Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.430859 | -3.5003 | 0.000419 |
2 | -0.124519 | -1.0116 | 0.157713 |
3 | 0.278963 | 2.2663 | 0.013359 |
4 | -0.149166 | -1.2118 | 0.114948 |
5 | -0.084833 | -0.6892 | 0.246561 |
6 | -0.004593 | -0.0373 | 0.485173 |
7 | 0.030191 | 0.2453 | 0.403502 |
8 | -0.055179 | -0.4483 | 0.32771 |
9 | 0.079136 | 0.6429 | 0.261258 |
10 | 0.150847 | 1.2255 | 0.112373 |
11 | -0.310175 | -2.5199 | 0.007084 |
12 | 0.263535 | 2.141 | 0.017987 |
13 | -0.065684 | -0.5336 | 0.2977 |
14 | -0.072825 | -0.5916 | 0.278059 |
15 | 0.020792 | 0.1689 | 0.433189 |
16 | -0.020346 | -0.1653 | 0.434609 |
17 | -0.017022 | -0.1383 | 0.445219 |
18 | 0.090779 | 0.7375 | 0.231718 |
19 | -0.047987 | -0.3898 | 0.348952 |
20 | -0.059335 | -0.482 | 0.315685 |
21 | 0.059324 | 0.4819 | 0.315718 |
22 | 0.033435 | 0.2716 | 0.393379 |
23 | -0.14466 | -1.1752 | 0.122064 |
24 | 0.10616 | 0.8624 | 0.195782 |
25 | -0.023141 | -0.188 | 0.425728 |
26 | 0.065524 | 0.5323 | 0.298147 |
27 | -0.065897 | -0.5353 | 0.297104 |
28 | -0.038356 | -0.3116 | 0.378162 |
29 | 0.130655 | 1.0614 | 0.146178 |
30 | -0.087862 | -0.7138 | 0.238935 |
31 | -0.044844 | -0.3643 | 0.358395 |
32 | 0.082539 | 0.6705 | 0.252424 |
33 | -0.001201 | -0.0098 | 0.496121 |
34 | -0.03442 | -0.2796 | 0.390317 |
35 | -0.057309 | -0.4656 | 0.321524 |
36 | 0.169177 | 1.3744 | 0.086983 |
37 | -0.123286 | -1.0016 | 0.160102 |
38 | -0.077123 | -0.6265 | 0.266558 |
39 | 0.178104 | 1.4469 | 0.076325 |
40 | -0.129277 | -1.0503 | 0.148716 |
41 | -0.023708 | -0.1926 | 0.423929 |
42 | 0.102444 | 0.8323 | 0.204132 |
43 | -0.057734 | -0.469 | 0.320296 |
44 | -0.025057 | -0.2036 | 0.41966 |
45 | 0.059318 | 0.4819 | 0.315734 |
46 | -0.045843 | -0.3724 | 0.355383 |
47 | -0.112734 | -0.9159 | 0.181539 |
48 | 0.136764 | 1.1111 | 0.135284 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.430859 | -3.5003 | 0.000419 |
2 | -0.380861 | -3.0941 | 0.001447 |
3 | 0.058577 | 0.4759 | 0.317866 |
4 | -0.010472 | -0.0851 | 0.46623 |
5 | -0.10175 | -0.8266 | 0.205715 |
6 | -0.235515 | -1.9133 | 0.030022 |
7 | -0.137499 | -1.117 | 0.134012 |
8 | -0.123823 | -1.0059 | 0.159059 |
9 | 0.034569 | 0.2808 | 0.389854 |
10 | 0.252695 | 2.0529 | 0.022025 |
11 | -0.175587 | -1.4265 | 0.079222 |
12 | 0.034339 | 0.279 | 0.390569 |
13 | -0.087024 | -0.707 | 0.241032 |
14 | 0.117141 | 0.9517 | 0.172371 |
15 | -0.018825 | -0.1529 | 0.439458 |
16 | -0.03334 | -0.2709 | 0.393675 |
17 | -0.143809 | -1.1683 | 0.123442 |
18 | 0.092536 | 0.7518 | 0.227433 |
19 | 0.026328 | 0.2139 | 0.415646 |
20 | -0.05695 | -0.4627 | 0.322563 |
21 | -0.074146 | -0.6024 | 0.274499 |
22 | -0.106534 | -0.8655 | 0.194954 |
23 | -0.052143 | -0.4236 | 0.336613 |
24 | -0.000315 | -0.0026 | 0.498982 |
25 | 0.007854 | 0.0638 | 0.474658 |
26 | 0.093895 | 0.7628 | 0.224148 |
27 | -0.047599 | -0.3867 | 0.350113 |
28 | -0.179392 | -1.4574 | 0.074876 |
29 | 0.110667 | 0.8991 | 0.185943 |
30 | 0.051035 | 0.4146 | 0.339886 |
31 | -0.010503 | -0.0853 | 0.466128 |
32 | -0.032428 | -0.2634 | 0.396513 |
33 | 0.05871 | 0.477 | 0.317483 |
34 | -0.003914 | -0.0318 | 0.487364 |
35 | -0.090067 | -0.7317 | 0.233468 |
36 | 0.059138 | 0.4804 | 0.316253 |
37 | 0.069146 | 0.5617 | 0.288097 |
38 | -0.159944 | -1.2994 | 0.099165 |
39 | -0.065602 | -0.533 | 0.297928 |
40 | 0.017692 | 0.1437 | 0.443077 |
41 | -0.012782 | -0.1038 | 0.458806 |
42 | -0.044283 | -0.3598 | 0.360089 |
43 | -0.074294 | -0.6036 | 0.274101 |
44 | -0.068579 | -0.5571 | 0.289659 |
45 | 0.005332 | 0.0433 | 0.482791 |
46 | -0.094128 | -0.7647 | 0.223587 |
47 | -0.199301 | -1.6191 | 0.055094 |
48 | -0.047525 | -0.3861 | 0.350333 |