Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.307692 | -2.5927 | 0.005778 |
2 | -0.040893 | -0.3446 | 0.365718 |
3 | 0.058798 | 0.4954 | 0.310911 |
4 | -0.038019 | -0.3204 | 0.374819 |
5 | -0.195402 | -1.6465 | 0.052041 |
6 | 0.277188 | 2.3356 | 0.01117 |
7 | -0.279399 | -2.3543 | 0.010665 |
8 | 0.024315 | 0.2049 | 0.419126 |
9 | 0.109637 | 0.9238 | 0.179354 |
10 | -0.099912 | -0.8419 | 0.201344 |
11 | -0.143899 | -1.2125 | 0.114667 |
12 | 0.323828 | 2.7286 | 0.004005 |
13 | 0.020778 | 0.1751 | 0.430758 |
14 | -0.116711 | -0.9834 | 0.164369 |
15 | 0.04023 | 0.339 | 0.367812 |
16 | -0.006189 | -0.0522 | 0.479277 |
17 | -0.213086 | -1.7955 | 0.038415 |
18 | 0.155836 | 1.3131 | 0.09669 |
19 | -0.15893 | -1.3392 | 0.092394 |
20 | -0.039788 | -0.3353 | 0.36921 |
21 | 0.028073 | 0.2365 | 0.406846 |
22 | 0.101901 | 0.8586 | 0.196716 |
23 | -0.202255 | -1.7042 | 0.046356 |
24 | 0.276525 | 2.33 | 0.011326 |
25 | -0.074492 | -0.6277 | 0.266114 |
26 | -0.005084 | -0.0428 | 0.482975 |
27 | 0.053714 | 0.4526 | 0.326109 |
28 | 0.044872 | 0.3781 | 0.353244 |
29 | -0.287798 | -2.425 | 0.008926 |
30 | 0.115164 | 0.9704 | 0.167574 |
31 | -0.013484 | -0.1136 | 0.454932 |
32 | -0.015031 | -0.1267 | 0.449787 |
33 | 0.079797 | 0.6724 | 0.251763 |
34 | 0.038683 | 0.3259 | 0.372712 |
35 | -0.096817 | -0.8158 | 0.208673 |
36 | 0.143678 | 1.2107 | 0.115021 |
37 | 0.01702 | 0.1434 | 0.443184 |
38 | -0.093722 | -0.7897 | 0.216161 |
39 | 0.100133 | 0.8437 | 0.200826 |
40 | 0.04023 | 0.339 | 0.367812 |
41 | -0.162246 | -1.3671 | 0.087952 |
42 | -0.039125 | -0.3297 | 0.37131 |
43 | 0.056366 | 0.4749 | 0.318141 |
44 | -0.008621 | -0.0726 | 0.471149 |
45 | 0.047745 | 0.4023 | 0.344332 |
46 | 0.046419 | 0.3911 | 0.348435 |
47 | -0.125995 | -1.0617 | 0.145996 |
48 | 0.112732 | 0.9499 | 0.172693 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.307692 | -2.5927 | 0.005778 |
2 | -0.149745 | -1.2618 | 0.10558 |
3 | -0.001971 | -0.0166 | 0.493398 |
4 | -0.027073 | -0.2281 | 0.410105 |
5 | -0.235854 | -1.9873 | 0.025371 |
6 | 0.151461 | 1.2762 | 0.103017 |
7 | -0.21333 | -1.7975 | 0.03825 |
8 | -0.093475 | -0.7876 | 0.216767 |
9 | 0.02607 | 0.2197 | 0.413378 |
10 | -0.100997 | -0.851 | 0.198812 |
11 | -0.179016 | -1.5084 | 0.067942 |
12 | 0.127452 | 1.0739 | 0.143246 |
13 | 0.26273 | 2.2138 | 0.015028 |
14 | -0.053685 | -0.4524 | 0.326197 |
15 | -0.088529 | -0.746 | 0.229077 |
16 | 0.043863 | 0.3696 | 0.356392 |
17 | -0.171029 | -1.4411 | 0.076974 |
18 | -0.093179 | -0.7851 | 0.217493 |
19 | -0.159106 | -1.3407 | 0.092154 |
20 | -0.040021 | -0.3372 | 0.368473 |
21 | -0.197152 | -1.6612 | 0.050538 |
22 | 0.0086 | 0.0725 | 0.471218 |
23 | -0.052121 | -0.4392 | 0.330932 |
24 | 0.042482 | 0.358 | 0.360717 |
25 | -0.100215 | -0.8444 | 0.200635 |
26 | -0.05237 | -0.4413 | 0.330177 |
27 | 0.073587 | 0.6201 | 0.268605 |
28 | -0.017517 | -0.1476 | 0.441538 |
29 | -0.213092 | -1.7955 | 0.038411 |
30 | -0.167062 | -1.4077 | 0.081793 |
31 | 0.016846 | 0.1419 | 0.443762 |
32 | 0.019407 | 0.1635 | 0.435283 |
33 | 0.004859 | 0.0409 | 0.483728 |
34 | -0.001749 | -0.0147 | 0.494142 |
35 | -0.006824 | -0.0575 | 0.477155 |
36 | -0.070429 | -0.5934 | 0.277384 |
37 | -0.025029 | -0.2109 | 0.416786 |
38 | -0.048829 | -0.4114 | 0.340995 |
39 | -0.023251 | -0.1959 | 0.422619 |
40 | -0.078199 | -0.6589 | 0.256041 |
41 | 0.023751 | 0.2001 | 0.420974 |
42 | -0.088 | -0.7415 | 0.230418 |
43 | 0.00301 | 0.0254 | 0.489919 |
44 | -0.006762 | -0.057 | 0.477362 |
45 | 0.004545 | 0.0383 | 0.484779 |
46 | -0.051792 | -0.4364 | 0.331933 |
47 | -0.104754 | -0.8827 | 0.190196 |
48 | -0.03047 | -0.2567 | 0.399058 |