Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.19843 | -1.5242 | 0.066405 |
2 | -0.357138 | -2.7432 | 0.004022 |
3 | -0.001123 | -0.0086 | 0.496573 |
4 | 0.088859 | 0.6825 | 0.248784 |
5 | -0.032871 | -0.2525 | 0.400771 |
6 | -0.054743 | -0.4205 | 0.337828 |
7 | 0.234853 | 1.8039 | 0.038173 |
8 | -0.025621 | -0.1968 | 0.422332 |
9 | -0.037855 | -0.2908 | 0.386124 |
10 | -0.314763 | -2.4177 | 0.009362 |
11 | 0.024321 | 0.1868 | 0.426223 |
12 | 0.42723 | 3.2816 | 0.000868 |
13 | -0.045849 | -0.3522 | 0.362982 |
14 | -0.13477 | -1.0352 | 0.152404 |
15 | -0.090439 | -0.6947 | 0.244993 |
16 | 0.006039 | 0.0464 | 0.481578 |
17 | 0.051618 | 0.3965 | 0.346588 |
18 | -0.038076 | -0.2925 | 0.385477 |
19 | 0.09607 | 0.7379 | 0.231742 |
20 | 0.0282 | 0.2166 | 0.414632 |
21 | -0.008718 | -0.067 | 0.473419 |
22 | -0.335156 | -2.5744 | 0.006286 |
23 | 0.076423 | 0.587 | 0.279715 |
24 | 0.273184 | 2.0984 | 0.020082 |
25 | -0.032412 | -0.249 | 0.402127 |
26 | 0.00967 | 0.0743 | 0.47052 |
27 | -0.145429 | -1.1171 | 0.134248 |
28 | -0.004404 | -0.0338 | 0.486563 |
29 | 0.039662 | 0.3046 | 0.380853 |
30 | -0.029089 | -0.2234 | 0.411983 |
31 | -0.043082 | -0.3309 | 0.370938 |
32 | 0.157478 | 1.2096 | 0.115626 |
33 | 0.018011 | 0.1383 | 0.445221 |
34 | -0.262092 | -2.0132 | 0.024333 |
35 | -0.020845 | -0.1601 | 0.436668 |
36 | 0.24899 | 1.9125 | 0.030333 |
37 | 0.007225 | 0.0555 | 0.477966 |
38 | -0.103146 | -0.7923 | 0.215687 |
39 | -0.024548 | -0.1886 | 0.425545 |
40 | 0.050142 | 0.3851 | 0.350757 |
41 | -0.017875 | -0.1373 | 0.44563 |
42 | -0.045401 | -0.3487 | 0.364265 |
43 | 0.04633 | 0.3559 | 0.361604 |
44 | 0.090742 | 0.697 | 0.244269 |
45 | -0.039683 | -0.3048 | 0.380792 |
46 | -0.142681 | -1.096 | 0.138777 |
47 | 0.056279 | 0.4323 | 0.333554 |
48 | 0.065068 | 0.4998 | 0.309537 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.19843 | -1.5242 | 0.066405 |
2 | -0.412765 | -3.1705 | 0.001207 |
3 | -0.229806 | -1.7652 | 0.041355 |
4 | -0.169016 | -1.2982 | 0.09963 |
5 | -0.18405 | -1.4137 | 0.081351 |
6 | -0.196979 | -1.513 | 0.067807 |
7 | 0.135637 | 1.0418 | 0.150866 |
8 | 0.059187 | 0.4546 | 0.325523 |
9 | 0.219969 | 1.6896 | 0.04819 |
10 | -0.271632 | -2.0864 | 0.020635 |
11 | -0.215129 | -1.6524 | 0.051879 |
12 | 0.184247 | 1.4152 | 0.081129 |
13 | 0.109796 | 0.8434 | 0.201216 |
14 | 0.152696 | 1.1729 | 0.122779 |
15 | -0.026118 | -0.2006 | 0.420844 |
16 | -0.150096 | -1.1529 | 0.126799 |
17 | 0.149883 | 1.1513 | 0.127132 |
18 | -0.010032 | -0.0771 | 0.469421 |
19 | -0.018317 | -0.1407 | 0.444295 |
20 | -0.093589 | -0.7189 | 0.237528 |
21 | -0.050001 | -0.3841 | 0.351155 |
22 | -0.18924 | -1.4536 | 0.07568 |
23 | -0.051067 | -0.3923 | 0.348142 |
24 | -0.115933 | -0.8905 | 0.188408 |
25 | -0.079541 | -0.611 | 0.271784 |
26 | 0.088746 | 0.6817 | 0.249056 |
27 | -0.027687 | -0.2127 | 0.416161 |
28 | -0.004174 | -0.0321 | 0.487265 |
29 | 0.086173 | 0.6619 | 0.255303 |
30 | -0.08475 | -0.651 | 0.258795 |
31 | -0.173748 | -1.3346 | 0.09357 |
32 | -0.071293 | -0.5476 | 0.293011 |
33 | -0.090575 | -0.6957 | 0.244667 |
34 | 0.043954 | 0.3376 | 0.368424 |
35 | -0.132602 | -1.0185 | 0.156291 |
36 | 0.045591 | 0.3502 | 0.363722 |
37 | 0.005888 | 0.0452 | 0.48204 |
38 | -0.090436 | -0.6947 | 0.244999 |
39 | 0.023771 | 0.1826 | 0.427874 |
40 | -0.03674 | -0.2822 | 0.389387 |
41 | -0.078609 | -0.6038 | 0.274142 |
42 | 0.063083 | 0.4846 | 0.314895 |
43 | -0.007848 | -0.0603 | 0.476066 |
44 | 0.012945 | 0.0994 | 0.460568 |
45 | -0.038896 | -0.2988 | 0.383084 |
46 | -0.027498 | -0.2112 | 0.416723 |
47 | 0.094163 | 0.7233 | 0.236184 |
48 | 0.009183 | 0.0705 | 0.472003 |