Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.1245 | -1.0491 | 0.148856 |
2 | 0.071635 | 0.6036 | 0.274015 |
3 | -0.145949 | -1.2298 | 0.111417 |
4 | 0.042709 | 0.3599 | 0.360004 |
5 | -0.014101 | -0.1188 | 0.452878 |
6 | -0.087482 | -0.7371 | 0.231734 |
7 | 0.045101 | 0.38 | 0.35253 |
8 | 0.107249 | 0.9037 | 0.184606 |
9 | -0.054302 | -0.4576 | 0.324334 |
10 | 0.018411 | 0.1551 | 0.438577 |
11 | -0.217926 | -1.8363 | 0.035251 |
12 | 0.490803 | 4.1356 | 4.8e-05 |
13 | -0.141004 | -1.1881 | 0.119372 |
14 | 0.059544 | 0.5017 | 0.308705 |
15 | -0.071894 | -0.6058 | 0.273293 |
16 | 0.039123 | 0.3297 | 0.371316 |
17 | -0.121882 | -1.027 | 0.153954 |
18 | -0.116694 | -0.9833 | 0.164404 |
19 | -0.002164 | -0.0182 | 0.492751 |
20 | 0.108259 | 0.9122 | 0.182373 |
21 | 0.033125 | 0.2791 | 0.390482 |
22 | -0.047649 | -0.4015 | 0.344631 |
23 | -0.062738 | -0.5286 | 0.299353 |
24 | 0.272433 | 2.2956 | 0.012329 |
25 | -0.066249 | -0.5582 | 0.289223 |
26 | -0.020213 | -0.1703 | 0.432624 |
27 | -0.056755 | -0.4782 | 0.316979 |
28 | 0.057956 | 0.4883 | 0.313406 |
29 | -0.044849 | -0.3779 | 0.353315 |
30 | -0.051717 | -0.4358 | 0.33216 |
31 | -0.028364 | -0.239 | 0.405898 |
32 | -0.00975 | -0.0822 | 0.467379 |
33 | 0.012056 | 0.1016 | 0.459685 |
34 | 0.018069 | 0.1523 | 0.439711 |
35 | 0.001117 | 0.0094 | 0.496259 |
36 | 0.173163 | 1.4591 | 0.074475 |
37 | -0.05235 | -0.4411 | 0.330237 |
38 | -0.001665 | -0.014 | 0.494423 |
39 | -0.030214 | -0.2546 | 0.399888 |
40 | -0.008198 | -0.0691 | 0.472561 |
41 | -0.072733 | -0.6129 | 0.270965 |
42 | -0.004685 | -0.0395 | 0.48431 |
43 | 0.022193 | 0.187 | 0.426097 |
44 | 0.023931 | 0.2016 | 0.420383 |
45 | -0.067564 | -0.5693 | 0.285472 |
46 | -0.024369 | -0.2053 | 0.418949 |
47 | -0.061481 | -0.518 | 0.303018 |
48 | 0.083111 | 0.7003 | 0.243013 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.1245 | -1.0491 | 0.148856 |
2 | 0.057018 | 0.4804 | 0.316194 |
3 | -0.132926 | -1.1201 | 0.133232 |
4 | 0.007433 | 0.0626 | 0.475118 |
5 | 0.007195 | 0.0606 | 0.475913 |
6 | -0.113949 | -0.9602 | 0.170118 |
7 | 0.032205 | 0.2714 | 0.39345 |
8 | 0.130319 | 1.0981 | 0.137938 |
9 | -0.066837 | -0.5632 | 0.287544 |
10 | 0.011371 | 0.0958 | 0.461968 |
11 | -0.189077 | -1.5932 | 0.05778 |
12 | 0.461898 | 3.892 | 0.000111 |
13 | -0.067651 | -0.57 | 0.285226 |
14 | -0.045211 | -0.381 | 0.352186 |
15 | 0.070273 | 0.5921 | 0.277822 |
16 | -0.020713 | -0.1745 | 0.430974 |
17 | -0.172874 | -1.4567 | 0.074809 |
18 | -0.036877 | -0.3107 | 0.378458 |
19 | -0.019822 | -0.167 | 0.433914 |
20 | -4e-06 | 0 | 0.499988 |
21 | 0.067198 | 0.5662 | 0.286514 |
22 | -0.122465 | -1.0319 | 0.15281 |
23 | 0.146967 | 1.2384 | 0.10983 |
24 | 0.05622 | 0.4737 | 0.318577 |
25 | 0.037467 | 0.3157 | 0.376578 |
26 | -0.035452 | -0.2987 | 0.383011 |
27 | -0.011813 | -0.0995 | 0.460495 |
28 | -0.026361 | -0.2221 | 0.412428 |
29 | 0.070246 | 0.5919 | 0.277899 |
30 | 0.006376 | 0.0537 | 0.478651 |
31 | -0.046571 | -0.3924 | 0.347965 |
32 | -0.104168 | -0.8777 | 0.191524 |
33 | -0.070335 | -0.5927 | 0.277648 |
34 | 0.161404 | 1.36 | 0.089064 |
35 | -0.034049 | -0.2869 | 0.387513 |
36 | 0.01999 | 0.1684 | 0.43336 |
37 | -0.007423 | -0.0625 | 0.475153 |
38 | 0.066517 | 0.5605 | 0.288459 |
39 | 0.006145 | 0.0518 | 0.479425 |
40 | -0.03093 | -0.2606 | 0.397571 |
41 | -0.065669 | -0.5533 | 0.290885 |
42 | 0.067266 | 0.5668 | 0.286322 |
43 | 0.002284 | 0.0192 | 0.492351 |
44 | -0.021902 | -0.1846 | 0.427053 |
45 | -0.072817 | -0.6136 | 0.270732 |
46 | -0.076892 | -0.6479 | 0.259568 |
47 | -0.024293 | -0.2047 | 0.419196 |
48 | -0.067887 | -0.572 | 0.284556 |