Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.284506 | -2.1853 | 0.016423 |
2 | 0.107762 | 0.8277 | 0.205578 |
3 | 0.053771 | 0.413 | 0.340543 |
4 | -0.232885 | -1.7888 | 0.039388 |
5 | -0.154694 | -1.1882 | 0.119753 |
6 | 0.034499 | 0.265 | 0.395971 |
7 | -0.105262 | -0.8085 | 0.211016 |
8 | 0.052752 | 0.4052 | 0.343399 |
9 | 0.107098 | 0.8226 | 0.207013 |
10 | 0.049498 | 0.3802 | 0.352582 |
11 | -0.100675 | -0.7733 | 0.221217 |
12 | 0.168931 | 1.2976 | 0.099741 |
13 | -0.136891 | -1.0515 | 0.148663 |
14 | -0.004004 | -0.0308 | 0.487784 |
15 | 0.027185 | 0.2088 | 0.417656 |
16 | -0.083879 | -0.6443 | 0.260943 |
17 | -0.011132 | -0.0855 | 0.466073 |
18 | 0.042753 | 0.3284 | 0.371889 |
19 | -0.046362 | -0.3561 | 0.361514 |
20 | -0.002568 | -0.0197 | 0.492164 |
21 | 0.117006 | 0.8987 | 0.186223 |
22 | -0.108462 | -0.8331 | 0.204071 |
23 | 0.009184 | 0.0705 | 0.471999 |
24 | 0.055413 | 0.4256 | 0.335961 |
25 | -0.025349 | -0.1947 | 0.423144 |
26 | -0.001968 | -0.0151 | 0.493996 |
27 | 0.100409 | 0.7713 | 0.221816 |
28 | -0.084726 | -0.6508 | 0.258855 |
29 | 0.036662 | 0.2816 | 0.389615 |
30 | 0.015339 | 0.1178 | 0.453304 |
31 | -0.13149 | -1.01 | 0.158312 |
32 | 0.049307 | 0.3787 | 0.353123 |
33 | -0.003865 | -0.0297 | 0.488208 |
34 | 0.000569 | 0.0044 | 0.498265 |
35 | -0.020351 | -0.1563 | 0.438158 |
36 | 0.128454 | 0.9867 | 0.163915 |
37 | -0.043088 | -0.331 | 0.370923 |
38 | -0.07966 | -0.6119 | 0.271484 |
39 | 0.129842 | 0.9973 | 0.161337 |
40 | -0.137764 | -1.0582 | 0.147142 |
41 | 0.035956 | 0.2762 | 0.391687 |
42 | -0.035231 | -0.2706 | 0.393816 |
43 | -0.024671 | -0.1895 | 0.425176 |
44 | 0.017675 | 0.1358 | 0.446235 |
45 | 0.003273 | 0.0251 | 0.490014 |
46 | 0.024152 | 0.1855 | 0.426731 |
47 | -0.05494 | -0.422 | 0.337279 |
48 | 0.017755 | 0.1364 | 0.445994 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.284506 | -2.1853 | 0.016423 |
2 | 0.02918 | 0.2241 | 0.411713 |
3 | 0.100011 | 0.7682 | 0.222717 |
4 | -0.215099 | -1.6522 | 0.051903 |
5 | -0.327444 | -2.5151 | 0.007321 |
6 | -0.079296 | -0.6091 | 0.272403 |
7 | -0.048118 | -0.3696 | 0.356501 |
8 | -0.039082 | -0.3002 | 0.382541 |
9 | 0.002071 | 0.0159 | 0.493682 |
10 | 0.04274 | 0.3283 | 0.371926 |
11 | -0.162325 | -1.2468 | 0.108691 |
12 | 0.055157 | 0.4237 | 0.336673 |
13 | -0.001733 | -0.0133 | 0.494712 |
14 | -0.007101 | -0.0545 | 0.478342 |
15 | -0.016744 | -0.1286 | 0.449051 |
16 | -0.06064 | -0.4658 | 0.321541 |
17 | -0.048071 | -0.3692 | 0.356636 |
18 | -0.025343 | -0.1947 | 0.423164 |
19 | -0.023874 | -0.1834 | 0.427564 |
20 | -0.069458 | -0.5335 | 0.297841 |
21 | 0.065038 | 0.4996 | 0.309619 |
22 | -0.088584 | -0.6804 | 0.249447 |
23 | -0.078917 | -0.6062 | 0.273362 |
24 | -0.009721 | -0.0747 | 0.470366 |
25 | 0.077947 | 0.5987 | 0.275826 |
26 | 0.00097 | 0.0074 | 0.497041 |
27 | 0.038546 | 0.2961 | 0.384106 |
28 | -0.01949 | -0.1497 | 0.440754 |
29 | 0.009351 | 0.0718 | 0.471491 |
30 | 0.031079 | 0.2387 | 0.406074 |
31 | -0.091528 | -0.703 | 0.242398 |
32 | 0.022168 | 0.1703 | 0.432687 |
33 | -0.024924 | -0.1914 | 0.424419 |
34 | 0.040395 | 0.3103 | 0.37872 |
35 | -0.099815 | -0.7667 | 0.223159 |
36 | 0.077353 | 0.5942 | 0.277339 |
37 | 0.043248 | 0.3322 | 0.370461 |
38 | -0.127909 | -0.9825 | 0.164936 |
39 | 0.039524 | 0.3036 | 0.381253 |
40 | 0.006298 | 0.0484 | 0.480792 |
41 | 0.042327 | 0.3251 | 0.373121 |
42 | -0.150394 | -1.1552 | 0.126334 |
43 | 0.014771 | 0.1135 | 0.455026 |
44 | 0.001328 | 0.0102 | 0.495946 |
45 | -0.033797 | -0.2596 | 0.398037 |
46 | -0.037387 | -0.2872 | 0.387491 |
47 | -0.072548 | -0.5573 | 0.289731 |
48 | -0.079528 | -0.6109 | 0.271818 |