 | -0.084901 | -0.7154 | 0.238357 |
26 | 0.004612 | 0.0389 | 0.484555 |
27 | 0.195223 | 1.645 | 0.052197 |
28 | -0.03648 | -0.3074 | 0.379726 |
29 | 0.094128 | 0.7931 | 0.215171 |
30 | 0.046266 | 0.3898 | 0.348909 |
31 | -0.114445 | -0.9643 | 0.169077 |
32 | -0.11569 | -0.9748 | 0.16648 |
33 | -0.100038 | -0.8429 | 0.201049 |
34 | 0.027233 | 0.2295 | 0.409582 |
35 | -0.019998 | -0.1685 | 0.433331 |
36 | -0.05684 | -0.4789 | 0.316725 |
37 | -0.048154 | -0.4058 | 0.343073 |
38 | -0.113522 | -0.9566 | 0.171018 |
39 | 0.060402 | 0.509 | 0.306179 |
40 | 0.087566 | 0.7378 | 0.231522 |
41 | -0.067616 | -0.5697 | 0.285324 |
42 | -0.003218 | -0.0271 | 0.489223 |
43 | 0.053203 | 0.4483 | 0.327652 |
44 | -0.121504 | -1.0238 | 0.1547 |
45 | 0.04412 | 0.3718 | 0.355588 |
46 | 0.095431 | 0.8041 | 0.212008 |
47 | 0.106928 | 0.901 | 0.185319 |
48 | -0.180414 | -1.5202 | 0.066451 |