Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.03787 | -0.3691 | 0.356433 |
2 | -0.029448 | -0.287 | 0.38736 |
3 | -0.099679 | -0.9716 | 0.16687 |
4 | 0.000965 | 0.0094 | 0.496259 |
5 | -0.104457 | -1.0181 | 0.155602 |
6 | -0.03066 | -0.2988 | 0.382858 |
7 | -0.126577 | -1.2337 | 0.110175 |
8 | 0.082469 | 0.8038 | 0.211757 |
9 | 0.095583 | 0.9316 | 0.176944 |
10 | -0.012136 | -0.1183 | 0.453044 |
11 | 0.130277 | 1.2698 | 0.103632 |
12 | 0.219844 | 2.1428 | 0.017344 |
13 | -0.085477 | -0.8331 | 0.203432 |
14 | -0.146928 | -1.4321 | 0.077701 |
15 | 0.025355 | 0.2471 | 0.402672 |
16 | -0.004244 | -0.0414 | 0.483547 |
17 | 0.004904 | 0.0478 | 0.480989 |
18 | 0.018647 | 0.1817 | 0.428084 |
19 | 0.053069 | 0.5173 | 0.30309 |
20 | -0.032617 | -0.3179 | 0.375625 |
21 | -0.016262 | -0.1585 | 0.4372 |
22 | 0.004374 | 0.0426 | 0.483041 |
23 | -0.020314 | -0.198 | 0.421734 |
24 | 0.193642 | 1.8874 | 0.031081 |
25 | -0.047973 | -0.4676 | 0.320578 |
26 | -0.081223 | -0.7917 | 0.215264 |
27 | 0.077274 | 0.7532 | 0.226604 |
28 | -0.110865 | -1.0806 | 0.141311 |
29 | -0.043646 | -0.4254 | 0.33575 |
30 | 0.058038 | 0.5657 | 0.286472 |
31 | -0.128843 | -1.2558 | 0.106133 |
32 | 0.0543 | 0.5292 | 0.298934 |
33 | 0.04746 | 0.4626 | 0.322359 |
34 | -0.012951 | -0.1262 | 0.449907 |
35 | -0.059577 | -0.5807 | 0.281415 |
36 | 0.02895 | 0.2822 | 0.389214 |
37 | -0.094539 | -0.9215 | 0.179574 |
38 | -0.027321 | -0.2663 | 0.395297 |
39 | -0.005016 | -0.0489 | 0.480556 |
40 | -0.169549 | -1.6526 | 0.050861 |
41 | 0.126495 | 1.2329 | 0.110324 |
42 | -0.005145 | -0.0501 | 0.480056 |
43 | 0.068652 | 0.6691 | 0.252514 |
44 | -0.026442 | -0.2577 | 0.398588 |
45 | 0.051951 | 0.5064 | 0.306892 |
46 | -0.106633 | -1.0393 | 0.150646 |
47 | -0.059464 | -0.5796 | 0.281783 |
48 | -0.006661 | -0.0649 | 0.474187 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.03787 | -0.3691 | 0.356433 |
2 | -0.030927 | -0.3014 | 0.381871 |
3 | -0.102244 | -0.9966 | 0.160756 |
4 | -0.008248 | -0.0804 | 0.468047 |
5 | -0.112711 | -1.0986 | 0.137366 |
6 | -0.051802 | -0.5049 | 0.307399 |
7 | -0.143882 | -1.4024 | 0.082029 |
8 | 0.044146 | 0.4303 | 0.333982 |
9 | 0.08162 | 0.7955 | 0.214144 |
10 | -0.039876 | -0.3887 | 0.349197 |
11 | 0.145776 | 1.4209 | 0.079317 |
12 | 0.238628 | 2.3259 | 0.011077 |
13 | -0.049071 | -0.4783 | 0.316773 |
14 | -0.110251 | -1.0746 | 0.142639 |
15 | 0.090383 | 0.8809 | 0.190285 |
16 | 0.030363 | 0.2959 | 0.383961 |
17 | 0.004251 | 0.0414 | 0.483518 |
18 | 0.068662 | 0.6692 | 0.252486 |
19 | 0.094178 | 0.9179 | 0.180489 |
20 | -0.117143 | -1.1418 | 0.128209 |
21 | -0.087309 | -0.851 | 0.198459 |
22 | 0.068119 | 0.6639 | 0.254167 |
23 | -0.0891 | -0.8684 | 0.19367 |
24 | 0.158485 | 1.5447 | 0.062869 |
25 | 0.06877 | 0.6703 | 0.252151 |
26 | -0.067191 | -0.6549 | 0.25706 |
27 | 0.032096 | 0.3128 | 0.377545 |
28 | -0.16522 | -1.6104 | 0.055318 |
29 | -0.028676 | -0.2795 | 0.390234 |
30 | 0.044133 | 0.4302 | 0.33403 |
31 | -0.150298 | -1.4649 | 0.073122 |
32 | 0.122609 | 1.195 | 0.117522 |
33 | 0.004968 | 0.0484 | 0.480743 |
34 | -0.091212 | -0.889 | 0.188118 |
35 | -0.127396 | -1.2417 | 0.108702 |
36 | -0.101533 | -0.9896 | 0.162436 |
37 | -0.028491 | -0.2777 | 0.390924 |
38 | -0.038576 | -0.376 | 0.35388 |
39 | 0.025603 | 0.2496 | 0.401737 |
40 | -0.13499 | -1.3157 | 0.095717 |
41 | 0.053191 | 0.5184 | 0.302679 |
42 | -0.094621 | -0.9222 | 0.179368 |
43 | 0.058862 | 0.5737 | 0.283759 |
44 | -0.002039 | -0.0199 | 0.492095 |
45 | 0.040019 | 0.3901 | 0.348682 |
46 | -0.007908 | -0.0771 | 0.469363 |
47 | -0.030817 | -0.3004 | 0.382278 |
48 | 0.033165 | 0.3233 | 0.373606 |