Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.303627 | -3.4619 | 0.000363 |
2 | -0.024219 | -0.2761 | 0.391442 |
3 | -0.09504 | -1.0836 | 0.140269 |
4 | 0.027852 | 0.3176 | 0.375664 |
5 | 0.162887 | 1.8572 | 0.032773 |
6 | -0.078965 | -0.9003 | 0.184803 |
7 | 0.039551 | 0.451 | 0.326388 |
8 | -0.095343 | -1.0871 | 0.139507 |
9 | 0.056066 | 0.6393 | 0.261892 |
10 | -0.12401 | -1.4139 | 0.079885 |
11 | 0.039542 | 0.4508 | 0.326425 |
12 | -0.024314 | -0.2772 | 0.391025 |
13 | -0.019576 | -0.2232 | 0.411867 |
14 | -0.045652 | -0.5205 | 0.301797 |
15 | 0.035011 | 0.3992 | 0.345204 |
16 | 0.072862 | 0.8308 | 0.203818 |
17 | -0.145068 | -1.654 | 0.050267 |
18 | 0.084782 | 0.9667 | 0.167754 |
19 | -0.102479 | -1.1684 | 0.122385 |
20 | 0.096483 | 1.1001 | 0.136665 |
21 | -0.031154 | -0.3552 | 0.361506 |
22 | 0.042325 | 0.4826 | 0.315102 |
23 | 0.025439 | 0.29 | 0.386121 |
24 | -0.152559 | -1.7394 | 0.042162 |
25 | 0.108032 | 1.2318 | 0.110132 |
26 | 0.004172 | 0.0476 | 0.481067 |
27 | 0.001653 | 0.0189 | 0.492494 |
28 | -0.05057 | -0.5766 | 0.282609 |
29 | -0.086273 | -0.9837 | 0.163553 |
30 | 0.079868 | 0.9106 | 0.182085 |
31 | 0.061049 | 0.6961 | 0.243814 |
32 | -0.100137 | -1.1417 | 0.12783 |
33 | 0.004375 | 0.0499 | 0.480147 |
34 | 0.001856 | 0.0212 | 0.491573 |
35 | 0.080222 | 0.9147 | 0.181029 |
36 | -0.137926 | -1.5726 | 0.059121 |
37 | 0.073471 | 0.8377 | 0.201869 |
38 | 0.033391 | 0.3807 | 0.352016 |
39 | -0.030975 | -0.3532 | 0.362266 |
40 | 0.006948 | 0.0792 | 0.468488 |
41 | -0.099574 | -1.1353 | 0.129165 |
42 | 0.158939 | 1.8122 | 0.036133 |
43 | -0.004545 | -0.0518 | 0.479373 |
44 | -0.038024 | -0.4335 | 0.332668 |
45 | -0.014177 | -0.1616 | 0.435918 |
46 | 0.016562 | 0.1888 | 0.425257 |
47 | 0.028193 | 0.3214 | 0.374193 |
48 | 0.04967 | 0.5663 | 0.286075 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.303627 | -3.4619 | 0.000363 |
2 | -0.128229 | -1.462 | 0.073072 |
3 | -0.159338 | -1.8167 | 0.035781 |
4 | -0.068321 | -0.779 | 0.218705 |
5 | 0.149553 | 1.7052 | 0.045276 |
6 | 0.0181 | 0.2064 | 0.418411 |
7 | 0.059698 | 0.6807 | 0.248648 |
8 | -0.041727 | -0.4758 | 0.317523 |
9 | 0.004606 | 0.0525 | 0.479098 |
10 | -0.162558 | -1.8534 | 0.033043 |
11 | -0.069773 | -0.7955 | 0.213876 |
12 | -0.075157 | -0.8569 | 0.196533 |
13 | -0.061347 | -0.6995 | 0.242755 |
14 | -0.096001 | -1.0946 | 0.137862 |
15 | 0.032677 | 0.3726 | 0.355037 |
16 | 0.088878 | 1.0134 | 0.156384 |
17 | -0.089839 | -1.0243 | 0.153794 |
18 | 0.024566 | 0.2801 | 0.389926 |
19 | -0.081005 | -0.9236 | 0.178703 |
20 | -0.029218 | -0.3331 | 0.369785 |
21 | -0.052959 | -0.6038 | 0.273506 |
22 | 0.040415 | 0.4608 | 0.322855 |
23 | 0.04422 | 0.5042 | 0.307494 |
24 | -0.127576 | -1.4546 | 0.074096 |
25 | 0.008146 | 0.0929 | 0.463072 |
26 | 0.054452 | 0.6208 | 0.267893 |
27 | -0.070652 | -0.8056 | 0.210985 |
28 | -0.0569 | -0.6488 | 0.25882 |
29 | -0.124255 | -1.4167 | 0.079477 |
30 | -0.027308 | -0.3114 | 0.378012 |
31 | 0.034732 | 0.396 | 0.346376 |
32 | -0.074478 | -0.8492 | 0.198671 |
33 | 0.007274 | 0.0829 | 0.467014 |
34 | -0.015305 | -0.1745 | 0.43087 |
35 | 0.076745 | 0.875 | 0.191586 |
36 | -0.159699 | -1.8208 | 0.035465 |
37 | 0.000552 | 0.0063 | 0.497496 |
38 | -0.002698 | -0.0308 | 0.487754 |
39 | -0.04087 | -0.466 | 0.321 |
40 | -0.024788 | -0.2826 | 0.388954 |
41 | -0.119392 | -1.3613 | 0.087891 |
42 | 0.081795 | 0.9326 | 0.176377 |
43 | 0.044908 | 0.512 | 0.304749 |
44 | -0.012365 | -0.141 | 0.44405 |
45 | 0.016593 | 0.1892 | 0.425118 |
46 | -0.037743 | -0.4303 | 0.333833 |
47 | -0.004851 | -0.0553 | 0.477989 |
48 | 0.050131 | 0.5716 | 0.284296 |