Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.178952 | -1.5185 | 0.066639 |
2 | -0.064596 | -0.5481 | 0.292654 |
3 | 0.019138 | 0.1624 | 0.435726 |
4 | 0.014509 | 0.1231 | 0.451182 |
5 | -0.078704 | -0.6678 | 0.253191 |
6 | 0.029746 | 0.2524 | 0.400723 |
7 | 0.009369 | 0.0795 | 0.46843 |
8 | 0.010426 | 0.0885 | 0.464876 |
9 | -0.104878 | -0.8899 | 0.188238 |
10 | -0.018519 | -0.1571 | 0.437789 |
11 | 0.053405 | 0.4532 | 0.3259 |
12 | -0.024497 | -0.2079 | 0.417961 |
13 | 0.018336 | 0.1556 | 0.438396 |
14 | -0.122995 | -1.0436 | 0.15007 |
15 | -0.016295 | -0.1383 | 0.445208 |
16 | 0.131088 | 1.1123 | 0.134851 |
17 | -0.085922 | -0.7291 | 0.234162 |
18 | 0.038276 | 0.3248 | 0.373142 |
19 | 0.042396 | 0.3597 | 0.360047 |
20 | 0.048921 | 0.4151 | 0.339649 |
21 | -0.278762 | -2.3654 | 0.010354 |
22 | -0.03361 | -0.2852 | 0.388157 |
23 | 0.062591 | 0.5311 | 0.298491 |
24 | -0.001969 | -0.0167 | 0.49336 |
25 | -0.122084 | -1.0359 | 0.151854 |
26 | 0.210994 | 1.7903 | 0.038801 |
27 | -0.065945 | -0.5596 | 0.288758 |
28 | -0.000146 | -0.0012 | 0.499508 |
29 | -0.037803 | -0.3208 | 0.374659 |
30 | -0.122922 | -1.043 | 0.150212 |
31 | 0.181941 | 1.5438 | 0.063508 |
32 | -0.047536 | -0.4034 | 0.343942 |
33 | -0.052384 | -0.4445 | 0.329009 |
34 | -0.021362 | -0.1813 | 0.428336 |
35 | -0.051801 | -0.4395 | 0.330792 |
36 | 0.060367 | 0.5122 | 0.305027 |
37 | 0.053113 | 0.4507 | 0.326787 |
38 | -0.04688 | -0.3978 | 0.345982 |
39 | 0.013014 | 0.1104 | 0.456189 |
40 | -0.036454 | -0.3093 | 0.378986 |
41 | -0.002151 | -0.0182 | 0.492745 |
42 | 0.141295 | 1.1989 | 0.117244 |
43 | 0.082422 | 0.6994 | 0.243286 |
44 | -0.006416 | -0.0544 | 0.478368 |
45 | -0.011483 | -0.0974 | 0.461325 |
46 | 0.026538 | 0.2252 | 0.411236 |
47 | -0.066893 | -0.5676 | 0.286035 |
48 | -0.01378 | -0.1169 | 0.453623 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.178952 | -1.5185 | 0.066639 |
2 | -0.099816 | -0.847 | 0.199909 |
3 | -0.011935 | -0.1013 | 0.459809 |
4 | 0.00998 | 0.0847 | 0.466374 |
5 | -0.075936 | -0.6443 | 0.260702 |
6 | 0.002239 | 0.019 | 0.492448 |
7 | 0.003233 | 0.0274 | 0.489095 |
8 | 0.016989 | 0.1442 | 0.442891 |
9 | -0.102165 | -0.8669 | 0.194438 |
10 | -0.065598 | -0.5566 | 0.289757 |
11 | 0.024487 | 0.2078 | 0.417993 |
12 | -0.015067 | -0.1279 | 0.449311 |
13 | 0.020133 | 0.1708 | 0.432416 |
14 | -0.143814 | -1.2203 | 0.113166 |
15 | -0.072647 | -0.6164 | 0.269778 |
16 | 0.111624 | 0.9472 | 0.173363 |
17 | -0.051998 | -0.4412 | 0.330188 |
18 | 0.022318 | 0.1894 | 0.425167 |
19 | 0.012527 | 0.1063 | 0.457821 |
20 | 0.078902 | 0.6695 | 0.252657 |
21 | -0.254961 | -2.1634 | 0.016915 |
22 | -0.163746 | -1.3894 | 0.084492 |
23 | -0.033632 | -0.2854 | 0.388087 |
24 | -0.021861 | -0.1855 | 0.42668 |
25 | -0.1039 | -0.8816 | 0.190457 |
26 | 0.13368 | 1.1343 | 0.130213 |
27 | -0.025768 | -0.2187 | 0.41377 |
28 | 0.015605 | 0.1324 | 0.447513 |
29 | -0.072787 | -0.6176 | 0.269387 |
30 | -0.228151 | -1.9359 | 0.028402 |
31 | 0.105848 | 0.8982 | 0.186049 |
32 | -0.018244 | -0.1548 | 0.438703 |
33 | -0.042679 | -0.3621 | 0.359153 |
34 | -0.105717 | -0.897 | 0.186344 |
35 | -0.176767 | -1.4999 | 0.069004 |
36 | 0.00262 | 0.0222 | 0.491164 |
37 | 0.085214 | 0.7231 | 0.235991 |
38 | -0.066062 | -0.5606 | 0.288421 |
39 | -0.08748 | -0.7423 | 0.230162 |
40 | 0.018711 | 0.1588 | 0.437149 |
41 | 0.063723 | 0.5407 | 0.29519 |
42 | -0.02218 | -0.1882 | 0.425622 |
43 | 0.057248 | 0.4858 | 0.314303 |
44 | -0.047157 | -0.4001 | 0.345119 |
45 | 0.050145 | 0.4255 | 0.335871 |
46 | 0.02889 | 0.2451 | 0.403522 |
47 | -0.093252 | -0.7913 | 0.215692 |
48 | -0.022642 | -0.1921 | 0.424092 |