Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.454052 | -3.8259 | 0.000139 |
2 | -0.091561 | -0.7715 | 0.221483 |
3 | 0.040764 | 0.3435 | 0.366126 |
4 | 0.004081 | 0.0344 | 0.486331 |
5 | 0.003122 | 0.0263 | 0.489544 |
6 | -0.043907 | -0.37 | 0.356254 |
7 | 0.051683 | 0.4355 | 0.332264 |
8 | 0.093791 | 0.7903 | 0.215993 |
9 | -0.162439 | -1.3687 | 0.087699 |
10 | 0.064944 | 0.5472 | 0.29297 |
11 | -0.03724 | -0.3138 | 0.3773 |
12 | 0.006473 | 0.0545 | 0.478328 |
13 | 0.071649 | 0.6037 | 0.273974 |
14 | -0.028731 | -0.2421 | 0.404703 |
15 | -0.081176 | -0.684 | 0.248101 |
16 | 0.15493 | 1.3055 | 0.097975 |
17 | -0.05424 | -0.457 | 0.32452 |
18 | -0.135218 | -1.1394 | 0.129189 |
19 | 0.064498 | 0.5435 | 0.294255 |
20 | 0.079045 | 0.666 | 0.25377 |
21 | -0.023014 | -0.1939 | 0.423397 |
22 | -0.065824 | -0.5546 | 0.290441 |
23 | 0.03699 | 0.3117 | 0.378097 |
24 | 0.075278 | 0.6343 | 0.26396 |
25 | -0.05438 | -0.4582 | 0.324099 |
26 | -0.108149 | -0.9113 | 0.182615 |
27 | 0.192235 | 1.6198 | 0.054854 |
28 | -0.133604 | -1.1258 | 0.132028 |
29 | 0.08003 | 0.6743 | 0.25114 |
30 | -0.110218 | -0.9287 | 0.178092 |
31 | 0.053724 | 0.4527 | 0.326079 |
32 | 0.114975 | 0.9688 | 0.167968 |
33 | -0.141722 | -1.1942 | 0.118192 |
34 | -0.040043 | -0.3374 | 0.368403 |
35 | 0.118042 | 0.9946 | 0.161646 |
36 | -0.036582 | -0.3082 | 0.379399 |
37 | 0.067341 | 0.5674 | 0.286108 |
38 | -0.098044 | -0.8261 | 0.205749 |
39 | 0.024042 | 0.2026 | 0.42002 |
40 | -0.019622 | -0.1653 | 0.434575 |
41 | 0.047104 | 0.3969 | 0.346313 |
42 | -0.084274 | -0.7101 | 0.239982 |
43 | 0.064549 | 0.5439 | 0.294107 |
44 | 0.01301 | 0.1096 | 0.456509 |
45 | -0.010571 | -0.0891 | 0.464637 |
46 | -0.036026 | -0.3036 | 0.381175 |
47 | 0.049457 | 0.4167 | 0.339065 |
48 | -0.014915 | -0.1257 | 0.450173 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.454052 | -3.8259 | 0.000139 |
2 | -0.375045 | -3.1602 | 0.001159 |
3 | -0.273672 | -2.306 | 0.012017 |
4 | -0.22268 | -1.8763 | 0.03236 |
5 | -0.179133 | -1.5094 | 0.067817 |
6 | -0.224443 | -1.8912 | 0.031339 |
7 | -0.171855 | -1.4481 | 0.075999 |
8 | 0.028143 | 0.2371 | 0.406615 |
9 | -0.089984 | -0.7582 | 0.225416 |
10 | -0.036541 | -0.3079 | 0.379531 |
11 | -0.113768 | -0.9586 | 0.170499 |
12 | -0.145342 | -1.2247 | 0.112374 |
13 | -0.0489 | -0.412 | 0.340776 |
14 | -0.014648 | -0.1234 | 0.451058 |
15 | -0.150102 | -1.2648 | 0.105042 |
16 | 0.051757 | 0.4361 | 0.332041 |
17 | 0.124327 | 1.0476 | 0.149189 |
18 | -0.07043 | -0.5935 | 0.277382 |
19 | -0.093257 | -0.7858 | 0.2173 |
20 | -0.046926 | -0.3954 | 0.346864 |
21 | -0.045724 | -0.3853 | 0.350591 |
22 | -0.084064 | -0.7083 | 0.240528 |
23 | -0.082136 | -0.6921 | 0.245568 |
24 | -0.003071 | -0.0259 | 0.489713 |
25 | 0.10468 | 0.882 | 0.190364 |
26 | -0.052339 | -0.441 | 0.33027 |
27 | 0.122239 | 1.03 | 0.153252 |
28 | -0.000234 | -0.002 | 0.499215 |
29 | 0.089471 | 0.7539 | 0.226701 |
30 | -0.080048 | -0.6745 | 0.251093 |
31 | -0.053524 | -0.451 | 0.326682 |
32 | 0.110132 | 0.928 | 0.178279 |
33 | 0.02539 | 0.2139 | 0.415605 |
34 | -0.069345 | -0.5843 | 0.280432 |
35 | -0.005292 | -0.0446 | 0.48228 |
36 | -0.019165 | -0.1615 | 0.436084 |
37 | 0.062524 | 0.5268 | 0.299975 |
38 | 0.079645 | 0.6711 | 0.252168 |
39 | 0.024882 | 0.2097 | 0.417267 |
40 | -0.092673 | -0.7809 | 0.218735 |
41 | 0.031878 | 0.2686 | 0.394504 |
42 | -0.058675 | -0.4944 | 0.311275 |
43 | -0.100513 | -0.8469 | 0.199939 |
44 | -0.084436 | -0.7115 | 0.239561 |
45 | -0.099593 | -0.8392 | 0.202091 |
46 | -0.059433 | -0.5008 | 0.309033 |
47 | 0.023531 | 0.1983 | 0.421697 |
48 | -0.080134 | -0.6752 | 0.250866 |