Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.30919 | -2.7131 | 0.00411 |
2 | 0.118932 | 1.0436 | 0.149962 |
3 | -0.004081 | -0.0358 | 0.485764 |
4 | 0.00573 | 0.0503 | 0.480014 |
5 | -0.166013 | -1.4568 | 0.074624 |
6 | 0.00835 | 0.0733 | 0.470889 |
7 | 0.102048 | 0.8955 | 0.186665 |
8 | 0.089418 | 0.7846 | 0.217535 |
9 | 0.01419 | 0.1245 | 0.450616 |
10 | -0.005075 | -0.0445 | 0.482299 |
11 | 0.036118 | 0.3169 | 0.376077 |
12 | -0.364322 | -3.1969 | 0.001008 |
13 | 0.162479 | 1.4257 | 0.078992 |
14 | -0.068753 | -0.6033 | 0.27404 |
15 | -0.041995 | -0.3685 | 0.356754 |
16 | 0.052735 | 0.4628 | 0.322424 |
17 | 0.061241 | 0.5374 | 0.296275 |
18 | 0.090533 | 0.7944 | 0.214695 |
19 | -0.109404 | -0.96 | 0.170025 |
20 | 0.001947 | 0.0171 | 0.493208 |
21 | 0.013563 | 0.119 | 0.452786 |
22 | -0.082071 | -0.7202 | 0.2368 |
23 | -0.056238 | -0.4935 | 0.311536 |
24 | -0.037725 | -0.331 | 0.370757 |
25 | 0.036001 | 0.3159 | 0.376464 |
26 | -0.014123 | -0.1239 | 0.450849 |
27 | -0.030831 | -0.2705 | 0.393735 |
28 | -0.013199 | -0.1158 | 0.454047 |
29 | -0.00328 | -0.0288 | 0.488558 |
30 | -0.236959 | -2.0793 | 0.020459 |
31 | 0.077081 | 0.6764 | 0.250411 |
32 | -0.014213 | -0.1247 | 0.450536 |
33 | -0.064511 | -0.5661 | 0.286493 |
34 | 0.093145 | 0.8173 | 0.208126 |
35 | 0.150871 | 1.3239 | 0.094729 |
36 | -0.051992 | -0.4562 | 0.324754 |
37 | -0.097025 | -0.8514 | 0.198595 |
38 | 0.062752 | 0.5506 | 0.291736 |
39 | -0.038506 | -0.3379 | 0.368183 |
40 | -0.021951 | -0.1926 | 0.423881 |
41 | -0.058609 | -0.5143 | 0.304261 |
42 | 0.242737 | 2.13 | 0.018182 |
43 | -0.097377 | -0.8545 | 0.197746 |
44 | 0.041853 | 0.3673 | 0.357217 |
45 | -0.004257 | -0.0374 | 0.48515 |
46 | -0.062049 | -0.5445 | 0.293844 |
47 | -0.072144 | -0.6331 | 0.264286 |
48 | 0.079454 | 0.6972 | 0.243887 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.30919 | -2.7131 | 0.00411 |
2 | 0.0258 | 0.2264 | 0.410747 |
3 | 0.043948 | 0.3856 | 0.350412 |
4 | 0.014901 | 0.1308 | 0.448154 |
5 | -0.183262 | -1.6081 | 0.055951 |
6 | -0.107134 | -0.9401 | 0.175054 |
7 | 0.120542 | 1.0578 | 0.146738 |
8 | 0.207121 | 1.8175 | 0.036517 |
9 | 0.088537 | 0.7769 | 0.219797 |
10 | -0.069427 | -0.6092 | 0.272087 |
11 | -0.023894 | -0.2097 | 0.417241 |
12 | -0.367033 | -3.2207 | 0.000937 |
13 | 0.005202 | 0.0456 | 0.481856 |
14 | 0.102474 | 0.8992 | 0.185674 |
15 | -0.052695 | -0.4624 | 0.32255 |
16 | -0.053976 | -0.4736 | 0.318549 |
17 | -0.082733 | -0.726 | 0.235026 |
18 | 0.163347 | 1.4334 | 0.077901 |
19 | 0.103863 | 0.9114 | 0.182466 |
20 | 0.028273 | 0.2481 | 0.402361 |
21 | -0.015967 | -0.1401 | 0.444468 |
22 | -0.135853 | -1.1921 | 0.118441 |
23 | -0.107426 | -0.9427 | 0.174402 |
24 | -0.264397 | -2.3201 | 0.011494 |
25 | 0.003971 | 0.0348 | 0.486147 |
26 | 0.028995 | 0.2544 | 0.399921 |
27 | -0.124344 | -1.0911 | 0.139312 |
28 | -0.089832 | -0.7883 | 0.216478 |
29 | -0.031222 | -0.274 | 0.39242 |
30 | -0.157245 | -1.3798 | 0.085818 |
31 | -0.044286 | -0.3886 | 0.349318 |
32 | 0.125924 | 1.105 | 0.136304 |
33 | -0.004867 | -0.0427 | 0.483023 |
34 | -0.076393 | -0.6703 | 0.25232 |
35 | 0.081834 | 0.7181 | 0.237436 |
36 | -0.072298 | -0.6344 | 0.263845 |
37 | -0.108794 | -0.9547 | 0.171368 |
38 | 0.007633 | 0.067 | 0.473387 |
39 | -0.055559 | -0.4875 | 0.313634 |
40 | 0.01666 | 0.1462 | 0.442078 |
41 | -0.162546 | -1.4263 | 0.078907 |
42 | -0.029233 | -0.2565 | 0.399117 |
43 | 0.001474 | 0.0129 | 0.494858 |
44 | 0.08223 | 0.7216 | 0.236373 |
45 | -0.009971 | -0.0875 | 0.465253 |
46 | -0.128603 | -1.1285 | 0.13131 |
47 | -0.012255 | -0.1075 | 0.457323 |
48 | 0.014832 | 0.1301 | 0.448394 |