Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.39322 | -3.3133 | 0.000727 |
2 | 0.005331 | 0.0449 | 0.482148 |
3 | -0.14487 | -1.2207 | 0.113119 |
4 | 0.089751 | 0.7563 | 0.225999 |
5 | -0.040818 | -0.3439 | 0.365954 |
6 | -0.016387 | -0.1381 | 0.445284 |
7 | 0.113084 | 0.9529 | 0.171946 |
8 | -0.078329 | -0.66 | 0.25569 |
9 | 0.109662 | 0.924 | 0.179301 |
10 | -0.149554 | -1.2602 | 0.105868 |
11 | -0.013495 | -0.1137 | 0.454895 |
12 | 0.065192 | 0.5493 | 0.292255 |
13 | 0.040384 | 0.3403 | 0.367323 |
14 | -0.042874 | -0.3613 | 0.359487 |
15 | -0.066541 | -0.5607 | 0.288389 |
16 | 0.054779 | 0.4616 | 0.322898 |
17 | -0.062965 | -0.5306 | 0.298693 |
18 | 0.055511 | 0.4677 | 0.320701 |
19 | 0.064386 | 0.5425 | 0.294579 |
20 | -0.097461 | -0.8212 | 0.207135 |
21 | 0.088392 | 0.7448 | 0.229424 |
22 | -0.142965 | -1.2046 | 0.11617 |
23 | 0.077923 | 0.6566 | 0.256783 |
24 | -0.009281 | -0.0782 | 0.468942 |
25 | 0.14972 | 1.2616 | 0.105617 |
26 | -0.172634 | -1.4546 | 0.075087 |
27 | -0.01643 | -0.1384 | 0.445141 |
28 | -0.014193 | -0.1196 | 0.45257 |
29 | 0.083337 | 0.7022 | 0.242422 |
30 | 0.054545 | 0.4596 | 0.323602 |
31 | -0.080629 | -0.6794 | 0.249548 |
32 | 0.09793 | 0.8252 | 0.20602 |
33 | -0.005947 | -0.0501 | 0.480089 |
34 | -0.020861 | -0.1758 | 0.430484 |
35 | -0.110314 | -0.9295 | 0.177883 |
36 | 0.061917 | 0.5217 | 0.301743 |
37 | 0.043844 | 0.3694 | 0.35645 |
38 | -0.018781 | -0.1583 | 0.437354 |
39 | -0.048243 | -0.4065 | 0.342797 |
40 | 0.010048 | 0.0847 | 0.466381 |
41 | 0.085692 | 0.7221 | 0.236315 |
42 | -0.114235 | -0.9626 | 0.169518 |
43 | 0.04865 | 0.4099 | 0.341544 |
44 | -0.06061 | -0.5107 | 0.30557 |
45 | 0.039278 | 0.331 | 0.370823 |
46 | -0.020585 | -0.1735 | 0.431396 |
47 | -0.016086 | -0.1355 | 0.446283 |
48 | 0.0891 | 0.7508 | 0.227636 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.39322 | -3.3133 | 0.000727 |
2 | -0.176597 | -1.488 | 0.070585 |
3 | -0.258659 | -2.1795 | 0.016307 |
4 | -0.109946 | -0.9264 | 0.178682 |
5 | -0.108397 | -0.9134 | 0.18207 |
6 | -0.132246 | -1.1143 | 0.134449 |
7 | 0.056441 | 0.4756 | 0.317917 |
8 | -0.027756 | -0.2339 | 0.407876 |
9 | 0.113041 | 0.9525 | 0.172036 |
10 | -0.032073 | -0.2703 | 0.393874 |
11 | -0.116555 | -0.9821 | 0.16469 |
12 | 0.017085 | 0.144 | 0.442971 |
13 | 0.030051 | 0.2532 | 0.400418 |
14 | -0.023543 | -0.1984 | 0.421658 |
15 | -0.084546 | -0.7124 | 0.239277 |
16 | -0.055326 | -0.4662 | 0.321255 |
17 | -0.090551 | -0.763 | 0.223997 |
18 | -0.035484 | -0.299 | 0.382909 |
19 | 0.090935 | 0.7662 | 0.22304 |
20 | -0.064424 | -0.5428 | 0.294467 |
21 | 0.054716 | 0.461 | 0.323089 |
22 | -0.092838 | -0.7823 | 0.218331 |
23 | -0.031297 | -0.2637 | 0.396384 |
24 | 0.031556 | 0.2659 | 0.395546 |
25 | 0.127624 | 1.0754 | 0.142924 |
26 | -0.053519 | -0.451 | 0.326697 |
27 | -0.100693 | -0.8485 | 0.199518 |
28 | -0.129575 | -1.0918 | 0.139303 |
29 | 0.031761 | 0.2676 | 0.394884 |
30 | 0.102461 | 0.8633 | 0.195427 |
31 | -0.012143 | -0.1023 | 0.459397 |
32 | 0.071589 | 0.6032 | 0.274143 |
33 | 0.146404 | 1.2336 | 0.110706 |
34 | 0.100974 | 0.8508 | 0.198863 |
35 | 0.031314 | 0.2639 | 0.396328 |
36 | 0.005637 | 0.0475 | 0.481126 |
37 | -0.041235 | -0.3475 | 0.364638 |
38 | -0.048495 | -0.4086 | 0.342022 |
39 | -0.084191 | -0.7094 | 0.240198 |
40 | -0.038313 | -0.3228 | 0.373885 |
41 | 0.087226 | 0.735 | 0.232385 |
42 | -0.097949 | -0.8253 | 0.205974 |
43 | -0.012613 | -0.1063 | 0.457831 |
44 | -0.054225 | -0.4569 | 0.324567 |
45 | -0.017263 | -0.1455 | 0.442379 |
46 | -0.008424 | -0.071 | 0.471807 |
47 | -0.017472 | -0.1472 | 0.441686 |
48 | 0.033564 | 0.2828 | 0.38907 |