Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.338442 | -3.0834 | 0.001389 |
2 | -0.082207 | -0.7489 | 0.228004 |
3 | -0.085388 | -0.7779 | 0.219413 |
4 | 0.099138 | 0.9032 | 0.184518 |
5 | 0.077509 | 0.7061 | 0.241039 |
6 | -0.115633 | -1.0535 | 0.147593 |
7 | -0.072113 | -0.657 | 0.256505 |
8 | 0.093058 | 0.8478 | 0.199493 |
9 | -0.011441 | -0.1042 | 0.458617 |
10 | -0.12702 | -1.1572 | 0.125254 |
11 | -0.003945 | -0.0359 | 0.485707 |
12 | 0.255986 | 2.3321 | 0.011058 |
13 | -0.07096 | -0.6465 | 0.259879 |
14 | -0.087461 | -0.7968 | 0.213918 |
15 | -0.007044 | -0.0642 | 0.474493 |
16 | 0.118988 | 1.084 | 0.140745 |
17 | 0.02862 | 0.2607 | 0.397469 |
18 | -0.1315 | -1.198 | 0.117159 |
19 | -0.074123 | -0.6753 | 0.250684 |
20 | 0.155935 | 1.4206 | 0.079584 |
21 | -0.043324 | -0.3947 | 0.347037 |
22 | -0.135684 | -1.2361 | 0.109947 |
23 | -0.030164 | -0.2748 | 0.392075 |
24 | 0.068607 | 0.625 | 0.266831 |
25 | 0.086486 | 0.7879 | 0.216492 |
26 | -0.247388 | -2.2538 | 0.013422 |
27 | 0.216076 | 1.9685 | 0.026172 |
28 | -0.039949 | -0.364 | 0.358409 |
29 | 0.079607 | 0.7253 | 0.235167 |
30 | -0.094907 | -0.8646 | 0.194863 |
31 | -0.068119 | -0.6206 | 0.268284 |
32 | 0.179935 | 1.6393 | 0.05247 |
33 | 0.032146 | 0.2929 | 0.38518 |
34 | -0.136525 | -1.2438 | 0.108537 |
35 | -0.142496 | -1.2982 | 0.098907 |
36 | 0.077485 | 0.7059 | 0.241107 |
37 | 0.141969 | 1.2934 | 0.09973 |
38 | -0.154471 | -1.4073 | 0.081536 |
39 | 0.093571 | 0.8525 | 0.198203 |
40 | -0.095683 | -0.8717 | 0.192939 |
41 | 0.055273 | 0.5036 | 0.307952 |
42 | 0.021229 | 0.1934 | 0.423557 |
43 | 0.005896 | 0.0537 | 0.478644 |
44 | 0.057167 | 0.5208 | 0.301939 |
45 | 0.024102 | 0.2196 | 0.41337 |
46 | -0.145642 | -1.3269 | 0.094096 |
47 | 0.062365 | 0.5682 | 0.285725 |
48 | 0.034893 | 0.3179 | 0.375685 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.338442 | -3.0834 | 0.001389 |
2 | -0.222202 | -2.0244 | 0.023075 |
3 | -0.231182 | -2.1062 | 0.019105 |
4 | -0.056401 | -0.5138 | 0.304364 |
5 | 0.070489 | 0.6422 | 0.261262 |
6 | -0.057409 | -0.523 | 0.301175 |
7 | -0.122654 | -1.1174 | 0.133518 |
8 | -0.002079 | -0.0189 | 0.492468 |
9 | -0.044326 | -0.4038 | 0.34369 |
10 | -0.188137 | -1.714 | 0.045129 |
11 | -0.136965 | -1.2478 | 0.107805 |
12 | 0.198954 | 1.8126 | 0.036758 |
13 | 0.075604 | 0.6888 | 0.246439 |
14 | -0.010723 | -0.0977 | 0.461205 |
15 | 0.039529 | 0.3601 | 0.359835 |
16 | 0.086142 | 0.7848 | 0.217404 |
17 | 0.039794 | 0.3625 | 0.358934 |
18 | -0.035166 | -0.3204 | 0.374742 |
19 | -0.081562 | -0.7431 | 0.229769 |
20 | 0.042374 | 0.386 | 0.350226 |
21 | -0.02276 | -0.2074 | 0.41812 |
22 | -0.114581 | -1.0439 | 0.149785 |
23 | -0.120721 | -1.0998 | 0.137295 |
24 | -0.147636 | -1.345 | 0.09114 |
25 | -0.035029 | -0.3191 | 0.375214 |
26 | -0.278508 | -2.5373 | 0.00652 |
27 | 0.066524 | 0.6061 | 0.273063 |
28 | -0.060819 | -0.5541 | 0.290505 |
29 | -0.025152 | -0.2291 | 0.40966 |
30 | 0.013338 | 0.1215 | 0.451788 |
31 | -0.064857 | -0.5909 | 0.278105 |
32 | 0.025371 | 0.2311 | 0.408888 |
33 | 0.125522 | 1.1436 | 0.128047 |
34 | 0.092642 | 0.844 | 0.200545 |
35 | -0.120549 | -1.0983 | 0.137634 |
36 | -0.107217 | -0.9768 | 0.165754 |
37 | 0.084615 | 0.7709 | 0.221483 |
38 | -0.035227 | -0.3209 | 0.374533 |
39 | 0.056316 | 0.5131 | 0.304634 |
40 | -0.06937 | -0.632 | 0.264565 |
41 | -0.158245 | -1.4417 | 0.076578 |
42 | -0.033757 | -0.3075 | 0.3796 |
43 | 0.023533 | 0.2144 | 0.41538 |
44 | -0.069792 | -0.6358 | 0.263316 |
45 | -0.075173 | -0.6849 | 0.24767 |
46 | -0.084045 | -0.7657 | 0.223018 |
47 | 0.017092 | 0.1557 | 0.438317 |
48 | -0.005233 | -0.0477 | 0.481046 |