Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.04212 | -0.3574 | 0.360919 |
2 | -0.091965 | -0.7803 | 0.218872 |
3 | 0.188175 | 1.5967 | 0.057355 |
4 | 0.083049 | 0.7047 | 0.241637 |
5 | -0.24495 | -2.0785 | 0.020615 |
6 | -0.054747 | -0.4645 | 0.32183 |
7 | -0.039257 | -0.3331 | 0.370009 |
8 | -0.124793 | -1.0589 | 0.146592 |
9 | 0.0055 | 0.0467 | 0.481454 |
10 | -0.020581 | -0.1746 | 0.430926 |
11 | 0.104761 | 0.8889 | 0.188503 |
12 | 0.019316 | 0.1639 | 0.435133 |
13 | 0.00705 | 0.0598 | 0.476233 |
14 | 0.008476 | 0.0719 | 0.471431 |
15 | -0.056358 | -0.4782 | 0.316974 |
16 | -0.103392 | -0.8773 | 0.191618 |
17 | -0.057253 | -0.4858 | 0.314288 |
18 | 0.042672 | 0.3621 | 0.359173 |
19 | -0.116148 | -0.9855 | 0.163828 |
20 | 0.10012 | 0.8495 | 0.199197 |
21 | 0.050395 | 0.4276 | 0.335105 |
22 | 0.143801 | 1.2202 | 0.113186 |
23 | 0.032289 | 0.274 | 0.392443 |
24 | -0.036878 | -0.3129 | 0.377622 |
25 | -0.003724 | -0.0316 | 0.48744 |
26 | 0.12312 | 1.0447 | 0.149827 |
27 | -0.057731 | -0.4899 | 0.312858 |
28 | -0.144889 | -1.2294 | 0.111457 |
29 | 0.113307 | 0.9614 | 0.169774 |
30 | -0.075561 | -0.6412 | 0.26173 |
31 | -0.150182 | -1.2743 | 0.103321 |
32 | 0.106754 | 0.9058 | 0.184022 |
33 | -0.049626 | -0.4211 | 0.337471 |
34 | -0.080205 | -0.6806 | 0.249165 |
35 | -7.9e-05 | -7e-04 | 0.499732 |
36 | 0.015053 | 0.1277 | 0.449361 |
37 | -0.047839 | -0.4059 | 0.343 |
38 | 0.008123 | 0.0689 | 0.472621 |
39 | 0.101622 | 0.8623 | 0.195696 |
40 | 0.037383 | 0.3172 | 0.376003 |
41 | 0.033641 | 0.2855 | 0.388058 |
42 | 0.025524 | 0.2166 | 0.414574 |
43 | 0.027586 | 0.2341 | 0.407795 |
44 | -0.049436 | -0.4195 | 0.338058 |
45 | -0.032077 | -0.2722 | 0.393131 |
46 | -0.014975 | -0.1271 | 0.44962 |
47 | 0.009746 | 0.0827 | 0.467162 |
48 | -0.033067 | -0.2806 | 0.389918 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.04212 | -0.3574 | 0.360919 |
2 | -0.093906 | -0.7968 | 0.214089 |
3 | 0.181906 | 1.5435 | 0.063544 |
4 | 0.092299 | 0.7832 | 0.218043 |
5 | -0.216837 | -1.8399 | 0.03495 |
6 | -0.100737 | -0.8548 | 0.197753 |
7 | -0.115772 | -0.9824 | 0.164606 |
8 | -0.072132 | -0.6121 | 0.271212 |
9 | 0.062166 | 0.5275 | 0.299735 |
10 | -0.043159 | -0.3662 | 0.357639 |
11 | 0.132709 | 1.1261 | 0.131938 |
12 | -0.00798 | -0.0677 | 0.473101 |
13 | -0.032981 | -0.2799 | 0.390197 |
14 | -0.039846 | -0.3381 | 0.368135 |
15 | -0.132917 | -1.1278 | 0.131567 |
16 | -0.083262 | -0.7065 | 0.241078 |
17 | -0.057127 | -0.4847 | 0.314665 |
18 | 0.081155 | 0.6886 | 0.246638 |
19 | -0.04449 | -0.3775 | 0.353452 |
20 | 0.111661 | 0.9475 | 0.173283 |
21 | -0.005173 | -0.0439 | 0.482557 |
22 | 0.132137 | 1.1212 | 0.132961 |
23 | 0.006356 | 0.0539 | 0.47857 |
24 | -0.132072 | -1.1207 | 0.133076 |
25 | -0.050394 | -0.4276 | 0.335108 |
26 | 0.126624 | 1.0744 | 0.143107 |
27 | 0.074306 | 0.6305 | 0.26518 |
28 | -0.024089 | -0.2044 | 0.419307 |
29 | 0.054301 | 0.4608 | 0.323182 |
30 | -0.093091 | -0.7899 | 0.216089 |
31 | -0.147532 | -1.2519 | 0.107338 |
32 | 0.05433 | 0.461 | 0.323093 |
33 | -0.141745 | -1.2027 | 0.116507 |
34 | 0.02421 | 0.2054 | 0.418908 |
35 | -0.0305 | -0.2588 | 0.398263 |
36 | -0.001087 | -0.0092 | 0.496334 |
37 | 0.058745 | 0.4985 | 0.309838 |
38 | -0.067384 | -0.5718 | 0.284629 |
39 | 0.144729 | 1.2281 | 0.111711 |
40 | -0.026236 | -0.2226 | 0.412231 |
41 | 0.068918 | 0.5848 | 0.280259 |
42 | 0.00061 | 0.0052 | 0.497941 |
43 | -0.072689 | -0.6168 | 0.269661 |
44 | -0.035823 | -0.304 | 0.381014 |
45 | -0.025703 | -0.2181 | 0.413986 |
46 | 0.033393 | 0.2834 | 0.38886 |
47 | 0.023622 | 0.2004 | 0.42085 |
48 | -0.012629 | -0.1072 | 0.457479 |