Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.324755 | -3.5575 | 0.000269 |
2 | -0.033174 | -0.3634 | 0.35847 |
3 | 0.221859 | 2.4303 | 0.008282 |
4 | -0.058108 | -0.6365 | 0.262818 |
5 | 0.044434 | 0.4868 | 0.313661 |
6 | 0.153842 | 1.6853 | 0.047269 |
7 | -0.09185 | -1.0062 | 0.158179 |
8 | 0.032065 | 0.3513 | 0.363006 |
9 | 0.14958 | 1.6386 | 0.051961 |
10 | 0.018504 | 0.2027 | 0.419855 |
11 | 0.013261 | 0.1453 | 0.44237 |
12 | -0.171769 | -1.8816 | 0.031154 |
13 | 0.127025 | 1.3915 | 0.083326 |
14 | 0.208716 | 2.2864 | 0.011993 |
15 | -0.115876 | -1.2694 | 0.103386 |
16 | -0.08371 | -0.917 | 0.180493 |
17 | 0.126522 | 1.386 | 0.084161 |
18 | -0.058917 | -0.6454 | 0.259949 |
19 | -0.058158 | -0.6371 | 0.262642 |
20 | 0.118583 | 1.299 | 0.098216 |
21 | -0.079943 | -0.8757 | 0.191462 |
22 | -0.190308 | -2.0847 | 0.019608 |
23 | 0.324902 | 3.5591 | 0.000267 |
24 | -0.190684 | -2.0888 | 0.019418 |
25 | -0.173436 | -1.8999 | 0.029923 |
26 | 0.195071 | 2.1369 | 0.017318 |
27 | -0.048871 | -0.5354 | 0.296698 |
28 | -0.028926 | -0.3169 | 0.375945 |
29 | 0.046549 | 0.5099 | 0.305524 |
30 | -0.077947 | -0.8539 | 0.19744 |
31 | -0.024346 | -0.2667 | 0.39508 |
32 | 0.050748 | 0.5559 | 0.289653 |
33 | -0.069234 | -0.7584 | 0.224842 |
34 | -0.052693 | -0.5772 | 0.282435 |
35 | -0.000809 | -0.0089 | 0.496471 |
36 | -0.059353 | -0.6502 | 0.25841 |
37 | 0.139784 | 1.5313 | 0.064169 |
38 | -0.136665 | -1.4971 | 0.068498 |
39 | -0.043865 | -0.4805 | 0.315867 |
40 | 0.07859 | 0.8609 | 0.195504 |
41 | -0.00221 | -0.0242 | 0.490363 |
42 | -0.055035 | -0.6029 | 0.273862 |
43 | 0.060867 | 0.6668 | 0.253103 |
44 | -0.03613 | -0.3958 | 0.346484 |
45 | -0.047804 | -0.5237 | 0.300739 |
46 | 0.147876 | 1.6199 | 0.05394 |
47 | -0.039963 | -0.4378 | 0.33117 |
48 | -0.20103 | -2.2022 | 0.014782 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.324755 | -3.5575 | 0.000269 |
2 | -0.154986 | -1.6978 | 0.04607 |
3 | 0.182216 | 1.9961 | 0.024095 |
4 | 0.089027 | 0.9752 | 0.1657 |
5 | 0.09175 | 1.0051 | 0.158442 |
6 | 0.180156 | 1.9735 | 0.025368 |
7 | 0.020349 | 0.2229 | 0.411993 |
8 | -0.009608 | -0.1053 | 0.458176 |
9 | 0.102931 | 1.1276 | 0.13088 |
10 | 0.136069 | 1.4906 | 0.06935 |
11 | 0.072605 | 0.7953 | 0.213992 |
12 | -0.266037 | -2.9143 | 0.002127 |
13 | -0.080664 | -0.8836 | 0.189333 |
14 | 0.253526 | 2.7772 | 0.003182 |
15 | 0.128446 | 1.4071 | 0.080998 |
16 | -0.181801 | -1.9915 | 0.024347 |
17 | -0.078404 | -0.8589 | 0.196062 |
18 | 0.029098 | 0.3188 | 0.375235 |
19 | -0.133628 | -1.4638 | 0.072928 |
20 | -0.047062 | -0.5155 | 0.303562 |
21 | 0.125345 | 1.3731 | 0.086142 |
22 | -0.19051 | -2.0869 | 0.019506 |
23 | 0.028473 | 0.3119 | 0.377828 |
24 | -0.103055 | -1.1289 | 0.130594 |
25 | -0.106645 | -1.1682 | 0.122514 |
26 | 0.159107 | 1.7429 | 0.041954 |
27 | 0.10466 | 1.1465 | 0.126936 |
28 | -0.039704 | -0.4349 | 0.332194 |
29 | -0.031657 | -0.3468 | 0.364679 |
30 | 0.047353 | 0.5187 | 0.302454 |
31 | -0.030166 | -0.3304 | 0.370819 |
32 | 0.003486 | 0.0382 | 0.484801 |
33 | 0.028826 | 0.3158 | 0.376362 |
34 | -0.190575 | -2.0876 | 0.019473 |
35 | -0.008962 | -0.0982 | 0.460978 |
36 | -0.053766 | -0.589 | 0.278492 |
37 | 0.0369 | 0.4042 | 0.343387 |
38 | 0.091635 | 1.0038 | 0.158743 |
39 | 0.08899 | 0.9748 | 0.1658 |
40 | -0.136233 | -1.4924 | 0.069115 |
41 | -0.033728 | -0.3695 | 0.356212 |
42 | 0.122455 | 1.3414 | 0.091158 |
43 | 0.032034 | 0.3509 | 0.363134 |
44 | -0.006092 | -0.0667 | 0.473454 |
45 | 0.056261 | 0.6163 | 0.269431 |
46 | -0.061462 | -0.6733 | 0.251032 |
47 | 0.062667 | 0.6865 | 0.246867 |
48 | -0.135872 | -1.4884 | 0.069633 |