Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.113735 | -1.1086 | 0.135211 |
2 | -0.075419 | -0.7351 | 0.232047 |
3 | -0.099965 | -0.9743 | 0.166182 |
4 | 0.077991 | 0.7602 | 0.22452 |
5 | 0.025557 | 0.2491 | 0.401913 |
6 | 0.132636 | 1.2928 | 0.099611 |
7 | -0.165002 | -1.6082 | 0.055551 |
8 | 0.077186 | 0.7523 | 0.22686 |
9 | -0.011965 | -0.1166 | 0.453702 |
10 | -0.037126 | -0.3619 | 0.359132 |
11 | 0.124354 | 1.2121 | 0.114249 |
12 | 0.008616 | 0.084 | 0.466626 |
13 | -0.253801 | -2.4737 | 0.007573 |
14 | 0.081803 | 0.7973 | 0.213628 |
15 | -0.060085 | -0.5856 | 0.279755 |
16 | 0.002495 | 0.0243 | 0.490323 |
17 | 0.011202 | 0.1092 | 0.456642 |
18 | -0.158773 | -1.5475 | 0.062531 |
19 | 0.049206 | 0.4796 | 0.316306 |
20 | 0.179 | 1.7447 | 0.042137 |
21 | -0.217538 | -2.1203 | 0.018293 |
22 | 0.037092 | 0.3615 | 0.359255 |
23 | 0.010736 | 0.1046 | 0.458442 |
24 | 0.033362 | 0.3252 | 0.372881 |
25 | -0.070828 | -0.6903 | 0.24583 |
26 | 0.048126 | 0.4691 | 0.320045 |
27 | -0.154005 | -1.5011 | 0.068329 |
28 | 0.283135 | 2.7597 | 0.003472 |
29 | -0.112948 | -1.1009 | 0.136865 |
30 | -0.041958 | -0.409 | 0.341746 |
31 | -0.040584 | -0.3956 | 0.346656 |
32 | -0.010904 | -0.1063 | 0.457794 |
33 | 0.011674 | 0.1138 | 0.454825 |
34 | 0.159655 | 1.5561 | 0.061502 |
35 | -0.049205 | -0.4796 | 0.316309 |
36 | -0.037018 | -0.3608 | 0.359522 |
37 | 0.007668 | 0.0747 | 0.470288 |
38 | -0.071592 | -0.6978 | 0.243505 |
39 | 0.150806 | 1.4699 | 0.072449 |
40 | 0.019949 | 0.1944 | 0.423126 |
41 | -0.217222 | -2.1172 | 0.018427 |
42 | -0.009724 | -0.0948 | 0.462346 |
43 | 0.062735 | 0.6115 | 0.271176 |
44 | 0.117205 | 1.1424 | 0.128085 |
45 | 0.007061 | 0.0688 | 0.472637 |
46 | -0.096999 | -0.9454 | 0.17342 |
47 | 0.009659 | 0.0941 | 0.462596 |
48 | 0.18155 | 1.7695 | 0.040007 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.113735 | -1.1086 | 0.135211 |
2 | -0.089512 | -0.8725 | 0.192579 |
3 | -0.122035 | -1.1894 | 0.118614 |
4 | 0.04431 | 0.4319 | 0.333402 |
5 | 0.022792 | 0.2221 | 0.412338 |
6 | 0.143783 | 1.4014 | 0.082173 |
7 | -0.118219 | -1.1523 | 0.126054 |
8 | 0.07388 | 0.7201 | 0.236617 |
9 | 0.000399 | 0.0039 | 0.498451 |
10 | -0.073793 | -0.7192 | 0.236877 |
11 | 0.145979 | 1.4228 | 0.079031 |
12 | 0.005775 | 0.0563 | 0.477616 |
13 | -0.226076 | -2.2035 | 0.014987 |
14 | 0.038291 | 0.3732 | 0.35491 |
15 | -0.094466 | -0.9207 | 0.179759 |
16 | -0.061142 | -0.5959 | 0.276317 |
17 | -0.000234 | -0.0023 | 0.499093 |
18 | -0.155607 | -1.5167 | 0.066336 |
19 | 0.074775 | 0.7288 | 0.233953 |
20 | 0.121266 | 1.182 | 0.120088 |
21 | -0.177549 | -1.7305 | 0.043391 |
22 | 0.056437 | 0.5501 | 0.291779 |
23 | -0.004478 | -0.0436 | 0.48264 |
24 | 0.073766 | 0.719 | 0.236958 |
25 | -0.104356 | -1.0171 | 0.155837 |
26 | 0.002988 | 0.0291 | 0.488412 |
27 | -0.070839 | -0.6905 | 0.245795 |
28 | 0.165688 | 1.6149 | 0.054822 |
29 | -0.039489 | -0.3849 | 0.350588 |
30 | -0.080706 | -0.7866 | 0.21673 |
31 | -0.105133 | -1.0247 | 0.154051 |
32 | -0.007474 | -0.0728 | 0.47104 |
33 | 0.066047 | 0.6437 | 0.260647 |
34 | 0.008023 | 0.0782 | 0.468917 |
35 | 0.086385 | 0.842 | 0.200957 |
36 | -0.065993 | -0.6432 | 0.260817 |
37 | 0.066817 | 0.6512 | 0.258229 |
38 | -0.065814 | -0.6415 | 0.261379 |
39 | 0.034792 | 0.3391 | 0.367637 |
40 | -0.004215 | -0.0411 | 0.483657 |
41 | -0.093096 | -0.9074 | 0.18325 |
42 | -0.070806 | -0.6901 | 0.245896 |
43 | -0.005269 | -0.0514 | 0.479577 |
44 | 0.120686 | 1.1763 | 0.121206 |
45 | -0.04589 | -0.4473 | 0.327844 |
46 | 0.003886 | 0.0379 | 0.484932 |
47 | 0.087741 | 0.8552 | 0.197299 |
48 | 0.088651 | 0.8641 | 0.194865 |