Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.132941 | -1.1202 | 0.133207 |
2 | 0.08372 | 0.7054 | 0.241423 |
3 | -0.113711 | -0.9581 | 0.170621 |
4 | 0.01849 | 0.1558 | 0.438315 |
5 | -0.004489 | -0.0378 | 0.484966 |
6 | -0.237451 | -2.0008 | 0.024619 |
7 | -0.108892 | -0.9175 | 0.180982 |
8 | -0.104898 | -0.8839 | 0.189871 |
9 | -0.031765 | -0.2677 | 0.394869 |
10 | 0.18517 | 1.5603 | 0.061571 |
11 | -0.191727 | -1.6155 | 0.055316 |
12 | 0.169262 | 1.4262 | 0.079093 |
13 | 0.058009 | 0.4888 | 0.313248 |
14 | 0.182424 | 1.5371 | 0.064352 |
15 | -0.132324 | -1.115 | 0.134309 |
16 | -0.000971 | -0.0082 | 0.496749 |
17 | -0.037493 | -0.3159 | 0.376495 |
18 | -0.016001 | -0.1348 | 0.446564 |
19 | -0.026229 | -0.221 | 0.41286 |
20 | -0.088411 | -0.745 | 0.229375 |
21 | -0.117705 | -0.9918 | 0.162331 |
22 | 0.178078 | 1.5005 | 0.068958 |
23 | -0.043664 | -0.3679 | 0.357014 |
24 | 0.048158 | 0.4058 | 0.343061 |
25 | -0.067461 | -0.5684 | 0.285767 |
26 | 0.033262 | 0.2803 | 0.390042 |
27 | 0.04208 | 0.3546 | 0.361979 |
28 | -0.061726 | -0.5201 | 0.302303 |
29 | 0.006015 | 0.0507 | 0.479861 |
30 | -0.037269 | -0.314 | 0.377208 |
31 | -0.03737 | -0.3149 | 0.376886 |
32 | 0.065561 | 0.5524 | 0.291195 |
33 | -0.100768 | -0.8491 | 0.199344 |
34 | 0.136188 | 1.1475 | 0.127505 |
35 | 0.022295 | 0.1879 | 0.425761 |
36 | 0.048178 | 0.406 | 0.342999 |
37 | -0.018813 | -0.1585 | 0.437247 |
38 | -0.052358 | -0.4412 | 0.330213 |
39 | 0.001564 | 0.0132 | 0.494761 |
40 | -0.008069 | -0.068 | 0.472991 |
41 | 0.003186 | 0.0268 | 0.489328 |
42 | -0.042725 | -0.36 | 0.359955 |
43 | -0.016208 | -0.1366 | 0.445877 |
44 | -0.010969 | -0.0924 | 0.46331 |
45 | -0.002882 | -0.0243 | 0.490348 |
46 | 0.024512 | 0.2065 | 0.41848 |
47 | 0.037922 | 0.3195 | 0.375128 |
48 | 0.04868 | 0.4102 | 0.341454 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.132941 | -1.1202 | 0.133207 |
2 | 0.067235 | 0.5665 | 0.286409 |
3 | -0.096525 | -0.8133 | 0.209372 |
4 | -0.012728 | -0.1073 | 0.457446 |
5 | 0.010928 | 0.0921 | 0.463447 |
6 | -0.255904 | -2.1563 | 0.017225 |
7 | -0.183289 | -1.5444 | 0.063466 |
8 | -0.129248 | -1.0891 | 0.139905 |
9 | -0.127615 | -1.0753 | 0.14294 |
10 | 0.15626 | 1.3167 | 0.096092 |
11 | -0.194744 | -1.6409 | 0.052616 |
12 | 0.017204 | 0.145 | 0.442577 |
13 | 0.079874 | 0.673 | 0.251556 |
14 | 0.071008 | 0.5983 | 0.275763 |
15 | -0.154674 | -1.3033 | 0.09834 |
16 | 0.017004 | 0.1433 | 0.44324 |
17 | -0.066982 | -0.5644 | 0.28713 |
18 | -0.026133 | -0.2202 | 0.413174 |
19 | 0.022214 | 0.1872 | 0.426027 |
20 | -0.067438 | -0.5682 | 0.285831 |
21 | -0.109205 | -0.9202 | 0.180297 |
22 | 0.135134 | 1.1387 | 0.129336 |
23 | -0.072234 | -0.6087 | 0.272347 |
24 | -0.065877 | -0.5551 | 0.29029 |
25 | 0.032003 | 0.2697 | 0.394102 |
26 | -0.155432 | -1.3097 | 0.097261 |
27 | -0.015627 | -0.1317 | 0.447808 |
28 | -0.042456 | -0.3577 | 0.360799 |
29 | -0.048032 | -0.4047 | 0.343447 |
30 | -0.009487 | -0.0799 | 0.468254 |
31 | -0.054939 | -0.4629 | 0.322417 |
32 | -0.096702 | -0.8148 | 0.208948 |
33 | -0.030261 | -0.255 | 0.399736 |
34 | 0.084676 | 0.7135 | 0.23894 |
35 | 0.01384 | 0.1166 | 0.453746 |
36 | -0.037245 | -0.3138 | 0.377285 |
37 | 0.002911 | 0.0245 | 0.49025 |
38 | -0.089144 | -0.7511 | 0.227525 |
39 | -0.054961 | -0.4631 | 0.322351 |
40 | 0.049115 | 0.4139 | 0.340115 |
41 | -0.023595 | -0.1988 | 0.421488 |
42 | -0.011127 | -0.0938 | 0.462784 |
43 | 0.043159 | 0.3637 | 0.358593 |
44 | -0.155517 | -1.3104 | 0.097141 |
45 | -0.020852 | -0.1757 | 0.430514 |
46 | 0.006889 | 0.058 | 0.476937 |
47 | -0.024607 | -0.2073 | 0.418169 |
48 | 0.020111 | 0.1695 | 0.432958 |