Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.393273 | -3.3138 | 0.000726 |
2 | -0.011104 | -0.0936 | 0.462861 |
3 | -0.009425 | -0.0794 | 0.468461 |
4 | 0.006753 | 0.0569 | 0.477393 |
5 | 0.03078 | 0.2594 | 0.398056 |
6 | -0.069996 | -0.5898 | 0.2786 |
7 | 0.022671 | 0.191 | 0.424525 |
8 | -0.095044 | -0.8009 | 0.212944 |
9 | 0.083118 | 0.7004 | 0.242993 |
10 | -0.057839 | -0.4874 | 0.313753 |
11 | -0.020454 | -0.1723 | 0.431827 |
12 | 0.048635 | 0.4098 | 0.341593 |
13 | 0.062371 | 0.5255 | 0.300421 |
14 | -0.025007 | -0.2107 | 0.416857 |
15 | -0.04701 | -0.3961 | 0.346604 |
16 | 0.025315 | 0.2133 | 0.415849 |
17 | 0.00943 | 0.0795 | 0.468446 |
18 | 0.062598 | 0.5275 | 0.299758 |
19 | -0.080887 | -0.6816 | 0.248864 |
20 | -0.035615 | -0.3001 | 0.38249 |
21 | -0.021348 | -0.1799 | 0.42888 |
22 | 0.029371 | 0.2475 | 0.402623 |
23 | -0.033725 | -0.2842 | 0.388553 |
24 | 0.017332 | 0.146 | 0.442152 |
25 | 0.005618 | 0.0473 | 0.481189 |
26 | 0.033612 | 0.2832 | 0.388917 |
27 | -0.06626 | -0.5583 | 0.289191 |
28 | 0.009921 | 0.0836 | 0.466807 |
29 | 0.117173 | 0.9873 | 0.16342 |
30 | -0.061054 | -0.5145 | 0.304266 |
31 | 0.010391 | 0.0876 | 0.465237 |
32 | -0.046868 | -0.3949 | 0.347045 |
33 | 0.083289 | 0.7018 | 0.242547 |
34 | -0.009391 | -0.0791 | 0.468576 |
35 | -0.02205 | -0.1858 | 0.426567 |
36 | -0.014508 | -0.1222 | 0.451525 |
37 | 0.038556 | 0.3249 | 0.373113 |
38 | -0.028596 | -0.241 | 0.405143 |
39 | -0.009835 | -0.0829 | 0.467093 |
40 | 0.006373 | 0.0537 | 0.478664 |
41 | -0.033137 | -0.2792 | 0.390445 |
42 | -0.056468 | -0.4758 | 0.317837 |
43 | 0.089626 | 0.7552 | 0.226312 |
44 | -0.029285 | -0.2468 | 0.402904 |
45 | -0.011591 | -0.0977 | 0.461234 |
46 | 0.070605 | 0.5949 | 0.27689 |
47 | -0.056974 | -0.4801 | 0.316326 |
48 | 0.035537 | 0.2994 | 0.382738 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.393273 | -3.3138 | 0.000726 |
2 | -0.196096 | -1.6523 | 0.051441 |
3 | -0.112899 | -0.9513 | 0.172338 |
4 | -0.056148 | -0.4731 | 0.318793 |
5 | 0.010033 | 0.0845 | 0.466434 |
6 | -0.063527 | -0.5353 | 0.297062 |
7 | -0.036251 | -0.3055 | 0.380457 |
8 | -0.141642 | -1.1935 | 0.118324 |
9 | -0.031353 | -0.2642 | 0.396202 |
10 | -0.073438 | -0.6188 | 0.269016 |
11 | -0.090324 | -0.7611 | 0.224565 |
12 | -0.018631 | -0.157 | 0.437851 |
13 | 0.082799 | 0.6977 | 0.243828 |
14 | 0.039483 | 0.3327 | 0.370174 |
15 | -0.027987 | -0.2358 | 0.407126 |
16 | -0.026213 | -0.2209 | 0.41291 |
17 | -0.004987 | -0.042 | 0.483301 |
18 | 0.073487 | 0.6192 | 0.268879 |
19 | -0.008084 | -0.0681 | 0.472941 |
20 | -0.060002 | -0.5056 | 0.307356 |
21 | -0.091825 | -0.7737 | 0.220829 |
22 | -0.051607 | -0.4349 | 0.332495 |
23 | -0.06923 | -0.5833 | 0.280755 |
24 | -0.018937 | -0.1596 | 0.436839 |
25 | -0.02053 | -0.173 | 0.431576 |
26 | 0.02526 | 0.2128 | 0.416028 |
27 | -0.076889 | -0.6479 | 0.259576 |
28 | -0.064289 | -0.5417 | 0.294859 |
29 | 0.084233 | 0.7098 | 0.240088 |
30 | 0.012293 | 0.1036 | 0.458895 |
31 | -0.004502 | -0.0379 | 0.484922 |
32 | -0.029507 | -0.2486 | 0.402181 |
33 | 0.080681 | 0.6798 | 0.249411 |
34 | 0.074519 | 0.6279 | 0.266039 |
35 | 0.024345 | 0.2051 | 0.419026 |
36 | -0.002343 | -0.0197 | 0.492151 |
37 | 0.07468 | 0.6293 | 0.265599 |
38 | 0.001695 | 0.0143 | 0.494323 |
39 | 0.003928 | 0.0331 | 0.486844 |
40 | 0.0081 | 0.0682 | 0.472889 |
41 | -0.041052 | -0.3459 | 0.365217 |
42 | -0.172934 | -1.4572 | 0.07474 |
43 | -0.02056 | -0.1732 | 0.431478 |
44 | 0.002573 | 0.0217 | 0.491382 |
45 | -0.005478 | -0.0462 | 0.481658 |
46 | 0.03546 | 0.2988 | 0.382986 |
47 | -0.045341 | -0.3821 | 0.351782 |
48 | 0.017318 | 0.1459 | 0.442198 |