Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.070567 | -0.5946 | 0.276997 |
2 | -0.250892 | -2.1141 | 0.019012 |
3 | -0.202801 | -1.7088 | 0.045925 |
4 | 0.095839 | 0.8076 | 0.211023 |
5 | 0.045295 | 0.3817 | 0.351925 |
6 | -0.078317 | -0.6599 | 0.255723 |
7 | -0.001438 | -0.0121 | 0.495182 |
8 | 0.073398 | 0.6185 | 0.269124 |
9 | -0.168156 | -1.4169 | 0.080441 |
10 | -0.256124 | -2.1581 | 0.01715 |
11 | 0.018441 | 0.1554 | 0.438478 |
12 | 0.464181 | 3.9113 | 0.000104 |
13 | 0.251441 | 2.1187 | 0.018809 |
14 | -0.258946 | -2.1819 | 0.016213 |
15 | -0.190565 | -1.6057 | 0.056386 |
16 | 0.079959 | 0.6737 | 0.251331 |
17 | 0.032458 | 0.2735 | 0.392634 |
18 | -0.014917 | -0.1257 | 0.450164 |
19 | -0.047668 | -0.4017 | 0.344572 |
20 | 0.096675 | 0.8146 | 0.209012 |
21 | -0.134357 | -1.1321 | 0.130697 |
22 | -0.27539 | -2.3205 | 0.011596 |
23 | 0.108189 | 0.9116 | 0.182528 |
24 | 0.291806 | 2.4588 | 0.00819 |
25 | 0.210273 | 1.7718 | 0.04036 |
26 | -0.15653 | -1.3189 | 0.095713 |
27 | -0.221431 | -1.8658 | 0.033099 |
28 | 0.104544 | 0.8809 | 0.19067 |
29 | 0.036265 | 0.3056 | 0.38041 |
30 | -0.029749 | -0.2507 | 0.401396 |
31 | -0.028378 | -0.2391 | 0.405853 |
32 | 0.04298 | 0.3622 | 0.359156 |
33 | -0.051164 | -0.4311 | 0.333845 |
34 | -0.219749 | -1.8516 | 0.034118 |
35 | 0.081408 | 0.686 | 0.247486 |
36 | 0.155217 | 1.3079 | 0.097567 |
37 | 0.134498 | 1.1333 | 0.13045 |
38 | -0.044659 | -0.3763 | 0.353907 |
39 | -0.1251 | -1.0541 | 0.147702 |
40 | 0.027636 | 0.2329 | 0.408267 |
41 | 0.044024 | 0.371 | 0.355888 |
42 | -0.062606 | -0.5275 | 0.299736 |
43 | 0.002743 | 0.0231 | 0.490812 |
44 | 0.018645 | 0.1571 | 0.437803 |
45 | -0.042952 | -0.3619 | 0.359242 |
46 | -0.095446 | -0.8042 | 0.211971 |
47 | 0.015313 | 0.129 | 0.448849 |
48 | 0.049282 | 0.4153 | 0.339602 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.070567 | -0.5946 | 0.276997 |
2 | -0.257153 | -2.1668 | 0.016803 |
3 | -0.26173 | -2.2054 | 0.015334 |
4 | -0.028437 | -0.2396 | 0.405659 |
5 | -0.07666 | -0.646 | 0.260197 |
6 | -0.134189 | -1.1307 | 0.130993 |
7 | -0.024444 | -0.206 | 0.418703 |
8 | 0.016379 | 0.138 | 0.44531 |
9 | -0.2355 | -1.9844 | 0.025541 |
10 | -0.361701 | -3.0477 | 0.001619 |
11 | -0.2658 | -2.2397 | 0.014123 |
12 | 0.185562 | 1.5636 | 0.061182 |
13 | 0.318687 | 2.6853 | 0.004507 |
14 | 0.04076 | 0.3435 | 0.366137 |
15 | -0.00481 | -0.0405 | 0.483891 |
16 | 0.037306 | 0.3143 | 0.37709 |
17 | -0.099155 | -0.8355 | 0.203122 |
18 | -0.032779 | -0.2762 | 0.391597 |
19 | -0.073665 | -0.6207 | 0.268388 |
20 | 0.026259 | 0.2213 | 0.412762 |
21 | -0.031524 | -0.2656 | 0.395648 |
22 | -0.120067 | -1.0117 | 0.157558 |
23 | 0.136293 | 1.1484 | 0.127323 |
24 | 0.063059 | 0.5313 | 0.29842 |
25 | 0.02161 | 0.1821 | 0.428017 |
26 | -0.006719 | -0.0566 | 0.477504 |
27 | -0.103402 | -0.8713 | 0.193268 |
28 | 0.032075 | 0.2703 | 0.393869 |
29 | -0.03501 | -0.295 | 0.384428 |
30 | -0.020656 | -0.1741 | 0.43116 |
31 | -0.024663 | -0.2078 | 0.417985 |
32 | -0.035022 | -0.2951 | 0.38439 |
33 | 0.028877 | 0.2433 | 0.404228 |
34 | 0.015792 | 0.1331 | 0.44726 |
35 | 0.135219 | 1.1394 | 0.129188 |
36 | -0.159648 | -1.3452 | 0.091418 |
37 | -0.147593 | -1.2436 | 0.108861 |
38 | 0.001448 | 0.0122 | 0.49515 |
39 | 0.026833 | 0.2261 | 0.410887 |
40 | 0.07098 | 0.5981 | 0.275841 |
41 | -0.026413 | -0.2226 | 0.412258 |
42 | -0.051446 | -0.4335 | 0.332986 |
43 | -0.038384 | -0.3234 | 0.37366 |
44 | -0.054582 | -0.4599 | 0.323491 |
45 | 0.004572 | 0.0385 | 0.484688 |
46 | -0.00445 | -0.0375 | 0.485097 |
47 | 0.011818 | 0.0996 | 0.460479 |
48 | -0.206988 | -1.7441 | 0.042733 |