Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.353582 | -3.6058 | 0.00024 |
2 | 0.113784 | 1.1604 | 0.124276 |
3 | -0.035672 | -0.3638 | 0.35838 |
4 | -0.083412 | -0.8506 | 0.198461 |
5 | 0.059869 | 0.6105 | 0.271416 |
6 | -0.013817 | -0.1409 | 0.444106 |
7 | 0.068791 | 0.7015 | 0.242269 |
8 | -0.179018 | -1.8256 | 0.035388 |
9 | 0.189722 | 1.9348 | 0.027866 |
10 | -0.058081 | -0.5923 | 0.277462 |
11 | 0.237194 | 2.4189 | 0.008652 |
12 | -0.333314 | -3.3991 | 0.00048 |
13 | 0.058993 | 0.6016 | 0.274369 |
14 | -0.088714 | -0.9047 | 0.183855 |
15 | -0.073154 | -0.746 | 0.228666 |
16 | 0.131935 | 1.3455 | 0.090699 |
17 | -0.044774 | -0.4566 | 0.324453 |
18 | 0.060773 | 0.6198 | 0.268384 |
19 | -0.16696 | -1.7027 | 0.045808 |
20 | 0.200321 | 2.0429 | 0.021797 |
21 | -0.203548 | -2.0758 | 0.02019 |
22 | 0.035971 | 0.3668 | 0.357243 |
23 | -0.013517 | -0.1378 | 0.445314 |
24 | -0.151429 | -1.5443 | 0.062779 |
25 | 0.145783 | 1.4867 | 0.070059 |
26 | -0.055773 | -0.5688 | 0.285368 |
27 | 0.149844 | 1.5281 | 0.064759 |
28 | -0.1014 | -1.0341 | 0.15175 |
29 | 0.026387 | 0.2691 | 0.394194 |
30 | -0.080817 | -0.8242 | 0.205863 |
31 | 0.087109 | 0.8883 | 0.188204 |
32 | -0.057895 | -0.5904 | 0.278097 |
33 | 0.001461 | 0.0149 | 0.49407 |
34 | 0.15761 | 1.6073 | 0.055509 |
35 | -0.18499 | -1.8865 | 0.031006 |
36 | 0.244418 | 2.4926 | 0.00713 |
37 | -0.097753 | -0.9969 | 0.160567 |
38 | 0.015832 | 0.1615 | 0.436024 |
39 | -0.012883 | -0.1314 | 0.447864 |
40 | 0.022211 | 0.2265 | 0.410623 |
41 | -0.015257 | -0.1556 | 0.438329 |
42 | 0.010829 | 0.1104 | 0.456138 |
43 | -0.003834 | -0.0391 | 0.484444 |
44 | -0.036903 | -0.3763 | 0.353716 |
45 | 0.116752 | 1.1906 | 0.118253 |
46 | -0.170046 | -1.7341 | 0.042928 |
47 | 0.205063 | 2.0912 | 0.019471 |
48 | -0.318118 | -3.2442 | 0.000792 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.353582 | -3.6058 | 0.00024 |
2 | -0.012841 | -0.131 | 0.448032 |
3 | 0.000613 | 0.0063 | 0.49751 |
4 | -0.108059 | -1.102 | 0.136505 |
5 | -0.005054 | -0.0515 | 0.479495 |
6 | 0.0183 | 0.1866 | 0.426161 |
7 | 0.073851 | 0.7531 | 0.226535 |
8 | -0.16343 | -1.6667 | 0.049295 |
9 | 0.091646 | 0.9346 | 0.176076 |
10 | 0.067078 | 0.6841 | 0.247727 |
11 | 0.271414 | 2.7679 | 0.00334 |
12 | -0.267222 | -2.7251 | 0.003771 |
13 | -0.139007 | -1.4176 | 0.079648 |
14 | -0.099157 | -1.0112 | 0.157132 |
15 | -0.080739 | -0.8234 | 0.206088 |
16 | -0.042986 | -0.4384 | 0.331014 |
17 | 0.052776 | 0.5382 | 0.295789 |
18 | 0.062879 | 0.6412 | 0.261387 |
19 | -0.10699 | -1.0911 | 0.138877 |
20 | -0.005681 | -0.0579 | 0.476957 |
21 | -0.103002 | -1.0504 | 0.147981 |
22 | -0.086541 | -0.8826 | 0.189757 |
23 | 0.080347 | 0.8194 | 0.207221 |
24 | -0.173442 | -1.7688 | 0.039933 |
25 | 0.037765 | 0.3851 | 0.350465 |
26 | -0.027623 | -0.2817 | 0.389365 |
27 | 0.040796 | 0.416 | 0.339119 |
28 | -0.032111 | -0.3275 | 0.371987 |
29 | -0.03313 | -0.3379 | 0.368074 |
30 | -0.025976 | -0.2649 | 0.395803 |
31 | 0.042105 | 0.4294 | 0.334265 |
32 | 0.009078 | 0.0926 | 0.463208 |
33 | -0.073686 | -0.7515 | 0.227038 |
34 | 0.144221 | 1.4708 | 0.072186 |
35 | -0.024651 | -0.2514 | 0.401003 |
36 | -0.002584 | -0.0264 | 0.489513 |
37 | 0.024296 | 0.2478 | 0.402402 |
38 | -0.053442 | -0.545 | 0.293458 |
39 | 0.077114 | 0.7864 | 0.216709 |
40 | 0.037012 | 0.3774 | 0.353306 |
41 | 0.013834 | 0.1411 | 0.44404 |
42 | -0.01379 | -0.1406 | 0.444218 |
43 | -0.105523 | -1.0761 | 0.142181 |
44 | -0.011338 | -0.1156 | 0.454087 |
45 | -0.005754 | -0.0587 | 0.476659 |
46 | -0.009093 | -0.0927 | 0.463149 |
47 | 0.088696 | 0.9045 | 0.183904 |
48 | -0.240722 | -2.4549 | 0.007876 |