Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.444343 | -3.7441 | 0.000182 |
2 | -0.129336 | -1.0898 | 0.139742 |
3 | 0.348988 | 2.9406 | 0.002209 |
4 | -0.15429 | -1.3001 | 0.098891 |
5 | -0.098522 | -0.8302 | 0.204614 |
6 | 0.113972 | 0.9603 | 0.17007 |
7 | -0.040085 | -0.3378 | 0.368268 |
8 | 0.047524 | 0.4004 | 0.345017 |
9 | -0.1024 | -0.8628 | 0.195565 |
10 | 0.08317 | 0.7008 | 0.242858 |
11 | 0.009195 | 0.0775 | 0.469232 |
12 | -0.173553 | -1.4624 | 0.074024 |
13 | -0.039054 | -0.3291 | 0.371533 |
14 | 0.224607 | 1.8926 | 0.031246 |
15 | -0.157937 | -1.3308 | 0.093757 |
16 | -0.035369 | -0.298 | 0.383277 |
17 | 0.218812 | 1.8437 | 0.034697 |
18 | -0.159004 | -1.3398 | 0.092293 |
19 | -0.079892 | -0.6732 | 0.251508 |
20 | 0.163219 | 1.3753 | 0.08668 |
21 | -0.043107 | -0.3632 | 0.358759 |
22 | -0.268125 | -2.2593 | 0.013469 |
23 | 0.32916 | 2.7736 | 0.003539 |
24 | -0.084802 | -0.7146 | 0.238615 |
25 | -0.118635 | -0.9996 | 0.160441 |
26 | 0.113758 | 0.9585 | 0.170521 |
27 | -0.002582 | -0.0218 | 0.49135 |
28 | -0.057018 | -0.4804 | 0.316195 |
29 | 0.002841 | 0.0239 | 0.490484 |
30 | -0.020964 | -0.1766 | 0.430146 |
31 | 0.126065 | 1.0622 | 0.145863 |
32 | -0.136331 | -1.1487 | 0.127259 |
33 | 0.033772 | 0.2846 | 0.388403 |
34 | 0.099399 | 0.8376 | 0.202546 |
35 | -0.066993 | -0.5645 | 0.287099 |
36 | -0.140026 | -1.1799 | 0.120992 |
37 | 0.163421 | 1.377 | 0.086417 |
38 | -0.024663 | -0.2078 | 0.417984 |
39 | -0.15369 | -1.295 | 0.099756 |
40 | 0.180582 | 1.5216 | 0.066274 |
41 | -0.021856 | -0.1842 | 0.427204 |
42 | -0.088183 | -0.743 | 0.229953 |
43 | 0.084541 | 0.7124 | 0.23929 |
44 | 0.019082 | 0.1608 | 0.43636 |
45 | -0.106133 | -0.8943 | 0.187094 |
46 | 0.104733 | 0.8825 | 0.190243 |
47 | 0.023245 | 0.1959 | 0.422638 |
48 | -0.043659 | -0.3679 | 0.357031 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.444343 | -3.7441 | 0.000182 |
2 | -0.407169 | -3.4309 | 0.000503 |
3 | 0.130239 | 1.0974 | 0.138085 |
4 | 0.09292 | 0.783 | 0.218127 |
5 | -0.031504 | -0.2655 | 0.395714 |
6 | -0.081506 | -0.6868 | 0.247229 |
7 | -0.05653 | -0.4763 | 0.31765 |
8 | 0.121301 | 1.0221 | 0.155101 |
9 | -0.05999 | -0.5055 | 0.307392 |
10 | 0.005151 | 0.0434 | 0.482752 |
11 | -0.013207 | -0.1113 | 0.455853 |
12 | -0.150437 | -1.2676 | 0.104541 |
13 | -0.324884 | -2.7375 | 0.003909 |
14 | 0.01349 | 0.1137 | 0.454911 |
15 | 0.103847 | 0.875 | 0.192254 |
16 | 0.047765 | 0.4025 | 0.344273 |
17 | 0.097943 | 0.8253 | 0.205987 |
18 | -0.052303 | -0.4407 | 0.330381 |
19 | -0.135502 | -1.1418 | 0.128695 |
20 | -0.053455 | -0.4504 | 0.32689 |
21 | 0.099407 | 0.8376 | 0.202529 |
22 | -0.32065 | -2.7018 | 0.004309 |
23 | 0.018669 | 0.1573 | 0.437724 |
24 | -0.053017 | -0.4467 | 0.328217 |
25 | -0.019985 | -0.1684 | 0.433374 |
26 | -0.021205 | -0.1787 | 0.429349 |
27 | 0.076131 | 0.6415 | 0.261635 |
28 | 0.024459 | 0.2061 | 0.418654 |
29 | -0.042699 | -0.3598 | 0.360037 |
30 | -0.084848 | -0.7149 | 0.238494 |
31 | -0.070581 | -0.5947 | 0.276959 |
32 | 0.001807 | 0.0152 | 0.493947 |
33 | -0.045475 | -0.3832 | 0.351365 |
34 | -0.104487 | -0.8804 | 0.190801 |
35 | -0.014387 | -0.1212 | 0.451928 |
36 | -0.044515 | -0.3751 | 0.354356 |
37 | -0.115119 | -0.97 | 0.167666 |
38 | 0.006307 | 0.0531 | 0.478883 |
39 | -0.036706 | -0.3093 | 0.379003 |
40 | -0.01679 | -0.1415 | 0.443949 |
41 | -0.051431 | -0.4334 | 0.333032 |
42 | -0.015705 | -0.1323 | 0.447547 |
43 | -0.039008 | -0.3287 | 0.371681 |
44 | -0.003369 | -0.0284 | 0.488715 |
45 | -0.048241 | -0.4065 | 0.342804 |
46 | -0.012715 | -0.1071 | 0.457492 |
47 | 0.080966 | 0.6822 | 0.248655 |
48 | -0.009835 | -0.0829 | 0.467094 |