Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.292096 | -2.2436 | 0.014312 |
2 | 0.2191 | 1.6829 | 0.048836 |
3 | 0.009826 | 0.0755 | 0.470047 |
4 | -0.194862 | -1.4968 | 0.069893 |
5 | -0.087023 | -0.6684 | 0.25323 |
6 | -0.236837 | -1.8192 | 0.03698 |
7 | 0.001535 | 0.0118 | 0.495317 |
8 | -0.258263 | -1.9838 | 0.025971 |
9 | 0.140478 | 1.079 | 0.142482 |
10 | 0.091059 | 0.6994 | 0.243514 |
11 | -0.192595 | -1.4793 | 0.072183 |
12 | 0.543988 | 4.1785 | 4.9e-05 |
13 | -0.160291 | -1.2312 | 0.111563 |
14 | 0.119998 | 0.9217 | 0.180214 |
15 | 0.063179 | 0.4853 | 0.314635 |
16 | -0.15883 | -1.22 | 0.11366 |
17 | -0.00516 | -0.0396 | 0.484259 |
18 | -0.200047 | -1.5366 | 0.06487 |
19 | 0.005951 | 0.0457 | 0.481849 |
20 | -0.207948 | -1.5973 | 0.057773 |
21 | 0.090662 | 0.6964 | 0.244461 |
22 | 0.158384 | 1.2166 | 0.114307 |
23 | -0.19175 | -1.4729 | 0.073051 |
24 | 0.50163 | 3.8531 | 0.000145 |
25 | -0.181084 | -1.3909 | 0.084734 |
26 | 0.100506 | 0.772 | 0.221597 |
27 | 0.017122 | 0.1315 | 0.447908 |
28 | -0.086328 | -0.6631 | 0.254925 |
29 | -0.056555 | -0.4344 | 0.33279 |
30 | -0.153755 | -1.181 | 0.121168 |
31 | 0.077996 | 0.5991 | 0.275701 |
32 | -0.178107 | -1.3681 | 0.08824 |
33 | 0.087436 | 0.6716 | 0.252226 |
34 | 0.083236 | 0.6393 | 0.262537 |
35 | -0.088919 | -0.683 | 0.24864 |
36 | 0.26141 | 2.0079 | 0.024618 |
37 | -0.050305 | -0.3864 | 0.350294 |
38 | 0.062244 | 0.4781 | 0.31717 |
39 | -0.025903 | -0.199 | 0.421487 |
40 | -0.017021 | -0.1307 | 0.448213 |
41 | -0.06786 | -0.5212 | 0.302075 |
42 | -0.074456 | -0.5719 | 0.284778 |
43 | 0.003012 | 0.0231 | 0.490811 |
44 | -0.049241 | -0.3782 | 0.353308 |
45 | 0.022939 | 0.1762 | 0.430372 |
46 | 0.069063 | 0.5305 | 0.298885 |
47 | -0.148839 | -1.1433 | 0.128776 |
48 | 0.169319 | 1.3006 | 0.099233 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.292096 | -2.2436 | 0.014312 |
2 | 0.146259 | 1.1234 | 0.132901 |
3 | 0.119745 | 0.9198 | 0.180717 |
4 | -0.221983 | -1.7051 | 0.04672 |
5 | -0.255198 | -1.9602 | 0.027349 |
6 | -0.295006 | -2.266 | 0.013568 |
7 | -0.074933 | -0.5756 | 0.283547 |
8 | -0.287885 | -2.2113 | 0.015452 |
9 | -0.119517 | -0.918 | 0.181171 |
10 | 0.066304 | 0.5093 | 0.306224 |
11 | -0.375107 | -2.8813 | 0.002757 |
12 | 0.225135 | 1.7293 | 0.044493 |
13 | 0.063293 | 0.4862 | 0.314326 |
14 | -0.15877 | -1.2195 | 0.113748 |
15 | 0.023645 | 0.1816 | 0.428252 |
16 | -0.115317 | -0.8858 | 0.189669 |
17 | -0.014855 | -0.1141 | 0.45477 |
18 | -0.051481 | -0.3954 | 0.346974 |
19 | -0.190027 | -1.4596 | 0.074849 |
20 | -0.064866 | -0.4982 | 0.310081 |
21 | -0.12886 | -0.9898 | 0.163158 |
22 | 0.057732 | 0.4435 | 0.329531 |
23 | -0.092831 | -0.713 | 0.239314 |
24 | 0.093168 | 0.7156 | 0.23852 |
25 | -0.032159 | -0.247 | 0.402876 |
26 | -0.137337 | -1.0549 | 0.147885 |
27 | -0.053186 | -0.4085 | 0.342182 |
28 | 0.073323 | 0.5632 | 0.287715 |
29 | -0.075535 | -0.5802 | 0.281996 |
30 | -0.064383 | -0.4945 | 0.311383 |
31 | 0.018646 | 0.1432 | 0.443301 |
32 | 0.059376 | 0.4561 | 0.325005 |
33 | -0.025804 | -0.1982 | 0.421784 |
34 | -0.105709 | -0.812 | 0.210038 |
35 | 0.115097 | 0.8841 | 0.190121 |
36 | -0.072288 | -0.5553 | 0.290411 |
37 | 0.008504 | 0.0653 | 0.474071 |
38 | 0.120909 | 0.9287 | 0.178409 |
39 | -0.094957 | -0.7294 | 0.234329 |
40 | 0.061072 | 0.4691 | 0.320361 |
41 | 0.006524 | 0.0501 | 0.480101 |
42 | 0.118811 | 0.9126 | 0.182582 |
43 | 0.04185 | 0.3215 | 0.374501 |
44 | 0.068569 | 0.5267 | 0.300192 |
45 | 0.120716 | 0.9272 | 0.17879 |
46 | -0.015049 | -0.1156 | 0.454183 |
47 | -0.13084 | -1.005 | 0.1595 |
48 | -0.004072 | -0.0313 | 0.487577 |