Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.388212 | -3.2711 | 0.000827 |
2 | -0.009435 | -0.0795 | 0.468427 |
3 | -0.051042 | -0.4301 | 0.334217 |
4 | 0.074506 | 0.6278 | 0.266075 |
5 | 0.041048 | 0.3459 | 0.365229 |
6 | -0.033918 | -0.2858 | 0.387933 |
7 | -0.070808 | -0.5966 | 0.276324 |
8 | 0.073543 | 0.6197 | 0.268726 |
9 | -0.087139 | -0.7342 | 0.232607 |
10 | 0.011018 | 0.0928 | 0.463145 |
11 | -0.052497 | -0.4423 | 0.329791 |
12 | 0.208749 | 1.759 | 0.041447 |
13 | -0.089355 | -0.7529 | 0.226994 |
14 | -0.020133 | -0.1696 | 0.432888 |
15 | -0.00974 | -0.0821 | 0.46741 |
16 | 0.084856 | 0.715 | 0.238475 |
17 | -0.036465 | -0.3073 | 0.379772 |
18 | -0.037523 | -0.3162 | 0.376398 |
19 | -0.028123 | -0.237 | 0.406681 |
20 | 0.066538 | 0.5607 | 0.288398 |
21 | -0.1054 | -0.8881 | 0.188739 |
22 | -0.04657 | -0.3924 | 0.347966 |
23 | 0.031224 | 0.2631 | 0.396619 |
24 | 0.033435 | 0.2817 | 0.389486 |
25 | -0.004577 | -0.0386 | 0.484672 |
26 | -0.099565 | -0.839 | 0.202156 |
27 | 0.109487 | 0.9226 | 0.179682 |
28 | -0.070469 | -0.5938 | 0.277272 |
29 | 0.078273 | 0.6595 | 0.255842 |
30 | 0.003404 | 0.0287 | 0.488598 |
31 | -0.063445 | -0.5346 | 0.297298 |
32 | 0.140695 | 1.1855 | 0.119883 |
33 | -0.007024 | -0.0592 | 0.476485 |
34 | -0.154873 | -1.305 | 0.098056 |
35 | 0.043883 | 0.3698 | 0.356329 |
36 | -0.049722 | -0.419 | 0.338252 |
37 | 0.142105 | 1.1974 | 0.117567 |
38 | -0.167417 | -1.4107 | 0.081352 |
39 | 0.13524 | 1.1395 | 0.129152 |
40 | -0.139866 | -1.1785 | 0.121259 |
41 | 0.005769 | 0.0486 | 0.480683 |
42 | 0.044072 | 0.3714 | 0.355739 |
43 | 0.056546 | 0.4765 | 0.317602 |
44 | 0.005929 | 0.05 | 0.480148 |
45 | -0.059864 | -0.5044 | 0.307764 |
46 | -0.064777 | -0.5458 | 0.293451 |
47 | 0.090065 | 0.7589 | 0.225213 |
48 | -0.054385 | -0.4583 | 0.324084 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.388212 | -3.2711 | 0.000827 |
2 | -0.188562 | -1.5889 | 0.058269 |
3 | -0.157 | -1.3229 | 0.095056 |
4 | -0.017485 | -0.1473 | 0.441645 |
5 | 0.070031 | 0.5901 | 0.278501 |
6 | 0.031542 | 0.2658 | 0.395589 |
7 | -0.065749 | -0.554 | 0.290657 |
8 | 0.016189 | 0.1364 | 0.445941 |
9 | -0.092945 | -0.7832 | 0.218065 |
10 | -0.082933 | -0.6988 | 0.243478 |
11 | -0.106802 | -0.8999 | 0.185601 |
12 | 0.174344 | 1.4691 | 0.073118 |
13 | 0.0916 | 0.7718 | 0.221387 |
14 | 0.036164 | 0.3047 | 0.380735 |
15 | 0.013975 | 0.1178 | 0.453297 |
16 | 0.054118 | 0.456 | 0.324889 |
17 | -0.01636 | -0.1379 | 0.445373 |
18 | -0.059827 | -0.5041 | 0.307871 |
19 | -0.05047 | -0.4253 | 0.335964 |
20 | 0.009937 | 0.0837 | 0.466752 |
21 | -0.076892 | -0.6479 | 0.259568 |
22 | -0.132492 | -1.1164 | 0.134008 |
23 | -0.053103 | -0.4475 | 0.327955 |
24 | -0.05408 | -0.4557 | 0.325004 |
25 | -0.006481 | -0.0546 | 0.4783 |
26 | -0.097776 | -0.8239 | 0.206385 |
27 | 0.048324 | 0.4072 | 0.342549 |
28 | -0.09731 | -0.8199 | 0.207495 |
29 | 0.020008 | 0.1686 | 0.433301 |
30 | 0.077987 | 0.6571 | 0.256612 |
31 | -0.021453 | -0.1808 | 0.428534 |
32 | 0.131158 | 1.1052 | 0.136411 |
33 | 0.192724 | 1.6239 | 0.054412 |
34 | -0.033314 | -0.2807 | 0.389875 |
35 | -0.081882 | -0.6899 | 0.246238 |
36 | -0.13864 | -1.1682 | 0.123317 |
37 | 0.044715 | 0.3768 | 0.353731 |
38 | -0.076207 | -0.6421 | 0.261428 |
39 | 0.100628 | 0.8479 | 0.199669 |
40 | -0.053304 | -0.4491 | 0.327347 |
41 | -0.167836 | -1.4142 | 0.080835 |
42 | -0.102881 | -0.8669 | 0.194462 |
43 | -0.019546 | -0.1647 | 0.434825 |
44 | -0.008917 | -0.0751 | 0.47016 |
45 | -0.092281 | -0.7776 | 0.219701 |
46 | -0.046643 | -0.393 | 0.347742 |
47 | -0.001237 | -0.0104 | 0.495855 |
48 | -0.058092 | -0.4895 | 0.313003 |