Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.355844 | -2.7333 | 0.004131 |
2 | -0.098721 | -0.7583 | 0.225648 |
3 | 0.09553 | 0.7338 | 0.232994 |
4 | -0.112515 | -0.8642 | 0.195476 |
5 | 0.041529 | 0.319 | 0.37543 |
6 | 0.114109 | 0.8765 | 0.192161 |
7 | -0.20413 | -1.568 | 0.06112 |
8 | -0.007123 | -0.0547 | 0.478275 |
9 | 0.100067 | 0.7686 | 0.22259 |
10 | -0.081448 | -0.6256 | 0.26699 |
11 | 0.195206 | 1.4994 | 0.069551 |
12 | -0.333183 | -2.5592 | 0.006537 |
13 | 0.090181 | 0.6927 | 0.245609 |
14 | 0.116314 | 0.8934 | 0.187629 |
15 | -0.040608 | -0.3119 | 0.378103 |
16 | -0.06325 | -0.4858 | 0.314442 |
17 | 0.183281 | 1.4078 | 0.082218 |
18 | -0.192938 | -1.482 | 0.071833 |
19 | 0.024188 | 0.1858 | 0.426623 |
20 | 0.04958 | 0.3808 | 0.352347 |
21 | -0.120146 | -0.9229 | 0.17992 |
22 | 0.041112 | 0.3158 | 0.376639 |
23 | 0.163064 | 1.2525 | 0.107662 |
24 | -0.098909 | -0.7597 | 0.22522 |
25 | -0.028902 | -0.222 | 0.412541 |
26 | 0.091749 | 0.7047 | 0.241873 |
27 | -0.161288 | -1.2389 | 0.110149 |
28 | 0.10567 | 0.8117 | 0.210122 |
29 | 0.02429 | 0.1866 | 0.426317 |
30 | 0.025905 | 0.199 | 0.421481 |
31 | -0.042902 | -0.3295 | 0.371457 |
32 | 0.025149 | 0.1932 | 0.423744 |
33 | 0.04113 | 0.3159 | 0.376586 |
34 | 0.001673 | 0.0129 | 0.494895 |
35 | -0.084857 | -0.6518 | 0.25853 |
36 | 0.012637 | 0.0971 | 0.4615 |
37 | -0.020799 | -0.1598 | 0.436808 |
38 | -0.082985 | -0.6374 | 0.263159 |
39 | 0.121447 | 0.9329 | 0.177349 |
40 | 0.03188 | 0.2449 | 0.403702 |
41 | -0.143982 | -1.1059 | 0.13662 |
42 | 0.017224 | 0.1323 | 0.4476 |
43 | 0.073058 | 0.5612 | 0.288404 |
44 | 0.020769 | 0.1595 | 0.436898 |
45 | -0.01602 | -0.1231 | 0.451242 |
46 | 0.000219 | 0.0017 | 0.499331 |
47 | -0.026927 | -0.2068 | 0.418429 |
48 | -0.00294 | -0.0226 | 0.491029 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.355844 | -2.7333 | 0.004131 |
2 | -0.258017 | -1.9819 | 0.026079 |
3 | -0.04965 | -0.3814 | 0.352149 |
4 | -0.140011 | -1.0754 | 0.143276 |
5 | -0.052216 | -0.4011 | 0.344905 |
6 | 0.094189 | 0.7235 | 0.236123 |
7 | -0.133779 | -1.0276 | 0.154172 |
8 | -0.149848 | -1.151 | 0.127187 |
9 | -0.029013 | -0.2229 | 0.412211 |
10 | -0.066741 | -0.5126 | 0.305055 |
11 | 0.165528 | 1.2714 | 0.10428 |
12 | -0.295999 | -2.2736 | 0.013322 |
13 | -0.083773 | -0.6435 | 0.261206 |
14 | -0.014959 | -0.1149 | 0.454457 |
15 | 0.011912 | 0.0915 | 0.463704 |
16 | -0.120661 | -0.9268 | 0.178899 |
17 | 0.135879 | 1.0437 | 0.150439 |
18 | -0.023232 | -0.1784 | 0.429491 |
19 | -0.118887 | -0.9132 | 0.18243 |
20 | -0.160884 | -1.2358 | 0.110721 |
21 | -0.092339 | -0.7093 | 0.240476 |
22 | -0.119223 | -0.9158 | 0.181758 |
23 | 0.199816 | 1.5348 | 0.065087 |
24 | -0.048222 | -0.3704 | 0.356205 |
25 | -0.039802 | -0.3057 | 0.380446 |
26 | 0.014671 | 0.1127 | 0.45533 |
27 | -0.12653 | -0.9719 | 0.167534 |
28 | -0.150694 | -1.1575 | 0.125866 |
29 | 0.117413 | 0.9019 | 0.185397 |
30 | 0.169223 | 1.2998 | 0.099358 |
31 | -0.019617 | -0.1507 | 0.440372 |
32 | -0.052126 | -0.4004 | 0.345159 |
33 | 0.112019 | 0.8604 | 0.196516 |
34 | -0.049602 | -0.381 | 0.352286 |
35 | 0.076335 | 0.5863 | 0.279941 |
36 | 0.018942 | 0.1455 | 0.442409 |
37 | -0.062283 | -0.4784 | 0.317066 |
38 | -0.12402 | -0.9526 | 0.172336 |
39 | -0.076653 | -0.5888 | 0.279127 |
40 | -0.017008 | -0.1306 | 0.448251 |
41 | 0.014267 | 0.1096 | 0.456555 |
42 | 0.044138 | 0.339 | 0.367897 |
43 | -0.035609 | -0.2735 | 0.392704 |
44 | 0.083751 | 0.6433 | 0.26126 |
45 | 0.009166 | 0.0704 | 0.472056 |
46 | -0.13381 | -1.0278 | 0.154117 |
47 | -0.027354 | -0.2101 | 0.417154 |
48 | 0.055599 | 0.4271 | 0.335444 |