Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.255486 | -2.1528 | 0.017368 |
2 | 0.013017 | 0.1097 | 0.456483 |
3 | 0.012582 | 0.106 | 0.457934 |
4 | -0.037096 | -0.3126 | 0.377758 |
5 | -0.028694 | -0.2418 | 0.404825 |
6 | 0.060517 | 0.5099 | 0.305842 |
7 | 0.104905 | 0.8839 | 0.189855 |
8 | 0.104469 | 0.8803 | 0.190841 |
9 | 0.009968 | 0.084 | 0.466651 |
10 | 0.013951 | 0.1176 | 0.453376 |
11 | 0.013515 | 0.1139 | 0.454826 |
12 | -0.170632 | -1.4378 | 0.077446 |
13 | 0.187518 | 1.5801 | 0.05927 |
14 | -0.171504 | -1.4451 | 0.076412 |
15 | 0.007353 | 0.062 | 0.475384 |
16 | 0.096564 | 0.8137 | 0.209279 |
17 | 0.104967 | 0.8845 | 0.189715 |
18 | -0.029938 | -0.2523 | 0.400782 |
19 | -0.12444 | -1.0485 | 0.148971 |
20 | 0.054417 | 0.4585 | 0.323986 |
21 | -0.035665 | -0.3005 | 0.382331 |
22 | -0.0361 | -0.3042 | 0.380937 |
23 | -0.032117 | -0.2706 | 0.393733 |
24 | 0.057094 | 0.4811 | 0.315969 |
25 | -0.028569 | -0.2407 | 0.40523 |
26 | 0.015818 | 0.1333 | 0.447171 |
27 | -0.119087 | -1.0034 | 0.159527 |
28 | 0.05977 | 0.5036 | 0.308039 |
29 | 0.010092 | 0.085 | 0.466235 |
30 | -0.165217 | -1.3921 | 0.084112 |
31 | 0.018059 | 0.1522 | 0.439743 |
32 | -0.0272 | -0.2292 | 0.40969 |
33 | 0.026026 | 0.2193 | 0.413523 |
34 | 0.074833 | 0.6306 | 0.265179 |
35 | -0.104896 | -0.8839 | 0.189875 |
36 | -0.015685 | -0.1322 | 0.447614 |
37 | 0.028703 | 0.2419 | 0.404796 |
38 | -0.101784 | -0.8576 | 0.196987 |
39 | 0.085912 | 0.7239 | 0.235751 |
40 | -0.048993 | -0.4128 | 0.340489 |
41 | 0.044637 | 0.3761 | 0.353977 |
42 | 0.04862 | 0.4097 | 0.341637 |
43 | -0.135528 | -1.142 | 0.12865 |
44 | 0.043329 | 0.3651 | 0.358061 |
45 | 0.042894 | 0.3614 | 0.359426 |
46 | -0.047188 | -0.3976 | 0.346053 |
47 | 0.001618 | 0.0136 | 0.494579 |
48 | -0.043641 | -0.3677 | 0.357087 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.255486 | -2.1528 | 0.017368 |
2 | -0.055905 | -0.4711 | 0.31952 |
3 | 0.001943 | 0.0164 | 0.493491 |
4 | -0.034864 | -0.2938 | 0.384896 |
5 | -0.050269 | -0.4236 | 0.336579 |
6 | 0.041482 | 0.3495 | 0.363861 |
7 | 0.141272 | 1.1904 | 0.118932 |
8 | 0.187248 | 1.5778 | 0.059531 |
9 | 0.102911 | 0.8671 | 0.194393 |
10 | 0.06019 | 0.5072 | 0.306804 |
11 | 0.055052 | 0.4639 | 0.322078 |
12 | -0.157978 | -1.3311 | 0.0937 |
13 | 0.095811 | 0.8073 | 0.211091 |
14 | -0.167129 | -1.4083 | 0.08171 |
15 | -0.146529 | -1.2347 | 0.11051 |
16 | -0.007216 | -0.0608 | 0.475843 |
17 | 0.132554 | 1.1169 | 0.133898 |
18 | 0.07079 | 0.5965 | 0.276373 |
19 | -0.114544 | -0.9652 | 0.168869 |
20 | 0.031779 | 0.2678 | 0.394824 |
21 | 0.03239 | 0.2729 | 0.392852 |
22 | 0.018246 | 0.1537 | 0.439125 |
23 | -0.094162 | -0.7934 | 0.215087 |
24 | -0.07804 | -0.6576 | 0.256468 |
25 | -0.020048 | -0.1689 | 0.433169 |
26 | -0.048739 | -0.4107 | 0.34127 |
27 | -0.109216 | -0.9203 | 0.180274 |
28 | 0.015669 | 0.132 | 0.447666 |
29 | 0.081329 | 0.6853 | 0.247695 |
30 | -0.148432 | -1.2507 | 0.107573 |
31 | -0.050422 | -0.4249 | 0.336111 |
32 | 0.026162 | 0.2204 | 0.41308 |
33 | -0.012925 | -0.1089 | 0.456791 |
34 | 0.089233 | 0.7519 | 0.2273 |
35 | -0.060522 | -0.51 | 0.305829 |
36 | -0.000299 | -0.0025 | 0.498997 |
37 | 0.039872 | 0.336 | 0.368943 |
38 | -0.060834 | -0.5126 | 0.304912 |
39 | 0.083767 | 0.7058 | 0.241301 |
40 | 0.022597 | 0.1904 | 0.424766 |
41 | -0.012524 | -0.1055 | 0.458126 |
42 | 0.00181 | 0.0153 | 0.493936 |
43 | -0.033412 | -0.2815 | 0.38956 |
44 | -0.021913 | -0.1846 | 0.427018 |
45 | 0.000923 | 0.0078 | 0.496907 |
46 | -0.021219 | -0.1788 | 0.429303 |
47 | -0.006467 | -0.0545 | 0.478348 |
48 | -0.023473 | -0.1978 | 0.421888 |