Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.165095 | -1.3911 | 0.084267 |
2 | 0.098576 | 0.8306 | 0.204487 |
3 | -0.049155 | -0.4142 | 0.339991 |
4 | 0.119311 | 1.0053 | 0.159075 |
5 | -0.142028 | -1.1968 | 0.117692 |
6 | 0.167508 | 1.4114 | 0.08124 |
7 | -0.249634 | -2.1035 | 0.019485 |
8 | -0.03896 | -0.3283 | 0.371832 |
9 | -0.184485 | -1.5545 | 0.062256 |
10 | 0.164815 | 1.3888 | 0.084624 |
11 | -0.118507 | -0.9986 | 0.1607 |
12 | 0.070131 | 0.5909 | 0.27822 |
13 | -0.238345 | -2.0083 | 0.024207 |
14 | 0.061822 | 0.5209 | 0.302022 |
15 | -0.032069 | -0.2702 | 0.393888 |
16 | 0.250789 | 2.1132 | 0.01905 |
17 | -0.190749 | -1.6073 | 0.056215 |
18 | 0.023302 | 0.1963 | 0.422449 |
19 | 0.08616 | 0.726 | 0.235114 |
20 | 0.022391 | 0.1887 | 0.425443 |
21 | -0.138195 | -1.1645 | 0.124069 |
22 | 0.138776 | 1.1693 | 0.123087 |
23 | -0.061912 | -0.5217 | 0.301758 |
24 | -0.01318 | -0.1111 | 0.455941 |
25 | -0.020356 | -0.1715 | 0.43215 |
26 | 0.133502 | 1.1249 | 0.132209 |
27 | -0.011985 | -0.101 | 0.459924 |
28 | 0.079372 | 0.6688 | 0.252895 |
29 | 0.143044 | 1.2053 | 0.116043 |
30 | 0.069386 | 0.5847 | 0.280316 |
31 | -0.103657 | -0.8734 | 0.192686 |
32 | 0.052477 | 0.4422 | 0.329852 |
33 | -0.108327 | -0.9128 | 0.182223 |
34 | 0.01625 | 0.1369 | 0.44574 |
35 | -0.062712 | -0.5284 | 0.299428 |
36 | -0.116414 | -0.9809 | 0.16498 |
37 | -0.120789 | -1.0178 | 0.156117 |
38 | 0.066259 | 0.5583 | 0.289195 |
39 | -0.0476 | -0.4011 | 0.344782 |
40 | -0.041025 | -0.3457 | 0.365302 |
41 | 0.010692 | 0.0901 | 0.464235 |
42 | -0.044462 | -0.3746 | 0.354521 |
43 | -0.063415 | -0.5343 | 0.297387 |
44 | 0.134126 | 1.1302 | 0.131104 |
45 | 0.043163 | 0.3637 | 0.358583 |
46 | -0.008185 | -0.069 | 0.472604 |
47 | -0.012616 | -0.1063 | 0.45782 |
48 | 0.028403 | 0.2393 | 0.40577 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.165095 | -1.3911 | 0.084267 |
2 | 0.073318 | 0.6178 | 0.269345 |
3 | -0.022707 | -0.1913 | 0.424405 |
4 | 0.104692 | 0.8821 | 0.190336 |
5 | -0.107926 | -0.9094 | 0.183107 |
6 | 0.120627 | 1.0164 | 0.15644 |
7 | -0.202443 | -1.7058 | 0.046207 |
8 | -0.138365 | -1.1659 | 0.123781 |
9 | -0.17461 | -1.4713 | 0.072815 |
10 | 0.10046 | 0.8465 | 0.200061 |
11 | -0.001104 | -0.0093 | 0.496301 |
12 | 0.00327 | 0.0276 | 0.489047 |
13 | -0.193679 | -1.632 | 0.053557 |
14 | -0.082697 | -0.6968 | 0.244096 |
15 | 0.003205 | 0.027 | 0.489265 |
16 | 0.172756 | 1.4557 | 0.074946 |
17 | -0.092219 | -0.777 | 0.219855 |
18 | -0.116752 | -0.9838 | 0.164284 |
19 | 0.176174 | 1.4845 | 0.071055 |
20 | -0.070501 | -0.5941 | 0.277183 |
21 | -0.188204 | -1.5858 | 0.058611 |
22 | -0.035747 | -0.3012 | 0.382066 |
23 | 0.152818 | 1.2877 | 0.101022 |
24 | 0.019017 | 0.1602 | 0.436573 |
25 | -0.081956 | -0.6906 | 0.246043 |
26 | 0.018638 | 0.157 | 0.437827 |
27 | 0.147879 | 1.246 | 0.108421 |
28 | 0.093178 | 0.7851 | 0.217495 |
29 | 0.211211 | 1.7797 | 0.039703 |
30 | 0.062247 | 0.5245 | 0.300782 |
31 | -0.134795 | -1.1358 | 0.129929 |
32 | 0.012916 | 0.1088 | 0.456821 |
33 | -0.045709 | -0.3852 | 0.350637 |
34 | -0.029024 | -0.2446 | 0.403752 |
35 | -0.077748 | -0.6551 | 0.257254 |
36 | 0.034147 | 0.2877 | 0.387197 |
37 | 0.017525 | 0.1477 | 0.441511 |
38 | -0.067462 | -0.5684 | 0.285765 |
39 | -0.041844 | -0.3526 | 0.362721 |
40 | 0.000463 | 0.0039 | 0.49845 |
41 | 0.046106 | 0.3885 | 0.349406 |
42 | -0.078447 | -0.661 | 0.255374 |
43 | -0.090534 | -0.7629 | 0.224039 |
44 | 0.008887 | 0.0749 | 0.470259 |
45 | -0.03504 | -0.2953 | 0.384331 |
46 | -0.033574 | -0.2829 | 0.389038 |
47 | 0.048375 | 0.4076 | 0.342392 |
48 | -0.117623 | -0.9911 | 0.162498 |