Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.096759 | -1.1075 | 0.135063 |
2 | -0.12048 | -1.379 | 0.085129 |
3 | -0.138461 | -1.5848 | 0.057716 |
4 | -0.142435 | -1.6302 | 0.052726 |
5 | 0.062268 | 0.7127 | 0.238654 |
6 | 0.12817 | 1.467 | 0.07239 |
7 | 0.090469 | 1.0355 | 0.15118 |
8 | -0.078967 | -0.9038 | 0.183876 |
9 | 0.002923 | 0.0335 | 0.486681 |
10 | -0.146548 | -1.6773 | 0.047933 |
11 | 0.025751 | 0.2947 | 0.384333 |
12 | 0.116785 | 1.3367 | 0.091824 |
13 | 0.055779 | 0.6384 | 0.262159 |
14 | -0.038444 | -0.44 | 0.330329 |
15 | 0.002359 | 0.027 | 0.489251 |
16 | -0.120343 | -1.3774 | 0.08537 |
17 | -0.053048 | -0.6072 | 0.272397 |
18 | -0.015589 | -0.1784 | 0.429333 |
19 | 0.029463 | 0.3372 | 0.368246 |
20 | -0.016586 | -0.1898 | 0.424867 |
21 | 0.091035 | 1.0419 | 0.149678 |
22 | -0.043576 | -0.4988 | 0.309394 |
23 | -0.156827 | -1.795 | 0.037482 |
24 | 0.088823 | 1.0166 | 0.155603 |
25 | -0.073064 | -0.8363 | 0.202268 |
26 | -0.010357 | -0.1185 | 0.452911 |
27 | 0.007329 | 0.0839 | 0.466638 |
28 | -0.002489 | -0.0285 | 0.488656 |
29 | 0.010416 | 0.1192 | 0.452642 |
30 | -0.001056 | -0.0121 | 0.495185 |
31 | 0.008808 | 0.1008 | 0.459925 |
32 | -0.025244 | -0.2889 | 0.386546 |
33 | 0.061822 | 0.7076 | 0.240231 |
34 | -0.022502 | -0.2575 | 0.39858 |
35 | -0.005108 | -0.0585 | 0.476732 |
36 | -0.037505 | -0.4293 | 0.334216 |
37 | -0.046793 | -0.5356 | 0.296582 |
38 | 0.012407 | 0.142 | 0.443649 |
39 | 0.020858 | 0.2387 | 0.405844 |
40 | 0.02928 | 0.3351 | 0.369035 |
41 | 0.004834 | 0.0553 | 0.477982 |
42 | 0.144517 | 1.6541 | 0.050254 |
43 | -0.008371 | -0.0958 | 0.46191 |
44 | -0.160664 | -1.8389 | 0.034098 |
45 | 0.075993 | 0.8698 | 0.193005 |
46 | -0.078982 | -0.904 | 0.183829 |
47 | 0.013309 | 0.1523 | 0.439579 |
48 | 0.174303 | 1.995 | 0.024059 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.096759 | -1.1075 | 0.135063 |
2 | -0.13107 | -1.5002 | 0.06799 |
3 | -0.168781 | -1.9318 | 0.027772 |
4 | -0.206156 | -2.3596 | 0.009887 |
5 | -0.033071 | -0.3785 | 0.35283 |
6 | 0.061554 | 0.7045 | 0.241179 |
7 | 0.07965 | 0.9116 | 0.181817 |
8 | -0.045747 | -0.5236 | 0.300723 |
9 | 0.056027 | 0.6413 | 0.261237 |
10 | -0.106973 | -1.2244 | 0.111506 |
11 | -0.001849 | -0.0212 | 0.491575 |
12 | 0.062297 | 0.713 | 0.23855 |
13 | 0.05063 | 0.5795 | 0.281627 |
14 | -0.03204 | -0.3667 | 0.357212 |
15 | 0.055657 | 0.637 | 0.262611 |
16 | -0.075572 | -0.865 | 0.19432 |
17 | -0.06231 | -0.7132 | 0.238504 |
18 | -0.117332 | -1.3429 | 0.09081 |
19 | -0.044852 | -0.5134 | 0.304283 |
20 | -0.109174 | -1.2496 | 0.106845 |
21 | 0.058931 | 0.6745 | 0.250592 |
22 | -0.02917 | -0.3339 | 0.369508 |
23 | -0.131481 | -1.5049 | 0.067383 |
24 | 0.0358 | 0.4098 | 0.341328 |
25 | -0.081276 | -0.9302 | 0.176977 |
26 | -0.104638 | -1.1976 | 0.116611 |
27 | -0.07818 | -0.8948 | 0.186264 |
28 | -0.041783 | -0.4782 | 0.316642 |
29 | 0.013729 | 0.1571 | 0.437688 |
30 | -0.022947 | -0.2626 | 0.396619 |
31 | 0.021837 | 0.2499 | 0.401513 |
32 | -0.006811 | -0.078 | 0.468993 |
33 | 0.012645 | 0.1447 | 0.442573 |
34 | -0.020464 | -0.2342 | 0.407591 |
35 | -0.00623 | -0.0713 | 0.471632 |
36 | -0.085564 | -0.9793 | 0.164612 |
37 | -0.07202 | -0.8243 | 0.205632 |
38 | -0.026156 | -0.2994 | 0.382566 |
39 | -0.046235 | -0.5292 | 0.298785 |
40 | -0.038921 | -0.4455 | 0.328357 |
41 | -0.036654 | -0.4195 | 0.33776 |
42 | 0.137069 | 1.5688 | 0.05955 |
43 | 0.032482 | 0.3718 | 0.355329 |
44 | -0.135214 | -1.5476 | 0.062067 |
45 | 0.050574 | 0.5788 | 0.281842 |
46 | -0.108209 | -1.2385 | 0.108871 |
47 | -0.046957 | -0.5375 | 0.295934 |
48 | 0.10795 | 1.2355 | 0.109419 |