Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.404297 | -3.4543 | 0.000461 |
2 | 0.029681 | 0.2536 | 0.400262 |
3 | -0.043191 | -0.369 | 0.356588 |
4 | 0.029167 | 0.2492 | 0.401951 |
5 | 0.045375 | 0.3877 | 0.34969 |
6 | -0.095516 | -0.8161 | 0.208552 |
7 | 0.00971 | 0.083 | 0.467053 |
8 | 0.052401 | 0.4477 | 0.327842 |
9 | -0.098494 | -0.8415 | 0.201399 |
10 | 0.052083 | 0.445 | 0.328819 |
11 | -0.123162 | -1.0523 | 0.148067 |
12 | 0.211897 | 1.8105 | 0.03717 |
13 | -0.115834 | -0.9897 | 0.162798 |
14 | -0.015835 | -0.1353 | 0.446375 |
15 | -0.034328 | -0.2933 | 0.385062 |
16 | 0.060864 | 0.52 | 0.302312 |
17 | -0.006751 | -0.0577 | 0.477081 |
18 | -0.05679 | -0.4852 | 0.31449 |
19 | 0.040761 | 0.3483 | 0.364324 |
20 | 0.05168 | 0.4416 | 0.330058 |
21 | -0.115243 | -0.9846 | 0.164027 |
22 | -0.016852 | -0.144 | 0.442957 |
23 | 0.051992 | 0.4442 | 0.329099 |
24 | -0.037524 | -0.3206 | 0.374713 |
25 | -0.008894 | -0.076 | 0.469818 |
26 | -0.044001 | -0.3759 | 0.354025 |
27 | 0.084449 | 0.7215 | 0.236443 |
28 | -0.006554 | -0.056 | 0.477748 |
29 | 0.046457 | 0.3969 | 0.34629 |
30 | 0.037638 | 0.3216 | 0.374347 |
31 | -0.028399 | -0.2426 | 0.404481 |
32 | 0.074889 | 0.6399 | 0.262136 |
33 | -0.008979 | -0.0767 | 0.46953 |
34 | -0.151326 | -1.2929 | 0.100056 |
35 | 0.003186 | 0.0272 | 0.489177 |
36 | -0.016824 | -0.1437 | 0.44305 |
37 | 0.163677 | 1.3985 | 0.083105 |
38 | -0.217112 | -1.855 | 0.033817 |
39 | 0.180844 | 1.5451 | 0.063319 |
40 | -0.125992 | -1.0765 | 0.14263 |
41 | -0.006991 | -0.0597 | 0.476268 |
42 | 0.087525 | 0.7478 | 0.228487 |
43 | -0.064046 | -0.5472 | 0.292952 |
44 | 0.046663 | 0.3987 | 0.345642 |
45 | -0.031917 | -0.2727 | 0.392928 |
46 | -0.086732 | -0.741 | 0.230522 |
47 | 0.085581 | 0.7312 | 0.233497 |
48 | -0.095372 | -0.8149 | 0.208901 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.404297 | -3.4543 | 0.000461 |
2 | -0.159915 | -1.3663 | 0.088017 |
3 | -0.115225 | -0.9845 | 0.164065 |
4 | -0.039932 | -0.3412 | 0.366975 |
5 | 0.04728 | 0.404 | 0.343712 |
6 | -0.065806 | -0.5623 | 0.287834 |
7 | -0.06452 | -0.5513 | 0.291568 |
8 | 0.025936 | 0.2216 | 0.412624 |
9 | -0.093109 | -0.7955 | 0.214444 |
10 | -0.030299 | -0.2589 | 0.398229 |
11 | -0.145393 | -1.2422 | 0.109062 |
12 | 0.110053 | 0.9403 | 0.175084 |
13 | 0.004245 | 0.0363 | 0.485582 |
14 | -0.045388 | -0.3878 | 0.349649 |
15 | -0.088459 | -0.7558 | 0.226102 |
16 | -0.004197 | -0.0359 | 0.485746 |
17 | -0.015067 | -0.1287 | 0.44896 |
18 | -0.058411 | -0.4991 | 0.309618 |
19 | 0.003321 | 0.0284 | 0.488721 |
20 | 0.041372 | 0.3535 | 0.362372 |
21 | -0.078367 | -0.6696 | 0.252622 |
22 | -0.132716 | -1.1339 | 0.130268 |
23 | 0.002091 | 0.0179 | 0.492898 |
24 | -0.109422 | -0.9349 | 0.176461 |
25 | -0.073932 | -0.6317 | 0.264785 |
26 | -0.087036 | -0.7436 | 0.229742 |
27 | 0.026355 | 0.2252 | 0.411235 |
28 | -0.010099 | -0.0863 | 0.465738 |
29 | 0.069534 | 0.5941 | 0.277142 |
30 | 0.123143 | 1.0521 | 0.148104 |
31 | 0.033464 | 0.2859 | 0.387877 |
32 | 0.075215 | 0.6426 | 0.261237 |
33 | 0.108388 | 0.9261 | 0.178731 |
34 | -0.111653 | -0.954 | 0.171624 |
35 | -0.21006 | -1.7948 | 0.038416 |
36 | -0.152849 | -1.3059 | 0.097836 |
37 | 0.117644 | 1.0052 | 0.159072 |
38 | -0.101297 | -0.8655 | 0.194805 |
39 | 0.080771 | 0.6901 | 0.246158 |
40 | -0.031213 | -0.2667 | 0.395233 |
41 | -0.107443 | -0.918 | 0.180823 |
42 | 0.004976 | 0.0425 | 0.483101 |
43 | -0.018701 | -0.1598 | 0.436747 |
44 | -0.013754 | -0.1175 | 0.453387 |
45 | -0.064851 | -0.5541 | 0.290607 |
46 | -0.117651 | -1.0052 | 0.159058 |
47 | -0.047637 | -0.407 | 0.342595 |
48 | -0.112829 | -0.964 | 0.169111 |