Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.240643 | -2.0277 | 0.023173 |
2 | 0.090766 | 0.7648 | 0.22346 |
3 | -0.05678 | -0.4784 | 0.316904 |
4 | 0.002684 | 0.0226 | 0.49101 |
5 | 0.168675 | 1.4213 | 0.079806 |
6 | 0.028007 | 0.236 | 0.407061 |
7 | -0.176691 | -1.4888 | 0.070481 |
8 | 0.060607 | 0.5107 | 0.305578 |
9 | -0.089716 | -0.756 | 0.226086 |
10 | -0.103118 | -0.8689 | 0.193919 |
11 | 0.023379 | 0.197 | 0.422198 |
12 | -0.066441 | -0.5598 | 0.288674 |
13 | -0.03863 | -0.3255 | 0.37288 |
14 | -0.033535 | -0.2826 | 0.389165 |
15 | -0.057895 | -0.4878 | 0.313585 |
16 | 0.015237 | 0.1284 | 0.449101 |
17 | 0.074751 | 0.6299 | 0.265402 |
18 | -0.131083 | -1.1045 | 0.136547 |
19 | 0.103009 | 0.868 | 0.194167 |
20 | 0.072885 | 0.6141 | 0.270544 |
21 | 0.016117 | 0.1358 | 0.446179 |
22 | -0.038078 | -0.3208 | 0.374634 |
23 | -0.055742 | -0.4697 | 0.320008 |
24 | 0.063544 | 0.5354 | 0.297012 |
25 | -0.020603 | -0.1736 | 0.431337 |
26 | -0.051465 | -0.4337 | 0.332927 |
27 | -0.04895 | -0.4125 | 0.340622 |
28 | -0.063387 | -0.5341 | 0.297467 |
29 | -0.013188 | -0.1111 | 0.455916 |
30 | -0.022235 | -0.1874 | 0.425959 |
31 | 0.005561 | 0.0469 | 0.481379 |
32 | 0.047318 | 0.3987 | 0.345651 |
33 | -0.027844 | -0.2346 | 0.407589 |
34 | -0.044626 | -0.376 | 0.354009 |
35 | -0.121982 | -1.0278 | 0.153757 |
36 | 0.154814 | 1.3045 | 0.09814 |
37 | 0.099689 | 0.84 | 0.201866 |
38 | 0.003078 | 0.0259 | 0.48969 |
39 | -0.004508 | -0.038 | 0.484904 |
40 | -0.093735 | -0.7898 | 0.216129 |
41 | 0.121254 | 1.0217 | 0.155195 |
42 | 0.089724 | 0.756 | 0.226067 |
43 | -0.038303 | -0.3227 | 0.373919 |
44 | 0.014584 | 0.1229 | 0.451271 |
45 | -0.03153 | -0.2657 | 0.395629 |
46 | -0.070098 | -0.5907 | 0.278313 |
47 | 0.149535 | 1.26 | 0.105897 |
48 | -0.092936 | -0.7831 | 0.218089 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.240643 | -2.0277 | 0.023173 |
2 | 0.034877 | 0.2939 | 0.384855 |
3 | -0.029021 | -0.2445 | 0.403762 |
4 | -0.021255 | -0.1791 | 0.429185 |
5 | 0.179727 | 1.5144 | 0.067181 |
6 | 0.116073 | 0.9781 | 0.165685 |
7 | -0.183874 | -1.5494 | 0.062872 |
8 | -0.017142 | -0.1444 | 0.442781 |
9 | -0.054945 | -0.463 | 0.322401 |
10 | -0.219227 | -1.8472 | 0.034439 |
11 | -0.060574 | -0.5104 | 0.305674 |
12 | 0.016513 | 0.1391 | 0.444868 |
13 | -0.069131 | -0.5825 | 0.281035 |
14 | -0.063649 | -0.5363 | 0.296708 |
15 | 0.013084 | 0.1102 | 0.456263 |
16 | -0.014411 | -0.1214 | 0.451847 |
17 | 0.037981 | 0.32 | 0.374943 |
18 | -0.092967 | -0.7834 | 0.218012 |
19 | 0.034518 | 0.2909 | 0.386006 |
20 | 0.122544 | 1.0326 | 0.152653 |
21 | 0.017951 | 0.1513 | 0.440101 |
22 | -0.110089 | -0.9276 | 0.178371 |
23 | -0.073724 | -0.6212 | 0.268226 |
24 | 0.028961 | 0.244 | 0.403957 |
25 | -0.139575 | -1.1761 | 0.121745 |
26 | -0.10446 | -0.8802 | 0.190861 |
27 | -0.001486 | -0.0125 | 0.495022 |
28 | -0.099445 | -0.8379 | 0.202438 |
29 | -0.085842 | -0.7233 | 0.23593 |
30 | 0.015357 | 0.1294 | 0.448704 |
31 | 0.051447 | 0.4335 | 0.332983 |
32 | 0.036746 | 0.3096 | 0.378876 |
33 | 0.010064 | 0.0848 | 0.466328 |
34 | -0.04098 | -0.3453 | 0.365444 |
35 | -0.22624 | -1.9063 | 0.030328 |
36 | 0.004418 | 0.0372 | 0.485205 |
37 | 0.133016 | 1.1208 | 0.133072 |
38 | -0.008847 | -0.0745 | 0.470393 |
39 | -0.000839 | -0.0071 | 0.49719 |
40 | -0.085591 | -0.7212 | 0.236576 |
41 | -0.005016 | -0.0423 | 0.483204 |
42 | 0.087187 | 0.7347 | 0.232485 |
43 | -0.017187 | -0.1448 | 0.442631 |
44 | -0.037471 | -0.3157 | 0.376565 |
45 | 0.027984 | 0.2358 | 0.407133 |
46 | -0.069424 | -0.585 | 0.280209 |
47 | 0.084941 | 0.7157 | 0.238253 |
48 | 0.020066 | 0.1691 | 0.433106 |