Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.243411 | -2.1771 | 0.016209 |
2 | -0.058969 | -0.5274 | 0.299675 |
3 | 0.011071 | 0.099 | 0.460685 |
4 | 0.040028 | 0.358 | 0.360636 |
5 | 0.00908 | 0.0812 | 0.467738 |
6 | -0.094835 | -0.8482 | 0.199421 |
7 | 0.159811 | 1.4294 | 0.078392 |
8 | -0.082757 | -0.7402 | 0.230673 |
9 | 0.007252 | 0.0649 | 0.474223 |
10 | -0.072481 | -0.6483 | 0.259327 |
11 | -0.012437 | -0.1112 | 0.455853 |
12 | 0.002662 | 0.0238 | 0.490533 |
13 | 0.022231 | 0.1988 | 0.421445 |
14 | -0.100434 | -0.8983 | 0.185858 |
15 | -0.017027 | -0.1523 | 0.439668 |
16 | 0.086067 | 0.7698 | 0.221842 |
17 | -0.090066 | -0.8056 | 0.211439 |
18 | -0.029015 | -0.2595 | 0.397952 |
19 | 0.078621 | 0.7032 | 0.241984 |
20 | -0.011342 | -0.1014 | 0.459726 |
21 | -0.179749 | -1.6077 | 0.055918 |
22 | -0.011273 | -0.1008 | 0.45997 |
23 | 0.119023 | 1.0646 | 0.145136 |
24 | -0.08794 | -0.7866 | 0.216933 |
25 | -0.086138 | -0.7704 | 0.221655 |
26 | 0.198519 | 1.7756 | 0.0398 |
27 | -0.05793 | -0.5181 | 0.302893 |
28 | 0.003097 | 0.0277 | 0.488985 |
29 | -0.013758 | -0.1231 | 0.451185 |
30 | -0.09623 | -0.8607 | 0.195986 |
31 | 0.162232 | 1.451 | 0.075338 |
32 | -0.035297 | -0.3157 | 0.376525 |
33 | -0.003765 | -0.0337 | 0.486611 |
34 | -0.062523 | -0.5592 | 0.288787 |
35 | -0.017648 | -0.1578 | 0.437488 |
36 | -0.001917 | -0.0171 | 0.493181 |
37 | -0.009385 | -0.0839 | 0.466655 |
38 | 0.157359 | 1.4075 | 0.081582 |
39 | -0.10485 | -0.9378 | 0.175584 |
40 | -0.049651 | -0.4441 | 0.329087 |
41 | 0.089821 | 0.8034 | 0.212067 |
42 | 0.097288 | 0.8702 | 0.193405 |
43 | -0.00658 | -0.0589 | 0.476609 |
44 | -0.047757 | -0.4272 | 0.335207 |
45 | 0.081274 | 0.7269 | 0.234693 |
46 | -0.004943 | -0.0442 | 0.482423 |
47 | -0.06651 | -0.5949 | 0.2768 |
48 | -0.031233 | -0.2794 | 0.390347 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.243411 | -2.1771 | 0.016209 |
2 | -0.125664 | -1.124 | 0.132194 |
3 | -0.03853 | -0.3446 | 0.365642 |
4 | 0.027802 | 0.2487 | 0.402128 |
5 | 0.028812 | 0.2577 | 0.398649 |
6 | -0.084088 | -0.7521 | 0.227097 |
7 | 0.12606 | 1.1275 | 0.131447 |
8 | -0.028691 | -0.2566 | 0.399065 |
9 | 0.003259 | 0.0291 | 0.48841 |
10 | -0.081946 | -0.7329 | 0.232867 |
11 | -0.06578 | -0.5884 | 0.278975 |
12 | -0.040667 | -0.3637 | 0.358507 |
13 | 0.0323 | 0.2889 | 0.386701 |
14 | -0.122152 | -1.0926 | 0.138932 |
15 | -0.05412 | -0.4841 | 0.314832 |
16 | 0.041849 | 0.3743 | 0.354582 |
17 | -0.055598 | -0.4973 | 0.310177 |
18 | -0.054235 | -0.4851 | 0.314467 |
19 | 0.058218 | 0.5207 | 0.302 |
20 | -0.022624 | -0.2024 | 0.420077 |
21 | -0.174463 | -1.5604 | 0.061301 |
22 | -0.114356 | -1.0228 | 0.154735 |
23 | 0.026412 | 0.2362 | 0.406927 |
24 | -0.074122 | -0.663 | 0.25463 |
25 | -0.12788 | -1.1438 | 0.12806 |
26 | 0.144234 | 1.2901 | 0.100372 |
27 | -0.008772 | -0.0785 | 0.468831 |
28 | 0.024805 | 0.2219 | 0.412492 |
29 | 0.000955 | 0.0085 | 0.496602 |
30 | -0.163845 | -1.4655 | 0.073355 |
31 | 0.076497 | 0.6842 | 0.247909 |
32 | 0.00457 | 0.0409 | 0.483747 |
33 | -0.057674 | -0.5159 | 0.303691 |
34 | -0.056967 | -0.5095 | 0.305893 |
35 | -0.150148 | -1.343 | 0.09154 |
36 | -0.087529 | -0.7829 | 0.218005 |
37 | 0.053676 | 0.4801 | 0.316236 |
38 | 0.121342 | 1.0853 | 0.14052 |
39 | -0.099357 | -0.8887 | 0.18842 |
40 | -0.051645 | -0.4619 | 0.322695 |
41 | 0.09907 | 0.8861 | 0.189107 |
42 | 0.078916 | 0.7058 | 0.241168 |
43 | 0.066666 | 0.5963 | 0.276338 |
44 | -0.029136 | -0.2606 | 0.397535 |
45 | -0.029284 | -0.2619 | 0.397028 |
46 | 0.016838 | 0.1506 | 0.440333 |
47 | -0.017377 | -0.1554 | 0.438441 |
48 | -0.052966 | -0.4737 | 0.318486 |