Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.364398 | -3.0705 | 0.001514 |
2 | -0.081387 | -0.6858 | 0.247542 |
3 | 0.093568 | 0.7884 | 0.216537 |
4 | -0.039536 | -0.3331 | 0.370007 |
5 | -0.036895 | -0.3109 | 0.378399 |
6 | -0.112496 | -0.9479 | 0.173196 |
7 | 0.030054 | 0.2532 | 0.400408 |
8 | -0.114677 | -0.9663 | 0.16859 |
9 | 0.059329 | 0.4999 | 0.309339 |
10 | 0.00289 | 0.0244 | 0.490319 |
11 | 0.03003 | 0.253 | 0.400486 |
12 | 0.092882 | 0.7826 | 0.218222 |
13 | 0.08528 | 0.7186 | 0.237379 |
14 | -0.068663 | -0.5786 | 0.282356 |
15 | 0.017064 | 0.1438 | 0.443039 |
16 | 0.050181 | 0.4228 | 0.336848 |
17 | -0.139172 | -1.1727 | 0.12242 |
18 | 0.081651 | 0.688 | 0.246847 |
19 | -0.143381 | -1.2081 | 0.1155 |
20 | -0.191257 | -1.6116 | 0.055747 |
21 | 0.311308 | 2.6231 | 0.005328 |
22 | -0.086571 | -0.7295 | 0.234059 |
23 | -0.003196 | -0.0269 | 0.489296 |
24 | 0.114978 | 0.9688 | 0.167961 |
25 | 0.038056 | 0.3207 | 0.374701 |
26 | -0.021586 | -0.1819 | 0.428095 |
27 | -0.056953 | -0.4799 | 0.316388 |
28 | 0.078579 | 0.6621 | 0.255019 |
29 | -0.10915 | -0.9197 | 0.180418 |
30 | -0.030485 | -0.2569 | 0.399012 |
31 | -0.020871 | -0.1759 | 0.430453 |
32 | -0.051849 | -0.4369 | 0.331758 |
33 | 0.058254 | 0.4909 | 0.312521 |
34 | 0.039674 | 0.3343 | 0.369568 |
35 | -0.085697 | -0.7221 | 0.236305 |
36 | 0.152753 | 1.2871 | 0.101117 |
37 | 0.041035 | 0.3458 | 0.365269 |
38 | -0.104459 | -0.8802 | 0.190865 |
39 | 0.051979 | 0.438 | 0.331365 |
40 | 0.002198 | 0.0185 | 0.492639 |
41 | -0.057801 | -0.487 | 0.313866 |
42 | -0.002862 | -0.0241 | 0.490415 |
43 | -0.087627 | -0.7384 | 0.231365 |
44 | -0.000443 | -0.0037 | 0.498515 |
45 | 0.076107 | 0.6413 | 0.2617 |
46 | 0.003258 | 0.0275 | 0.489087 |
47 | 0.004679 | 0.0394 | 0.484331 |
48 | -0.010776 | -0.0908 | 0.463952 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.364398 | -3.0705 | 0.001514 |
2 | -0.246967 | -2.081 | 0.020522 |
3 | -0.041025 | -0.3457 | 0.365301 |
4 | -0.040147 | -0.3383 | 0.368073 |
5 | -0.060325 | -0.5083 | 0.306408 |
6 | -0.199392 | -1.6801 | 0.048666 |
7 | -0.144263 | -1.2156 | 0.114086 |
8 | -0.263603 | -2.2212 | 0.014765 |
9 | -0.156952 | -1.3225 | 0.095123 |
10 | -0.154492 | -1.3018 | 0.098601 |
11 | -0.092648 | -0.7807 | 0.218797 |
12 | 0.002953 | 0.0249 | 0.49011 |
13 | 0.140543 | 1.1842 | 0.120134 |
14 | 0.034324 | 0.2892 | 0.386628 |
15 | 0.043417 | 0.3658 | 0.357788 |
16 | 0.087757 | 0.7395 | 0.231035 |
17 | -0.02341 | -0.1973 | 0.422094 |
18 | 0.126943 | 1.0696 | 0.144201 |
19 | -0.023523 | -0.1982 | 0.421725 |
20 | -0.309862 | -2.6109 | 0.005504 |
21 | 0.077483 | 0.6529 | 0.257969 |
22 | 0.012506 | 0.1054 | 0.458186 |
23 | 0.023142 | 0.195 | 0.422974 |
24 | 0.111492 | 0.9394 | 0.175342 |
25 | 0.060408 | 0.509 | 0.306163 |
26 | 0.021492 | 0.1811 | 0.428405 |
27 | -0.036713 | -0.3093 | 0.378982 |
28 | -0.012883 | -0.1086 | 0.456932 |
29 | -0.016642 | -0.1402 | 0.444438 |
30 | -0.001333 | -0.0112 | 0.495536 |
31 | -0.012291 | -0.1036 | 0.458902 |
32 | -0.007765 | -0.0654 | 0.474008 |
33 | 0.029985 | 0.2527 | 0.400631 |
34 | -0.021294 | -0.1794 | 0.429057 |
35 | -0.121195 | -1.0212 | 0.155311 |
36 | 0.027244 | 0.2296 | 0.409547 |
37 | -0.004929 | -0.0415 | 0.483492 |
38 | -0.059973 | -0.5053 | 0.307442 |
39 | -0.119682 | -1.0085 | 0.15833 |
40 | -0.050469 | -0.4253 | 0.335967 |
41 | 0.062526 | 0.5269 | 0.299969 |
42 | 0.043848 | 0.3695 | 0.356438 |
43 | -0.069752 | -0.5877 | 0.279286 |
44 | -0.055453 | -0.4673 | 0.320874 |
45 | 0.015366 | 0.1295 | 0.448674 |
46 | -0.024299 | -0.2047 | 0.419179 |
47 | 0.001241 | 0.0105 | 0.495842 |
48 | -0.027084 | -0.2282 | 0.410067 |