Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.280781 | -2.7367 | 0.003704 |
2 | -0.181445 | -1.7685 | 0.040093 |
3 | 0.174273 | 1.6986 | 0.046333 |
4 | 0.017593 | 0.1715 | 0.432109 |
5 | -0.073285 | -0.7143 | 0.238397 |
6 | -0.081019 | -0.7897 | 0.215843 |
7 | 0.144907 | 1.4124 | 0.080552 |
8 | -0.0578 | -0.5634 | 0.287256 |
9 | -0.078027 | -0.7605 | 0.224415 |
10 | 0.2189 | 2.1336 | 0.017727 |
11 | -0.1316 | -1.2827 | 0.101363 |
12 | -0.076594 | -0.7466 | 0.228589 |
13 | 0.104292 | 1.0165 | 0.155984 |
14 | -0.015577 | -0.1518 | 0.439824 |
15 | -0.049348 | -0.481 | 0.315816 |
16 | -0.022468 | -0.219 | 0.413565 |
17 | 0.05096 | 0.4967 | 0.310277 |
18 | 0.052893 | 0.5155 | 0.303688 |
19 | -0.050332 | -0.4906 | 0.312428 |
20 | 0.003349 | 0.0326 | 0.487016 |
21 | -0.045256 | -0.4411 | 0.330072 |
22 | 0.110793 | 1.0799 | 0.141466 |
23 | -0.120371 | -1.1732 | 0.121818 |
24 | -0.083338 | -0.8123 | 0.20933 |
25 | 0.058285 | 0.5681 | 0.285658 |
26 | -0.157499 | -1.5351 | 0.06404 |
27 | 0.180652 | 1.7608 | 0.040747 |
28 | 0.029545 | 0.288 | 0.386999 |
29 | -0.070879 | -0.6908 | 0.245675 |
30 | 0.020225 | 0.1971 | 0.422074 |
31 | 0.020488 | 0.1997 | 0.421074 |
32 | 0.014936 | 0.1456 | 0.442281 |
33 | -0.204338 | -1.9916 | 0.024641 |
34 | 0.07403 | 0.7216 | 0.23617 |
35 | 0.086602 | 0.8441 | 0.20037 |
36 | -0.125084 | -1.2192 | 0.112899 |
37 | 0.007915 | 0.0771 | 0.469334 |
38 | 0.05656 | 0.5513 | 0.291369 |
39 | -0.063578 | -0.6197 | 0.268477 |
40 | 0.028927 | 0.2819 | 0.3893 |
41 | -0.066684 | -0.65 | 0.258646 |
42 | -0.014936 | -0.1456 | 0.442283 |
43 | 0.057252 | 0.558 | 0.289069 |
44 | 0.082804 | 0.8071 | 0.21082 |
45 | -0.032925 | -0.3209 | 0.374492 |
46 | -0.038172 | -0.3721 | 0.35534 |
47 | 0.123445 | 1.2032 | 0.115946 |
48 | 0.009165 | 0.0893 | 0.464504 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.280781 | -2.7367 | 0.003704 |
2 | -0.28256 | -2.754 | 0.003527 |
3 | 0.034914 | 0.3403 | 0.36719 |
4 | 0.046597 | 0.4542 | 0.325372 |
5 | 0.00017 | 0.0017 | 0.49934 |
6 | -0.121577 | -1.185 | 0.11949 |
7 | 0.062954 | 0.6136 | 0.270474 |
8 | -0.02396 | -0.2335 | 0.407924 |
9 | -0.041011 | -0.3997 | 0.345129 |
10 | 0.175231 | 1.7079 | 0.045456 |
11 | -0.04593 | -0.4477 | 0.327705 |
12 | -0.061722 | -0.6016 | 0.274441 |
13 | 0.006054 | 0.059 | 0.476535 |
14 | -0.01528 | -0.1489 | 0.440961 |
15 | -0.007433 | -0.0724 | 0.4712 |
16 | -0.022127 | -0.2157 | 0.414855 |
17 | -0.036212 | -0.3529 | 0.362455 |
18 | 0.084082 | 0.8195 | 0.207268 |
19 | 0.040023 | 0.3901 | 0.348669 |
20 | -0.033359 | -0.3251 | 0.372895 |
21 | -0.066592 | -0.6491 | 0.258934 |
22 | 0.107647 | 1.0492 | 0.148372 |
23 | -0.106533 | -1.0384 | 0.15087 |
24 | -0.108417 | -1.0567 | 0.146661 |
25 | -0.074069 | -0.7219 | 0.236053 |
26 | -0.235503 | -2.2954 | 0.011955 |
27 | 0.127069 | 1.2385 | 0.109288 |
28 | 0.093026 | 0.9067 | 0.183428 |
29 | 0.023626 | 0.2303 | 0.409187 |
30 | 0.025357 | 0.2472 | 0.402662 |
31 | 0.003785 | 0.0369 | 0.485323 |
32 | -0.052737 | -0.514 | 0.304215 |
33 | -0.134186 | -1.3079 | 0.097035 |
34 | -0.039187 | -0.3819 | 0.351676 |
35 | -0.040223 | -0.392 | 0.347952 |
36 | -0.007125 | -0.0694 | 0.472389 |
37 | -0.091479 | -0.8916 | 0.187424 |
38 | -0.043811 | -0.427 | 0.335167 |
39 | -0.032566 | -0.3174 | 0.375812 |
40 | 0.029157 | 0.2842 | 0.388443 |
41 | -0.097856 | -0.9538 | 0.171307 |
42 | -0.050431 | -0.4915 | 0.312089 |
43 | 0.091383 | 0.8907 | 0.187673 |
44 | 0.12859 | 1.2533 | 0.106579 |
45 | 0.013258 | 0.1292 | 0.448729 |
46 | -0.000346 | -0.0034 | 0.498659 |
47 | 0.057275 | 0.5583 | 0.288993 |
48 | 0.083354 | 0.8124 | 0.209288 |