Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.319417 | -2.7103 | 0.004198 |
2 | 0.109186 | 0.9265 | 0.178648 |
3 | 0.007195 | 0.061 | 0.475744 |
4 | 0.068926 | 0.5849 | 0.280238 |
5 | 0.09258 | 0.7856 | 0.217349 |
6 | -0.206958 | -1.7561 | 0.041662 |
7 | 0.131619 | 1.1168 | 0.133892 |
8 | 0.04972 | 0.4219 | 0.337183 |
9 | 0.030356 | 0.2576 | 0.398732 |
10 | -0.085884 | -0.7288 | 0.234258 |
11 | -0.077371 | -0.6565 | 0.256793 |
12 | 0.090446 | 0.7675 | 0.222659 |
13 | -0.105918 | -0.8987 | 0.185893 |
14 | 0.109664 | 0.9305 | 0.177603 |
15 | -0.076877 | -0.6523 | 0.258135 |
16 | 0.086721 | 0.7359 | 0.232106 |
17 | -0.10091 | -0.8563 | 0.19735 |
18 | -0.110125 | -0.9344 | 0.176599 |
19 | -0.009882 | -0.0839 | 0.466703 |
20 | -0.151628 | -1.2866 | 0.101177 |
21 | 0.039685 | 0.3367 | 0.368645 |
22 | -0.18907 | -1.6043 | 0.056512 |
23 | 0.136218 | 1.1558 | 0.125783 |
24 | -0.127969 | -1.0859 | 0.140584 |
25 | -0.122179 | -1.0367 | 0.151667 |
26 | 0.044475 | 0.3774 | 0.3535 |
27 | 0.060641 | 0.5146 | 0.30422 |
28 | -0.051558 | -0.4375 | 0.331535 |
29 | -0.099849 | -0.8472 | 0.199832 |
30 | 0.178641 | 1.5158 | 0.066972 |
31 | -0.091764 | -0.7786 | 0.21937 |
32 | -0.002336 | -0.0198 | 0.492121 |
33 | -0.170605 | -1.4476 | 0.07603 |
34 | 0.105278 | 0.8933 | 0.187334 |
35 | 0.03554 | 0.3016 | 0.381927 |
36 | -0.006314 | -0.0536 | 0.478711 |
37 | 0.067303 | 0.5711 | 0.284859 |
38 | -0.056744 | -0.4815 | 0.315815 |
39 | 0.159957 | 1.3573 | 0.089466 |
40 | -0.027404 | -0.2325 | 0.408394 |
41 | -0.019709 | -0.1672 | 0.433827 |
42 | 0.172836 | 1.4666 | 0.073425 |
43 | -0.081854 | -0.6946 | 0.244785 |
44 | 0.09819 | 0.8332 | 0.203753 |
45 | -0.077798 | -0.6601 | 0.255636 |
46 | 0.09747 | 0.8271 | 0.205468 |
47 | -0.080891 | -0.6864 | 0.247338 |
48 | -0.003333 | -0.0283 | 0.488759 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.319417 | -2.7103 | 0.004198 |
2 | 0.007972 | 0.0676 | 0.473129 |
3 | 0.04938 | 0.419 | 0.338231 |
4 | 0.094228 | 0.7995 | 0.213301 |
5 | 0.153256 | 1.3004 | 0.098802 |
6 | -0.165787 | -1.4067 | 0.081902 |
7 | -0.007763 | -0.0659 | 0.473832 |
8 | 0.112259 | 0.9525 | 0.172003 |
9 | 0.085644 | 0.7267 | 0.234879 |
10 | -0.058652 | -0.4977 | 0.310114 |
11 | -0.148146 | -1.2571 | 0.106397 |
12 | -0.036821 | -0.3124 | 0.377806 |
13 | -0.061938 | -0.5256 | 0.300403 |
14 | 0.137623 | 1.1678 | 0.123376 |
15 | 0.041819 | 0.3548 | 0.36187 |
16 | 0.022064 | 0.1872 | 0.426008 |
17 | -0.138197 | -1.1726 | 0.122402 |
18 | -0.193616 | -1.6429 | 0.052383 |
19 | -0.110102 | -0.9342 | 0.17665 |
20 | -0.133333 | -1.1314 | 0.130828 |
21 | -0.035883 | -0.3045 | 0.38082 |
22 | -0.176051 | -1.4938 | 0.069793 |
23 | 0.0194 | 0.1646 | 0.434854 |
24 | -0.071971 | -0.6107 | 0.271662 |
25 | -0.157418 | -1.3357 | 0.092921 |
26 | -0.029075 | -0.2467 | 0.402919 |
27 | 0.193545 | 1.6423 | 0.052446 |
28 | -0.027168 | -0.2305 | 0.409167 |
29 | -0.149546 | -1.2689 | 0.104275 |
30 | 0.066156 | 0.5613 | 0.288151 |
31 | -0.111019 | -0.942 | 0.174664 |
32 | -0.052963 | -0.4494 | 0.327244 |
33 | -0.154084 | -1.3074 | 0.09761 |
34 | 0.006457 | 0.0548 | 0.478228 |
35 | -0.069516 | -0.5899 | 0.278564 |
36 | 0.090374 | 0.7668 | 0.222839 |
37 | 0.092478 | 0.7847 | 0.217601 |
38 | -0.0915 | -0.7764 | 0.220028 |
39 | -0.009853 | -0.0836 | 0.4668 |
40 | 0.028932 | 0.2455 | 0.403386 |
41 | -0.037242 | -0.316 | 0.376456 |
42 | 0.075146 | 0.6376 | 0.262868 |
43 | -0.077855 | -0.6606 | 0.255483 |
44 | -0.208261 | -1.7672 | 0.04072 |
45 | -0.072188 | -0.6125 | 0.271057 |
46 | 0.045687 | 0.3877 | 0.349703 |
47 | -0.034754 | -0.2949 | 0.38446 |
48 | 0.007805 | 0.0662 | 0.473691 |