Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.267549 | -2.2544 | 0.013629 |
2 | -0.010398 | -0.0876 | 0.465216 |
3 | 0.028402 | 0.2393 | 0.405773 |
4 | -0.142262 | -1.1987 | 0.117311 |
5 | 0.12648 | 1.0657 | 0.145075 |
6 | -0.141549 | -1.1927 | 0.118476 |
7 | 0.034518 | 0.2909 | 0.386005 |
8 | -0.044033 | -0.371 | 0.355862 |
9 | 0.072677 | 0.6124 | 0.271119 |
10 | -0.035814 | -0.3018 | 0.381854 |
11 | 0.085661 | 0.7218 | 0.236397 |
12 | -0.29789 | -2.5101 | 0.007176 |
13 | 0.031511 | 0.2655 | 0.39569 |
14 | 0.066315 | 0.5588 | 0.289036 |
15 | 0.039435 | 0.3323 | 0.370326 |
16 | -0.114012 | -0.9607 | 0.169987 |
17 | -0.103242 | -0.8699 | 0.193635 |
18 | 0.256424 | 2.1607 | 0.017048 |
19 | -0.109821 | -0.9254 | 0.178955 |
20 | 0.166121 | 1.3998 | 0.08297 |
21 | -0.071379 | -0.6014 | 0.274728 |
22 | 0.06767 | 0.5702 | 0.285171 |
23 | 0.135197 | 1.1392 | 0.129226 |
24 | -0.201101 | -1.6945 | 0.047276 |
25 | 0.118556 | 0.999 | 0.160601 |
26 | -0.110758 | -0.9333 | 0.176924 |
27 | -0.113699 | -0.958 | 0.170645 |
28 | 0.196385 | 1.6548 | 0.051193 |
29 | -0.004679 | -0.0394 | 0.48433 |
30 | -0.07496 | -0.6316 | 0.26483 |
31 | -0.03375 | -0.2844 | 0.388473 |
32 | 0.02489 | 0.2097 | 0.417241 |
33 | 0.013778 | 0.1161 | 0.453951 |
34 | -0.185213 | -1.5606 | 0.061528 |
35 | -0.038372 | -0.3233 | 0.373698 |
36 | 0.108783 | 0.9166 | 0.181221 |
37 | -0.039039 | -0.3289 | 0.371581 |
38 | 0.122396 | 1.0313 | 0.152945 |
39 | -0.009769 | -0.0823 | 0.467314 |
40 | -0.055985 | -0.4717 | 0.31928 |
41 | 0.055996 | 0.4718 | 0.319246 |
42 | -0.027944 | -0.2355 | 0.407264 |
43 | 0.102862 | 0.8667 | 0.194504 |
44 | -0.132734 | -1.1184 | 0.133575 |
45 | -0.017095 | -0.144 | 0.442938 |
46 | 0.065363 | 0.5508 | 0.291765 |
47 | -0.032843 | -0.2767 | 0.39139 |
48 | 0.01893 | 0.1595 | 0.436861 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.267549 | -2.2544 | 0.013629 |
2 | -0.088301 | -0.744 | 0.229656 |
3 | 0.0019 | 0.016 | 0.493637 |
4 | -0.145901 | -1.2294 | 0.111493 |
5 | 0.053817 | 0.4535 | 0.325798 |
6 | -0.117606 | -0.991 | 0.162534 |
7 | -0.026011 | -0.2192 | 0.413572 |
8 | -0.083575 | -0.7042 | 0.241802 |
9 | 0.069532 | 0.5859 | 0.279905 |
10 | -0.051068 | -0.4303 | 0.334137 |
11 | 0.106675 | 0.8989 | 0.185882 |
12 | -0.331424 | -2.7926 | 0.003357 |
13 | -0.090614 | -0.7635 | 0.22384 |
14 | -0.051524 | -0.4341 | 0.332749 |
15 | 0.13711 | 1.1553 | 0.125919 |
16 | -0.258615 | -2.1791 | 0.016321 |
17 | -0.123939 | -1.0443 | 0.149938 |
18 | 0.09749 | 0.8215 | 0.207066 |
19 | 0.026602 | 0.2242 | 0.411642 |
20 | 0.068997 | 0.5814 | 0.281414 |
21 | 0.035584 | 0.2998 | 0.382588 |
22 | 0.115893 | 0.9765 | 0.166059 |
23 | 0.212195 | 1.788 | 0.039022 |
24 | -0.20124 | -1.6957 | 0.047164 |
25 | 0.017369 | 0.1464 | 0.442029 |
26 | -0.002492 | -0.021 | 0.491653 |
27 | -0.08404 | -0.7081 | 0.24059 |
28 | 0.004999 | 0.0421 | 0.483261 |
29 | -0.000347 | -0.0029 | 0.498837 |
30 | 0.049005 | 0.4129 | 0.340453 |
31 | -0.072429 | -0.6103 | 0.271806 |
32 | 0.061878 | 0.5214 | 0.301857 |
33 | -0.017259 | -0.1454 | 0.442394 |
34 | -0.146012 | -1.2303 | 0.11132 |
35 | -0.034399 | -0.2899 | 0.386386 |
36 | -0.002098 | -0.0177 | 0.492971 |
37 | -0.04456 | -0.3755 | 0.354215 |
38 | 0.071579 | 0.6031 | 0.274169 |
39 | -0.005126 | -0.0432 | 0.482834 |
40 | -0.076528 | -0.6448 | 0.260555 |
41 | -0.035169 | -0.2963 | 0.383919 |
42 | 0.051806 | 0.4365 | 0.33189 |
43 | -0.05889 | -0.4962 | 0.310637 |
44 | -0.04728 | -0.3984 | 0.345769 |
45 | -0.016184 | -0.1364 | 0.445959 |
46 | -0.09847 | -0.8297 | 0.204738 |
47 | -0.065619 | -0.5529 | 0.291028 |
48 | -0.031784 | -0.2678 | 0.394809 |