Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.04906 | -0.4134 | 0.340284 |
2 | -0.049813 | -0.4197 | 0.337974 |
3 | -0.050566 | -0.4261 | 0.335669 |
4 | -0.051319 | -0.4324 | 0.333371 |
5 | -0.052073 | -0.4388 | 0.33108 |
6 | -0.052826 | -0.4451 | 0.328795 |
7 | -0.053579 | -0.4515 | 0.326516 |
8 | -0.054332 | -0.4578 | 0.324244 |
9 | -0.055085 | -0.4642 | 0.321978 |
10 | -0.055838 | -0.4705 | 0.31972 |
11 | 0.021364 | 0.18 | 0.428825 |
12 | 0.012508 | 0.1054 | 0.45818 |
13 | 0.047428 | 0.3996 | 0.345314 |
14 | -0.024354 | -0.2052 | 0.418999 |
15 | -0.025107 | -0.2116 | 0.416531 |
16 | -0.02586 | -0.2179 | 0.414066 |
17 | -0.026613 | -0.2242 | 0.411605 |
18 | -0.027366 | -0.2306 | 0.409148 |
19 | -0.028119 | -0.2369 | 0.406694 |
20 | -0.028872 | -0.2433 | 0.404244 |
21 | -0.029625 | -0.2496 | 0.401798 |
22 | -0.030379 | -0.256 | 0.399355 |
23 | 0.135619 | 1.1427 | 0.128491 |
24 | 0.299465 | 2.5233 | 0.006933 |
25 | -0.029186 | -0.2459 | 0.403226 |
26 | -0.029939 | -0.2523 | 0.400782 |
27 | -0.030692 | -0.2586 | 0.398341 |
28 | -0.031445 | -0.265 | 0.395904 |
29 | -0.032198 | -0.2713 | 0.393472 |
30 | -0.032951 | -0.2777 | 0.391043 |
31 | -0.033704 | -0.284 | 0.38862 |
32 | -0.034457 | -0.2903 | 0.3862 |
33 | -0.035211 | -0.2967 | 0.383785 |
34 | -0.035964 | -0.303 | 0.381375 |
35 | -0.026359 | -0.2221 | 0.412434 |
36 | 0.146476 | 1.2342 | 0.110594 |
37 | -0.017508 | -0.1475 | 0.441567 |
38 | -0.018261 | -0.1539 | 0.439073 |
39 | -0.019014 | -0.1602 | 0.436582 |
40 | -0.019768 | -0.1666 | 0.434093 |
41 | -0.020521 | -0.1729 | 0.431607 |
42 | -0.021274 | -0.1793 | 0.429123 |
43 | -0.022027 | -0.1856 | 0.426643 |
44 | -0.02278 | -0.1919 | 0.424165 |
45 | -0.023533 | -0.1983 | 0.421691 |
46 | -0.024286 | -0.2046 | 0.419219 |
47 | 0.338595 | 2.8531 | 0.002835 |
48 | -0.02234 | -0.1882 | 0.425612 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.04906 | -0.4134 | 0.340284 |
2 | -0.052346 | -0.4411 | 0.330249 |
3 | -0.055994 | -0.4718 | 0.319253 |
4 | -0.060073 | -0.5062 | 0.307147 |
5 | -0.064671 | -0.5449 | 0.293754 |
6 | -0.069903 | -0.589 | 0.278861 |
7 | -0.075917 | -0.6397 | 0.262216 |
8 | -0.082916 | -0.6987 | 0.243522 |
9 | -0.091177 | -0.7683 | 0.222438 |
10 | -0.101089 | -0.8518 | 0.198597 |
11 | -0.031085 | -0.2619 | 0.397069 |
12 | -0.036485 | -0.3074 | 0.37971 |
13 | 0.003137 | 0.0264 | 0.489492 |
14 | -0.061988 | -0.5223 | 0.301536 |
15 | -0.066087 | -0.5569 | 0.289686 |
16 | -0.070786 | -0.5965 | 0.276385 |
17 | -0.075795 | -0.6387 | 0.26255 |
18 | -0.081572 | -0.6873 | 0.247056 |
19 | -0.088317 | -0.7442 | 0.229615 |
20 | -0.096308 | -0.8115 | 0.209894 |
21 | -0.105937 | -0.8926 | 0.187533 |
22 | -0.124239 | -1.0469 | 0.149358 |
23 | 0.042066 | 0.3545 | 0.362025 |
24 | 0.258284 | 2.1763 | 0.016429 |
25 | -0.010474 | -0.0883 | 0.46496 |
26 | -0.027738 | -0.2337 | 0.407937 |
27 | -0.026231 | -0.221 | 0.412852 |
28 | -0.025341 | -0.2135 | 0.415763 |
29 | -0.02445 | -0.206 | 0.418682 |
30 | -0.023446 | -0.1976 | 0.421978 |
31 | -0.022276 | -0.1877 | 0.425824 |
32 | -0.021042 | -0.1773 | 0.429887 |
33 | -0.01723 | -0.1452 | 0.442489 |
34 | -0.037227 | -0.3137 | 0.377341 |
35 | -0.080893 | -0.6816 | 0.248848 |
36 | 0.102838 | 0.8665 | 0.194559 |
37 | -0.053666 | -0.4522 | 0.326254 |
38 | -0.035848 | -0.3021 | 0.381744 |
39 | -0.035634 | -0.3003 | 0.38243 |
40 | -0.037499 | -0.316 | 0.376474 |
41 | -0.039705 | -0.3346 | 0.369473 |
42 | -0.042165 | -0.3553 | 0.361713 |
43 | -0.044884 | -0.3782 | 0.353206 |
44 | -0.048302 | -0.407 | 0.342617 |
45 | -0.049906 | -0.4205 | 0.33769 |
46 | -0.079195 | -0.6673 | 0.25337 |
47 | 0.247861 | 2.0885 | 0.020169 |
48 | -0.099766 | -0.8406 | 0.201686 |