Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.318947 | -3.6505 | 0.000188 |
2 | 0.101076 | 1.1569 | 0.124717 |
3 | 0.052827 | 0.6046 | 0.273233 |
4 | 0.031906 | 0.3652 | 0.357782 |
5 | -0.115802 | -1.3254 | 0.09367 |
6 | 0.029058 | 0.3326 | 0.36999 |
7 | 0.033225 | 0.3803 | 0.352177 |
8 | -0.106366 | -1.2174 | 0.112818 |
9 | 0.018055 | 0.2066 | 0.418303 |
10 | 0.046938 | 0.5372 | 0.296011 |
11 | -0.086097 | -0.9854 | 0.163116 |
12 | 0.057074 | 0.6532 | 0.257374 |
13 | -0.017091 | -0.1956 | 0.422609 |
14 | -0.125951 | -1.4416 | 0.075905 |
15 | 0.026921 | 0.3081 | 0.37924 |
16 | 0.031525 | 0.3608 | 0.359407 |
17 | -0.089017 | -1.0188 | 0.155077 |
18 | 0.07317 | 0.8375 | 0.201927 |
19 | -0.016189 | -0.1853 | 0.426643 |
20 | 0.043694 | 0.5001 | 0.308921 |
21 | 0.0145 | 0.166 | 0.434223 |
22 | 0.041026 | 0.4696 | 0.319722 |
23 | 0.047402 | 0.5425 | 0.294185 |
24 | -0.099523 | -1.1391 | 0.128372 |
25 | 0.161563 | 1.8492 | 0.033343 |
26 | -0.178806 | -2.0465 | 0.021352 |
27 | 0.111586 | 1.2772 | 0.101902 |
28 | -0.109961 | -1.2586 | 0.105215 |
29 | 0.035161 | 0.4024 | 0.344008 |
30 | 0.027696 | 0.317 | 0.375877 |
31 | -0.041481 | -0.4748 | 0.31787 |
32 | -0.043228 | -0.4948 | 0.310798 |
33 | 0.1176 | 1.346 | 0.090314 |
34 | -0.131315 | -1.503 | 0.067628 |
35 | 0.008313 | 0.0951 | 0.462172 |
36 | 0.064419 | 0.7373 | 0.231126 |
37 | -0.004592 | -0.0526 | 0.479082 |
38 | -0.087696 | -1.0037 | 0.15868 |
39 | 0.115713 | 1.3244 | 0.093839 |
40 | -0.008564 | -0.098 | 0.461032 |
41 | -0.043977 | -0.5033 | 0.307787 |
42 | 0.054101 | 0.6192 | 0.268427 |
43 | 0.051541 | 0.5899 | 0.278133 |
44 | -0.086637 | -0.9916 | 0.161609 |
45 | 0.059703 | 0.6833 | 0.247803 |
46 | -0.006396 | -0.0732 | 0.470877 |
47 | -0.040168 | -0.4597 | 0.323232 |
48 | 0.054994 | 0.6294 | 0.26508 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.318947 | -3.6505 | 0.000188 |
2 | -0.000726 | -0.0083 | 0.496692 |
3 | 0.094467 | 1.0812 | 0.140792 |
4 | 0.085278 | 0.9761 | 0.165418 |
5 | -0.103968 | -1.19 | 0.118106 |
6 | -0.061748 | -0.7067 | 0.240492 |
7 | 0.038301 | 0.4384 | 0.330918 |
8 | -0.068654 | -0.7858 | 0.216707 |
9 | -0.037337 | -0.4273 | 0.334918 |
10 | 0.041096 | 0.4704 | 0.319436 |
11 | -0.050119 | -0.5736 | 0.283598 |
12 | 0.026341 | 0.3015 | 0.38176 |
13 | -0.010593 | -0.1212 | 0.451842 |
14 | -0.156823 | -1.7949 | 0.037486 |
15 | -0.049977 | -0.572 | 0.284146 |
16 | 0.036247 | 0.4149 | 0.339461 |
17 | -0.045661 | -0.5226 | 0.301062 |
18 | 0.049467 | 0.5662 | 0.286121 |
19 | -0.021136 | -0.2419 | 0.404611 |
20 | 0.039642 | 0.4537 | 0.32539 |
21 | 0.064913 | 0.743 | 0.229416 |
22 | 0.009036 | 0.1034 | 0.458895 |
23 | 0.07145 | 0.8178 | 0.207483 |
24 | -0.073883 | -0.8456 | 0.199649 |
25 | 0.092327 | 1.0567 | 0.14629 |
26 | -0.091087 | -1.0425 | 0.14954 |
27 | 0.030445 | 0.3485 | 0.364029 |
28 | -0.093396 | -1.069 | 0.143526 |
29 | -0.016739 | -0.1916 | 0.424182 |
30 | 0.082441 | 0.9436 | 0.173562 |
31 | -0.028654 | -0.328 | 0.371731 |
32 | -0.081713 | -0.9352 | 0.17569 |
33 | 0.107577 | 1.2313 | 0.110212 |
34 | -0.07584 | -0.868 | 0.193482 |
35 | -0.037324 | -0.4272 | 0.334971 |
36 | 0.084453 | 0.9666 | 0.16776 |
37 | 0.020992 | 0.2403 | 0.40525 |
38 | -0.054489 | -0.6237 | 0.266969 |
39 | 0.067468 | 0.7722 | 0.220691 |
40 | -0.001599 | -0.0183 | 0.492715 |
41 | -0.022885 | -0.2619 | 0.396893 |
42 | 0.021467 | 0.2457 | 0.403148 |
43 | 0.00831 | 0.0951 | 0.462184 |
44 | 0.018605 | 0.2129 | 0.415853 |
45 | -0.018973 | -0.2172 | 0.414212 |
46 | -0.017671 | -0.2023 | 0.420017 |
47 | 0.013149 | 0.1505 | 0.440301 |
48 | 0.033525 | 0.3837 | 0.350905 |