Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.366193 | -3.6251 | 0.00023 |
2 | -0.120146 | -1.1894 | 0.118581 |
3 | 0.064101 | 0.6346 | 0.263595 |
4 | 0.014772 | 0.1462 | 0.442019 |
5 | -0.007853 | -0.0777 | 0.469095 |
6 | -0.077624 | -0.7684 | 0.222037 |
7 | 0.14456 | 1.4311 | 0.077796 |
8 | -0.032283 | -0.3196 | 0.374982 |
9 | -0.040926 | -0.4051 | 0.343127 |
10 | -0.127576 | -1.2629 | 0.104804 |
11 | 0.086967 | 0.8609 | 0.19569 |
12 | 0.020218 | 0.2002 | 0.420888 |
13 | -0.030124 | -0.2982 | 0.383086 |
14 | -0.043781 | -0.4334 | 0.332835 |
15 | 0.080694 | 0.7988 | 0.213159 |
16 | -0.156981 | -1.554 | 0.061701 |
17 | 0.061888 | 0.6127 | 0.270759 |
18 | -0.067394 | -0.6672 | 0.253117 |
19 | 0.158563 | 1.5697 | 0.059855 |
20 | -0.070475 | -0.6977 | 0.243518 |
21 | -0.053109 | -0.5258 | 0.300125 |
22 | 0.177543 | 1.7576 | 0.04097 |
23 | -0.143585 | -1.4214 | 0.079184 |
24 | -0.064652 | -0.64 | 0.261825 |
25 | 0.016693 | 0.1653 | 0.434541 |
26 | 0.164126 | 1.6248 | 0.053713 |
27 | -0.070859 | -0.7015 | 0.242337 |
28 | 0.04553 | 0.4507 | 0.326591 |
29 | -0.114334 | -1.1318 | 0.13023 |
30 | 0.083342 | 0.825 | 0.205674 |
31 | -0.074627 | -0.7388 | 0.230908 |
32 | 0.039972 | 0.3957 | 0.346592 |
33 | 0.045095 | 0.4464 | 0.328141 |
34 | 0.040271 | 0.3987 | 0.345505 |
35 | -0.023949 | -0.2371 | 0.406545 |
36 | -0.08728 | -0.864 | 0.194842 |
37 | 0.116649 | 1.1548 | 0.125498 |
38 | -0.083441 | -0.826 | 0.205398 |
39 | 0.038979 | 0.3859 | 0.350212 |
40 | 0.056359 | 0.5579 | 0.289084 |
41 | -0.070908 | -0.7019 | 0.242187 |
42 | -0.028178 | -0.2789 | 0.390437 |
43 | 0.029239 | 0.2895 | 0.386422 |
44 | 0.005219 | 0.0517 | 0.479451 |
45 | 0.010938 | 0.1083 | 0.456998 |
46 | -0.083565 | -0.8273 | 0.205052 |
47 | 0.117081 | 1.159 | 0.124627 |
48 | -0.103229 | -1.0219 | 0.154668 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.366193 | -3.6251 | 0.00023 |
2 | -0.293616 | -2.9066 | 0.002259 |
3 | -0.126803 | -1.2553 | 0.106179 |
4 | -0.053183 | -0.5265 | 0.299871 |
5 | -0.018425 | -0.1824 | 0.427823 |
6 | -0.103246 | -1.0221 | 0.154628 |
7 | 0.083125 | 0.8229 | 0.206284 |
8 | 0.050262 | 0.4976 | 0.309952 |
9 | 0.022722 | 0.2249 | 0.411248 |
10 | -0.177107 | -1.7533 | 0.041341 |
11 | -0.08507 | -0.8422 | 0.200876 |
12 | -0.052735 | -0.5221 | 0.301406 |
13 | -0.015811 | -0.1565 | 0.437972 |
14 | -0.0936 | -0.9266 | 0.178208 |
15 | 0.016392 | 0.1623 | 0.435712 |
16 | -0.191239 | -1.8932 | 0.030643 |
17 | -0.041459 | -0.4104 | 0.341197 |
18 | -0.189079 | -1.8718 | 0.032109 |
19 | 0.065609 | 0.6495 | 0.258769 |
20 | -0.062787 | -0.6216 | 0.267839 |
21 | -0.024475 | -0.2423 | 0.40453 |
22 | 0.120618 | 1.1941 | 0.117668 |
23 | 0.007612 | 0.0754 | 0.470042 |
24 | -0.162662 | -1.6103 | 0.055278 |
25 | -0.141394 | -1.3997 | 0.082376 |
26 | -0.025706 | -0.2545 | 0.399831 |
27 | 0.010323 | 0.1022 | 0.459407 |
28 | 0.109481 | 1.0838 | 0.140554 |
29 | -0.087826 | -0.8694 | 0.193369 |
30 | -0.008883 | -0.0879 | 0.465054 |
31 | -0.110752 | -1.0964 | 0.137797 |
32 | -0.003051 | -0.0302 | 0.487983 |
33 | -0.028135 | -0.2785 | 0.3906 |
34 | 0.039311 | 0.3892 | 0.349 |
35 | 0.078494 | 0.7771 | 0.219499 |
36 | 0.04456 | 0.4411 | 0.330047 |
37 | 0.104126 | 1.0308 | 0.152587 |
38 | 0.000159 | 0.0016 | 0.499375 |
39 | -0.062493 | -0.6187 | 0.26879 |
40 | 0.07492 | 0.7417 | 0.230031 |
41 | -0.090371 | -0.8946 | 0.186589 |
42 | 0.020788 | 0.2058 | 0.418692 |
43 | 0.044716 | 0.4427 | 0.329491 |
44 | 0.079159 | 0.7836 | 0.217573 |
45 | 0.02094 | 0.2073 | 0.418104 |
46 | -0.041419 | -0.41 | 0.341341 |
47 | 0.005236 | 0.0518 | 0.479383 |
48 | -0.084562 | -0.8371 | 0.202281 |