Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.039531 | -0.3331 | 0.370022 |
2 | -0.016417 | -0.1383 | 0.445185 |
3 | -0.104263 | -0.8785 | 0.191308 |
4 | -0.115204 | -0.9707 | 0.16749 |
5 | -0.129142 | -1.0882 | 0.1401 |
6 | -0.089465 | -0.7538 | 0.226718 |
7 | -0.104991 | -0.8847 | 0.189661 |
8 | 0.03382 | 0.285 | 0.388248 |
9 | 0.218916 | 1.8446 | 0.034632 |
10 | 0.023718 | 0.1998 | 0.421085 |
11 | 0.078016 | 0.6574 | 0.256532 |
12 | 0.024695 | 0.2081 | 0.417881 |
13 | 0.081925 | 0.6903 | 0.246123 |
14 | -0.169418 | -1.4275 | 0.078904 |
15 | 0.079317 | 0.6683 | 0.253043 |
16 | -0.039421 | -0.3322 | 0.370371 |
17 | -0.060598 | -0.5106 | 0.305603 |
18 | -0.069269 | -0.5837 | 0.280647 |
19 | -0.083001 | -0.6994 | 0.2433 |
20 | -0.046743 | -0.3939 | 0.347431 |
21 | 0.158329 | 1.3341 | 0.093217 |
22 | 0.010917 | 0.092 | 0.463483 |
23 | 0.019068 | 0.1607 | 0.436406 |
24 | 0.102473 | 0.8635 | 0.195399 |
25 | 0.014321 | 0.1207 | 0.452145 |
26 | -0.001622 | -0.0137 | 0.494568 |
27 | -0.108565 | -0.9148 | 0.181701 |
28 | 0.010728 | 0.0904 | 0.464115 |
29 | -0.010356 | -0.0873 | 0.465353 |
30 | -0.025806 | -0.2174 | 0.414243 |
31 | -0.085505 | -0.7205 | 0.236799 |
32 | -0.039763 | -0.335 | 0.369288 |
33 | 0.111405 | 0.9387 | 0.175529 |
34 | 0.054387 | 0.4583 | 0.324079 |
35 | 0.030146 | 0.254 | 0.400108 |
36 | -0.02231 | -0.188 | 0.42571 |
37 | 0.095368 | 0.8036 | 0.212158 |
38 | 0.000576 | 0.0049 | 0.498071 |
39 | 0.046975 | 0.3958 | 0.346713 |
40 | -0.138752 | -1.1691 | 0.123128 |
41 | -0.071217 | -0.6001 | 0.275179 |
42 | -0.046533 | -0.3921 | 0.348082 |
43 | -0.042537 | -0.3584 | 0.360545 |
44 | -0.024346 | -0.2051 | 0.419024 |
45 | 0.075107 | 0.6329 | 0.264427 |
46 | 0.08465 | 0.7133 | 0.239007 |
47 | 0.021624 | 0.1822 | 0.42797 |
48 | 0.031668 | 0.2668 | 0.395184 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.039531 | -0.3331 | 0.370022 |
2 | -0.018008 | -0.1517 | 0.439913 |
3 | -0.105835 | -0.8918 | 0.187761 |
4 | -0.125792 | -1.0599 | 0.146383 |
5 | -0.149222 | -1.2574 | 0.10637 |
6 | -0.130492 | -1.0995 | 0.137622 |
7 | -0.169559 | -1.4287 | 0.078734 |
8 | -0.056468 | -0.4758 | 0.317837 |
9 | 0.149672 | 1.2612 | 0.10569 |
10 | -0.024732 | -0.2084 | 0.417758 |
11 | 0.037041 | 0.3121 | 0.377934 |
12 | 0.041284 | 0.3479 | 0.364485 |
13 | 0.133938 | 1.1286 | 0.131436 |
14 | -0.10319 | -0.8695 | 0.193753 |
15 | 0.153073 | 1.2898 | 0.10065 |
16 | 0.079535 | 0.6702 | 0.252461 |
17 | -0.034477 | -0.2905 | 0.386137 |
18 | -0.085683 | -0.722 | 0.236341 |
19 | -0.092529 | -0.7797 | 0.21909 |
20 | -0.107072 | -0.9022 | 0.184999 |
21 | 0.073154 | 0.6164 | 0.269798 |
22 | -0.059325 | -0.4999 | 0.309352 |
23 | 0.000816 | 0.0069 | 0.497268 |
24 | 0.012085 | 0.1018 | 0.459589 |
25 | 0.014184 | 0.1195 | 0.452601 |
26 | 0.01775 | 0.1496 | 0.440768 |
27 | -0.022163 | -0.1868 | 0.426194 |
28 | 0.081623 | 0.6878 | 0.24692 |
29 | 0.103949 | 0.8759 | 0.192023 |
30 | -0.036212 | -0.3051 | 0.380581 |
31 | -0.072297 | -0.6092 | 0.272173 |
32 | -0.079985 | -0.674 | 0.251261 |
33 | 0.069012 | 0.5815 | 0.281371 |
34 | -0.013199 | -0.1112 | 0.455878 |
35 | 0.051525 | 0.4342 | 0.332745 |
36 | -0.071826 | -0.6052 | 0.273482 |
37 | 0.049666 | 0.4185 | 0.338425 |
38 | 0.013384 | 0.1128 | 0.455262 |
39 | 0.10836 | 0.9131 | 0.182151 |
40 | -0.033403 | -0.2815 | 0.38959 |
41 | -0.017813 | -0.1501 | 0.440556 |
42 | -0.043892 | -0.3698 | 0.356301 |
43 | -0.0285 | -0.2401 | 0.405454 |
44 | -0.100253 | -0.8448 | 0.200544 |
45 | 0.023654 | 0.1993 | 0.421293 |
46 | -0.008863 | -0.0747 | 0.470338 |
47 | -0.005982 | -0.0504 | 0.479972 |
48 | -0.055 | -0.4634 | 0.322233 |