Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.511599 | -3.9297 | 0.000113 |
2 | 0.278825 | 2.1417 | 0.018179 |
3 | -0.384231 | -2.9513 | 0.002267 |
4 | 0.26893 | 2.0657 | 0.021629 |
5 | -0.099955 | -0.7678 | 0.222844 |
6 | 0.22652 | 1.7399 | 0.043543 |
7 | -0.221804 | -1.7037 | 0.046849 |
8 | 0.165329 | 1.2699 | 0.10455 |
9 | -0.175952 | -1.3515 | 0.090845 |
10 | 0.18587 | 1.4277 | 0.079325 |
11 | -0.172221 | -1.3229 | 0.095494 |
12 | 0.293973 | 2.258 | 0.013828 |
13 | -0.252165 | -1.9369 | 0.028774 |
14 | 0.217051 | 1.6672 | 0.050388 |
15 | -0.321289 | -2.4679 | 0.008256 |
16 | 0.237943 | 1.8277 | 0.036328 |
17 | -0.136959 | -1.052 | 0.148544 |
18 | 0.12087 | 0.9284 | 0.178486 |
19 | 0.024058 | 0.1848 | 0.427014 |
20 | -0.067844 | -0.5211 | 0.302118 |
21 | -0.058909 | -0.4525 | 0.326289 |
22 | 0.044657 | 0.343 | 0.366403 |
23 | 0.003025 | 0.0232 | 0.490769 |
24 | 0.095096 | 0.7304 | 0.234004 |
25 | -0.129266 | -0.9929 | 0.162403 |
26 | 0.025594 | 0.1966 | 0.422411 |
27 | -0.008806 | -0.0676 | 0.473151 |
28 | 0.019773 | 0.1519 | 0.439899 |
29 | -0.031437 | -0.2415 | 0.405012 |
30 | 0.017325 | 0.1331 | 0.447293 |
31 | 0.036163 | 0.2778 | 0.391079 |
32 | -0.024411 | -0.1875 | 0.425955 |
33 | -0.030154 | -0.2316 | 0.408817 |
34 | -0.052007 | -0.3995 | 0.345493 |
35 | 0.104122 | 0.7998 | 0.213525 |
36 | -0.047386 | -0.364 | 0.358588 |
37 | 0.036752 | 0.2823 | 0.389353 |
38 | -0.074605 | -0.573 | 0.284395 |
39 | -0.005173 | -0.0397 | 0.484219 |
40 | 0.047799 | 0.3671 | 0.357411 |
41 | -0.018765 | -0.1441 | 0.442941 |
42 | -0.041131 | -0.3159 | 0.376585 |
43 | 0.047243 | 0.3629 | 0.358995 |
44 | -0.052618 | -0.4042 | 0.343775 |
45 | 0.015599 | 0.1198 | 0.452517 |
46 | -0.026221 | -0.2014 | 0.420535 |
47 | 0.037382 | 0.2871 | 0.387507 |
48 | -0.063181 | -0.4853 | 0.314629 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.511599 | -3.9297 | 0.000113 |
2 | 0.023151 | 0.1778 | 0.429734 |
3 | -0.315831 | -2.4259 | 0.009173 |
4 | -0.0667 | -0.5123 | 0.305166 |
5 | 0.069614 | 0.5347 | 0.297427 |
6 | 0.185199 | 1.4225 | 0.080068 |
7 | 0.007709 | 0.0592 | 0.476492 |
8 | 0.100749 | 0.7739 | 0.221049 |
9 | 0.010615 | 0.0815 | 0.467645 |
10 | 0.025751 | 0.1978 | 0.421941 |
11 | -0.071409 | -0.5485 | 0.292707 |
12 | 0.208713 | 1.6032 | 0.05712 |
13 | 0.027691 | 0.2127 | 0.416148 |
14 | 0.067945 | 0.5219 | 0.301848 |
15 | -0.13209 | -1.0146 | 0.15722 |
16 | -0.089382 | -0.6866 | 0.247527 |
17 | -0.042422 | -0.3258 | 0.372846 |
18 | -0.148709 | -1.1423 | 0.128981 |
19 | 0.22165 | 1.7025 | 0.04696 |
20 | -0.001927 | -0.0148 | 0.494119 |
21 | -0.060011 | -0.461 | 0.323264 |
22 | -0.007599 | -0.0584 | 0.476826 |
23 | 0.00954 | 0.0733 | 0.470917 |
24 | 0.00662 | 0.0508 | 0.479809 |
25 | -0.053309 | -0.4095 | 0.341837 |
26 | -0.023567 | -0.181 | 0.428486 |
27 | 0.132488 | 1.0177 | 0.156498 |
28 | -0.078234 | -0.6009 | 0.275095 |
29 | -0.071965 | -0.5528 | 0.291254 |
30 | -0.024712 | -0.1898 | 0.425051 |
31 | 0.013603 | 0.1045 | 0.45857 |
32 | 0.03775 | 0.29 | 0.38643 |
33 | -0.056374 | -0.433 | 0.33329 |
34 | 0.035138 | 0.2699 | 0.394089 |
35 | 0.02769 | 0.2127 | 0.416151 |
36 | -0.067563 | -0.519 | 0.302865 |
37 | 0.029016 | 0.2229 | 0.4122 |
38 | -0.029291 | -0.225 | 0.411383 |
39 | -0.057813 | -0.4441 | 0.329308 |
40 | 0.060748 | 0.4666 | 0.321246 |
41 | -0.036374 | -0.2794 | 0.390459 |
42 | -0.081321 | -0.6246 | 0.267309 |
43 | -0.046728 | -0.3589 | 0.360468 |
44 | 0.016755 | 0.1287 | 0.449018 |
45 | -0.035212 | -0.2705 | 0.393871 |
46 | -0.053829 | -0.4135 | 0.340381 |
47 | 0.062613 | 0.4809 | 0.31617 |
48 | -0.04878 | -0.3747 | 0.354618 |