Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.017298 | -0.1895 | 0.425015 |
2 | -0.090836 | -0.9951 | 0.160856 |
3 | -0.00559 | -0.0612 | 0.475638 |
4 | -0.155368 | -1.702 | 0.045675 |
5 | 0.0905 | 0.9914 | 0.161749 |
6 | -0.059527 | -0.6521 | 0.257797 |
7 | 0.122413 | 1.341 | 0.091232 |
8 | -0.0233 | -0.2552 | 0.399486 |
9 | 0.008978 | 0.0983 | 0.460911 |
10 | 0.007441 | 0.0815 | 0.467583 |
11 | -0.048821 | -0.5348 | 0.296887 |
12 | 0.04092 | 0.4483 | 0.32739 |
13 | -0.032683 | -0.358 | 0.360478 |
14 | -0.035793 | -0.3921 | 0.347843 |
15 | 0.019283 | 0.2112 | 0.416532 |
16 | 0.027098 | 0.2968 | 0.38355 |
17 | 0.065555 | 0.7181 | 0.237039 |
18 | 0.081095 | 0.8883 | 0.188066 |
19 | 0.037848 | 0.4146 | 0.339587 |
20 | -0.02488 | -0.2726 | 0.392833 |
21 | 0.023649 | 0.2591 | 0.398016 |
22 | -0.039183 | -0.4292 | 0.334262 |
23 | -0.097086 | -1.0635 | 0.14484 |
24 | 0.050443 | 0.5526 | 0.290792 |
25 | 0.018076 | 0.198 | 0.421687 |
26 | -0.037943 | -0.4156 | 0.339205 |
27 | -0.075594 | -0.8281 | 0.204631 |
28 | 0.007761 | 0.085 | 0.466194 |
29 | 0.00447 | 0.049 | 0.480516 |
30 | -0.097917 | -1.0726 | 0.142795 |
31 | 0.129706 | 1.4209 | 0.078976 |
32 | -0.037627 | -0.4122 | 0.340471 |
33 | 0.018772 | 0.2056 | 0.418713 |
34 | 0.18715 | 2.0501 | 0.021266 |
35 | 0.005698 | 0.0624 | 0.475168 |
36 | -0.002669 | -0.0292 | 0.488362 |
37 | -0.072989 | -0.7996 | 0.212773 |
38 | -0.060469 | -0.6624 | 0.25449 |
39 | -0.006218 | -0.0681 | 0.472903 |
40 | 0.067634 | 0.7409 | 0.230101 |
41 | 0.097883 | 1.0723 | 0.142879 |
42 | -0.00839 | -0.0919 | 0.463461 |
43 | -0.072906 | -0.7986 | 0.213038 |
44 | -0.106709 | -1.1689 | 0.122373 |
45 | -0.004473 | -0.049 | 0.480502 |
46 | -6.2e-05 | -7e-04 | 0.499731 |
47 | -0.078776 | -0.8629 | 0.194944 |
48 | -0.008868 | -0.0971 | 0.461385 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.017298 | -0.1895 | 0.425015 |
2 | -0.091162 | -0.9986 | 0.159991 |
3 | -0.008958 | -0.0981 | 0.460996 |
4 | -0.165365 | -1.8115 | 0.036283 |
5 | 0.085713 | 0.9389 | 0.174823 |
6 | -0.09263 | -1.0147 | 0.156143 |
7 | 0.145439 | 1.5932 | 0.056872 |
8 | -0.072284 | -0.7918 | 0.215011 |
9 | 0.078821 | 0.8634 | 0.19481 |
10 | -0.047871 | -0.5244 | 0.300484 |
11 | 0.028529 | 0.3125 | 0.377594 |
12 | -0.016611 | -0.182 | 0.427958 |
13 | 0.011317 | 0.124 | 0.450772 |
14 | -0.07786 | -0.8529 | 0.197702 |
15 | 0.040093 | 0.4392 | 0.330655 |
16 | 0.002779 | 0.0304 | 0.487883 |
17 | 0.080381 | 0.8805 | 0.190166 |
18 | 0.075138 | 0.8231 | 0.206043 |
19 | 0.071905 | 0.7877 | 0.21622 |
20 | -0.008806 | -0.0965 | 0.461658 |
21 | 0.075876 | 0.8312 | 0.203761 |
22 | -0.047304 | -0.5182 | 0.302641 |
23 | -0.076288 | -0.8357 | 0.202493 |
24 | 0.015751 | 0.1725 | 0.43165 |
25 | 0.001393 | 0.0153 | 0.493926 |
26 | -0.064993 | -0.712 | 0.238934 |
27 | -0.095417 | -1.0452 | 0.149006 |
28 | 0.011762 | 0.1288 | 0.448849 |
29 | -0.018923 | -0.2073 | 0.418067 |
30 | -0.091088 | -0.9978 | 0.160186 |
31 | 0.120572 | 1.3208 | 0.094542 |
32 | -0.048681 | -0.5333 | 0.297416 |
33 | 0.0548 | 0.6003 | 0.274717 |
34 | 0.165713 | 1.8153 | 0.035988 |
35 | 0.0747 | 0.8183 | 0.207405 |
36 | -0.034821 | -0.3814 | 0.351774 |
37 | -0.02215 | -0.2426 | 0.404349 |
38 | -0.070782 | -0.7754 | 0.219821 |
39 | -0.015461 | -0.1694 | 0.432896 |
40 | 0.048394 | 0.5301 | 0.2985 |
41 | 0.072671 | 0.7961 | 0.213783 |
42 | 0.004955 | 0.0543 | 0.478401 |
43 | -0.064907 | -0.711 | 0.239225 |
44 | -0.063825 | -0.6992 | 0.242899 |
45 | 0.035379 | 0.3876 | 0.349515 |
46 | -0.047988 | -0.5257 | 0.300039 |
47 | -0.087368 | -0.9571 | 0.170229 |
48 | -0.032434 | -0.3553 | 0.361495 |