Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.173952 | -1.4657 | 0.073566 |
2 | 0.102258 | 0.8616 | 0.195893 |
3 | -0.178831 | -1.5069 | 0.068142 |
4 | -0.030032 | -0.2531 | 0.400479 |
5 | -0.084543 | -0.7124 | 0.239284 |
6 | 0.251032 | 2.1152 | 0.01896 |
7 | -0.066467 | -0.5601 | 0.2886 |
8 | 0.147245 | 1.2407 | 0.109399 |
9 | -0.265662 | -2.2385 | 0.014162 |
10 | 0.093816 | 0.7905 | 0.215932 |
11 | -0.172059 | -1.4498 | 0.075759 |
12 | 0.243241 | 2.0496 | 0.02205 |
13 | 0.071401 | 0.6016 | 0.274667 |
14 | 0.092139 | 0.7764 | 0.220052 |
15 | -0.16219 | -1.3666 | 0.088026 |
16 | -0.09585 | -0.8076 | 0.210996 |
17 | 0.041085 | 0.3462 | 0.365114 |
18 | 0.082087 | 0.6917 | 0.245697 |
19 | 0.090207 | 0.7601 | 0.224856 |
20 | 0.238403 | 2.0088 | 0.02418 |
21 | -0.217885 | -1.8359 | 0.035277 |
22 | 0.023502 | 0.198 | 0.421793 |
23 | -0.07691 | -0.6481 | 0.25952 |
24 | 0.075483 | 0.636 | 0.263401 |
25 | 0.023208 | 0.1956 | 0.42276 |
26 | 0.096124 | 0.81 | 0.210335 |
27 | -0.061543 | -0.5186 | 0.302836 |
28 | -0.153278 | -1.2915 | 0.100351 |
29 | -0.136461 | -1.1498 | 0.127035 |
30 | 0.113153 | 0.9534 | 0.1718 |
31 | -0.06952 | -0.5858 | 0.27994 |
32 | 0.208911 | 1.7603 | 0.041331 |
33 | -0.087692 | -0.7389 | 0.231199 |
34 | -0.028432 | -0.2396 | 0.405678 |
35 | -0.125076 | -1.0539 | 0.14775 |
36 | 0.073349 | 0.6181 | 0.26926 |
37 | -0.033857 | -0.2853 | 0.388129 |
38 | 0.070381 | 0.593 | 0.277518 |
39 | -0.082528 | -0.6954 | 0.24454 |
40 | 0.114624 | 0.9658 | 0.168702 |
41 | -0.19118 | -1.6109 | 0.055818 |
42 | 0.036044 | 0.3037 | 0.381118 |
43 | -0.014366 | -0.121 | 0.451998 |
44 | 0.167387 | 1.4104 | 0.08139 |
45 | -0.084396 | -0.7111 | 0.239666 |
46 | 0.07958 | 0.6706 | 0.252339 |
47 | -0.194163 | -1.636 | 0.053128 |
48 | -0.033387 | -0.2813 | 0.38964 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.173952 | -1.4657 | 0.073566 |
2 | 0.074245 | 0.6256 | 0.266791 |
3 | -0.154966 | -1.3058 | 0.097924 |
4 | -0.094312 | -0.7947 | 0.214723 |
5 | -0.084625 | -0.7131 | 0.239071 |
6 | 0.220902 | 1.8614 | 0.033417 |
7 | -0.004713 | -0.0397 | 0.484217 |
8 | 0.085354 | 0.7192 | 0.237186 |
9 | -0.190666 | -1.6066 | 0.056293 |
10 | 0.04648 | 0.3917 | 0.348244 |
11 | -0.09171 | -0.7728 | 0.221114 |
12 | 0.139567 | 1.176 | 0.121759 |
13 | 0.151055 | 1.2728 | 0.103619 |
14 | 0.029499 | 0.2486 | 0.402207 |
15 | -0.059791 | -0.5038 | 0.307978 |
16 | -0.162934 | -1.3729 | 0.087052 |
17 | 0.196622 | 1.6568 | 0.05099 |
18 | -0.006062 | -0.0511 | 0.479701 |
19 | 0.097707 | 0.8233 | 0.20655 |
20 | 0.178842 | 1.5069 | 0.06813 |
21 | -0.091316 | -0.7694 | 0.222093 |
22 | 0.047494 | 0.4002 | 0.345107 |
23 | -0.005133 | -0.0433 | 0.48281 |
24 | 0.103653 | 0.8734 | 0.192697 |
25 | -0.107613 | -0.9068 | 0.183799 |
26 | 0.02278 | 0.1919 | 0.424166 |
27 | -0.010773 | -0.0908 | 0.463963 |
28 | -0.145979 | -1.23 | 0.111371 |
29 | -0.071326 | -0.601 | 0.274876 |
30 | -0.019734 | -0.1663 | 0.434205 |
31 | -0.054039 | -0.4553 | 0.325127 |
32 | -0.014886 | -0.1254 | 0.450267 |
33 | -0.013067 | -0.1101 | 0.456319 |
34 | -0.038965 | -0.3283 | 0.371815 |
35 | -0.016997 | -0.1432 | 0.443262 |
36 | 0.040131 | 0.3381 | 0.368124 |
37 | -0.123443 | -1.0401 | 0.1509 |
38 | -0.031307 | -0.2638 | 0.396349 |
39 | -0.128144 | -1.0798 | 0.141952 |
40 | 0.128197 | 1.0802 | 0.141853 |
41 | -0.006929 | -0.0584 | 0.476803 |
42 | -0.079911 | -0.6733 | 0.251458 |
43 | 0.034219 | 0.2883 | 0.386965 |
44 | 0.063684 | 0.5366 | 0.296607 |
45 | 0.046538 | 0.3921 | 0.348068 |
46 | -0.012916 | -0.1088 | 0.45682 |
47 | -0.008261 | -0.0696 | 0.472352 |
48 | -0.033042 | -0.2784 | 0.39075 |