Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.313743 | -3.4225 | 0.000426 |
2 | 0.167572 | 1.828 | 0.035027 |
3 | -0.143015 | -1.5601 | 0.060695 |
4 | 0.019511 | 0.2128 | 0.415908 |
5 | -0.043083 | -0.47 | 0.319616 |
6 | -0.054677 | -0.5965 | 0.276001 |
7 | 0.01339 | 0.1461 | 0.442057 |
8 | -0.001854 | -0.0202 | 0.491949 |
9 | -0.01497 | -0.1633 | 0.435277 |
10 | -0.047578 | -0.519 | 0.302355 |
11 | -0.037376 | -0.4077 | 0.342103 |
12 | 0.073855 | 0.8057 | 0.211023 |
13 | 0.078351 | 0.8547 | 0.197214 |
14 | -0.099008 | -1.0801 | 0.141151 |
15 | 0.040719 | 0.4442 | 0.328857 |
16 | 0.068472 | 0.7469 | 0.228285 |
17 | -0.089076 | -0.9717 | 0.166585 |
18 | -0.043996 | -0.4799 | 0.316074 |
19 | -0.093625 | -1.0213 | 0.154586 |
20 | 0.02127 | 0.232 | 0.408456 |
21 | 0.056639 | 0.6179 | 0.268926 |
22 | -0.069606 | -0.7593 | 0.224583 |
23 | 0.10259 | 1.1191 | 0.13267 |
24 | 0.062877 | 0.6859 | 0.247052 |
25 | 0.075003 | 0.8182 | 0.207444 |
26 | -0.046025 | -0.5021 | 0.308273 |
27 | -0.00688 | -0.0751 | 0.470148 |
28 | -0.00651 | -0.071 | 0.471754 |
29 | 0.011085 | 0.1209 | 0.451979 |
30 | -0.036213 | -0.395 | 0.346763 |
31 | -0.115995 | -1.2654 | 0.104108 |
32 | 0.050229 | 0.5479 | 0.292382 |
33 | -0.01563 | -0.1705 | 0.432452 |
34 | -0.050816 | -0.5543 | 0.290196 |
35 | 0.036929 | 0.4028 | 0.343893 |
36 | 0.130907 | 1.428 | 0.077951 |
37 | -0.01288 | -0.1405 | 0.444252 |
38 | 0.041374 | 0.4513 | 0.326286 |
39 | -0.072132 | -0.7869 | 0.216462 |
40 | -0.06346 | -0.6923 | 0.245059 |
41 | -0.023263 | -0.2538 | 0.400057 |
42 | -0.02826 | -0.3083 | 0.379206 |
43 | 0.002985 | 0.0326 | 0.487038 |
44 | -0.031397 | -0.3425 | 0.366288 |
45 | 0.03978 | 0.4339 | 0.332556 |
46 | -0.065286 | -0.7122 | 0.23887 |
47 | -0.011174 | -0.1219 | 0.451594 |
48 | 0.116322 | 1.2689 | 0.103472 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.313743 | -3.4225 | 0.000426 |
2 | 0.076686 | 0.8365 | 0.202262 |
3 | -0.078562 | -0.857 | 0.19658 |
4 | -0.061457 | -0.6704 | 0.251946 |
5 | -0.036584 | -0.3991 | 0.345274 |
6 | -0.091507 | -0.9982 | 0.160099 |
7 | -0.030014 | -0.3274 | 0.371964 |
8 | 2.6e-05 | 3e-04 | 0.499887 |
9 | -0.037554 | -0.4097 | 0.341393 |
10 | -0.078886 | -0.8605 | 0.19561 |
11 | -0.084429 | -0.921 | 0.179453 |
12 | 0.044319 | 0.4835 | 0.314829 |
13 | 0.122916 | 1.3409 | 0.091261 |
14 | -0.085907 | -0.9371 | 0.175295 |
15 | -0.035862 | -0.3912 | 0.348171 |
16 | 0.120034 | 1.3094 | 0.096459 |
17 | -0.064034 | -0.6985 | 0.243106 |
18 | -0.112099 | -1.2229 | 0.111899 |
19 | -0.112186 | -1.2238 | 0.111721 |
20 | -0.061072 | -0.6662 | 0.253281 |
21 | 0.063606 | 0.6939 | 0.244563 |
22 | -0.055509 | -0.6055 | 0.272989 |
23 | 0.042775 | 0.4666 | 0.320811 |
24 | 0.131882 | 1.4387 | 0.076436 |
25 | 0.087645 | 0.9561 | 0.170483 |
26 | 0.011958 | 0.1304 | 0.448216 |
27 | 0.007084 | 0.0773 | 0.469266 |
28 | -0.043521 | -0.4748 | 0.317916 |
29 | 0.002986 | 0.0326 | 0.487035 |
30 | 0.027332 | 0.2982 | 0.383053 |
31 | -0.142524 | -1.5548 | 0.06133 |
32 | -0.021399 | -0.2334 | 0.407913 |
33 | 0.0303 | 0.3305 | 0.37079 |
34 | -0.063249 | -0.69 | 0.24578 |
35 | 0.04111 | 0.4485 | 0.327319 |
36 | 0.12323 | 1.3443 | 0.090708 |
37 | -0.016027 | -0.1748 | 0.430752 |
38 | 0.052041 | 0.5677 | 0.285656 |
39 | -0.035836 | -0.3909 | 0.348275 |
40 | -0.155149 | -1.6925 | 0.046586 |
41 | -0.06483 | -0.7072 | 0.240407 |
42 | -0.016765 | -0.1829 | 0.427599 |
43 | 0.0362 | 0.3949 | 0.346814 |
44 | -0.016218 | -0.1769 | 0.429935 |
45 | -0.052467 | -0.5724 | 0.284082 |
46 | -0.027077 | -0.2954 | 0.384109 |
47 | -0.016384 | -0.1787 | 0.429228 |
48 | 0.023432 | 0.2556 | 0.399345 |