Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.10831 | 0.919 | 0.180572 |
2 | -0.233642 | -1.9825 | 0.025619 |
3 | 0.036615 | 0.3107 | 0.378468 |
4 | -0.138675 | -1.1767 | 0.121596 |
5 | -0.199834 | -1.6957 | 0.047136 |
6 | 0.046609 | 0.3955 | 0.346826 |
7 | -0.119509 | -1.0141 | 0.156974 |
8 | -0.041871 | -0.3553 | 0.361705 |
9 | 0.110718 | 0.9395 | 0.175314 |
10 | -0.146997 | -1.2473 | 0.108163 |
11 | 0.12665 | 1.0747 | 0.143057 |
12 | 0.504361 | 4.2796 | 2.8e-05 |
13 | 0.013827 | 0.1173 | 0.453463 |
14 | -0.267883 | -2.2731 | 0.013004 |
15 | 0.03335 | 0.283 | 0.389001 |
16 | -0.152685 | -1.2956 | 0.09963 |
17 | -0.177306 | -1.5045 | 0.068415 |
18 | 0.040431 | 0.3431 | 0.366275 |
19 | -0.115608 | -0.981 | 0.164947 |
20 | 0.042942 | 0.3644 | 0.358323 |
21 | 0.171289 | 1.4534 | 0.075224 |
22 | -0.093635 | -0.7945 | 0.214751 |
23 | 0.080193 | 0.6805 | 0.249199 |
24 | 0.398251 | 3.3793 | 0.000588 |
25 | 0.014129 | 0.1199 | 0.452451 |
26 | -0.301481 | -2.5581 | 0.006314 |
27 | 0.0129 | 0.1095 | 0.456572 |
28 | -0.128353 | -1.0891 | 0.139868 |
29 | -0.141662 | -1.202 | 0.116643 |
30 | 0.060625 | 0.5144 | 0.304266 |
31 | -0.029614 | -0.2513 | 0.401157 |
32 | 0.026301 | 0.2232 | 0.412017 |
33 | 0.080261 | 0.681 | 0.249017 |
34 | -0.169368 | -1.4371 | 0.077506 |
35 | 0.010329 | 0.0876 | 0.465201 |
36 | 0.256989 | 2.1806 | 0.01624 |
37 | -0.02623 | -0.2226 | 0.41225 |
38 | -0.151122 | -1.2823 | 0.101923 |
39 | -0.014997 | -0.1272 | 0.449549 |
40 | -0.106558 | -0.9042 | 0.184459 |
41 | -0.15559 | -1.3202 | 0.095471 |
42 | 0.07865 | 0.6674 | 0.253336 |
43 | 0.051164 | 0.4341 | 0.332741 |
44 | -0.004179 | -0.0355 | 0.485904 |
45 | 0.055581 | 0.4716 | 0.319311 |
46 | -0.083461 | -0.7082 | 0.240558 |
47 | 0.053388 | 0.453 | 0.325952 |
48 | 0.21245 | 1.8027 | 0.03781 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.10831 | 0.919 | 0.180572 |
2 | -0.248286 | -2.1068 | 0.019311 |
3 | 0.102546 | 0.8701 | 0.193561 |
4 | -0.236394 | -2.0059 | 0.024314 |
5 | -0.11992 | -1.0176 | 0.156148 |
6 | -0.006443 | -0.0547 | 0.478276 |
7 | -0.226544 | -1.9223 | 0.029263 |
8 | 0.017647 | 0.1497 | 0.440694 |
9 | -0.057326 | -0.4864 | 0.314071 |
10 | -0.218287 | -1.8522 | 0.034047 |
11 | 0.209738 | 1.7797 | 0.039674 |
12 | 0.357377 | 3.0324 | 0.001686 |
13 | 0.00926 | 0.0786 | 0.468793 |
14 | -0.133235 | -1.1305 | 0.131001 |
15 | 0.066997 | 0.5685 | 0.285736 |
16 | -0.086978 | -0.738 | 0.231448 |
17 | -0.030807 | -0.2614 | 0.397263 |
18 | -0.05047 | -0.4283 | 0.334872 |
19 | -0.154501 | -1.311 | 0.097014 |
20 | 0.077612 | 0.6586 | 0.25614 |
21 | -0.010907 | -0.0926 | 0.463258 |
22 | -0.035991 | -0.3054 | 0.380474 |
23 | 0.015656 | 0.1328 | 0.447344 |
24 | 0.143743 | 1.2197 | 0.11328 |
25 | 0.135785 | 1.1522 | 0.126531 |
26 | -0.166577 | -1.4135 | 0.080916 |
27 | 0.101313 | 0.8597 | 0.196413 |
28 | -0.077988 | -0.6618 | 0.255122 |
29 | 0.035004 | 0.297 | 0.383653 |
30 | -0.0037 | -0.0314 | 0.48752 |
31 | -0.047253 | -0.401 | 0.344821 |
32 | -0.020974 | -0.178 | 0.429623 |
33 | -0.204048 | -1.7314 | 0.043832 |
34 | -0.099742 | -0.8463 | 0.200083 |
35 | -0.107863 | -0.9152 | 0.181559 |
36 | -0.130625 | -1.1084 | 0.135691 |
37 | 0.028198 | 0.2393 | 0.405789 |
38 | -0.000421 | -0.0036 | 0.498581 |
39 | -0.020636 | -0.1751 | 0.430744 |
40 | -0.065332 | -0.5544 | 0.290524 |
41 | -0.083423 | -0.7079 | 0.240655 |
42 | 0.033189 | 0.2816 | 0.389524 |
43 | 0.034747 | 0.2948 | 0.384484 |
44 | -0.093307 | -0.7917 | 0.215557 |
45 | -0.092318 | -0.7833 | 0.217996 |
46 | 0.03121 | 0.2648 | 0.395951 |
47 | 0.053302 | 0.4523 | 0.326213 |
48 | -0.024403 | -0.2071 | 0.418273 |