Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.035741 | -0.3012 | 0.382088 |
2 | -0.173741 | -1.464 | 0.073808 |
3 | -0.076807 | -0.6472 | 0.259798 |
4 | 0.020116 | 0.1695 | 0.432941 |
5 | 0.084292 | 0.7103 | 0.239934 |
6 | -0.178173 | -1.5013 | 0.068855 |
7 | -0.069219 | -0.5833 | 0.280786 |
8 | 0.057322 | 0.483 | 0.315289 |
9 | 0.027644 | 0.2329 | 0.408242 |
10 | 0.006318 | 0.0532 | 0.478846 |
11 | 0.063051 | 0.5313 | 0.298443 |
12 | -0.00936 | -0.0789 | 0.46868 |
13 | -0.031739 | -0.2674 | 0.394953 |
14 | -0.049683 | -0.4186 | 0.338374 |
15 | -0.134876 | -1.1365 | 0.129788 |
16 | -0.050615 | -0.4265 | 0.335522 |
17 | 0.09522 | 0.8023 | 0.212517 |
18 | -0.015318 | -0.1291 | 0.448831 |
19 | -0.000262 | -0.0022 | 0.499122 |
20 | 0.082835 | 0.698 | 0.243735 |
21 | -0.050447 | -0.4251 | 0.336033 |
22 | 0.088804 | 0.7483 | 0.228384 |
23 | -0.093285 | -0.786 | 0.217231 |
24 | -0.060869 | -0.5129 | 0.304811 |
25 | 0.011557 | 0.0974 | 0.46135 |
26 | -0.121216 | -1.0214 | 0.155269 |
27 | 0.112131 | 0.9448 | 0.173975 |
28 | -0.083641 | -0.7048 | 0.241629 |
29 | 0.046347 | 0.3905 | 0.348659 |
30 | 0.02933 | 0.2471 | 0.402758 |
31 | -0.014953 | -0.126 | 0.450047 |
32 | 0.08505 | 0.7166 | 0.237972 |
33 | -0.09687 | -0.8162 | 0.208547 |
34 | -0.030126 | -0.2539 | 0.400173 |
35 | -0.057127 | -0.4814 | 0.31587 |
36 | 0.060257 | 0.5077 | 0.306607 |
37 | 0.034804 | 0.2933 | 0.385088 |
38 | -0.03278 | -0.2762 | 0.391594 |
39 | -0.046426 | -0.3912 | 0.348414 |
40 | 0.120344 | 1.014 | 0.157005 |
41 | 0.017313 | 0.1459 | 0.442212 |
42 | -0.053867 | -0.4539 | 0.325647 |
43 | 0.005254 | 0.0443 | 0.482406 |
44 | 0.017214 | 0.1451 | 0.44254 |
45 | -0.003996 | -0.0337 | 0.486619 |
46 | 0.024947 | 0.2102 | 0.417055 |
47 | 0.030409 | 0.2562 | 0.399257 |
48 | 0.070452 | 0.5936 | 0.277319 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.035741 | -0.3012 | 0.382088 |
2 | -0.175243 | -1.4766 | 0.072099 |
3 | -0.093351 | -0.7866 | 0.217071 |
4 | -0.019623 | -0.1653 | 0.43457 |
5 | 0.056662 | 0.4774 | 0.317256 |
6 | -0.184989 | -1.5587 | 0.061752 |
7 | -0.068335 | -0.5758 | 0.283285 |
8 | -0.001384 | -0.0117 | 0.495364 |
9 | -0.023777 | -0.2003 | 0.420892 |
10 | -0.005175 | -0.0436 | 0.482672 |
11 | 0.097265 | 0.8196 | 0.207602 |
12 | -0.023155 | -0.1951 | 0.422935 |
13 | -0.035489 | -0.299 | 0.382893 |
14 | -0.041196 | -0.3471 | 0.364762 |
15 | -0.159694 | -1.3456 | 0.091356 |
16 | -0.112652 | -0.9492 | 0.172863 |
17 | 0.064474 | 0.5433 | 0.294324 |
18 | -0.057842 | -0.4874 | 0.313744 |
19 | -0.015349 | -0.1293 | 0.448732 |
20 | 0.094305 | 0.7946 | 0.214739 |
21 | -0.106407 | -0.8966 | 0.186482 |
22 | 0.049745 | 0.4192 | 0.338182 |
23 | -0.063586 | -0.5358 | 0.296889 |
24 | -0.062227 | -0.5243 | 0.30084 |
25 | -0.028713 | -0.2419 | 0.404764 |
26 | -0.106778 | -0.8997 | 0.185653 |
27 | 0.062138 | 0.5236 | 0.301098 |
28 | -0.150264 | -1.2661 | 0.104799 |
29 | 0.030444 | 0.2565 | 0.399144 |
30 | -0.058391 | -0.492 | 0.312114 |
31 | -0.058589 | -0.4937 | 0.311528 |
32 | 0.080648 | 0.6796 | 0.249498 |
33 | -0.105338 | -0.8876 | 0.188878 |
34 | -0.043046 | -0.3627 | 0.358948 |
35 | -0.070488 | -0.5939 | 0.277219 |
36 | 0.019771 | 0.1666 | 0.434081 |
37 | -0.02393 | -0.2016 | 0.420388 |
38 | -0.033171 | -0.2795 | 0.390337 |
39 | -0.099407 | -0.8376 | 0.202528 |
40 | 0.070596 | 0.5949 | 0.276917 |
41 | -0.064309 | -0.5419 | 0.294801 |
42 | -0.056693 | -0.4777 | 0.317164 |
43 | 0.041671 | 0.3511 | 0.363266 |
44 | -0.039556 | -0.3333 | 0.369944 |
45 | -0.016231 | -0.1368 | 0.445803 |
46 | 0.069084 | 0.5821 | 0.281167 |
47 | -0.003471 | -0.0293 | 0.488374 |
48 | 0.102844 | 0.8666 | 0.194547 |