Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.460995 | -3.7734 | 0.000172 |
2 | 0.198885 | 1.6279 | 0.054116 |
3 | -0.24417 | -1.9986 | 0.024855 |
4 | 0.092574 | 0.7577 | 0.225629 |
5 | 0.007034 | 0.0576 | 0.477127 |
6 | -0.01968 | -0.1611 | 0.436253 |
7 | -0.045384 | -0.3715 | 0.355724 |
8 | -0.006668 | -0.0546 | 0.478317 |
9 | 0.177997 | 1.457 | 0.074898 |
10 | -0.12617 | -1.0327 | 0.152717 |
11 | 0.149583 | 1.2244 | 0.112546 |
12 | -0.340062 | -2.7835 | 0.003491 |
13 | 0.104203 | 0.8529 | 0.198365 |
14 | -0.024683 | -0.202 | 0.420248 |
15 | 0.039356 | 0.3221 | 0.374174 |
16 | 0.04121 | 0.3373 | 0.368464 |
17 | -0.084819 | -0.6943 | 0.244957 |
18 | -0.034638 | -0.2835 | 0.388826 |
19 | 0.159754 | 1.3076 | 0.097732 |
20 | -0.177557 | -1.4534 | 0.075395 |
21 | 0.085732 | 0.7017 | 0.242633 |
22 | -0.106937 | -0.8753 | 0.192264 |
23 | 0.160765 | 1.3159 | 0.096343 |
24 | -0.103788 | -0.8495 | 0.199303 |
25 | 0.138818 | 1.1363 | 0.129945 |
26 | -0.168092 | -1.3759 | 0.086719 |
27 | 0.061157 | 0.5006 | 0.30915 |
28 | -0.051829 | -0.4242 | 0.336375 |
29 | 0.04262 | 0.3489 | 0.364144 |
30 | 0.090689 | 0.7423 | 0.230244 |
31 | -0.094963 | -0.7773 | 0.219857 |
32 | 0.159349 | 1.3043 | 0.098293 |
33 | -0.090921 | -0.7442 | 0.229673 |
34 | 0.09572 | 0.7835 | 0.218047 |
35 | -0.178582 | -1.4618 | 0.074241 |
36 | 0.02254 | 0.1845 | 0.42709 |
37 | 0.002565 | 0.021 | 0.491655 |
38 | 0.099368 | 0.8134 | 0.209447 |
39 | -0.039771 | -0.3255 | 0.372893 |
40 | 0.014087 | 0.1153 | 0.454272 |
41 | 0.023828 | 0.195 | 0.422974 |
42 | -0.076159 | -0.6234 | 0.267572 |
43 | 0.073549 | 0.602 | 0.274594 |
44 | -0.102235 | -0.8368 | 0.202831 |
45 | 0.041063 | 0.3361 | 0.368917 |
46 | -0.037553 | -0.3074 | 0.379752 |
47 | 0.058935 | 0.4824 | 0.315546 |
48 | 0.031594 | 0.2586 | 0.398366 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.460995 | -3.7734 | 0.000172 |
2 | -0.017311 | -0.1417 | 0.443873 |
3 | -0.201815 | -1.6519 | 0.051615 |
4 | -0.123888 | -1.0141 | 0.1571 |
5 | 0.022904 | 0.1875 | 0.425925 |
6 | -0.047145 | -0.3859 | 0.350398 |
7 | -0.107554 | -0.8804 | 0.190903 |
8 | -0.067112 | -0.5493 | 0.292301 |
9 | 0.188837 | 1.5457 | 0.063445 |
10 | 0.005968 | 0.0488 | 0.480593 |
11 | 0.113749 | 0.9311 | 0.177578 |
12 | -0.218323 | -1.7871 | 0.039226 |
13 | -0.236513 | -1.9359 | 0.028548 |
14 | -0.0626 | -0.5124 | 0.305027 |
15 | -0.090041 | -0.737 | 0.231842 |
16 | 0.022493 | 0.1841 | 0.427241 |
17 | -0.054839 | -0.4489 | 0.327485 |
18 | -0.214252 | -1.7537 | 0.042025 |
19 | 0.082751 | 0.6773 | 0.25026 |
20 | -0.160041 | -1.31 | 0.097336 |
21 | 0.008535 | 0.0699 | 0.472256 |
22 | -0.031239 | -0.2557 | 0.399483 |
23 | 0.108068 | 0.8846 | 0.189776 |
24 | -0.132333 | -1.0832 | 0.141302 |
25 | -0.031214 | -0.2555 | 0.399562 |
26 | -0.066605 | -0.5452 | 0.293717 |
27 | -0.147391 | -1.2064 | 0.115944 |
28 | -0.093068 | -0.7618 | 0.224428 |
29 | -0.046617 | -0.3816 | 0.351993 |
30 | -0.01717 | -0.1405 | 0.444328 |
31 | 0.037603 | 0.3078 | 0.379597 |
32 | 0.044669 | 0.3656 | 0.357895 |
33 | 0.112517 | 0.921 | 0.180179 |
34 | 0.043186 | 0.3535 | 0.362415 |
35 | -0.052693 | -0.4313 | 0.333813 |
36 | -0.146003 | -1.1951 | 0.118133 |
37 | -0.006379 | -0.0522 | 0.479257 |
38 | -0.006652 | -0.0544 | 0.47837 |
39 | -0.060536 | -0.4955 | 0.310931 |
40 | -0.026342 | -0.2156 | 0.414969 |
41 | 0.01872 | 0.1532 | 0.439337 |
42 | -0.095286 | -0.7799 | 0.219084 |
43 | 0.112781 | 0.9232 | 0.17962 |
44 | 0.037985 | 0.3109 | 0.378414 |
45 | 0.102943 | 0.8426 | 0.201219 |
46 | -0.018792 | -0.1538 | 0.439108 |
47 | 0.001835 | 0.015 | 0.494029 |
48 | -0.03981 | -0.3259 | 0.372773 |