Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.283583 | -2.1782 | 0.016698 |
2 | -0.213243 | -1.638 | 0.053377 |
3 | 0.293416 | 2.2538 | 0.01397 |
4 | -0.189454 | -1.4552 | 0.075454 |
5 | 0.281496 | 2.1622 | 0.017334 |
6 | -0.081756 | -0.628 | 0.26622 |
7 | -0.09309 | -0.715 | 0.238702 |
8 | 0.251924 | 1.9351 | 0.02889 |
9 | -0.277226 | -2.1294 | 0.018701 |
10 | 0.085085 | 0.6536 | 0.25797 |
11 | 0.101459 | 0.7793 | 0.219452 |
12 | -0.332707 | -2.5556 | 0.006599 |
13 | 0.272241 | 2.0911 | 0.020416 |
14 | 0.089727 | 0.6892 | 0.246698 |
15 | -0.231362 | -1.7771 | 0.040351 |
16 | 0.041591 | 0.3195 | 0.37525 |
17 | -0.020933 | -0.1608 | 0.436403 |
18 | 0.108355 | 0.8323 | 0.2043 |
19 | -0.047797 | -0.3671 | 0.357417 |
20 | -0.169407 | -1.3012 | 0.099118 |
21 | 0.180632 | 1.3875 | 0.08526 |
22 | 0.043489 | 0.334 | 0.369765 |
23 | -0.208182 | -1.5991 | 0.057573 |
24 | 0.042115 | 0.3235 | 0.373734 |
25 | -0.030147 | -0.2316 | 0.40884 |
26 | -0.029127 | -0.2237 | 0.411871 |
27 | 0.130448 | 1.002 | 0.160221 |
28 | -0.08878 | -0.6819 | 0.248976 |
29 | -0.110257 | -0.8469 | 0.200237 |
30 | 0.028941 | 0.2223 | 0.412424 |
31 | -0.003039 | -0.0233 | 0.490728 |
32 | -0.000282 | -0.0022 | 0.499139 |
33 | -0.023214 | -0.1783 | 0.429544 |
34 | -0.056402 | -0.4332 | 0.333213 |
35 | 0.080781 | 0.6205 | 0.268662 |
36 | -0.079357 | -0.6096 | 0.272249 |
37 | -0.068424 | -0.5256 | 0.300577 |
38 | 0.094551 | 0.7263 | 0.235276 |
39 | -0.120235 | -0.9235 | 0.179743 |
40 | 0.033893 | 0.2603 | 0.397755 |
41 | -0.016701 | -0.1283 | 0.449182 |
42 | -0.083819 | -0.6438 | 0.261091 |
43 | 0.049267 | 0.3784 | 0.353235 |
44 | -0.035937 | -0.276 | 0.391743 |
45 | 0.01595 | 0.1225 | 0.451454 |
46 | -0.002322 | -0.0178 | 0.492914 |
47 | -0.009832 | -0.0755 | 0.470027 |
48 | 0.078382 | 0.6021 | 0.274719 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.283583 | -2.1782 | 0.016698 |
2 | -0.319343 | -2.4529 | 0.008573 |
3 | 0.149034 | 1.1448 | 0.128468 |
4 | -0.133236 | -1.0234 | 0.155148 |
5 | 0.372898 | 2.8643 | 0.00289 |
6 | -0.051807 | -0.3979 | 0.346056 |
7 | 0.145078 | 1.1144 | 0.134821 |
8 | 0.055723 | 0.428 | 0.335099 |
9 | -0.14249 | -1.0945 | 0.139095 |
10 | -0.054108 | -0.4156 | 0.339601 |
11 | -0.059875 | -0.4599 | 0.323635 |
12 | -0.281076 | -2.159 | 0.017465 |
13 | 0.076755 | 0.5896 | 0.278867 |
14 | 0.211437 | 1.6241 | 0.054845 |
15 | 0.041421 | 0.3182 | 0.375744 |
16 | -0.066222 | -0.5087 | 0.306444 |
17 | 0.068666 | 0.5274 | 0.299935 |
18 | -0.006872 | -0.0528 | 0.47904 |
19 | -0.11459 | -0.8802 | 0.191167 |
20 | -0.117355 | -0.9014 | 0.185514 |
21 | -0.054471 | -0.4184 | 0.338587 |
22 | 0.142431 | 1.094 | 0.139194 |
23 | -0.074601 | -0.573 | 0.284405 |
24 | -0.071057 | -0.5458 | 0.293631 |
25 | -0.082086 | -0.6305 | 0.265396 |
26 | -0.01351 | -0.1038 | 0.458851 |
27 | 0.0122 | 0.0937 | 0.462828 |
28 | 0.041252 | 0.3169 | 0.376234 |
29 | -0.083707 | -0.643 | 0.261368 |
30 | -0.002744 | -0.0211 | 0.491627 |
31 | -0.060945 | -0.4681 | 0.32071 |
32 | -0.137421 | -1.0555 | 0.147739 |
33 | 0.022274 | 0.1711 | 0.432369 |
34 | -0.007334 | -0.0563 | 0.477634 |
35 | -0.069062 | -0.5305 | 0.298888 |
36 | -0.070423 | -0.5409 | 0.295297 |
37 | 0.07189 | 0.5522 | 0.29145 |
38 | 0.004751 | 0.0365 | 0.485506 |
39 | -0.139894 | -1.0745 | 0.143476 |
40 | -0.089996 | -0.6913 | 0.246053 |
41 | -0.177411 | -1.3627 | 0.089075 |
42 | -0.018178 | -0.1396 | 0.444715 |
43 | -0.089316 | -0.6861 | 0.247684 |
44 | 0.009921 | 0.0762 | 0.469757 |
45 | 0.075358 | 0.5788 | 0.282452 |
46 | 0.074144 | 0.5695 | 0.285585 |
47 | 0.080035 | 0.6148 | 0.270538 |
48 | -0.000374 | -0.0029 | 0.498859 |