Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.259253 | -2.8043 | 0.002953 |
2 | -0.137102 | -1.483 | 0.070383 |
3 | 0.155542 | 1.6824 | 0.047575 |
4 | -0.238261 | -2.5772 | 0.005602 |
5 | 0.112669 | 1.2187 | 0.112705 |
6 | -0.054618 | -0.5908 | 0.277903 |
7 | -0.214965 | -2.3252 | 0.010892 |
8 | 0.177499 | 1.9199 | 0.02865 |
9 | -0.092417 | -0.9996 | 0.159774 |
10 | -0.205148 | -2.219 | 0.014207 |
11 | 0.113445 | 1.2271 | 0.111125 |
12 | 0.190279 | 2.0582 | 0.020897 |
13 | 0.040097 | 0.4337 | 0.332645 |
14 | 0.07634 | 0.8257 | 0.205316 |
15 | -0.08202 | -0.8872 | 0.188401 |
16 | -0.082416 | -0.8915 | 0.187254 |
17 | 0.135171 | 1.4621 | 0.073197 |
18 | -0.162871 | -1.7617 | 0.040365 |
19 | 0.023279 | 0.2518 | 0.400819 |
20 | 0.114264 | 1.236 | 0.109476 |
21 | -0.250581 | -2.7104 | 0.003865 |
22 | 0.078531 | 0.8494 | 0.198685 |
23 | 0.024268 | 0.2625 | 0.3967 |
24 | 0.000156 | 0.0017 | 0.49933 |
25 | 0.173587 | 1.8776 | 0.031461 |
26 | -0.101873 | -1.1019 | 0.136378 |
27 | -0.019498 | -0.2109 | 0.416663 |
28 | 0.083374 | 0.9018 | 0.1845 |
29 | -0.124863 | -1.3506 | 0.089715 |
30 | 0.028048 | 0.3034 | 0.381067 |
31 | 0.056226 | 0.6082 | 0.272124 |
32 | -0.061244 | -0.6625 | 0.254493 |
33 | -0.087771 | -0.9494 | 0.172189 |
34 | 0.014687 | 0.1589 | 0.437026 |
35 | 0.006466 | 0.0699 | 0.472179 |
36 | 0.123209 | 1.3327 | 0.092609 |
37 | 0.037 | 0.4002 | 0.344864 |
38 | -0.148687 | -1.6083 | 0.055233 |
39 | 0.196381 | 2.1242 | 0.01788 |
40 | -0.03029 | -0.3276 | 0.371885 |
41 | -0.069409 | -0.7508 | 0.227147 |
42 | 0.037919 | 0.4102 | 0.34122 |
43 | -0.056532 | -0.6115 | 0.271033 |
44 | 0.010306 | 0.1115 | 0.455713 |
45 | -0.075333 | -0.8148 | 0.208408 |
46 | -0.104376 | -1.129 | 0.130604 |
47 | 0.127325 | 1.3772 | 0.085534 |
48 | 0.06975 | 0.7545 | 0.226044 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.259253 | -2.8043 | 0.002953 |
2 | -0.219036 | -2.3692 | 0.009731 |
3 | 0.062415 | 0.6751 | 0.250466 |
4 | -0.228782 | -2.4747 | 0.007385 |
5 | 0.026104 | 0.2824 | 0.389083 |
6 | -0.124928 | -1.3513 | 0.089602 |
7 | -0.235349 | -2.5457 | 0.006103 |
8 | -0.042119 | -0.4556 | 0.324765 |
9 | -0.131315 | -1.4204 | 0.079077 |
10 | -0.329843 | -3.5678 | 0.000261 |
11 | -0.253441 | -2.7414 | 0.00354 |
12 | 0.097533 | 1.055 | 0.146804 |
13 | 0.058209 | 0.6296 | 0.265083 |
14 | 0.083416 | 0.9023 | 0.184381 |
15 | -0.001447 | -0.0157 | 0.49377 |
16 | -0.130377 | -1.4102 | 0.080561 |
17 | -0.011346 | -0.1227 | 0.451268 |
18 | -0.094448 | -1.0216 | 0.154536 |
19 | 0.02399 | 0.2595 | 0.397856 |
20 | 0.050554 | 0.5468 | 0.29277 |
21 | -0.131799 | -1.4256 | 0.07832 |
22 | 0.00771 | 0.0834 | 0.466838 |
23 | 0.035661 | 0.3857 | 0.350199 |
24 | 0.077905 | 0.8427 | 0.200566 |
25 | 0.019557 | 0.2115 | 0.416417 |
26 | -0.057675 | -0.6239 | 0.266969 |
27 | -0.053682 | -0.5807 | 0.281292 |
28 | 0.000101 | 0.0011 | 0.499567 |
29 | -0.016178 | -0.175 | 0.430696 |
30 | 0.012936 | 0.1399 | 0.44448 |
31 | 0.002164 | 0.0234 | 0.490683 |
32 | -0.021806 | -0.2359 | 0.406973 |
33 | -0.13513 | -1.4616 | 0.073259 |
34 | -0.045998 | -0.4975 | 0.309869 |
35 | -0.002969 | -0.0321 | 0.48722 |
36 | 0.050026 | 0.5411 | 0.294731 |
37 | 0.003469 | 0.0375 | 0.485065 |
38 | -0.119934 | -1.2973 | 0.098543 |
39 | 0.105312 | 1.1391 | 0.12849 |
40 | 0.081758 | 0.8843 | 0.189162 |
41 | 0.135389 | 1.4645 | 0.072876 |
42 | -0.046213 | -0.4999 | 0.309052 |
43 | -0.004631 | -0.0501 | 0.480069 |
44 | -0.035681 | -0.3859 | 0.350119 |
45 | -0.034545 | -0.3737 | 0.354665 |
46 | 0.037931 | 0.4103 | 0.341174 |
47 | 0.043545 | 0.471 | 0.319256 |
48 | 0.041799 | 0.4521 | 0.326009 |