Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.499656 | -3.7055 | 0.000246 |
2 | 0.295678 | 2.1928 | 0.016285 |
3 | -0.264763 | -1.9635 | 0.027324 |
4 | 0.082638 | 0.6129 | 0.271249 |
5 | -0.021712 | -0.161 | 0.436335 |
6 | 0.074972 | 0.556 | 0.29023 |
7 | -0.147892 | -1.0968 | 0.138754 |
8 | 0.075459 | 0.5596 | 0.289006 |
9 | 0.11329 | 0.8402 | 0.202222 |
10 | -0.132761 | -0.9846 | 0.164571 |
11 | 0.179671 | 1.3325 | 0.094099 |
12 | -0.425017 | -3.152 | 0.001312 |
13 | 0.151682 | 1.1249 | 0.132758 |
14 | -0.064027 | -0.4748 | 0.318392 |
15 | 0.067801 | 0.5028 | 0.308548 |
16 | -0.001858 | -0.0138 | 0.494528 |
17 | -0.028948 | -0.2147 | 0.415404 |
18 | -0.09464 | -0.7019 | 0.24286 |
19 | 0.184718 | 1.3699 | 0.088142 |
20 | -0.231627 | -1.7178 | 0.04573 |
21 | 0.145442 | 1.0786 | 0.14273 |
22 | -0.115964 | -0.86 | 0.196758 |
23 | 0.199625 | 1.4805 | 0.072228 |
24 | -0.070172 | -0.5204 | 0.302433 |
25 | 0.136842 | 1.0148 | 0.157311 |
26 | -0.191656 | -1.4214 | 0.080429 |
27 | 0.103454 | 0.7672 | 0.223111 |
28 | -0.074892 | -0.5554 | 0.290432 |
29 | 0.043724 | 0.3243 | 0.373484 |
30 | 0.079763 | 0.5915 | 0.278292 |
31 | -0.122556 | -0.9089 | 0.183685 |
32 | 0.192704 | 1.4291 | 0.079311 |
33 | -0.126517 | -0.9383 | 0.176103 |
34 | 0.114098 | 0.8462 | 0.20056 |
35 | -0.198902 | -1.4751 | 0.072944 |
36 | 0.058027 | 0.4303 | 0.334316 |
37 | -0.059345 | -0.4401 | 0.33079 |
38 | 0.120726 | 0.8953 | 0.187256 |
39 | -0.061075 | -0.4529 | 0.326186 |
40 | 0.04144 | 0.3073 | 0.379876 |
41 | -0.008401 | -0.0623 | 0.475274 |
42 | -0.044658 | -0.3312 | 0.370878 |
43 | 0.068059 | 0.5047 | 0.307879 |
44 | -0.067437 | -0.5001 | 0.309491 |
45 | 0.00789 | 0.0585 | 0.476775 |
46 | -0.015283 | -0.1133 | 0.455086 |
47 | 0.050215 | 0.3724 | 0.355512 |
48 | -0.017018 | -0.1262 | 0.450015 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.499656 | -3.7055 | 0.000246 |
2 | 0.061334 | 0.4549 | 0.325498 |
3 | -0.127678 | -0.9469 | 0.17392 |
4 | -0.141011 | -1.0458 | 0.150123 |
5 | 0.006727 | 0.0499 | 0.480195 |
6 | 0.079677 | 0.5909 | 0.278504 |
7 | -0.149456 | -1.1084 | 0.136257 |
8 | -0.072121 | -0.5349 | 0.29745 |
9 | 0.260154 | 1.9294 | 0.029426 |
10 | -0.061461 | -0.4558 | 0.325162 |
11 | 0.044363 | 0.329 | 0.371702 |
12 | -0.320161 | -2.3744 | 0.010548 |
13 | -0.292914 | -2.1723 | 0.01708 |
14 | -0.037925 | -0.2813 | 0.389784 |
15 | -0.077412 | -0.5741 | 0.284118 |
16 | -0.022414 | -0.1662 | 0.434295 |
17 | -0.072285 | -0.5361 | 0.297033 |
18 | -0.187774 | -1.3926 | 0.084677 |
19 | 0.031346 | 0.2325 | 0.408518 |
20 | -0.234955 | -1.7425 | 0.043507 |
21 | 0.028247 | 0.2095 | 0.417423 |
22 | -0.042984 | -0.3188 | 0.375552 |
23 | 0.185984 | 1.3793 | 0.086693 |
24 | -0.089099 | -0.6608 | 0.255756 |
25 | -0.089501 | -0.6638 | 0.25481 |
26 | -0.047692 | -0.3537 | 0.362461 |
27 | -0.15374 | -1.1402 | 0.129579 |
28 | -0.035921 | -0.2664 | 0.395464 |
29 | -0.082057 | -0.6085 | 0.272665 |
30 | -0.014433 | -0.107 | 0.457574 |
31 | -0.064443 | -0.4779 | 0.317299 |
32 | -0.094899 | -0.7038 | 0.242266 |
33 | 0.03518 | 0.2609 | 0.397572 |
34 | -0.034041 | -0.2525 | 0.400816 |
35 | -0.000802 | -0.0059 | 0.497637 |
36 | -0.132087 | -0.9796 | 0.165791 |
37 | -0.038875 | -0.2883 | 0.387099 |
38 | -0.050765 | -0.3765 | 0.354003 |
39 | -0.106611 | -0.7906 | 0.216274 |
40 | -0.009533 | -0.0707 | 0.471946 |
41 | -0.00415 | -0.0308 | 0.487778 |
42 | -0.062575 | -0.4641 | 0.322216 |
43 | 0.024609 | 0.1825 | 0.427928 |
44 | 0.00915 | 0.0679 | 0.473074 |
45 | 0.022829 | 0.1693 | 0.433088 |
46 | -0.125894 | -0.9337 | 0.177281 |
47 | 0.009601 | 0.0712 | 0.471747 |
48 | -0.151981 | -1.1271 | 0.132293 |