Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.32741 | -2.7588 | 0.003687 |
2 | -0.339512 | -2.8608 | 0.002773 |
3 | 0.275033 | 2.3175 | 0.011683 |
4 | -0.054891 | -0.4625 | 0.32256 |
5 | -0.18859 | -1.5891 | 0.058242 |
6 | 0.222618 | 1.8758 | 0.032396 |
7 | -0.109603 | -0.9235 | 0.179429 |
8 | -0.059735 | -0.5033 | 0.308144 |
9 | 0.214504 | 1.8074 | 0.037465 |
10 | -0.24925 | -2.1002 | 0.019631 |
11 | -0.056729 | -0.478 | 0.317057 |
12 | 0.444788 | 3.7479 | 0.00018 |
13 | -0.152034 | -1.2811 | 0.10217 |
14 | -0.297798 | -2.5093 | 0.00719 |
15 | 0.282335 | 2.379 | 0.010026 |
16 | -0.052136 | -0.4393 | 0.330886 |
17 | -0.157278 | -1.3252 | 0.094669 |
18 | 0.189864 | 1.5998 | 0.05704 |
19 | -0.15344 | -1.2929 | 0.100117 |
20 | -0.014846 | -0.1251 | 0.450401 |
21 | 0.224664 | 1.8931 | 0.031213 |
22 | -0.205014 | -1.7275 | 0.044215 |
23 | -0.10795 | -0.9096 | 0.183056 |
24 | 0.372176 | 3.136 | 0.001246 |
25 | -0.019654 | -0.1656 | 0.434468 |
26 | -0.366215 | -3.0858 | 0.001447 |
27 | 0.290419 | 2.4471 | 0.008439 |
28 | -0.076406 | -0.6438 | 0.260887 |
29 | -0.119623 | -1.008 | 0.158448 |
30 | 0.123942 | 1.0444 | 0.149932 |
31 | -0.06101 | -0.5141 | 0.304396 |
32 | 0.009602 | 0.0809 | 0.467871 |
33 | 0.171011 | 1.441 | 0.076996 |
34 | -0.229717 | -1.9356 | 0.028448 |
35 | -0.071036 | -0.5986 | 0.275686 |
36 | 0.306948 | 2.5864 | 0.005875 |
37 | -0.082618 | -0.6961 | 0.244304 |
38 | -0.169543 | -1.4286 | 0.078752 |
39 | 0.161195 | 1.3583 | 0.089342 |
40 | -0.01462 | -0.1232 | 0.451152 |
41 | -0.173242 | -1.4598 | 0.074382 |
42 | 0.108109 | 0.9109 | 0.182704 |
43 | 0.0486 | 0.4095 | 0.341697 |
44 | -0.064545 | -0.5439 | 0.29412 |
45 | 0.095871 | 0.8078 | 0.210945 |
46 | -0.138276 | -1.1651 | 0.123932 |
47 | -0.007085 | -0.0597 | 0.476281 |
48 | 0.18788 | 1.5831 | 0.058921 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.32741 | -2.7588 | 0.003687 |
2 | -0.500345 | -4.216 | 3.6e-05 |
3 | -0.083018 | -0.6995 | 0.243257 |
4 | -0.179429 | -1.5119 | 0.067499 |
5 | -0.252623 | -2.1286 | 0.018377 |
6 | -0.039617 | -0.3338 | 0.369751 |
7 | -0.229299 | -1.9321 | 0.028669 |
8 | -0.137548 | -1.159 | 0.12517 |
9 | 0.013229 | 0.1115 | 0.455778 |
10 | -0.301959 | -2.5443 | 0.006562 |
11 | -0.312158 | -2.6303 | 0.005227 |
12 | 0.099002 | 0.8342 | 0.203481 |
13 | 0.141095 | 1.1889 | 0.119223 |
14 | -0.041969 | -0.3536 | 0.36233 |
15 | 0.061064 | 0.5145 | 0.304238 |
16 | 0.036268 | 0.3056 | 0.380402 |
17 | 0.055803 | 0.4702 | 0.319824 |
18 | 0.108037 | 0.9103 | 0.182864 |
19 | -0.132943 | -1.1202 | 0.133202 |
20 | -0.072079 | -0.6073 | 0.272779 |
21 | 0.017032 | 0.1435 | 0.443145 |
22 | -0.044362 | -0.3738 | 0.354832 |
23 | -0.203541 | -1.7151 | 0.045347 |
24 | -0.118847 | -1.0014 | 0.160011 |
25 | 0.210781 | 1.7761 | 0.040003 |
26 | -0.025928 | -0.2185 | 0.413842 |
27 | 0.143838 | 1.212 | 0.114765 |
28 | -0.063739 | -0.5371 | 0.296448 |
29 | 0.082273 | 0.6932 | 0.24521 |
30 | 0.04866 | 0.41 | 0.341515 |
31 | -0.002201 | -0.0185 | 0.492627 |
32 | 0.118033 | 0.9946 | 0.161663 |
33 | 0.068602 | 0.578 | 0.282531 |
34 | 0.033715 | 0.2841 | 0.388586 |
35 | -0.051664 | -0.4353 | 0.332322 |
36 | -0.146326 | -1.233 | 0.110827 |
37 | -0.117336 | -0.9887 | 0.163086 |
38 | -0.030434 | -0.2564 | 0.399177 |
39 | -0.008243 | -0.0695 | 0.472409 |
40 | -0.013857 | -0.1168 | 0.453688 |
41 | -0.094517 | -0.7964 | 0.214223 |
42 | -0.136561 | -1.1507 | 0.126862 |
43 | 0.072287 | 0.6091 | 0.2722 |
44 | 0.028182 | 0.2375 | 0.40649 |
45 | -0.091335 | -0.7696 | 0.222044 |
46 | -0.099954 | -0.8422 | 0.201244 |
47 | 0.01775 | 0.1496 | 0.440767 |
48 | 0.012505 | 0.1054 | 0.458191 |