Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.34243 | -2.9056 | 0.002433 |
2 | -0.052068 | -0.4418 | 0.329974 |
3 | -0.137321 | -1.1652 | 0.12389 |
4 | 0.190507 | 1.6165 | 0.05518 |
5 | 0.104958 | 0.8906 | 0.188056 |
6 | -0.104474 | -0.8865 | 0.189153 |
7 | -0.010147 | -0.0861 | 0.465813 |
8 | -0.090842 | -0.7708 | 0.221668 |
9 | 0.223313 | 1.8949 | 0.031062 |
10 | -0.181561 | -1.5406 | 0.063899 |
11 | 0.01901 | 0.1613 | 0.436151 |
12 | 0.048821 | 0.4143 | 0.339957 |
13 | -0.012046 | -0.1022 | 0.459436 |
14 | -0.088184 | -0.7483 | 0.22837 |
15 | 0.03994 | 0.3389 | 0.367834 |
16 | 0.139713 | 1.1855 | 0.119859 |
17 | -0.300142 | -2.5468 | 0.006505 |
18 | 0.142453 | 1.2088 | 0.115355 |
19 | -0.126345 | -1.0721 | 0.143634 |
20 | 0.101276 | 0.8594 | 0.196499 |
21 | -0.104486 | -0.8866 | 0.189125 |
22 | 0.057435 | 0.4874 | 0.313745 |
23 | -0.086889 | -0.7373 | 0.231675 |
24 | -0.036954 | -0.3136 | 0.37738 |
25 | 0.053112 | 0.4507 | 0.326792 |
26 | -0.040665 | -0.3451 | 0.365531 |
27 | 0.075266 | 0.6387 | 0.262537 |
28 | -0.017622 | -0.1495 | 0.440778 |
29 | -0.099501 | -0.8443 | 0.200651 |
30 | 0.015838 | 0.1344 | 0.446735 |
31 | 0.169532 | 1.4385 | 0.077309 |
32 | -0.132176 | -1.1215 | 0.13289 |
33 | 0.028857 | 0.2449 | 0.40363 |
34 | 0.062634 | 0.5315 | 0.298367 |
35 | -0.013208 | -0.1121 | 0.455538 |
36 | -0.051879 | -0.4402 | 0.330552 |
37 | 0.011728 | 0.0995 | 0.460501 |
38 | 0.072258 | 0.6131 | 0.27086 |
39 | -0.004767 | -0.0405 | 0.483923 |
40 | 0.028417 | 0.2411 | 0.40507 |
41 | -0.14118 | -1.198 | 0.117432 |
42 | 0.110531 | 0.9379 | 0.17572 |
43 | 0.089498 | 0.7594 | 0.225041 |
44 | -0.04352 | -0.3693 | 0.3565 |
45 | -0.106577 | -0.9043 | 0.184416 |
46 | 0.060493 | 0.5133 | 0.304657 |
47 | 0.094565 | 0.8024 | 0.212477 |
48 | -0.07959 | -0.6753 | 0.250811 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.34243 | -2.9056 | 0.002433 |
2 | -0.191819 | -1.6276 | 0.053985 |
3 | -0.263749 | -2.238 | 0.014158 |
4 | 0.027315 | 0.2318 | 0.408686 |
5 | 0.186264 | 1.5805 | 0.059188 |
6 | 0.042669 | 0.3621 | 0.359183 |
7 | 0.05968 | 0.5064 | 0.30706 |
8 | -0.096585 | -0.8196 | 0.207587 |
9 | 0.10736 | 0.911 | 0.182674 |
10 | -0.113823 | -0.9658 | 0.168684 |
11 | -0.073481 | -0.6235 | 0.267462 |
12 | 0.083307 | 0.7069 | 0.24096 |
13 | -0.02618 | -0.2221 | 0.412415 |
14 | -0.128034 | -1.0864 | 0.140462 |
15 | 0.026264 | 0.2229 | 0.412138 |
16 | 0.146891 | 1.2464 | 0.108327 |
17 | -0.279068 | -2.368 | 0.010287 |
18 | -0.033096 | -0.2808 | 0.389824 |
19 | -0.093343 | -0.792 | 0.215468 |
20 | -0.132993 | -1.1285 | 0.131431 |
21 | -0.144737 | -1.2281 | 0.111698 |
22 | 0.08542 | 0.7248 | 0.235459 |
23 | -0.042709 | -0.3624 | 0.359058 |
24 | -0.192514 | -1.6335 | 0.053361 |
25 | -0.067212 | -0.5703 | 0.285121 |
26 | 0.073678 | 0.6252 | 0.266914 |
27 | -0.096991 | -0.823 | 0.206614 |
28 | 0.043437 | 0.3686 | 0.356764 |
29 | 0.001606 | 0.0136 | 0.494581 |
30 | -0.082584 | -0.7007 | 0.242859 |
31 | 0.028393 | 0.2409 | 0.405151 |
32 | -0.045354 | -0.3848 | 0.350746 |
33 | 0.086158 | 0.7311 | 0.233552 |
34 | 0.025305 | 0.2147 | 0.415297 |
35 | 0.010638 | 0.0903 | 0.464161 |
36 | -0.115225 | -0.9777 | 0.165744 |
37 | -0.070877 | -0.6014 | 0.274727 |
38 | -0.030234 | -0.2565 | 0.39913 |
39 | 0.04181 | 0.3548 | 0.361899 |
40 | -0.020273 | -0.172 | 0.431953 |
41 | -0.118095 | -1.0021 | 0.159833 |
42 | -0.030278 | -0.2569 | 0.398988 |
43 | 0.031935 | 0.271 | 0.393593 |
44 | 0.004834 | 0.041 | 0.483698 |
45 | -0.000306 | -0.0026 | 0.498968 |
46 | -0.054305 | -0.4608 | 0.323167 |
47 | 0.02102 | 0.1784 | 0.429471 |
48 | -0.027602 | -0.2342 | 0.407743 |