Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.413698 | -3.4859 | 0.000423 |
2 | -0.261682 | -2.205 | 0.015348 |
3 | 0.327313 | 2.758 | 0.003695 |
4 | -0.204152 | -1.7202 | 0.044875 |
5 | -0.033422 | -0.2816 | 0.389528 |
6 | 0.192155 | 1.6191 | 0.054927 |
7 | 0.010398 | 0.0876 | 0.465214 |
8 | -0.161389 | -1.3599 | 0.089084 |
9 | 0.071773 | 0.6048 | 0.27363 |
10 | 0.015505 | 0.1307 | 0.448211 |
11 | -0.139739 | -1.1775 | 0.121471 |
12 | 0.242103 | 2.04 | 0.022536 |
13 | -0.110124 | -0.9279 | 0.178296 |
14 | -0.091311 | -0.7694 | 0.222105 |
15 | 0.099336 | 0.837 | 0.202695 |
16 | -0.037493 | -0.3159 | 0.376493 |
17 | -0.008693 | -0.0733 | 0.470907 |
18 | -0.008311 | -0.07 | 0.472182 |
19 | 0.084189 | 0.7094 | 0.240204 |
20 | -0.056124 | -0.4729 | 0.318864 |
21 | -0.025222 | -0.2125 | 0.416152 |
22 | 0.002928 | 0.0247 | 0.490192 |
23 | -0.046964 | -0.3957 | 0.346747 |
24 | 0.104293 | 0.8788 | 0.191241 |
25 | 0.01351 | 0.1138 | 0.454844 |
26 | -0.107356 | -0.9046 | 0.184368 |
27 | 0.054261 | 0.4572 | 0.324458 |
28 | 0.033367 | 0.2812 | 0.389704 |
29 | -0.080771 | -0.6806 | 0.249172 |
30 | 0.000229 | 0.0019 | 0.499232 |
31 | 0.143183 | 1.2065 | 0.115818 |
32 | -0.115006 | -0.9691 | 0.167902 |
33 | -0.021388 | -0.1802 | 0.428748 |
34 | 0.131894 | 1.1114 | 0.135082 |
35 | -0.157212 | -1.3247 | 0.094761 |
36 | 0.070186 | 0.5914 | 0.278066 |
37 | 0.004099 | 0.0345 | 0.486271 |
38 | -0.055283 | -0.4658 | 0.321384 |
39 | 0.087514 | 0.7374 | 0.231653 |
40 | -0.032526 | -0.2741 | 0.392413 |
41 | -0.052996 | -0.4466 | 0.328278 |
42 | 0.005134 | 0.0433 | 0.482809 |
43 | 0.085306 | 0.7188 | 0.237311 |
44 | -0.106245 | -0.8952 | 0.186843 |
45 | 0.017744 | 0.1495 | 0.440786 |
46 | 0.117638 | 0.9912 | 0.162468 |
47 | -0.173712 | -1.4637 | 0.073841 |
48 | 0.084659 | 0.7134 | 0.238983 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.413698 | -3.4859 | 0.000423 |
2 | -0.5222 | -4.4001 | 1.9e-05 |
3 | -0.088764 | -0.7479 | 0.228483 |
4 | -0.28568 | -2.4072 | 0.009339 |
5 | -0.228126 | -1.9222 | 0.029295 |
6 | -0.118244 | -0.9963 | 0.161234 |
7 | 0.14779 | 1.2453 | 0.108557 |
8 | 0.034039 | 0.2868 | 0.387543 |
9 | 0.068253 | 0.5751 | 0.283518 |
10 | 0.019104 | 0.161 | 0.436285 |
11 | -0.116207 | -0.9792 | 0.165409 |
12 | 0.112533 | 0.9482 | 0.173117 |
13 | -0.04568 | -0.3849 | 0.350729 |
14 | -0.015776 | -0.1329 | 0.447313 |
15 | -0.097104 | -0.8182 | 0.207987 |
16 | -0.023419 | -0.1973 | 0.422065 |
17 | -0.029621 | -0.2496 | 0.401813 |
18 | -0.121059 | -1.0201 | 0.155581 |
19 | -0.009599 | -0.0809 | 0.467881 |
20 | 0.031742 | 0.2675 | 0.394943 |
21 | 0.0771 | 0.6497 | 0.259005 |
22 | -0.064139 | -0.5404 | 0.29529 |
23 | -0.101505 | -0.8553 | 0.197632 |
24 | -0.046374 | -0.3908 | 0.348573 |
25 | 0.076249 | 0.6425 | 0.261312 |
26 | -0.049097 | -0.4137 | 0.340172 |
27 | -0.02511 | -0.2116 | 0.41652 |
28 | 0.059491 | 0.5013 | 0.308861 |
29 | 0.034251 | 0.2886 | 0.386863 |
30 | -0.063948 | -0.5388 | 0.295842 |
31 | 0.010089 | 0.085 | 0.466246 |
32 | -0.008442 | -0.0711 | 0.471744 |
33 | 0.032549 | 0.2743 | 0.39234 |
34 | 0.122268 | 1.0302 | 0.153195 |
35 | -0.024076 | -0.2029 | 0.419909 |
36 | 0.050021 | 0.4215 | 0.337337 |
37 | -0.121146 | -1.0208 | 0.155409 |
38 | -0.070614 | -0.595 | 0.276865 |
39 | -0.049401 | -0.4163 | 0.339237 |
40 | -0.044432 | -0.3744 | 0.354615 |
41 | -0.052848 | -0.4453 | 0.328726 |
42 | -0.054902 | -0.4626 | 0.322527 |
43 | 0.026103 | 0.22 | 0.41327 |
44 | -0.115376 | -0.9722 | 0.167131 |
45 | -0.064775 | -0.5458 | 0.293457 |
46 | -0.000446 | -0.0038 | 0.498506 |
47 | -0.024104 | -0.2031 | 0.419819 |
48 | -0.0087 | -0.0733 | 0.470885 |