Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.184616 | -1.5556 | 0.062125 |
2 | -0.000217 | -0.0018 | 0.499274 |
3 | -0.140715 | -1.1857 | 0.11985 |
4 | 0.011878 | 0.1001 | 0.460278 |
5 | -0.023969 | -0.202 | 0.420261 |
6 | -0.011252 | -0.0948 | 0.462365 |
7 | -0.013584 | -0.1145 | 0.454599 |
8 | -0.032673 | -0.2753 | 0.39194 |
9 | -0.10785 | -0.9088 | 0.183277 |
10 | -0.102657 | -0.865 | 0.194975 |
11 | 0.193917 | 1.634 | 0.053345 |
12 | 0.101983 | 0.8593 | 0.196528 |
13 | 0.026806 | 0.2259 | 0.410976 |
14 | -0.048371 | -0.4076 | 0.342404 |
15 | -0.074984 | -0.6318 | 0.264764 |
16 | 0.012288 | 0.1035 | 0.458914 |
17 | 0.032528 | 0.2741 | 0.392406 |
18 | -0.220145 | -1.855 | 0.033876 |
19 | 0.205362 | 1.7304 | 0.043951 |
20 | -0.032263 | -0.2719 | 0.393261 |
21 | -0.083158 | -0.7007 | 0.242889 |
22 | -0.036926 | -0.3111 | 0.378301 |
23 | 0.106433 | 0.8968 | 0.186422 |
24 | 0.087344 | 0.736 | 0.232085 |
25 | 0.059021 | 0.4973 | 0.31025 |
26 | -0.105759 | -0.8911 | 0.187932 |
27 | 0.061882 | 0.5214 | 0.301845 |
28 | -0.013295 | -0.112 | 0.455561 |
29 | -0.056666 | -0.4775 | 0.317246 |
30 | 0.004615 | 0.0389 | 0.484546 |
31 | 0.09941 | 0.8376 | 0.20252 |
32 | -0.138215 | -1.1646 | 0.124035 |
33 | -0.019137 | -0.1613 | 0.436175 |
34 | -0.070032 | -0.5901 | 0.278497 |
35 | 0.121891 | 1.0271 | 0.153937 |
36 | 0.07681 | 0.6472 | 0.259792 |
37 | -0.071213 | -0.6 | 0.275193 |
38 | -0.000698 | -0.0059 | 0.49766 |
39 | -0.075875 | -0.6393 | 0.262331 |
40 | -0.022119 | -0.1864 | 0.42634 |
41 | 0.024113 | 0.2032 | 0.419787 |
42 | 0.03683 | 0.3103 | 0.378608 |
43 | -0.079387 | -0.6689 | 0.252856 |
44 | 0.039691 | 0.3344 | 0.369516 |
45 | -0.084049 | -0.7082 | 0.240566 |
46 | -0.006011 | -0.0507 | 0.479872 |
47 | 0.087074 | 0.7337 | 0.232773 |
48 | 0.019422 | 0.1636 | 0.435236 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.184616 | -1.5556 | 0.062125 |
2 | -0.03551 | -0.2992 | 0.382826 |
3 | -0.152703 | -1.2867 | 0.10119 |
4 | -0.046689 | -0.3934 | 0.347598 |
5 | -0.042263 | -0.3561 | 0.361407 |
6 | -0.049328 | -0.4156 | 0.339461 |
7 | -0.035397 | -0.2983 | 0.383189 |
8 | -0.057899 | -0.4879 | 0.313574 |
9 | -0.148176 | -1.2486 | 0.107965 |
10 | -0.185755 | -1.5652 | 0.060992 |
11 | 0.111048 | 0.9357 | 0.176298 |
12 | 0.122889 | 1.0355 | 0.151978 |
13 | 0.043243 | 0.3644 | 0.358331 |
14 | 0.004765 | 0.0401 | 0.484044 |
15 | -0.071439 | -0.602 | 0.274559 |
16 | -0.017193 | -0.1449 | 0.442611 |
17 | 0.029339 | 0.2472 | 0.402727 |
18 | -0.269236 | -2.2686 | 0.013167 |
19 | 0.115739 | 0.9752 | 0.166378 |
20 | 0.078227 | 0.6592 | 0.255966 |
21 | -0.084821 | -0.7147 | 0.238563 |
22 | -0.039658 | -0.3342 | 0.369619 |
23 | 0.043366 | 0.3654 | 0.357947 |
24 | 0.046885 | 0.3951 | 0.346991 |
25 | 0.084937 | 0.7157 | 0.238266 |
26 | -0.05893 | -0.4966 | 0.310519 |
27 | 0.042595 | 0.3589 | 0.360363 |
28 | 0.036131 | 0.3044 | 0.380839 |
29 | 0.040453 | 0.3409 | 0.367107 |
30 | -0.020385 | -0.1718 | 0.432056 |
31 | 0.081756 | 0.6889 | 0.246569 |
32 | -0.098207 | -0.8275 | 0.205361 |
33 | -0.029371 | -0.2475 | 0.402623 |
34 | -0.02862 | -0.2412 | 0.405065 |
35 | 0.044671 | 0.3764 | 0.35387 |
36 | -0.013253 | -0.1117 | 0.455699 |
37 | 0.027124 | 0.2285 | 0.409938 |
38 | -0.015126 | -0.1275 | 0.449469 |
39 | -0.132792 | -1.1189 | 0.133471 |
40 | -0.062073 | -0.523 | 0.301288 |
41 | 0.044682 | 0.3765 | 0.353834 |
42 | -0.028283 | -0.2383 | 0.406162 |
43 | -0.094583 | -0.797 | 0.214061 |
44 | -0.005572 | -0.047 | 0.481342 |
45 | 0.02882 | 0.2428 | 0.404415 |
46 | -0.080123 | -0.6751 | 0.250894 |
47 | -0.040602 | -0.3421 | 0.366637 |
48 | -0.036835 | -0.3104 | 0.378591 |