Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.489099 | -3.7568 | 0.000198 |
2 | 0.119182 | 0.9155 | 0.181839 |
3 | -0.028746 | -0.2208 | 0.413005 |
4 | -0.062025 | -0.4764 | 0.317767 |
5 | 0.308497 | 2.3696 | 0.010548 |
6 | -0.439377 | -3.3749 | 0.000655 |
7 | 0.223821 | 1.7192 | 0.045411 |
8 | 0.013306 | 0.1022 | 0.459469 |
9 | -0.093753 | -0.7201 | 0.237145 |
10 | 0.128136 | 0.9842 | 0.16451 |
11 | -0.320651 | -2.463 | 0.008358 |
12 | 0.427915 | 3.2869 | 0.000855 |
13 | -0.223366 | -1.7157 | 0.045731 |
14 | 0.051714 | 0.3972 | 0.34632 |
15 | 0.003864 | 0.0297 | 0.48821 |
16 | -0.098336 | -0.7553 | 0.226528 |
17 | 0.145301 | 1.1161 | 0.134457 |
18 | -0.074204 | -0.57 | 0.285431 |
19 | 0.05536 | 0.4252 | 0.336108 |
20 | 0.02879 | 0.2211 | 0.412875 |
21 | -0.048885 | -0.3755 | 0.354321 |
22 | 0.032713 | 0.2513 | 0.401239 |
23 | -0.114314 | -0.8781 | 0.191736 |
24 | 0.166385 | 1.278 | 0.103123 |
25 | -0.086178 | -0.6619 | 0.255293 |
26 | -0.005081 | -0.039 | 0.484499 |
27 | -0.006311 | -0.0485 | 0.480752 |
28 | 0.021807 | 0.1675 | 0.433773 |
29 | 0.002985 | 0.0229 | 0.490892 |
30 | -0.050029 | -0.3843 | 0.351077 |
31 | 0.064361 | 0.4944 | 0.311443 |
32 | -0.010549 | -0.081 | 0.467847 |
33 | -0.002301 | -0.0177 | 0.492979 |
34 | -0.04784 | -0.3675 | 0.357293 |
35 | 0.008963 | 0.0688 | 0.472672 |
36 | 0.110068 | 0.8454 | 0.200639 |
37 | -0.054145 | -0.4159 | 0.339497 |
38 | -0.043139 | -0.3314 | 0.370775 |
39 | -0.000329 | -0.0025 | 0.498995 |
40 | 0.00493 | 0.0379 | 0.484962 |
41 | -0.07824 | -0.601 | 0.27508 |
42 | 0.047396 | 0.3641 | 0.35856 |
43 | 0.007736 | 0.0594 | 0.476409 |
44 | -0.021957 | -0.1687 | 0.433323 |
45 | 0.030502 | 0.2343 | 0.407785 |
46 | -0.064225 | -0.4933 | 0.311808 |
47 | 0.091174 | 0.7003 | 0.243241 |
48 | -0.025082 | -0.1927 | 0.423944 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.489099 | -3.7568 | 0.000198 |
2 | -0.157778 | -1.2119 | 0.115187 |
3 | -0.051798 | -0.3979 | 0.346083 |
4 | -0.110253 | -0.8469 | 0.200244 |
5 | 0.309688 | 2.3788 | 0.010313 |
6 | -0.211685 | -1.626 | 0.054642 |
7 | -0.108155 | -0.8308 | 0.204732 |
8 | 0.11089 | 0.8518 | 0.198895 |
9 | -0.064669 | -0.4967 | 0.310612 |
10 | 0.008337 | 0.064 | 0.474579 |
11 | -0.174951 | -1.3438 | 0.092075 |
12 | 0.157675 | 1.2111 | 0.115339 |
13 | 0.031408 | 0.2412 | 0.4051 |
14 | 0.063193 | 0.4854 | 0.314597 |
15 | -0.018035 | -0.1385 | 0.445147 |
16 | -0.046425 | -0.3566 | 0.361334 |
17 | -0.154401 | -1.186 | 0.120193 |
18 | 0.184311 | 1.4157 | 0.081057 |
19 | 0.108613 | 0.8343 | 0.203746 |
20 | 0.044691 | 0.3433 | 0.366306 |
21 | 0.069028 | 0.5302 | 0.298978 |
22 | -0.097815 | -0.7513 | 0.22772 |
23 | -0.109879 | -0.844 | 0.201041 |
24 | 0.102319 | 0.7859 | 0.217528 |
25 | 0.060178 | 0.4622 | 0.322805 |
26 | -0.072471 | -0.5567 | 0.289933 |
27 | -0.020179 | -0.155 | 0.438676 |
28 | 0.055452 | 0.4259 | 0.335852 |
29 | -0.006686 | -0.0514 | 0.479607 |
30 | -0.048436 | -0.372 | 0.355598 |
31 | 0.067065 | 0.5151 | 0.304191 |
32 | -0.061093 | -0.4693 | 0.320305 |
33 | -0.051821 | -0.398 | 0.346017 |
34 | 0.035141 | 0.2699 | 0.394081 |
35 | 0.060894 | 0.4677 | 0.320849 |
36 | 0.022387 | 0.172 | 0.432029 |
37 | 0.086 | 0.6606 | 0.255728 |
38 | -0.107746 | -0.8276 | 0.205613 |
39 | -0.105107 | -0.8073 | 0.211357 |
40 | -0.039233 | -0.3014 | 0.382101 |
41 | -0.152734 | -1.1732 | 0.122721 |
42 | 0.020086 | 0.1543 | 0.438956 |
43 | 0.074293 | 0.5707 | 0.285201 |
44 | -0.051331 | -0.3943 | 0.347398 |
45 | 0.002622 | 0.0201 | 0.491999 |
46 | 0.010375 | 0.0797 | 0.468377 |
47 | 0.024691 | 0.1897 | 0.425116 |
48 | 0.002586 | 0.0199 | 0.492109 |