Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.474905 | -3.6478 | 0.000281 |
2 | -0.104634 | -0.8037 | 0.212396 |
3 | 0.157667 | 1.2111 | 0.11535 |
4 | -0.114448 | -0.8791 | 0.191458 |
5 | -0.063057 | -0.4843 | 0.314967 |
6 | 0.227145 | 1.7447 | 0.043119 |
7 | -0.181174 | -1.3916 | 0.084631 |
8 | 0.131317 | 1.0087 | 0.158627 |
9 | 0.031907 | 0.2451 | 0.403621 |
10 | -0.210147 | -1.6142 | 0.055913 |
11 | -0.054931 | -0.4219 | 0.337304 |
12 | 0.448313 | 3.4436 | 0.000531 |
13 | -0.374585 | -2.8772 | 0.002788 |
14 | 0.195236 | 1.4996 | 0.069521 |
15 | -0.142383 | -1.0937 | 0.139273 |
16 | -0.022656 | -0.174 | 0.431221 |
17 | 0.108851 | 0.8361 | 0.203236 |
18 | -0.034541 | -0.2653 | 0.395847 |
19 | -0.044956 | -0.3453 | 0.365544 |
20 | 0.157873 | 1.2126 | 0.115049 |
21 | -0.12676 | -0.9737 | 0.167101 |
22 | -0.035972 | -0.2763 | 0.391639 |
23 | -0.039083 | -0.3002 | 0.382539 |
24 | 0.161954 | 1.244 | 0.109211 |
25 | -0.098515 | -0.7567 | 0.226118 |
26 | 0.142081 | 1.0913 | 0.139779 |
27 | -0.27192 | -2.0887 | 0.020531 |
28 | 0.178269 | 1.3693 | 0.088046 |
29 | -0.014679 | -0.1128 | 0.455304 |
30 | -0.092818 | -0.713 | 0.239344 |
31 | 0.09046 | 0.6948 | 0.244944 |
32 | 0.071119 | 0.5463 | 0.293467 |
33 | -0.1315 | -1.0101 | 0.158293 |
34 | 0.057077 | 0.4384 | 0.331342 |
35 | -0.115275 | -0.8854 | 0.189756 |
36 | 0.08694 | 0.6678 | 0.253434 |
37 | 0.07134 | 0.548 | 0.292888 |
38 | -0.041638 | -0.3198 | 0.375114 |
39 | -0.122671 | -0.9423 | 0.174953 |
40 | 0.222333 | 1.7078 | 0.046468 |
41 | -0.208224 | -1.5994 | 0.057537 |
42 | 0.050516 | 0.388 | 0.349699 |
43 | 0.111916 | 0.8596 | 0.196733 |
44 | -0.096743 | -0.7431 | 0.230185 |
45 | 0.015715 | 0.1207 | 0.452167 |
46 | 0.028507 | 0.219 | 0.413716 |
47 | -0.138933 | -1.0672 | 0.145123 |
48 | 0.140851 | 1.0819 | 0.14185 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.474905 | -3.6478 | 0.000281 |
2 | -0.426318 | -3.2746 | 0.000887 |
3 | -0.182528 | -1.402 | 0.083074 |
4 | -0.227897 | -1.7505 | 0.042614 |
5 | -0.332504 | -2.554 | 0.006626 |
6 | -0.071269 | -0.5474 | 0.293075 |
7 | -0.173877 | -1.3356 | 0.093409 |
8 | 0.057518 | 0.4418 | 0.330123 |
9 | 0.184451 | 1.4168 | 0.080901 |
10 | 0.017178 | 0.1319 | 0.447738 |
11 | -0.308733 | -2.3714 | 0.010502 |
12 | 0.262015 | 2.0126 | 0.024365 |
13 | 0.069542 | 0.5342 | 0.297618 |
14 | 0.305267 | 2.3448 | 0.011211 |
15 | -0.098364 | -0.7556 | 0.226462 |
16 | -0.043468 | -0.3339 | 0.369826 |
17 | 0.053284 | 0.4093 | 0.341908 |
18 | -0.018206 | -0.1398 | 0.444631 |
19 | 0.044238 | 0.3398 | 0.367607 |
20 | -0.069352 | -0.5327 | 0.298119 |
21 | -0.032929 | -0.2529 | 0.400599 |
22 | 0.046012 | 0.3534 | 0.362516 |
23 | -0.073069 | -0.5613 | 0.288375 |
24 | -0.082375 | -0.6327 | 0.264676 |
25 | -0.058403 | -0.4486 | 0.327682 |
26 | 0.047029 | 0.3612 | 0.359606 |
27 | -0.090724 | -0.6969 | 0.244313 |
28 | -0.046717 | -0.3588 | 0.360499 |
29 | -0.067855 | -0.5212 | 0.302089 |
30 | -0.095875 | -0.7364 | 0.232194 |
31 | -0.085353 | -0.6556 | 0.257313 |
32 | 0.00955 | 0.0734 | 0.470885 |
33 | -0.017916 | -0.1376 | 0.445508 |
34 | -0.007093 | -0.0545 | 0.478368 |
35 | -0.034274 | -0.2633 | 0.396632 |
36 | -0.111878 | -0.8593 | 0.196813 |
37 | 0.038164 | 0.2931 | 0.38522 |
38 | -0.104201 | -0.8004 | 0.21335 |
39 | -0.003609 | -0.0277 | 0.48899 |
40 | 0.067733 | 0.5203 | 0.302413 |
41 | -0.009305 | -0.0715 | 0.471631 |
42 | 0.039775 | 0.3055 | 0.380524 |
43 | 0.106977 | 0.8217 | 0.207276 |
44 | 0.064548 | 0.4958 | 0.310937 |
45 | 0.018659 | 0.1433 | 0.44326 |
46 | -0.050741 | -0.3898 | 0.349062 |
47 | 0.008577 | 0.0659 | 0.473848 |
48 | -0.019457 | -0.1495 | 0.440853 |