Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.324813 | -2.4949 | 0.007708 |
2 | -0.20872 | -1.6032 | 0.057115 |
3 | -0.009809 | -0.0753 | 0.470097 |
4 | 0.127922 | 0.9826 | 0.164912 |
5 | -0.182631 | -1.4028 | 0.082956 |
6 | 0.266878 | 2.0499 | 0.022412 |
7 | -0.208765 | -1.6036 | 0.057076 |
8 | 0.24237 | 1.8617 | 0.033816 |
9 | -0.127594 | -0.9801 | 0.165528 |
10 | -0.197073 | -1.5137 | 0.067715 |
11 | -0.110933 | -0.8521 | 0.198804 |
12 | 0.615369 | 4.7267 | 7e-06 |
13 | -0.239158 | -1.837 | 0.035623 |
14 | -0.094043 | -0.7224 | 0.236463 |
15 | -0.098431 | -0.7561 | 0.226309 |
16 | 0.127624 | 0.9803 | 0.165471 |
17 | -0.072869 | -0.5597 | 0.288895 |
18 | 0.077724 | 0.597 | 0.276393 |
19 | -0.073975 | -0.5682 | 0.286023 |
20 | 0.221895 | 1.7044 | 0.046783 |
21 | -0.235622 | -1.8098 | 0.037707 |
22 | -0.052228 | -0.4012 | 0.344873 |
23 | -0.08302 | -0.6377 | 0.263072 |
24 | 0.341367 | 2.6221 | 0.005551 |
25 | -0.013847 | -0.1064 | 0.457827 |
26 | -0.135814 | -1.0432 | 0.150553 |
27 | -0.169953 | -1.3054 | 0.098406 |
28 | 0.274651 | 2.1096 | 0.019571 |
29 | -0.178558 | -1.3715 | 0.087702 |
30 | 0.023554 | 0.1809 | 0.428526 |
31 | 0.108011 | 0.8297 | 0.20504 |
32 | 0.055388 | 0.4254 | 0.336031 |
33 | -0.195497 | -1.5016 | 0.069261 |
34 | 0.082272 | 0.6319 | 0.264934 |
35 | -0.169234 | -1.2999 | 0.099344 |
36 | 0.238388 | 1.8311 | 0.036069 |
37 | 0.067542 | 0.5188 | 0.302919 |
38 | -0.182159 | -1.3992 | 0.083495 |
39 | -0.055931 | -0.4296 | 0.334522 |
40 | 0.192115 | 1.4757 | 0.072675 |
41 | -0.17329 | -1.3311 | 0.094144 |
42 | 0.073758 | 0.5665 | 0.286586 |
43 | 0.082649 | 0.6348 | 0.263993 |
44 | -0.028792 | -0.2212 | 0.412866 |
45 | -0.071551 | -0.5496 | 0.292338 |
46 | 0.015764 | 0.1211 | 0.452018 |
47 | -0.086017 | -0.6607 | 0.255685 |
48 | 0.144516 | 1.11 | 0.135741 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.324813 | -2.4949 | 0.007708 |
2 | -0.351286 | -2.6983 | 0.004538 |
3 | -0.274861 | -2.1112 | 0.019499 |
4 | -0.089822 | -0.6899 | 0.24647 |
5 | -0.295681 | -2.2712 | 0.0134 |
6 | 0.12758 | 0.98 | 0.165553 |
7 | -0.187532 | -1.4405 | 0.077511 |
8 | 0.304675 | 2.3403 | 0.011336 |
9 | 0.062581 | 0.4807 | 0.316256 |
10 | -0.199167 | -1.5298 | 0.065702 |
11 | -0.334311 | -2.5679 | 0.006392 |
12 | 0.331226 | 2.5442 | 0.006796 |
13 | 0.201062 | 1.5444 | 0.063921 |
14 | 0.121613 | 0.9341 | 0.177023 |
15 | -0.085956 | -0.6602 | 0.255834 |
16 | -0.043707 | -0.3357 | 0.369136 |
17 | 0.10677 | 0.8201 | 0.207725 |
18 | -0.115778 | -0.8893 | 0.188725 |
19 | 0.046272 | 0.3554 | 0.36177 |
20 | -0.067965 | -0.522 | 0.301796 |
21 | -0.10163 | -0.7806 | 0.219068 |
22 | 0.078099 | 0.5999 | 0.275439 |
23 | -0.123677 | -0.95 | 0.172998 |
24 | -0.0789 | -0.606 | 0.273404 |
25 | 0.098914 | 0.7598 | 0.225208 |
26 | 0.012514 | 0.0961 | 0.461875 |
27 | -0.045902 | -0.3526 | 0.36283 |
28 | 0.11496 | 0.883 | 0.190404 |
29 | -0.083847 | -0.644 | 0.261023 |
30 | -0.002243 | -0.0172 | 0.493158 |
31 | 0.094282 | 0.7242 | 0.235904 |
32 | -0.052245 | -0.4013 | 0.344825 |
33 | 0.020585 | 0.1581 | 0.437453 |
34 | 0.066788 | 0.513 | 0.304929 |
35 | 0.048806 | 0.3749 | 0.354544 |
36 | -0.067774 | -0.5206 | 0.302303 |
37 | -0.070137 | -0.5387 | 0.296049 |
38 | -0.036968 | -0.284 | 0.388719 |
39 | 0.073609 | 0.5654 | 0.286973 |
40 | -0.069717 | -0.5355 | 0.297156 |
41 | 0.067358 | 0.5174 | 0.30341 |
42 | 0.014607 | 0.1122 | 0.455524 |
43 | 0.038709 | 0.2973 | 0.38363 |
44 | 0.028995 | 0.2227 | 0.412262 |
45 | -0.048426 | -0.372 | 0.355626 |
46 | -0.018489 | -0.142 | 0.443776 |
47 | 0.089967 | 0.691 | 0.246123 |
48 | -0.035 | -0.2688 | 0.394496 |