Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.445396 | -3.753 | 0.000177 |
2 | -0.134027 | -1.1293 | 0.13128 |
3 | 0.282122 | 2.3772 | 0.010071 |
4 | -0.262073 | -2.2083 | 0.015228 |
5 | 0.227489 | 1.9169 | 0.02964 |
6 | -0.083479 | -0.7034 | 0.242051 |
7 | -0.132212 | -1.114 | 0.13451 |
8 | 0.234516 | 1.9761 | 0.026017 |
9 | -0.042696 | -0.3598 | 0.360046 |
10 | -0.20585 | -1.7345 | 0.043582 |
11 | 0.078212 | 0.659 | 0.256005 |
12 | 0.271315 | 2.2861 | 0.012616 |
13 | -0.286916 | -2.4176 | 0.009096 |
14 | 0.179272 | 1.5106 | 0.067668 |
15 | -0.145181 | -1.2233 | 0.112627 |
16 | -0.018013 | -0.1518 | 0.439894 |
17 | 0.206196 | 1.7374 | 0.043323 |
18 | -0.186493 | -1.5714 | 0.060266 |
19 | 0.049089 | 0.4136 | 0.340194 |
20 | 0.051924 | 0.4375 | 0.331532 |
21 | -0.069827 | -0.5884 | 0.279074 |
22 | -0.05167 | -0.4354 | 0.332305 |
23 | -0.013523 | -0.1139 | 0.4548 |
24 | 0.117934 | 0.9937 | 0.161864 |
25 | -0.052259 | -0.4403 | 0.330514 |
26 | 0.074969 | 0.6317 | 0.264805 |
27 | -0.150399 | -1.2673 | 0.104597 |
28 | 0.077284 | 0.6512 | 0.258508 |
29 | 0.112993 | 0.9521 | 0.172139 |
30 | -0.138477 | -1.1668 | 0.123593 |
31 | 0.043489 | 0.3664 | 0.357563 |
32 | 0.026124 | 0.2201 | 0.413201 |
33 | -0.072099 | -0.6075 | 0.272722 |
34 | -0.018687 | -0.1575 | 0.437666 |
35 | -0.006728 | -0.0567 | 0.477475 |
36 | 0.088696 | 0.7474 | 0.228656 |
37 | -0.020834 | -0.1756 | 0.430572 |
38 | -0.031003 | -0.2612 | 0.397332 |
39 | -0.064124 | -0.5403 | 0.295335 |
40 | 0.078827 | 0.6642 | 0.254355 |
41 | 0.017768 | 0.1497 | 0.440705 |
42 | -0.074639 | -0.6289 | 0.265711 |
43 | 0.056383 | 0.4751 | 0.318089 |
44 | 0.007515 | 0.0633 | 0.474843 |
45 | -0.073047 | -0.6155 | 0.270095 |
46 | 0.026988 | 0.2274 | 0.410383 |
47 | -0.024524 | -0.2066 | 0.418439 |
48 | 0.023863 | 0.2011 | 0.420608 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.445396 | -3.753 | 0.000177 |
2 | -0.414665 | -3.494 | 0.000412 |
3 | 0.01956 | 0.1648 | 0.434779 |
4 | -0.198652 | -1.6739 | 0.049278 |
5 | 0.155559 | 1.3108 | 0.097081 |
6 | -0.01339 | -0.1128 | 0.455244 |
7 | -0.060949 | -0.5136 | 0.304575 |
8 | 0.049471 | 0.4168 | 0.339024 |
9 | 0.179637 | 1.5136 | 0.067277 |
10 | -0.152479 | -1.2848 | 0.101517 |
11 | -0.192968 | -1.626 | 0.054193 |
12 | 0.310497 | 2.6163 | 0.005426 |
13 | -0.024058 | -0.2027 | 0.419969 |
14 | 0.196353 | 1.6545 | 0.051221 |
15 | -0.170883 | -1.4399 | 0.077147 |
16 | 0.011778 | 0.0992 | 0.460612 |
17 | -0.135551 | -1.1422 | 0.12861 |
18 | 0.200905 | 1.6929 | 0.047434 |
19 | -0.033575 | -0.2829 | 0.389036 |
20 | -0.063578 | -0.5357 | 0.296915 |
21 | -0.025729 | -0.2168 | 0.414493 |
22 | -0.131579 | -1.1087 | 0.13565 |
23 | -0.119112 | -1.0037 | 0.159476 |
24 | -0.058401 | -0.4921 | 0.312086 |
25 | 0.121416 | 1.0231 | 0.154874 |
26 | 0.009126 | 0.0769 | 0.469462 |
27 | 0.113588 | 0.9571 | 0.17088 |
28 | -0.014865 | -0.1253 | 0.450339 |
29 | 0.114966 | 0.9687 | 0.167986 |
30 | -0.019107 | -0.161 | 0.436276 |
31 | 0.030216 | 0.2546 | 0.399884 |
32 | -0.014457 | -0.1218 | 0.451693 |
33 | -0.084689 | -0.7136 | 0.238906 |
34 | -0.083755 | -0.7057 | 0.241332 |
35 | -0.109171 | -0.9199 | 0.180373 |
36 | 0.097263 | 0.8196 | 0.207608 |
37 | -0.086381 | -0.7279 | 0.234547 |
38 | 0.003806 | 0.0321 | 0.487253 |
39 | -0.078873 | -0.6646 | 0.25423 |
40 | 0.034662 | 0.2921 | 0.385543 |
41 | -0.028843 | -0.243 | 0.40434 |
42 | -0.004726 | -0.0398 | 0.484174 |
43 | -0.015488 | -0.1305 | 0.448267 |
44 | -0.021458 | -0.1808 | 0.428518 |
45 | 0.009238 | 0.0778 | 0.469086 |
46 | -0.013747 | -0.1158 | 0.454056 |
47 | 0.027898 | 0.2351 | 0.407413 |
48 | -0.104821 | -0.8832 | 0.190045 |