Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.16777 | -1.5376 | 0.063948 |
2 | -0.155635 | -1.4264 | 0.078727 |
3 | 0.280552 | 2.5713 | 0.005946 |
4 | -0.136887 | -1.2546 | 0.106554 |
5 | -0.070861 | -0.6495 | 0.258909 |
6 | 0.128598 | 1.1786 | 0.120939 |
7 | -0.071092 | -0.6516 | 0.258228 |
8 | -0.091281 | -0.8366 | 0.202596 |
9 | 0.022712 | 0.2082 | 0.417805 |
10 | -0.185145 | -1.6969 | 0.046711 |
11 | 0.002408 | 0.0221 | 0.491222 |
12 | 0.172132 | 1.5776 | 0.059206 |
13 | -0.053555 | -0.4908 | 0.312411 |
14 | -0.065576 | -0.601 | 0.274725 |
15 | 0.041342 | 0.3789 | 0.352855 |
16 | -0.004094 | -0.0375 | 0.485077 |
17 | 0.033692 | 0.3088 | 0.379123 |
18 | 0.104549 | 0.9582 | 0.170355 |
19 | -0.092898 | -0.8514 | 0.198476 |
20 | 0.023682 | 0.2171 | 0.414348 |
21 | 0.034724 | 0.3183 | 0.375542 |
22 | -0.178712 | -1.6379 | 0.05259 |
23 | 0.082057 | 0.7521 | 0.227057 |
24 | 0.102014 | 0.935 | 0.176241 |
25 | -0.017041 | -0.1562 | 0.43813 |
26 | -0.062133 | -0.5695 | 0.285282 |
27 | -0.127643 | -1.1699 | 0.122682 |
28 | -0.016641 | -0.1525 | 0.439573 |
29 | -0.031998 | -0.2933 | 0.385022 |
30 | -0.079678 | -0.7303 | 0.233632 |
31 | 0.071066 | 0.6513 | 0.258304 |
32 | -0.086983 | -0.7972 | 0.213787 |
33 | 0.059332 | 0.5438 | 0.294014 |
34 | -0.021419 | -0.1963 | 0.422423 |
35 | -0.020787 | -0.1905 | 0.424684 |
36 | 0.052313 | 0.4795 | 0.316429 |
37 | 0.079344 | 0.7272 | 0.234562 |
38 | -0.062371 | -0.5716 | 0.284545 |
39 | -0.036836 | -0.3376 | 0.368251 |
40 | 0.068587 | 0.6286 | 0.265655 |
41 | -0.110283 | -1.0108 | 0.157517 |
42 | 0.038621 | 0.354 | 0.362126 |
43 | 0.018433 | 0.1689 | 0.433126 |
44 | -0.025164 | -0.2306 | 0.409081 |
45 | -0.006702 | -0.0614 | 0.475582 |
46 | -0.024648 | -0.2259 | 0.410914 |
47 | 0.041378 | 0.3792 | 0.352735 |
48 | 0.015266 | 0.1399 | 0.444531 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.16777 | -1.5376 | 0.063948 |
2 | -0.189104 | -1.7332 | 0.043368 |
3 | 0.232396 | 2.1299 | 0.018051 |
4 | -0.086266 | -0.7906 | 0.21569 |
5 | -0.02989 | -0.2739 | 0.392398 |
6 | 0.02193 | 0.201 | 0.420595 |
7 | -0.012727 | -0.1166 | 0.45371 |
8 | -0.07951 | -0.7287 | 0.234099 |
9 | -0.062167 | -0.5698 | 0.285178 |
10 | -0.2094 | -1.9192 | 0.029178 |
11 | -0.027019 | -0.2476 | 0.402511 |
12 | 0.122423 | 1.122 | 0.132524 |
13 | 0.074246 | 0.6805 | 0.249038 |
14 | -0.064949 | -0.5953 | 0.276633 |
15 | -0.072272 | -0.6624 | 0.254768 |
16 | 0.010577 | 0.0969 | 0.461503 |
17 | 0.07518 | 0.689 | 0.24635 |
18 | 0.083934 | 0.7693 | 0.221945 |
19 | -0.104915 | -0.9616 | 0.169514 |
20 | -0.013298 | -0.1219 | 0.451642 |
21 | 0.014466 | 0.1326 | 0.447422 |
22 | -0.080442 | -0.7373 | 0.231509 |
23 | 0.019765 | 0.1812 | 0.428343 |
24 | 0.026916 | 0.2467 | 0.402875 |
25 | 0.116993 | 1.0723 | 0.143337 |
26 | -0.039324 | -0.3604 | 0.359724 |
27 | -0.197135 | -1.8068 | 0.037189 |
28 | -0.095341 | -0.8738 | 0.192356 |
29 | -0.102178 | -0.9365 | 0.175855 |
30 | -0.092887 | -0.8513 | 0.198504 |
31 | 0.046889 | 0.4297 | 0.334242 |
32 | -0.127732 | -1.1707 | 0.122518 |
33 | 0.135108 | 1.2383 | 0.109531 |
34 | -0.025158 | -0.2306 | 0.409102 |
35 | 0.007821 | 0.0717 | 0.471514 |
36 | -0.134974 | -1.2371 | 0.109757 |
37 | 0.011771 | 0.1079 | 0.457175 |
38 | -0.039091 | -0.3583 | 0.360518 |
39 | -0.003202 | -0.0293 | 0.488328 |
40 | -0.018853 | -0.1728 | 0.431617 |
41 | -0.147246 | -1.3495 | 0.090397 |
42 | 0.016259 | 0.149 | 0.44095 |
43 | 0.011585 | 0.1062 | 0.457847 |
44 | 0.070451 | 0.6457 | 0.260119 |
45 | -0.02052 | -0.1881 | 0.42564 |
46 | -0.056996 | -0.5224 | 0.301392 |
47 | 0.090299 | 0.8276 | 0.205121 |
48 | -0.012473 | -0.1143 | 0.454628 |