Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.108931 | -0.8367 | 0.203065 |
2 | -0.371156 | -2.8509 | 0.002999 |
3 | -0.029844 | -0.2292 | 0.409739 |
4 | 0.193784 | 1.4885 | 0.070975 |
5 | 0.177726 | 1.3651 | 0.088696 |
6 | -0.316949 | -2.4345 | 0.008978 |
7 | 0.069921 | 0.5371 | 0.296617 |
8 | 0.090129 | 0.6923 | 0.245734 |
9 | 0.056215 | 0.4318 | 0.333731 |
10 | -0.253555 | -1.9476 | 0.028114 |
11 | -0.192224 | -1.4765 | 0.072563 |
12 | 0.579116 | 4.4483 | 1.9e-05 |
13 | -0.065776 | -0.5052 | 0.307638 |
14 | -0.248272 | -1.907 | 0.030696 |
15 | -0.08085 | -0.621 | 0.26849 |
16 | 0.15426 | 1.1849 | 0.120405 |
17 | 0.116175 | 0.8924 | 0.187913 |
18 | -0.234577 | -1.8018 | 0.038342 |
19 | 0.128821 | 0.9895 | 0.163232 |
20 | 0.015595 | 0.1198 | 0.452529 |
21 | 0.03872 | 0.2974 | 0.383597 |
22 | -0.179993 | -1.3826 | 0.086007 |
23 | -0.181382 | -1.3932 | 0.08439 |
24 | 0.396766 | 3.0476 | 0.001724 |
25 | 0.009518 | 0.0731 | 0.470983 |
26 | -0.141884 | -1.0898 | 0.14011 |
27 | -0.148407 | -1.1399 | 0.12946 |
28 | 0.085398 | 0.656 | 0.257201 |
29 | 0.132953 | 1.0212 | 0.155657 |
30 | -0.096004 | -0.7374 | 0.231894 |
31 | 0.022691 | 0.1743 | 0.431115 |
32 | -0.111093 | -0.8533 | 0.198465 |
33 | 0.07164 | 0.5503 | 0.292103 |
34 | -0.054904 | -0.4217 | 0.337379 |
35 | -0.093432 | -0.7177 | 0.237899 |
36 | 0.152072 | 1.1681 | 0.123735 |
37 | -0.018862 | -0.1449 | 0.442648 |
38 | -0.048677 | -0.3739 | 0.354912 |
39 | -0.065011 | -0.4994 | 0.309692 |
40 | 0.01134 | 0.0871 | 0.465441 |
41 | 0.017425 | 0.1338 | 0.446992 |
42 | -0.033557 | -0.2578 | 0.398746 |
43 | 0.079934 | 0.614 | 0.270792 |
44 | -0.086401 | -0.6637 | 0.254747 |
45 | -0.01054 | -0.081 | 0.467873 |
46 | 0.019513 | 0.1499 | 0.440686 |
47 | -0.005386 | -0.0414 | 0.483571 |
48 | 0.087789 | 0.6743 | 0.25137 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.108931 | -0.8367 | 0.203065 |
2 | -0.387622 | -2.9774 | 0.002106 |
3 | -0.152644 | -1.1725 | 0.122858 |
4 | 0.022494 | 0.1728 | 0.431709 |
5 | 0.18713 | 1.4374 | 0.077947 |
6 | -0.209953 | -1.6127 | 0.056075 |
7 | 0.167035 | 1.283 | 0.102251 |
8 | -0.067546 | -0.5188 | 0.302909 |
9 | 0.109202 | 0.8388 | 0.202485 |
10 | -0.293834 | -2.257 | 0.013863 |
11 | -0.171097 | -1.3142 | 0.096929 |
12 | 0.398734 | 3.0627 | 0.001651 |
13 | -0.088269 | -0.678 | 0.25021 |
14 | 0.061916 | 0.4756 | 0.318064 |
15 | -0.013155 | -0.101 | 0.459928 |
16 | -0.026851 | -0.2062 | 0.418653 |
17 | -0.134735 | -1.0349 | 0.152464 |
18 | 0.019305 | 0.1483 | 0.441312 |
19 | 0.114733 | 0.8813 | 0.190871 |
20 | -0.033529 | -0.2575 | 0.398829 |
21 | -0.002649 | -0.0204 | 0.491916 |
22 | -0.061578 | -0.473 | 0.318982 |
23 | -0.106841 | -0.8207 | 0.207572 |
24 | -0.002751 | -0.0211 | 0.491606 |
25 | 0.070132 | 0.5387 | 0.296063 |
26 | 0.056396 | 0.4332 | 0.333229 |
27 | -0.03414 | -0.2622 | 0.397027 |
28 | -0.076806 | -0.59 | 0.278735 |
29 | -0.001759 | -0.0135 | 0.494631 |
30 | 0.086761 | 0.6664 | 0.25387 |
31 | -0.144976 | -1.1136 | 0.134988 |
32 | -0.079645 | -0.6118 | 0.271522 |
33 | -0.041007 | -0.315 | 0.376945 |
34 | -0.035773 | -0.2748 | 0.392224 |
35 | 0.069721 | 0.5355 | 0.297146 |
36 | -0.066681 | -0.5122 | 0.305217 |
37 | -0.032292 | -0.248 | 0.402482 |
38 | -0.12909 | -0.9916 | 0.162731 |
39 | 0.081798 | 0.6283 | 0.266116 |
40 | -0.096657 | -0.7424 | 0.230384 |
41 | -0.049436 | -0.3797 | 0.352755 |
42 | -0.087422 | -0.6715 | 0.252261 |
43 | 0.032299 | 0.2481 | 0.402462 |
44 | -0.026929 | -0.2068 | 0.418421 |
45 | -0.083396 | -0.6406 | 0.262139 |
46 | 0.081329 | 0.6247 | 0.267288 |
47 | -0.004964 | -0.0381 | 0.484857 |
48 | 0.04757 | 0.3654 | 0.358061 |