Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.237902 | -2.0046 | 0.02441 |
2 | 0.081675 | 0.6882 | 0.246783 |
3 | -0.043067 | -0.3629 | 0.358883 |
4 | 0.068326 | 0.5757 | 0.283309 |
5 | -0.13016 | -1.0967 | 0.138229 |
6 | 0.038585 | 0.3251 | 0.373023 |
7 | -0.048693 | -0.4103 | 0.341414 |
8 | 0.038934 | 0.3281 | 0.371915 |
9 | -0.010122 | -0.0853 | 0.466135 |
10 | 0.025888 | 0.2181 | 0.413974 |
11 | -0.034407 | -0.2899 | 0.386362 |
12 | 0.084175 | 0.7093 | 0.24024 |
13 | 0.032154 | 0.2709 | 0.393612 |
14 | 0.071043 | 0.5986 | 0.275665 |
15 | -0.100285 | -0.845 | 0.200471 |
16 | 0.023239 | 0.1958 | 0.422658 |
17 | 0.026739 | 0.2253 | 0.411195 |
18 | -0.055096 | -0.4643 | 0.321944 |
19 | 0.060179 | 0.5071 | 0.306836 |
20 | -0.167685 | -1.4129 | 0.081021 |
21 | 0.130249 | 1.0975 | 0.138066 |
22 | -0.213725 | -1.8009 | 0.037985 |
23 | -0.001675 | -0.0141 | 0.49439 |
24 | -0.041282 | -0.3478 | 0.364492 |
25 | 0.048371 | 0.4076 | 0.342403 |
26 | -0.012412 | -0.1046 | 0.458499 |
27 | 0.034202 | 0.2882 | 0.387019 |
28 | -0.017938 | -0.1511 | 0.440145 |
29 | -0.049985 | -0.4212 | 0.337446 |
30 | -0.073754 | -0.6215 | 0.268144 |
31 | -0.012519 | -0.1055 | 0.458145 |
32 | 0.07312 | 0.6161 | 0.269892 |
33 | -0.001351 | -0.0114 | 0.495476 |
34 | -6e-04 | -0.0051 | 0.49799 |
35 | 0.065704 | 0.5536 | 0.290786 |
36 | -0.020201 | -0.1702 | 0.43266 |
37 | 0.043502 | 0.3666 | 0.357521 |
38 | -0.058721 | -0.4948 | 0.311138 |
39 | 0.040684 | 0.3428 | 0.366377 |
40 | -0.07893 | -0.6651 | 0.254078 |
41 | 0.029457 | 0.2482 | 0.402343 |
42 | 0.078672 | 0.6629 | 0.25477 |
43 | -0.148748 | -1.2534 | 0.107091 |
44 | 0.008006 | 0.0675 | 0.473202 |
45 | 0.003481 | 0.0293 | 0.488342 |
46 | 0.019494 | 0.1643 | 0.434997 |
47 | -0.060395 | -0.5089 | 0.306201 |
48 | 0.055498 | 0.4676 | 0.320738 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.237902 | -2.0046 | 0.02441 |
2 | 0.026582 | 0.224 | 0.411706 |
3 | -0.018912 | -0.1594 | 0.436921 |
4 | 0.055244 | 0.4655 | 0.3215 |
5 | -0.106325 | -0.8959 | 0.186664 |
6 | -0.021486 | -0.181 | 0.428426 |
7 | -0.034078 | -0.2871 | 0.387419 |
8 | 0.015338 | 0.1292 | 0.448765 |
9 | 0.017272 | 0.1455 | 0.44235 |
10 | 0.011193 | 0.0943 | 0.462562 |
11 | -0.024174 | -0.2037 | 0.419589 |
12 | 0.064732 | 0.5454 | 0.293579 |
13 | 0.079043 | 0.666 | 0.253776 |
14 | 0.095641 | 0.8059 | 0.2115 |
15 | -0.066248 | -0.5582 | 0.289228 |
16 | -0.034432 | -0.2901 | 0.386281 |
17 | 0.050808 | 0.4281 | 0.334933 |
18 | -0.034524 | -0.2909 | 0.385985 |
19 | 0.07113 | 0.5994 | 0.275423 |
20 | -0.172436 | -1.453 | 0.075318 |
21 | 0.054184 | 0.4566 | 0.324689 |
22 | -0.183527 | -1.5464 | 0.063224 |
23 | -0.112454 | -0.9476 | 0.173285 |
24 | -0.034962 | -0.2946 | 0.38458 |
25 | -0.027088 | -0.2282 | 0.410054 |
26 | 0.019239 | 0.1621 | 0.43584 |
27 | -0.020958 | -0.1766 | 0.430165 |
28 | -2e-06 | 0 | 0.499993 |
29 | -0.081438 | -0.6862 | 0.247408 |
30 | -0.108146 | -0.9113 | 0.182622 |
31 | -0.062655 | -0.5279 | 0.299592 |
32 | 0.129741 | 1.0932 | 0.138996 |
33 | 0.041687 | 0.3513 | 0.363216 |
34 | 0.059409 | 0.5006 | 0.309104 |
35 | 0.063077 | 0.5315 | 0.298367 |
36 | 0.056147 | 0.4731 | 0.318796 |
37 | 0.072102 | 0.6075 | 0.272716 |
38 | -0.070845 | -0.5969 | 0.276221 |
39 | 0.069429 | 0.585 | 0.280194 |
40 | -0.113149 | -0.9534 | 0.171808 |
41 | 0.056022 | 0.4721 | 0.319169 |
42 | 0.086498 | 0.7288 | 0.234246 |
43 | -0.127685 | -1.0759 | 0.142808 |
44 | -0.117996 | -0.9943 | 0.161738 |
45 | -0.141288 | -1.1905 | 0.118906 |
46 | -0.038457 | -0.324 | 0.373429 |
47 | -0.066039 | -0.5565 | 0.289824 |
48 | -0.007501 | -0.0632 | 0.47489 |