Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.321781 | -2.7114 | 0.004199 |
2 | 0.214598 | 1.8082 | 0.037403 |
3 | -0.096181 | -0.8104 | 0.2102 |
4 | 0.086529 | 0.7291 | 0.234168 |
5 | -0.14929 | -1.2579 | 0.106267 |
6 | 0.118822 | 1.0012 | 0.160062 |
7 | -0.017195 | -0.1449 | 0.442604 |
8 | -0.052381 | -0.4414 | 0.330144 |
9 | -0.0399 | -0.3362 | 0.368853 |
10 | -0.062631 | -0.5277 | 0.299664 |
11 | -0.003503 | -0.0295 | 0.488268 |
12 | -0.105955 | -0.8928 | 0.187492 |
13 | 0.060884 | 0.513 | 0.304765 |
14 | -0.236656 | -1.9941 | 0.024991 |
15 | 0.118087 | 0.995 | 0.161553 |
16 | -0.192304 | -1.6204 | 0.054791 |
17 | -0.033894 | -0.2856 | 0.388009 |
18 | 0.037896 | 0.3193 | 0.375213 |
19 | 0.01431 | 0.1206 | 0.452181 |
20 | 0.01281 | 0.1079 | 0.457176 |
21 | 0.109997 | 0.9269 | 0.178571 |
22 | -0.014203 | -0.1197 | 0.452538 |
23 | -0.026002 | -0.2191 | 0.413603 |
24 | -0.052517 | -0.4425 | 0.329729 |
25 | 0.066802 | 0.5629 | 0.287644 |
26 | -0.0049 | -0.0413 | 0.483592 |
27 | 0.093387 | 0.7869 | 0.216982 |
28 | -0.098677 | -0.8315 | 0.204248 |
29 | 0.074745 | 0.6298 | 0.265418 |
30 | 0.000541 | 0.0046 | 0.498189 |
31 | 0.166674 | 1.4044 | 0.082277 |
32 | -0.186377 | -1.5704 | 0.06038 |
33 | 0.169998 | 1.4324 | 0.078205 |
34 | -0.124873 | -1.0522 | 0.148139 |
35 | 0.051287 | 0.4322 | 0.33347 |
36 | 0.000364 | 0.0031 | 0.498782 |
37 | 0.124506 | 1.0491 | 0.148843 |
38 | -0.115216 | -0.9708 | 0.167464 |
39 | 0.050669 | 0.4269 | 0.335354 |
40 | -0.035312 | -0.2975 | 0.383461 |
41 | -0.022821 | -0.1923 | 0.424029 |
42 | 0.017363 | 0.1463 | 0.442048 |
43 | -0.01945 | -0.1639 | 0.435142 |
44 | -0.018377 | -0.1548 | 0.438691 |
45 | -0.084329 | -0.7106 | 0.239839 |
46 | 0.04674 | 0.3938 | 0.347442 |
47 | -0.076688 | -0.6462 | 0.260123 |
48 | 0.073559 | 0.6198 | 0.268682 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.321781 | -2.7114 | 0.004199 |
2 | 0.123881 | 1.0438 | 0.150049 |
3 | 0.004737 | 0.0399 | 0.484137 |
4 | 0.038531 | 0.3247 | 0.373195 |
5 | -0.11823 | -0.9962 | 0.161263 |
6 | 0.035043 | 0.2953 | 0.384323 |
7 | 0.075723 | 0.638 | 0.262747 |
8 | -0.077795 | -0.6555 | 0.257129 |
9 | -0.08702 | -0.7332 | 0.232912 |
10 | -0.102933 | -0.8673 | 0.194341 |
11 | -0.014535 | -0.1225 | 0.451433 |
12 | -0.098238 | -0.8278 | 0.205288 |
13 | -0.018284 | -0.1541 | 0.438997 |
14 | -0.231443 | -1.9502 | 0.027552 |
15 | -0.02497 | -0.2104 | 0.416977 |
16 | -0.117163 | -0.9872 | 0.16344 |
17 | -0.215021 | -1.8118 | 0.037123 |
18 | 0.010273 | 0.0866 | 0.465633 |
19 | -0.024423 | -0.2058 | 0.418772 |
20 | 0.009932 | 0.0837 | 0.46677 |
21 | 0.084375 | 0.711 | 0.23972 |
22 | -0.031057 | -0.2617 | 0.39716 |
23 | -0.071867 | -0.6056 | 0.273368 |
24 | -0.169057 | -1.4245 | 0.079342 |
25 | -0.047922 | -0.4038 | 0.343787 |
26 | -0.042313 | -0.3565 | 0.361248 |
27 | 0.0428 | 0.3606 | 0.35972 |
28 | -0.199019 | -1.677 | 0.048974 |
29 | -0.051716 | -0.4358 | 0.332165 |
30 | 0.026623 | 0.2243 | 0.411572 |
31 | 0.160201 | 1.3499 | 0.090672 |
32 | -0.144798 | -1.2201 | 0.113234 |
33 | -0.071977 | -0.6065 | 0.273061 |
34 | -0.02298 | -0.1936 | 0.42351 |
35 | 0.068103 | 0.5738 | 0.283944 |
36 | 0.062077 | 0.5231 | 0.301276 |
37 | 0.104006 | 0.8764 | 0.191893 |
38 | -0.074537 | -0.6281 | 0.265989 |
39 | -0.005381 | -0.0453 | 0.48198 |
40 | -0.047032 | -0.3963 | 0.346538 |
41 | -0.013945 | -0.1175 | 0.453398 |
42 | -0.013812 | -0.1164 | 0.45384 |
43 | 0.034921 | 0.2943 | 0.384713 |
44 | -0.028559 | -0.2406 | 0.405261 |
45 | 0.002216 | 0.0187 | 0.492576 |
46 | -0.010489 | -0.0884 | 0.46491 |
47 | 0.049927 | 0.4207 | 0.337626 |
48 | 0.014322 | 0.1207 | 0.452144 |