Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.306705 | -2.5843 | 0.005907 |
2 | -0.24337 | -2.0507 | 0.021996 |
3 | 0.093959 | 0.7917 | 0.215583 |
4 | 0.111909 | 0.943 | 0.174449 |
5 | -0.149638 | -1.2609 | 0.105742 |
6 | 0.209154 | 1.7624 | 0.041156 |
7 | -0.243802 | -2.0543 | 0.021814 |
8 | 0.180994 | 1.5251 | 0.065841 |
9 | 0.058189 | 0.4903 | 0.312712 |
10 | -0.3257 | -2.7444 | 0.003836 |
11 | -0.087792 | -0.7397 | 0.230947 |
12 | 0.555346 | 4.6794 | 7e-06 |
13 | -0.208953 | -1.7607 | 0.0413 |
14 | -0.115232 | -0.971 | 0.167432 |
15 | -0.04208 | -0.3546 | 0.361982 |
16 | 0.077062 | 0.6493 | 0.259107 |
17 | -0.051521 | -0.4341 | 0.332759 |
18 | 0.103705 | 0.8738 | 0.192577 |
19 | -0.197578 | -1.6648 | 0.050178 |
20 | 0.234968 | 1.9799 | 0.025797 |
21 | -0.034543 | -0.2911 | 0.385926 |
22 | -0.238971 | -2.0136 | 0.023921 |
23 | -0.031846 | -0.2683 | 0.394608 |
24 | 0.38534 | 3.2469 | 0.000891 |
25 | -0.148512 | -1.2514 | 0.107451 |
26 | -0.085868 | -0.7235 | 0.235863 |
27 | -0.13774 | -1.1606 | 0.124842 |
28 | 0.178369 | 1.503 | 0.068641 |
29 | -0.063014 | -0.531 | 0.298551 |
30 | 0.029164 | 0.2457 | 0.403296 |
31 | -0.055147 | -0.4647 | 0.321791 |
32 | 0.154895 | 1.3052 | 0.098025 |
33 | -0.069582 | -0.5863 | 0.279764 |
34 | -0.095386 | -0.8037 | 0.212115 |
35 | -0.039708 | -0.3346 | 0.369462 |
36 | 0.206797 | 1.7425 | 0.042875 |
37 | 0.036171 | 0.3048 | 0.380711 |
38 | -0.210639 | -1.7749 | 0.040103 |
39 | -0.039819 | -0.3355 | 0.369111 |
40 | 0.135415 | 1.141 | 0.128846 |
41 | -0.057257 | -0.4825 | 0.315482 |
42 | 0.023757 | 0.2002 | 0.420955 |
43 | -0.005481 | -0.0462 | 0.481648 |
44 | 0.039119 | 0.3296 | 0.371328 |
45 | -0.01202 | -0.1013 | 0.459807 |
46 | -0.038015 | -0.3203 | 0.374833 |
47 | -0.076903 | -0.648 | 0.259539 |
48 | 0.166171 | 1.4002 | 0.082907 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.306705 | -2.5843 | 0.005907 |
2 | -0.372476 | -3.1385 | 0.001237 |
3 | -0.157293 | -1.3254 | 0.094648 |
4 | 0.002575 | 0.0217 | 0.491374 |
5 | -0.12103 | -1.0198 | 0.155638 |
6 | 0.210217 | 1.7713 | 0.0404 |
7 | -0.197242 | -1.662 | 0.050462 |
8 | 0.187439 | 1.5794 | 0.059346 |
9 | 0.088057 | 0.742 | 0.230273 |
10 | -0.315677 | -2.6599 | 0.004827 |
11 | -0.293618 | -2.4741 | 0.007875 |
12 | 0.257007 | 2.1656 | 0.016852 |
13 | 0.142032 | 1.1968 | 0.117687 |
14 | 0.098133 | 0.8269 | 0.205536 |
15 | -0.142912 | -1.2042 | 0.116256 |
16 | -0.044693 | -0.3766 | 0.353801 |
17 | -0.126745 | -1.068 | 0.144576 |
18 | -0.051543 | -0.4343 | 0.33269 |
19 | -0.039405 | -0.332 | 0.370421 |
20 | 0.045163 | 0.3806 | 0.352337 |
21 | 0.004251 | 0.0358 | 0.485764 |
22 | -0.030715 | -0.2588 | 0.398264 |
23 | -0.055244 | -0.4655 | 0.321501 |
24 | 0.051249 | 0.4318 | 0.333587 |
25 | -0.01762 | -0.1485 | 0.441197 |
26 | -0.082133 | -0.6921 | 0.245578 |
27 | -0.225281 | -1.8982 | 0.030864 |
28 | 0.042682 | 0.3596 | 0.36009 |
29 | -0.066989 | -0.5645 | 0.287111 |
30 | -0.000729 | -0.0061 | 0.497557 |
31 | 0.134261 | 1.1313 | 0.130866 |
32 | -0.033742 | -0.2843 | 0.388499 |
33 | 0.007823 | 0.0659 | 0.473815 |
34 | -0.005789 | -0.0488 | 0.480615 |
35 | 0.038112 | 0.3211 | 0.374526 |
36 | -0.135708 | -1.1435 | 0.128337 |
37 | 0.027117 | 0.2285 | 0.409961 |
38 | -0.162119 | -1.366 | 0.088119 |
39 | 0.04895 | 0.4125 | 0.340623 |
40 | -0.069685 | -0.5872 | 0.279475 |
41 | 0.03072 | 0.2589 | 0.398248 |
42 | 0.02356 | 0.1985 | 0.421603 |
43 | -0.020009 | -0.1686 | 0.433295 |
44 | -0.054774 | -0.4615 | 0.322913 |
45 | -0.053537 | -0.4511 | 0.326644 |
46 | 0.014492 | 0.1221 | 0.451576 |
47 | 0.04172 | 0.3515 | 0.363114 |
48 | -0.088267 | -0.7438 | 0.229741 |