Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.365777 | -2.6629 | 0.005118 |
2 | 0.099091 | 0.7214 | 0.23692 |
3 | 0.308692 | 2.2473 | 0.014403 |
4 | -0.060255 | -0.4387 | 0.331346 |
5 | 0.229652 | 1.6719 | 0.05022 |
6 | -0.102416 | -0.7456 | 0.229601 |
7 | -0.030355 | -0.221 | 0.412976 |
8 | 0.427087 | 3.1092 | 0.001508 |
9 | -0.334273 | -2.4335 | 0.009178 |
10 | 0.03853 | 0.2805 | 0.390092 |
11 | 0.212181 | 1.5447 | 0.064185 |
12 | -0.17835 | -1.2984 | 0.099884 |
13 | 0.015957 | 0.1162 | 0.453978 |
14 | -0.035533 | -0.2587 | 0.398439 |
15 | 0.039777 | 0.2896 | 0.386633 |
16 | 0.054332 | 0.3955 | 0.347014 |
17 | -0.193376 | -1.4078 | 0.082515 |
18 | 0.013313 | 0.0969 | 0.461578 |
19 | 0.175618 | 1.2785 | 0.103318 |
20 | -0.234127 | -1.7045 | 0.047075 |
21 | -0.005476 | -0.0399 | 0.484176 |
22 | 0.087414 | 0.6364 | 0.263634 |
23 | -0.1076 | -0.7833 | 0.218456 |
24 | 0.02099 | 0.1528 | 0.439565 |
25 | -0.120009 | -0.8737 | 0.193117 |
26 | -0.054724 | -0.3984 | 0.34597 |
27 | 0.116228 | 0.8462 | 0.200635 |
28 | -0.27411 | -1.9956 | 0.025567 |
29 | 0.100306 | 0.7302 | 0.234229 |
30 | 0.020005 | 0.1456 | 0.442378 |
31 | -0.175008 | -1.2741 | 0.104097 |
32 | 0.09347 | 0.6805 | 0.249583 |
33 | -0.107391 | -0.7818 | 0.2189 |
34 | -0.027454 | -0.1999 | 0.421174 |
35 | 0.064086 | 0.4666 | 0.321366 |
36 | -0.20415 | -1.4862 | 0.071571 |
37 | 0.109347 | 0.7961 | 0.214774 |
38 | 0.006212 | 0.0452 | 0.482048 |
39 | -0.135693 | -0.9879 | 0.163854 |
40 | 0.10496 | 0.7641 | 0.224091 |
41 | -0.08105 | -0.5901 | 0.278832 |
42 | 0.017723 | 0.129 | 0.448913 |
43 | 0.018055 | 0.1314 | 0.447961 |
44 | -0.062496 | -0.455 | 0.325493 |
45 | 0.040847 | 0.2974 | 0.383673 |
46 | -0.000476 | -0.0035 | 0.498623 |
47 | -0.030211 | -0.2199 | 0.413382 |
48 | 0.030905 | 0.225 | 0.411426 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.365777 | -2.6629 | 0.005118 |
2 | -0.040062 | -0.2917 | 0.385845 |
3 | 0.383591 | 2.7926 | 0.003629 |
4 | 0.247104 | 1.7989 | 0.038861 |
5 | 0.318794 | 2.3209 | 0.012087 |
6 | -0.070462 | -0.513 | 0.305052 |
7 | -0.351933 | -2.5621 | 0.006641 |
8 | 0.225993 | 1.6453 | 0.052918 |
9 | 0.03655 | 0.2661 | 0.395601 |
10 | -0.175293 | -1.2762 | 0.103733 |
11 | -0.032198 | -0.2344 | 0.407786 |
12 | -0.037217 | -0.2709 | 0.393744 |
13 | -0.167028 | -1.216 | 0.11469 |
14 | 0.004822 | 0.0351 | 0.486063 |
15 | 0.203566 | 1.482 | 0.072134 |
16 | 0.029179 | 0.2124 | 0.416294 |
17 | -0.027131 | -0.1975 | 0.42209 |
18 | -0.15696 | -1.1427 | 0.129152 |
19 | -0.007134 | -0.0519 | 0.479386 |
20 | 0.024202 | 0.1762 | 0.430408 |
21 | 0.026101 | 0.19 | 0.42501 |
22 | 0.032888 | 0.2394 | 0.40585 |
23 | -0.140523 | -1.023 | 0.155472 |
24 | -0.0817 | -0.5948 | 0.27726 |
25 | -0.034728 | -0.2528 | 0.400692 |
26 | -0.157587 | -1.1472 | 0.128216 |
27 | -0.023581 | -0.1717 | 0.432176 |
28 | 0.028619 | 0.2084 | 0.417877 |
29 | 0.14449 | 1.0519 | 0.148809 |
30 | 0.053055 | 0.3862 | 0.35043 |
31 | -0.046443 | -0.3381 | 0.368309 |
32 | -0.049296 | -0.3589 | 0.360555 |
33 | -0.069016 | -0.5024 | 0.308718 |
34 | -0.062545 | -0.4553 | 0.325364 |
35 | 0.034426 | 0.2506 | 0.401537 |
36 | -0.010983 | -0.08 | 0.468286 |
37 | -0.115489 | -0.8408 | 0.202127 |
38 | -0.024337 | -0.1772 | 0.430024 |
39 | 0.047865 | 0.3485 | 0.364437 |
40 | 0.061212 | 0.4456 | 0.328839 |
41 | 0.048538 | 0.3534 | 0.362609 |
42 | 0.037537 | 0.2733 | 0.392852 |
43 | -0.110499 | -0.8044 | 0.212368 |
44 | -0.032445 | -0.2362 | 0.407094 |
45 | 0.004977 | 0.0362 | 0.485616 |
46 | -0.062365 | -0.454 | 0.325833 |
47 | 0.044403 | 0.3233 | 0.373884 |
48 | 0.021015 | 0.153 | 0.439493 |