Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.439783 | -3.4629 | 0.000487 |
2 | -0.025308 | -0.1993 | 0.42135 |
3 | -0.006337 | -0.0499 | 0.480181 |
4 | -0.131059 | -1.032 | 0.15305 |
5 | 0.216609 | 1.7056 | 0.046546 |
6 | -0.001855 | -0.0146 | 0.494196 |
7 | -0.125075 | -0.9848 | 0.164265 |
8 | -0.089179 | -0.7022 | 0.242593 |
9 | 0.29259 | 2.3039 | 0.012298 |
10 | -0.175512 | -1.382 | 0.085968 |
11 | 0.038871 | 0.3061 | 0.380287 |
12 | -0.064769 | -0.51 | 0.305933 |
13 | -0.159611 | -1.2568 | 0.106775 |
14 | 0.392086 | 3.0873 | 0.00151 |
15 | -0.229945 | -1.8106 | 0.037525 |
16 | -0.024 | -0.189 | 0.425365 |
17 | 0.029401 | 0.2315 | 0.408842 |
18 | 0.072629 | 0.5719 | 0.284736 |
19 | 0.006309 | 0.0497 | 0.480271 |
20 | -0.018563 | -0.1462 | 0.442133 |
21 | -0.080554 | -0.6343 | 0.264114 |
22 | -0.111977 | -0.8817 | 0.19067 |
23 | 0.326237 | 2.5688 | 0.006313 |
24 | -0.162349 | -1.2783 | 0.102947 |
25 | 0.022714 | 0.1788 | 0.42932 |
26 | -0.066244 | -0.5216 | 0.301903 |
27 | 0.005009 | 0.0394 | 0.484334 |
28 | 0.124848 | 0.9831 | 0.164701 |
29 | -0.108467 | -0.8541 | 0.198178 |
30 | 0.019053 | 0.15 | 0.440618 |
31 | -0.143309 | -1.1284 | 0.131746 |
32 | 0.173517 | 1.3663 | 0.088394 |
33 | 0.037819 | 0.2978 | 0.383432 |
34 | -0.068515 | -0.5395 | 0.295742 |
35 | 0.002237 | 0.0176 | 0.493001 |
36 | -0.137991 | -1.0865 | 0.140723 |
37 | 0.174367 | 1.373 | 0.087354 |
38 | -0.085129 | -0.6703 | 0.252576 |
39 | 0.076166 | 0.5997 | 0.275435 |
40 | -0.076288 | -0.6007 | 0.275118 |
41 | 0.04708 | 0.3707 | 0.356058 |
42 | -0.008825 | -0.0695 | 0.472412 |
43 | 0.006879 | 0.0542 | 0.478489 |
44 | -0.009884 | -0.0778 | 0.469107 |
45 | -0.048848 | -0.3846 | 0.350913 |
46 | 0.079562 | 0.6265 | 0.266653 |
47 | -0.019895 | -0.1567 | 0.438013 |
48 | -0.038064 | -0.2997 | 0.382699 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.439783 | -3.4629 | 0.000487 |
2 | -0.271162 | -2.1351 | 0.018355 |
3 | -0.186994 | -1.4724 | 0.072986 |
4 | -0.314314 | -2.4749 | 0.008038 |
5 | -0.033771 | -0.2659 | 0.395595 |
6 | 0.081607 | 0.6426 | 0.261436 |
7 | -0.055168 | -0.4344 | 0.332755 |
8 | -0.243368 | -1.9163 | 0.029971 |
9 | 0.21758 | 1.7132 | 0.045834 |
10 | 0.038677 | 0.3045 | 0.380866 |
11 | -0.046663 | -0.3674 | 0.357276 |
12 | -0.077526 | -0.6104 | 0.271902 |
13 | -0.205119 | -1.6151 | 0.055682 |
14 | 0.141673 | 1.1155 | 0.134464 |
15 | -0.082508 | -0.6497 | 0.259153 |
16 | -0.122284 | -0.9629 | 0.169678 |
17 | -0.006352 | -0.05 | 0.480134 |
18 | 0.169827 | 1.3372 | 0.093018 |
19 | 0.047873 | 0.377 | 0.353747 |
20 | -0.026734 | -0.2105 | 0.416981 |
21 | 0.041252 | 0.3248 | 0.373205 |
22 | -0.103439 | -0.8145 | 0.209244 |
23 | 0.008158 | 0.0642 | 0.474494 |
24 | 0.02506 | 0.1973 | 0.42211 |
25 | 0.051931 | 0.4089 | 0.342009 |
26 | -0.042613 | -0.3355 | 0.369178 |
27 | 0.05061 | 0.3985 | 0.345814 |
28 | 0.02306 | 0.1816 | 0.428253 |
29 | -0.039935 | -0.3144 | 0.377119 |
30 | 0.051899 | 0.4087 | 0.342102 |
31 | -0.137677 | -1.0841 | 0.141266 |
32 | -0.14053 | -1.1065 | 0.136385 |
33 | 0.096858 | 0.7627 | 0.22428 |
34 | 0.014978 | 0.1179 | 0.453249 |
35 | 0.005146 | 0.0405 | 0.483905 |
36 | -0.079302 | -0.6244 | 0.267321 |
37 | -0.038645 | -0.3043 | 0.380964 |
38 | -0.095902 | -0.7551 | 0.226514 |
39 | 0.031183 | 0.2455 | 0.403427 |
40 | 0.060677 | 0.4778 | 0.317246 |
41 | -0.022999 | -0.1811 | 0.428443 |
42 | -0.104054 | -0.8193 | 0.20787 |
43 | 0.040776 | 0.3211 | 0.374619 |
44 | -0.04277 | -0.3368 | 0.368713 |
45 | 0.096421 | 0.7592 | 0.225299 |
46 | -0.011829 | -0.0931 | 0.463045 |
47 | -0.036206 | -0.2851 | 0.388265 |
48 | -0.071377 | -0.562 | 0.288064 |