Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.361332 | -3.066 | 0.001527 |
2 | -0.014963 | -0.127 | 0.44966 |
3 | 0.046601 | 0.3954 | 0.346849 |
4 | 0.078942 | 0.6698 | 0.252549 |
5 | -0.162768 | -1.3811 | 0.085755 |
6 | -0.010793 | -0.0916 | 0.463642 |
7 | -0.063215 | -0.5364 | 0.29667 |
8 | 0.1039 | 0.8816 | 0.190458 |
9 | 0.096371 | 0.8177 | 0.208104 |
10 | -0.087023 | -0.7384 | 0.231332 |
11 | -0.036491 | -0.3096 | 0.378864 |
12 | 0.202218 | 1.7159 | 0.045242 |
13 | -0.125858 | -1.0679 | 0.144557 |
14 | -0.075623 | -0.6417 | 0.261558 |
15 | 0.102034 | 0.8658 | 0.194741 |
16 | -0.072821 | -0.6179 | 0.269294 |
17 | 0.029333 | 0.2489 | 0.402073 |
18 | -0.070107 | -0.5949 | 0.276894 |
19 | 0.083326 | 0.707 | 0.24091 |
20 | -0.11679 | -0.991 | 0.162503 |
21 | 0.157239 | 1.3342 | 0.093168 |
22 | -0.150883 | -1.2803 | 0.102277 |
23 | -0.077764 | -0.6598 | 0.255728 |
24 | 0.149255 | 1.2665 | 0.104714 |
25 | 0.002951 | 0.025 | 0.490046 |
26 | -0.071704 | -0.6084 | 0.272408 |
27 | 0.086809 | 0.7366 | 0.23188 |
28 | -0.000218 | -0.0018 | 0.499265 |
29 | -0.017392 | -0.1476 | 0.441546 |
30 | 0.042075 | 0.357 | 0.361062 |
31 | -0.143432 | -1.2171 | 0.113778 |
32 | 0.093929 | 0.797 | 0.214031 |
33 | 0.02066 | 0.1753 | 0.430665 |
34 | 0.004744 | 0.0403 | 0.484001 |
35 | -0.158976 | -1.349 | 0.090789 |
36 | 0.149586 | 1.2693 | 0.104214 |
37 | 0.022227 | 0.1886 | 0.425467 |
38 | -0.127414 | -1.0811 | 0.14162 |
39 | 0.047415 | 0.4023 | 0.344318 |
40 | 0.022413 | 0.1902 | 0.424851 |
41 | -0.038534 | -0.327 | 0.372318 |
42 | 0.025481 | 0.2162 | 0.414716 |
43 | -0.006866 | -0.0583 | 0.476851 |
44 | 0.004892 | 0.0415 | 0.483501 |
45 | -0.005725 | -0.0486 | 0.480695 |
46 | -0.007787 | -0.0661 | 0.47375 |
47 | -0.14823 | -1.2578 | 0.106268 |
48 | 0.097673 | 0.8288 | 0.204984 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.361332 | -3.066 | 0.001527 |
2 | -0.167377 | -1.4202 | 0.079927 |
3 | -0.02389 | -0.2027 | 0.419966 |
4 | 0.103597 | 0.879 | 0.191149 |
5 | -0.100775 | -0.8551 | 0.197665 |
6 | -0.122483 | -1.0393 | 0.151071 |
7 | -0.173065 | -1.4685 | 0.073161 |
8 | 0.019181 | 0.1628 | 0.435585 |
9 | 0.210075 | 1.7825 | 0.039438 |
10 | 0.057548 | 0.4883 | 0.313407 |
11 | -0.091501 | -0.7764 | 0.220025 |
12 | 0.096367 | 0.8177 | 0.208112 |
13 | -0.002209 | -0.0187 | 0.492549 |
14 | -0.041316 | -0.3506 | 0.363464 |
15 | 0.079255 | 0.6725 | 0.25171 |
16 | -0.057954 | -0.4918 | 0.312193 |
17 | 0.006132 | 0.052 | 0.479324 |
18 | -0.092058 | -0.7811 | 0.218641 |
19 | 0.04492 | 0.3812 | 0.352103 |
20 | -0.113837 | -0.9659 | 0.168654 |
21 | 0.049647 | 0.4213 | 0.337408 |
22 | -0.049287 | -0.4182 | 0.338519 |
23 | -0.208868 | -1.7723 | 0.040287 |
24 | 0.010766 | 0.0913 | 0.463734 |
25 | 0.093156 | 0.7905 | 0.215928 |
26 | 0.067295 | 0.571 | 0.284883 |
27 | 0.045792 | 0.3886 | 0.349376 |
28 | -0.007691 | -0.0653 | 0.474073 |
29 | -0.03704 | -0.3143 | 0.377102 |
30 | 0.086865 | 0.7371 | 0.231736 |
31 | -0.062356 | -0.5291 | 0.29918 |
32 | 0.095175 | 0.8076 | 0.210995 |
33 | -0.008607 | -0.073 | 0.47099 |
34 | 0.041715 | 0.354 | 0.3622 |
35 | -0.114435 | -0.971 | 0.167396 |
36 | -0.117831 | -0.9998 | 0.160371 |
37 | 0.100932 | 0.8564 | 0.197298 |
38 | -0.091485 | -0.7763 | 0.220065 |
39 | 0.005083 | 0.0431 | 0.482858 |
40 | -0.057879 | -0.4911 | 0.312419 |
41 | -0.082409 | -0.6993 | 0.243319 |
42 | 0.003162 | 0.0268 | 0.489334 |
43 | 0.080417 | 0.6824 | 0.2486 |
44 | 0.061366 | 0.5207 | 0.302083 |
45 | -0.085043 | -0.7216 | 0.236435 |
46 | -0.072287 | -0.6134 | 0.270781 |
47 | -0.136188 | -1.1556 | 0.125833 |
48 | 0.000696 | 0.0059 | 0.497653 |