Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.323623 | -3.5303 | 0.000296 |
2 | -0.017327 | -0.189 | 0.4252 |
3 | 0.059099 | 0.6447 | 0.260183 |
4 | -0.101128 | -1.1032 | 0.136089 |
5 | 0.190833 | 2.0817 | 0.019755 |
6 | -0.194064 | -2.117 | 0.018172 |
7 | 0.068342 | 0.7455 | 0.228714 |
8 | -0.06741 | -0.7354 | 0.231785 |
9 | -0.029379 | -0.3205 | 0.374581 |
10 | -0.04783 | -0.5218 | 0.301404 |
11 | -0.203783 | -2.223 | 0.014052 |
12 | 0.316234 | 3.4497 | 0.000389 |
13 | -0.129062 | -1.4079 | 0.080883 |
14 | -0.020321 | -0.2217 | 0.412471 |
15 | -0.028697 | -0.313 | 0.377398 |
16 | -0.03238 | -0.3532 | 0.362274 |
17 | 0.174555 | 1.9042 | 0.029651 |
18 | -0.175605 | -1.9156 | 0.028906 |
19 | 0.095439 | 1.0411 | 0.149967 |
20 | 0.026413 | 0.2881 | 0.386873 |
21 | 0.022046 | 0.2405 | 0.405181 |
22 | -0.083091 | -0.9064 | 0.183272 |
23 | -0.058244 | -0.6354 | 0.263204 |
24 | 0.21403 | 2.3348 | 0.010615 |
25 | -0.129801 | -1.416 | 0.079699 |
26 | 0.071189 | 0.7766 | 0.219475 |
27 | -0.088109 | -0.9612 | 0.169212 |
28 | 0.023481 | 0.2562 | 0.399138 |
29 | -0.003029 | -0.033 | 0.486849 |
30 | -0.092379 | -1.0077 | 0.157813 |
31 | 0.09987 | 1.0895 | 0.139077 |
32 | -0.084367 | -0.9203 | 0.179629 |
33 | 0.084287 | 0.9195 | 0.179857 |
34 | -0.103807 | -1.1324 | 0.129872 |
35 | -0.110796 | -1.2086 | 0.114598 |
36 | 0.203143 | 2.216 | 0.014296 |
37 | -0.017337 | -0.1891 | 0.425158 |
38 | -0.010513 | -0.1147 | 0.454445 |
39 | -0.049151 | -0.5362 | 0.296418 |
40 | -0.033146 | -0.3616 | 0.359155 |
41 | -0.041896 | -0.457 | 0.324239 |
42 | 0.055244 | 0.6026 | 0.273948 |
43 | 0.066124 | 0.7213 | 0.236061 |
44 | -0.009425 | -0.1028 | 0.459142 |
45 | 0.019335 | 0.2109 | 0.416656 |
46 | -0.068318 | -0.7453 | 0.22879 |
47 | 0.080814 | 0.8816 | 0.189891 |
48 | 0.057828 | 0.6308 | 0.264682 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.323623 | -3.5303 | 0.000296 |
2 | -0.136338 | -1.4873 | 0.069794 |
3 | 0.009793 | 0.1068 | 0.45755 |
4 | -0.08947 | -0.976 | 0.16552 |
5 | 0.152678 | 1.6655 | 0.04922 |
6 | -0.10844 | -1.1829 | 0.119595 |
7 | 0.000683 | 0.0075 | 0.497033 |
8 | -0.101997 | -1.1127 | 0.134049 |
9 | -0.052478 | -0.5725 | 0.284043 |
10 | -0.154601 | -1.6865 | 0.04716 |
11 | -0.270151 | -2.947 | 0.001931 |
12 | 0.145812 | 1.5906 | 0.057174 |
13 | 0.014183 | 0.1547 | 0.438652 |
14 | -0.023999 | -0.2618 | 0.396965 |
15 | -0.107777 | -1.1757 | 0.12103 |
16 | -0.042546 | -0.4641 | 0.321705 |
17 | 0.025285 | 0.2758 | 0.39158 |
18 | -0.099364 | -1.0839 | 0.140293 |
19 | -0.023408 | -0.2554 | 0.399446 |
20 | 0.033244 | 0.3627 | 0.358754 |
21 | 0.054293 | 0.5923 | 0.277396 |
22 | -0.129782 | -1.4158 | 0.079729 |
23 | -0.027136 | -0.296 | 0.383864 |
24 | 0.084505 | 0.9218 | 0.179237 |
25 | -0.052774 | -0.5757 | 0.282955 |
26 | 0.026042 | 0.2841 | 0.38842 |
27 | -0.028219 | -0.3078 | 0.379375 |
28 | 0.041179 | 0.4492 | 0.32705 |
29 | -0.165713 | -1.8077 | 0.036589 |
30 | -0.044121 | -0.4813 | 0.315592 |
31 | 0.028168 | 0.3073 | 0.379586 |
32 | -0.060275 | -0.6575 | 0.256058 |
33 | -0.019945 | -0.2176 | 0.414067 |
34 | -0.035924 | -0.3919 | 0.347922 |
35 | -0.114404 | -1.248 | 0.10724 |
36 | -0.030484 | -0.3325 | 0.370032 |
37 | 0.08854 | 0.9659 | 0.168037 |
38 | -0.042514 | -0.4638 | 0.321827 |
39 | -0.041417 | -0.4518 | 0.326116 |
40 | -0.161912 | -1.7662 | 0.039959 |
41 | -0.209708 | -2.2876 | 0.011962 |
42 | 0.023735 | 0.2589 | 0.398073 |
43 | 0.008527 | 0.093 | 0.463022 |
44 | 0.054312 | 0.5925 | 0.27733 |
45 | -0.052748 | -0.5754 | 0.283048 |
46 | -0.026933 | -0.2938 | 0.384709 |
47 | 0.08258 | 0.9008 | 0.184747 |
48 | 0.018279 | 0.1994 | 0.421145 |