Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.216418 | -1.8236 | 0.036213 |
2 | -0.109426 | -0.922 | 0.179814 |
3 | -0.086641 | -0.7301 | 0.23388 |
4 | -0.061989 | -0.5223 | 0.301533 |
5 | 0.090204 | 0.7601 | 0.224864 |
6 | 0.095443 | 0.8042 | 0.211978 |
7 | 0.119341 | 1.0056 | 0.159015 |
8 | -0.215063 | -1.8122 | 0.037096 |
9 | 0.012384 | 0.1043 | 0.458594 |
10 | 0.021498 | 0.1811 | 0.428386 |
11 | -0.039935 | -0.3365 | 0.368744 |
12 | 0.13155 | 1.1085 | 0.135702 |
13 | -0.079567 | -0.6704 | 0.252376 |
14 | -0.111578 | -0.9402 | 0.175158 |
15 | 0.009438 | 0.0795 | 0.46842 |
16 | -0.05974 | -0.5034 | 0.308129 |
17 | 0.192037 | 1.6181 | 0.055034 |
18 | -0.026031 | -0.2193 | 0.413508 |
19 | -0.123162 | -1.0378 | 0.151447 |
20 | 0.033121 | 0.2791 | 0.390496 |
21 | 0.085292 | 0.7187 | 0.237348 |
22 | -0.070385 | -0.5931 | 0.277507 |
23 | -0.005778 | -0.0487 | 0.480652 |
24 | 0.10432 | 0.879 | 0.191179 |
25 | -0.053422 | -0.4501 | 0.326991 |
26 | -0.029498 | -0.2486 | 0.402211 |
27 | -0.044285 | -0.3732 | 0.355074 |
28 | -0.131403 | -1.1072 | 0.135968 |
29 | 0.120856 | 1.0183 | 0.155985 |
30 | 0.031107 | 0.2621 | 0.396997 |
31 | 0.017713 | 0.1493 | 0.440888 |
32 | -0.076821 | -0.6473 | 0.259762 |
33 | -0.083678 | -0.7051 | 0.241532 |
34 | -0.045194 | -0.3808 | 0.352239 |
35 | 0.012438 | 0.1048 | 0.458415 |
36 | 0.150532 | 1.2684 | 0.104399 |
37 | -0.059341 | -0.5 | 0.309305 |
38 | 0.06953 | 0.5859 | 0.279911 |
39 | -0.102317 | -0.8621 | 0.195757 |
40 | -0.141589 | -1.193 | 0.118411 |
41 | 0.22456 | 1.8922 | 0.031273 |
42 | -0.047253 | -0.3982 | 0.345852 |
43 | -0.035057 | -0.2954 | 0.384278 |
44 | -0.058279 | -0.4911 | 0.312446 |
45 | 0.047465 | 0.3999 | 0.345198 |
46 | 0.007251 | 0.0611 | 0.475726 |
47 | 0.112812 | 0.9506 | 0.172523 |
48 | -0.031472 | -0.2652 | 0.395818 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.216418 | -1.8236 | 0.036213 |
2 | -0.163942 | -1.3814 | 0.085745 |
3 | -0.161378 | -1.3598 | 0.089099 |
4 | -0.158757 | -1.3377 | 0.092631 |
5 | -0.006849 | -0.0577 | 0.47707 |
6 | 0.080792 | 0.6808 | 0.249116 |
7 | 0.187584 | 1.5806 | 0.059206 |
8 | -0.101839 | -0.8581 | 0.19686 |
9 | 0.007782 | 0.0656 | 0.473951 |
10 | 0.019653 | 0.1656 | 0.434472 |
11 | -0.070415 | -0.5933 | 0.277422 |
12 | 0.059626 | 0.5024 | 0.308464 |
13 | -0.054779 | -0.4616 | 0.322898 |
14 | -0.129635 | -1.0923 | 0.139192 |
15 | -0.022383 | -0.1886 | 0.425471 |
16 | -0.148701 | -1.253 | 0.107162 |
17 | 0.124582 | 1.0497 | 0.148698 |
18 | 0.030239 | 0.2548 | 0.399809 |
19 | -0.128051 | -1.079 | 0.142125 |
20 | 0.090277 | 0.7607 | 0.224682 |
21 | 0.144999 | 1.2218 | 0.112915 |
22 | -0.08919 | -0.7515 | 0.22741 |
23 | -0.011577 | -0.0976 | 0.461282 |
24 | 0.046241 | 0.3896 | 0.348986 |
25 | 0.046632 | 0.3929 | 0.347774 |
26 | -0.007648 | -0.0644 | 0.474399 |
27 | -0.181817 | -1.532 | 0.064981 |
28 | -0.199211 | -1.6786 | 0.048815 |
29 | 0.034503 | 0.2907 | 0.386055 |
30 | -0.078587 | -0.6622 | 0.254997 |
31 | 0.047005 | 0.3961 | 0.346619 |
32 | -0.022865 | -0.1927 | 0.423887 |
33 | -0.106092 | -0.8939 | 0.187185 |
34 | -0.04691 | -0.3953 | 0.346916 |
35 | -0.060276 | -0.5079 | 0.306552 |
36 | 0.063189 | 0.5324 | 0.298041 |
37 | 0.013092 | 0.1103 | 0.456236 |
38 | 0.037338 | 0.3146 | 0.376987 |
39 | 0.04028 | 0.3394 | 0.367653 |
40 | -0.124466 | -1.0488 | 0.148921 |
41 | 0.02337 | 0.1969 | 0.422228 |
42 | -0.109153 | -0.9197 | 0.180411 |
43 | -0.110852 | -0.9341 | 0.176721 |
44 | -0.070431 | -0.5935 | 0.277379 |
45 | 0.036326 | 0.3061 | 0.380216 |
46 | -0.026809 | -0.2259 | 0.410964 |
47 | 0.139512 | 1.1756 | 0.121851 |
48 | -0.050494 | -0.4255 | 0.335891 |