Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.227019 | -1.8858 | 0.031769 |
2 | 0.166498 | 1.383 | 0.085557 |
3 | -0.110072 | -0.9143 | 0.181865 |
4 | 0.015267 | 0.1268 | 0.449726 |
5 | 0.040054 | 0.3327 | 0.370178 |
6 | -0.408932 | -3.3968 | 0.000567 |
7 | 0.041269 | 0.3428 | 0.366393 |
8 | 0.038707 | 0.3215 | 0.374391 |
9 | -0.098403 | -0.8174 | 0.208258 |
10 | 0.149241 | 1.2397 | 0.109645 |
11 | -0.255027 | -2.1184 | 0.018872 |
12 | 0.544069 | 4.5194 | 1.2e-05 |
13 | -0.204185 | -1.6961 | 0.047189 |
14 | 0.15436 | 1.2822 | 0.10203 |
15 | -0.098203 | -0.8157 | 0.20873 |
16 | 0.065821 | 0.5468 | 0.293156 |
17 | 0.08117 | 0.6742 | 0.251204 |
18 | -0.314605 | -2.6133 | 0.005499 |
19 | -0.046775 | -0.3885 | 0.349405 |
20 | 0.005255 | 0.0437 | 0.482654 |
21 | -0.09795 | -0.8136 | 0.209326 |
22 | 0.039871 | 0.3312 | 0.370751 |
23 | -0.14643 | -1.2163 | 0.113999 |
24 | 0.421368 | 3.5001 | 0.00041 |
25 | -0.098732 | -0.8201 | 0.207482 |
26 | 0.096752 | 0.8037 | 0.21217 |
27 | -0.060755 | -0.5047 | 0.307701 |
28 | 0.064646 | 0.537 | 0.2965 |
29 | -0.031287 | -0.2599 | 0.397862 |
30 | -0.218506 | -1.815 | 0.036932 |
31 | -0.040798 | -0.3389 | 0.36786 |
32 | -0.00409 | -0.034 | 0.486497 |
33 | -0.063595 | -0.5283 | 0.299508 |
34 | 0.012205 | 0.1014 | 0.459769 |
35 | -0.072404 | -0.6014 | 0.274762 |
36 | 0.215603 | 1.7909 | 0.038845 |
37 | -0.045654 | -0.3792 | 0.352841 |
38 | 0.036443 | 0.3027 | 0.381507 |
39 | -0.026619 | -0.2211 | 0.412828 |
40 | 0.017464 | 0.1451 | 0.44254 |
41 | 0.03727 | 0.3096 | 0.378904 |
42 | -0.067753 | -0.5628 | 0.287697 |
43 | -0.028293 | -0.235 | 0.407446 |
44 | 0.009027 | 0.075 | 0.470222 |
45 | -0.03723 | -0.3093 | 0.379031 |
46 | -0.022052 | -0.1832 | 0.427597 |
47 | -0.005886 | -0.0489 | 0.480573 |
48 | 0.038957 | 0.3236 | 0.373608 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.227019 | -1.8858 | 0.031769 |
2 | 0.121207 | 1.0068 | 0.158769 |
3 | -0.052796 | -0.4386 | 0.331178 |
4 | -0.03906 | -0.3245 | 0.373288 |
5 | 0.061119 | 0.5077 | 0.306645 |
6 | -0.422907 | -3.5129 | 0.000393 |
7 | -0.157504 | -1.3083 | 0.097552 |
8 | 0.179286 | 1.4893 | 0.070487 |
9 | -0.177499 | -1.4744 | 0.072459 |
10 | 0.100982 | 0.8388 | 0.202233 |
11 | -0.179957 | -1.4948 | 0.069759 |
12 | 0.320894 | 2.6655 | 0.004782 |
13 | -0.031973 | -0.2656 | 0.395675 |
14 | 0.053824 | 0.4471 | 0.328103 |
15 | -0.048852 | -0.4058 | 0.343075 |
16 | 0.091587 | 0.7608 | 0.224689 |
17 | 0.027486 | 0.2283 | 0.410037 |
18 | -0.101153 | -0.8402 | 0.201838 |
19 | -0.15037 | -1.2491 | 0.10793 |
20 | -0.017738 | -0.1473 | 0.441645 |
21 | -0.050984 | -0.4235 | 0.336621 |
22 | -0.122587 | -1.0183 | 0.156051 |
23 | 0.109592 | 0.9103 | 0.182907 |
24 | 0.084683 | 0.7034 | 0.242077 |
25 | 0.007114 | 0.0591 | 0.476525 |
26 | -0.050551 | -0.4199 | 0.337927 |
27 | 0.007411 | 0.0616 | 0.475546 |
28 | -0.018 | -0.1495 | 0.440789 |
29 | -0.111875 | -0.9293 | 0.177985 |
30 | -0.021513 | -0.1787 | 0.429349 |
31 | -0.007305 | -0.0607 | 0.475895 |
32 | -0.057307 | -0.476 | 0.317779 |
33 | -0.047626 | -0.3956 | 0.346807 |
34 | -0.018576 | -0.1543 | 0.438911 |
35 | 0.016746 | 0.1391 | 0.444887 |
36 | -0.083285 | -0.6918 | 0.245687 |
37 | -0.02925 | -0.243 | 0.404374 |
38 | -0.072553 | -0.6027 | 0.274351 |
39 | -0.000716 | -0.0059 | 0.497636 |
40 | -0.161062 | -1.3379 | 0.092664 |
41 | 0.049056 | 0.4075 | 0.342456 |
42 | 0.127141 | 1.0561 | 0.147301 |
43 | 0.016189 | 0.1345 | 0.446707 |
44 | -0.044243 | -0.3675 | 0.357181 |
45 | 0.026967 | 0.224 | 0.411707 |
46 | -0.011803 | -0.098 | 0.461093 |
47 | 0.029154 | 0.2422 | 0.404683 |
48 | -0.126054 | -1.0471 | 0.149358 |