Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.165767 | -1.2733 | 0.103956 |
2 | -0.093262 | -0.7164 | 0.238297 |
3 | 0.270601 | 2.0785 | 0.02101 |
4 | -0.166771 | -1.281 | 0.102604 |
5 | -0.162168 | -1.2456 | 0.108911 |
6 | -0.016824 | -0.1292 | 0.44881 |
7 | -0.089998 | -0.6913 | 0.246048 |
8 | 0.060285 | 0.4631 | 0.322514 |
9 | 0.122913 | 0.9441 | 0.174482 |
10 | -0.24162 | -1.8559 | 0.034231 |
11 | -0.023436 | -0.18 | 0.428879 |
12 | 0.049069 | 0.3769 | 0.353798 |
13 | -0.242624 | -1.8636 | 0.033676 |
14 | -0.092341 | -0.7093 | 0.24047 |
15 | 0.198682 | 1.5261 | 0.066164 |
16 | -0.020172 | -0.1549 | 0.438698 |
17 | 0.052333 | 0.402 | 0.344576 |
18 | 0.124838 | 0.9589 | 0.170762 |
19 | 0.056602 | 0.4348 | 0.332659 |
20 | -0.089412 | -0.6868 | 0.247454 |
21 | 0.055932 | 0.4296 | 0.334517 |
22 | -0.007366 | -0.0566 | 0.477537 |
23 | -0.002762 | -0.0212 | 0.491572 |
24 | 0.142582 | 1.0952 | 0.138941 |
25 | -0.076271 | -0.5859 | 0.280105 |
26 | -0.003766 | -0.0289 | 0.488509 |
27 | 0.068738 | 0.528 | 0.299744 |
28 | -0.155053 | -1.191 | 0.119214 |
29 | -0.155388 | -1.1936 | 0.118714 |
30 | 0.135635 | 1.0418 | 0.15087 |
31 | -0.010379 | -0.0797 | 0.468365 |
32 | -0.088491 | -0.6797 | 0.249672 |
33 | 0.202532 | 1.5557 | 0.062567 |
34 | -0.089161 | -0.6849 | 0.248058 |
35 | -0.016656 | -0.1279 | 0.449316 |
36 | 0.055849 | 0.429 | 0.33475 |
37 | -0.158067 | -1.2141 | 0.114767 |
38 | -0.002846 | -0.0219 | 0.491317 |
39 | 0.069659 | 0.5351 | 0.29731 |
40 | -0.003515 | -0.027 | 0.489275 |
41 | 0.001088 | 0.0084 | 0.49668 |
42 | 0.146432 | 1.1248 | 0.132621 |
43 | -0.072421 | -0.5563 | 0.290063 |
44 | 8.4e-05 | 6e-04 | 0.499745 |
45 | 0.072588 | 0.5576 | 0.289626 |
46 | -0.141327 | -1.0856 | 0.141047 |
47 | 0.004018 | 0.0309 | 0.487743 |
48 | 0.149362 | 1.1473 | 0.127951 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.165767 | -1.2733 | 0.103956 |
2 | -0.124152 | -0.9536 | 0.17208 |
3 | 0.242959 | 1.8662 | 0.033493 |
4 | -0.101652 | -0.7808 | 0.219019 |
5 | -0.175232 | -1.346 | 0.091729 |
6 | -0.169956 | -1.3055 | 0.098403 |
7 | -0.087834 | -0.6747 | 0.251262 |
8 | 0.102313 | 0.7859 | 0.21754 |
9 | 0.165292 | 1.2696 | 0.1046 |
10 | -0.255521 | -1.9627 | 0.027201 |
11 | -0.253743 | -1.949 | 0.028025 |
12 | -0.127379 | -0.9784 | 0.165932 |
13 | -0.101826 | -0.7821 | 0.21863 |
14 | -0.129026 | -0.9911 | 0.162851 |
15 | 0.071437 | 0.5487 | 0.292635 |
16 | -0.015338 | -0.1178 | 0.453309 |
17 | -0.032984 | -0.2534 | 0.400436 |
18 | -0.059479 | -0.4569 | 0.324723 |
19 | 0.091603 | 0.7036 | 0.24222 |
20 | -0.133179 | -1.023 | 0.155249 |
21 | 0.02403 | 0.1846 | 0.427097 |
22 | 0.045506 | 0.3495 | 0.363965 |
23 | 0.043012 | 0.3304 | 0.371142 |
24 | 0.05312 | 0.408 | 0.342368 |
25 | -0.038679 | -0.2971 | 0.383719 |
26 | -0.07926 | -0.6088 | 0.272495 |
27 | -0.010664 | -0.0819 | 0.467497 |
28 | -0.006077 | -0.0467 | 0.481464 |
29 | -0.060546 | -0.4651 | 0.321799 |
30 | 0.057934 | 0.445 | 0.328975 |
31 | 0.119297 | 0.9163 | 0.181611 |
32 | -0.019193 | -0.1474 | 0.441649 |
33 | 0.085807 | 0.6591 | 0.2562 |
34 | -0.128733 | -0.9888 | 0.163395 |
35 | 0.020455 | 0.1571 | 0.437844 |
36 | 0.019086 | 0.1466 | 0.441971 |
37 | 0.02255 | 0.1732 | 0.431538 |
38 | -0.074382 | -0.5713 | 0.284969 |
39 | -0.111882 | -0.8594 | 0.196803 |
40 | 0.02801 | 0.2151 | 0.415197 |
41 | -0.008595 | -0.066 | 0.473793 |
42 | 0.066587 | 0.5115 | 0.305468 |
43 | -0.029138 | -0.2238 | 0.411838 |
44 | 0.042953 | 0.3299 | 0.371313 |
45 | 0.049078 | 0.377 | 0.353774 |
46 | -0.041804 | -0.3211 | 0.374634 |
47 | -0.036382 | -0.2795 | 0.390437 |
48 | 0.05979 | 0.4593 | 0.323868 |