Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.327428 | -2.759 | 0.003685 |
2 | -0.252081 | -2.1241 | 0.018574 |
3 | 0.107293 | 0.9041 | 0.184509 |
4 | 0.135954 | 1.1456 | 0.12791 |
5 | -0.158739 | -1.3376 | 0.092654 |
6 | 0.185049 | 1.5592 | 0.061692 |
7 | -0.225884 | -1.9033 | 0.030526 |
8 | 0.235506 | 1.9844 | 0.025538 |
9 | 0.014963 | 0.1261 | 0.450014 |
10 | -0.325049 | -2.7389 | 0.003894 |
11 | -0.089827 | -0.7569 | 0.225808 |
12 | 0.560413 | 4.7221 | 6e-06 |
13 | -0.208194 | -1.7543 | 0.041849 |
14 | -0.206521 | -1.7402 | 0.04308 |
15 | 0.042692 | 0.3597 | 0.360059 |
16 | 0.070339 | 0.5927 | 0.277636 |
17 | -0.040207 | -0.3388 | 0.367883 |
18 | 0.056408 | 0.4753 | 0.318017 |
19 | -0.145205 | -1.2235 | 0.11259 |
20 | 0.217251 | 1.8306 | 0.035679 |
21 | -0.058016 | -0.4889 | 0.313226 |
22 | -0.254713 | -2.1463 | 0.017636 |
23 | 0.025308 | 0.2132 | 0.415873 |
24 | 0.291419 | 2.4555 | 0.008259 |
25 | -0.062144 | -0.5236 | 0.301081 |
26 | -0.167556 | -1.4119 | 0.08118 |
27 | -0.068799 | -0.5797 | 0.281972 |
28 | 0.124815 | 1.0517 | 0.148249 |
29 | -0.02329 | -0.1962 | 0.422489 |
30 | 0.029477 | 0.2484 | 0.40228 |
31 | -0.091509 | -0.7711 | 0.221613 |
32 | 0.158247 | 1.3334 | 0.09333 |
33 | -0.014499 | -0.1222 | 0.451554 |
34 | -0.161234 | -1.3586 | 0.08929 |
35 | -0.038511 | -0.3245 | 0.373258 |
36 | 0.261152 | 2.2005 | 0.015513 |
37 | -0.01871 | -0.1576 | 0.43759 |
38 | -0.125499 | -1.0575 | 0.14694 |
39 | -0.039689 | -0.3344 | 0.369521 |
40 | 0.121471 | 1.0235 | 0.154765 |
41 | -0.061243 | -0.516 | 0.303715 |
42 | 0.050006 | 0.4214 | 0.337383 |
43 | -0.059225 | -0.499 | 0.309648 |
44 | 0.078504 | 0.6615 | 0.255221 |
45 | -0.014491 | -0.1221 | 0.45158 |
46 | -0.065002 | -0.5477 | 0.292801 |
47 | -0.103497 | -0.8721 | 0.193051 |
48 | 0.263416 | 2.2196 | 0.014821 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.327428 | -2.759 | 0.003685 |
2 | -0.402434 | -3.391 | 0.000571 |
3 | -0.187422 | -1.5792 | 0.059362 |
4 | 0.0122 | 0.1028 | 0.459207 |
5 | -0.105568 | -0.8895 | 0.188361 |
6 | 0.207586 | 1.7492 | 0.042293 |
7 | -0.178882 | -1.5073 | 0.068087 |
8 | 0.254796 | 2.147 | 0.017607 |
9 | 0.124515 | 1.0492 | 0.148826 |
10 | -0.274787 | -2.3154 | 0.011743 |
11 | -0.367547 | -3.097 | 0.001399 |
12 | 0.192682 | 1.6236 | 0.05445 |
13 | 0.188154 | 1.5854 | 0.058658 |
14 | -0.035066 | -0.2955 | 0.38425 |
15 | -0.112695 | -0.9496 | 0.172772 |
16 | -0.13286 | -1.1195 | 0.133351 |
17 | -0.0235 | -0.198 | 0.421799 |
18 | 0.008804 | 0.0742 | 0.470535 |
19 | -0.007041 | -0.0593 | 0.47643 |
20 | -0.00252 | -0.0212 | 0.491559 |
21 | -0.131632 | -1.1092 | 0.135554 |
22 | -0.053089 | -0.4473 | 0.327999 |
23 | -0.020781 | -0.1751 | 0.430748 |
24 | -0.115 | -0.969 | 0.167915 |
25 | 0.028319 | 0.2386 | 0.406045 |
26 | -0.066432 | -0.5598 | 0.2887 |
27 | -0.152084 | -1.2815 | 0.102097 |
28 | -0.078145 | -0.6585 | 0.256185 |
29 | -0.125809 | -1.0601 | 0.14635 |
30 | 0.085902 | 0.7238 | 0.235776 |
31 | -0.081111 | -0.6835 | 0.248271 |
32 | -0.04357 | -0.3671 | 0.357306 |
33 | 0.038952 | 0.3282 | 0.371858 |
34 | 0.034386 | 0.2897 | 0.38643 |
35 | -0.045424 | -0.3827 | 0.351525 |
36 | -0.081317 | -0.6852 | 0.247727 |
37 | -0.067713 | -0.5706 | 0.285049 |
38 | -0.061498 | -0.5182 | 0.302969 |
39 | 0.073445 | 0.6189 | 0.268995 |
40 | 0.078317 | 0.6599 | 0.255723 |
41 | -0.112693 | -0.9496 | 0.172776 |
42 | -0.073292 | -0.6176 | 0.269418 |
43 | -0.03554 | -0.2995 | 0.382729 |
44 | 0.001805 | 0.0152 | 0.493954 |
45 | -0.138526 | -1.1672 | 0.12351 |
46 | -0.008075 | -0.068 | 0.472974 |
47 | -0.038565 | -0.325 | 0.373085 |
48 | 0.022775 | 0.1919 | 0.424183 |