Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.053266 | -0.4091 | 0.341957 |
2 | -0.128533 | -0.9873 | 0.163768 |
3 | 0.054659 | 0.4198 | 0.338062 |
4 | -0.084272 | -0.6473 | 0.259973 |
5 | -0.071597 | -0.5499 | 0.292216 |
6 | -0.170841 | -1.3123 | 0.097258 |
7 | 0.13115 | 1.0074 | 0.158933 |
8 | -0.118514 | -0.9103 | 0.183178 |
9 | 0.19502 | 1.498 | 0.069736 |
10 | -0.12093 | -0.9289 | 0.178368 |
11 | -0.060354 | -0.4636 | 0.322323 |
12 | 0.257265 | 1.9761 | 0.026413 |
13 | -0.127447 | -0.9789 | 0.165803 |
14 | 0.137216 | 1.054 | 0.148096 |
15 | 0.037877 | 0.2909 | 0.38606 |
16 | 0.029916 | 0.2298 | 0.409525 |
17 | -0.115009 | -0.8834 | 0.190303 |
18 | 0.013616 | 0.1046 | 0.458529 |
19 | 0.054289 | 0.417 | 0.339095 |
20 | -0.208124 | -1.5986 | 0.057623 |
21 | 0.084663 | 0.6503 | 0.259008 |
22 | -0.08798 | -0.6758 | 0.250909 |
23 | 0.100075 | 0.7687 | 0.222572 |
24 | -0.027279 | -0.2095 | 0.417376 |
25 | -0.180706 | -1.388 | 0.085174 |
26 | 0.106455 | 0.8177 | 0.208411 |
27 | 0.096859 | 0.744 | 0.229919 |
28 | 0.086063 | 0.6611 | 0.255573 |
29 | -0.106773 | -0.8201 | 0.207719 |
30 | 0.195695 | 1.5032 | 0.069066 |
31 | -0.081471 | -0.6258 | 0.266933 |
32 | -0.27528 | -2.1145 | 0.019355 |
33 | -0.011353 | -0.0872 | 0.465402 |
34 | -0.119525 | -0.9181 | 0.181156 |
35 | 0.082708 | 0.6353 | 0.263846 |
36 | 0.026526 | 0.2037 | 0.419625 |
37 | 0.013426 | 0.1031 | 0.459107 |
38 | -0.01488 | -0.1143 | 0.454695 |
39 | 0.051034 | 0.392 | 0.348235 |
40 | 0.012503 | 0.096 | 0.461907 |
41 | -0.072022 | -0.5532 | 0.291105 |
42 | 0.066571 | 0.5113 | 0.30551 |
43 | -0.05144 | -0.3951 | 0.34709 |
44 | -0.053022 | -0.4073 | 0.342643 |
45 | 0.040222 | 0.309 | 0.379224 |
46 | 0.010629 | 0.0816 | 0.467604 |
47 | -0.024404 | -0.1875 | 0.425974 |
48 | -0.005627 | -0.0432 | 0.482834 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.053266 | -0.4091 | 0.341957 |
2 | -0.131744 | -1.0119 | 0.157847 |
3 | 0.040713 | 0.3127 | 0.377797 |
4 | -0.097849 | -0.7516 | 0.227641 |
5 | -0.071012 | -0.5455 | 0.293749 |
6 | -0.212599 | -1.633 | 0.053897 |
7 | 0.103072 | 0.7917 | 0.215851 |
8 | -0.179251 | -1.3769 | 0.08688 |
9 | 0.250064 | 1.9208 | 0.029798 |
10 | -0.269804 | -2.0724 | 0.021303 |
11 | 0.081972 | 0.6296 | 0.26568 |
12 | 0.097516 | 0.749 | 0.228406 |
13 | -0.022986 | -0.1766 | 0.430229 |
14 | 0.157052 | 1.2063 | 0.11625 |
15 | 0.078377 | 0.602 | 0.274732 |
16 | -0.003714 | -0.0285 | 0.48867 |
17 | -0.006293 | -0.0483 | 0.480804 |
18 | 0.044499 | 0.3418 | 0.366856 |
19 | 0.033394 | 0.2565 | 0.399226 |
20 | -0.076731 | -0.5894 | 0.278928 |
21 | -0.055363 | -0.4252 | 0.336102 |
22 | -0.030117 | -0.2313 | 0.408927 |
23 | 0.055017 | 0.4226 | 0.337064 |
24 | -0.109468 | -0.8408 | 0.201915 |
25 | -0.159161 | -1.2225 | 0.113183 |
26 | -0.009663 | -0.0742 | 0.470543 |
27 | 0.087059 | 0.6687 | 0.253144 |
28 | 0.034537 | 0.2653 | 0.395858 |
29 | 0.007221 | 0.0555 | 0.477977 |
30 | 0.10665 | 0.8192 | 0.207987 |
31 | -0.110561 | -0.8492 | 0.199592 |
32 | -0.161423 | -1.2399 | 0.109959 |
33 | -0.07393 | -0.5679 | 0.286141 |
34 | -0.061965 | -0.476 | 0.317929 |
35 | -0.002005 | -0.0154 | 0.493881 |
36 | 0.047098 | 0.3618 | 0.359409 |
37 | -0.085997 | -0.6606 | 0.255734 |
38 | -0.036687 | -0.2818 | 0.389542 |
39 | -0.00718 | -0.0552 | 0.478102 |
40 | -0.003667 | -0.0282 | 0.488811 |
41 | 0.043957 | 0.3376 | 0.368415 |
42 | -0.157364 | -1.2087 | 0.115794 |
43 | 0.071453 | 0.5488 | 0.292593 |
44 | -0.101477 | -0.7795 | 0.219413 |
45 | 0.06238 | 0.4792 | 0.3168 |
46 | 0.071251 | 0.5473 | 0.293121 |
47 | 0.056219 | 0.4318 | 0.333721 |
48 | 0.010008 | 0.0769 | 0.469494 |