Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.088855 | -0.7487 | 0.228254 |
2 | 0.05315 | 0.4479 | 0.327812 |
3 | -0.160745 | -1.3545 | 0.089941 |
4 | -0.134902 | -1.1367 | 0.129742 |
5 | 0.248078 | 2.0903 | 0.020084 |
6 | -0.106616 | -0.8984 | 0.186015 |
7 | 0.262656 | 2.2132 | 0.01505 |
8 | -0.074412 | -0.627 | 0.266333 |
9 | -0.15006 | -1.2644 | 0.105106 |
10 | 0.003264 | 0.0275 | 0.489069 |
11 | 0.053591 | 0.4516 | 0.326479 |
12 | 0.33026 | 2.7828 | 0.00345 |
13 | -0.026216 | -0.2209 | 0.412902 |
14 | -0.015148 | -0.1276 | 0.449399 |
15 | -0.037054 | -0.3122 | 0.377895 |
16 | -0.156347 | -1.3174 | 0.095969 |
17 | 0.105218 | 0.8866 | 0.189148 |
18 | -0.052115 | -0.4391 | 0.330951 |
19 | 0.068541 | 0.5775 | 0.282701 |
20 | -0.056962 | -0.48 | 0.316362 |
21 | -0.104152 | -0.8776 | 0.19156 |
22 | -0.039121 | -0.3296 | 0.371323 |
23 | -0.018244 | -0.1537 | 0.439129 |
24 | -0.018219 | -0.1535 | 0.439213 |
25 | 0.100296 | 0.8451 | 0.200444 |
26 | -0.126593 | -1.0667 | 0.144862 |
27 | -0.072034 | -0.607 | 0.272902 |
28 | -0.041756 | -0.3518 | 0.363 |
29 | -0.01999 | -0.1684 | 0.433359 |
30 | 0.04538 | 0.3824 | 0.351662 |
31 | -0.108671 | -0.9157 | 0.181468 |
32 | -0.059296 | -0.4996 | 0.309437 |
33 | -0.036993 | -0.3117 | 0.378087 |
34 | -0.107756 | -0.908 | 0.183484 |
35 | 0.022241 | 0.1874 | 0.425937 |
36 | 0.001209 | 0.0102 | 0.49595 |
37 | 0.140197 | 1.1813 | 0.120709 |
38 | -0.138547 | -1.1674 | 0.123475 |
39 | -0.05832 | -0.4914 | 0.312324 |
40 | -0.001826 | -0.0154 | 0.493884 |
41 | -0.013905 | -0.1172 | 0.453531 |
42 | 0.140402 | 1.183 | 0.120369 |
43 | -0.175175 | -1.476 | 0.072176 |
44 | -0.026757 | -0.2255 | 0.411135 |
45 | -0.07996 | -0.6738 | 0.251328 |
46 | -0.073829 | -0.6221 | 0.267937 |
47 | 0.132959 | 1.1203 | 0.133173 |
48 | 0.02106 | 0.1775 | 0.429829 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.088855 | -0.7487 | 0.228254 |
2 | 0.045615 | 0.3844 | 0.350931 |
3 | -0.153716 | -1.2952 | 0.099718 |
4 | -0.168414 | -1.4191 | 0.080126 |
5 | 0.249261 | 2.1003 | 0.019628 |
6 | -0.089887 | -0.7574 | 0.225657 |
7 | 0.19829 | 1.6708 | 0.04958 |
8 | 0.023957 | 0.2019 | 0.420301 |
9 | -0.169408 | -1.4275 | 0.078915 |
10 | -0.007562 | -0.0637 | 0.474687 |
11 | 0.187494 | 1.5799 | 0.059293 |
12 | 0.202651 | 1.7076 | 0.046043 |
13 | 0.006693 | 0.0564 | 0.477591 |
14 | 0.002138 | 0.018 | 0.492839 |
15 | 0.055245 | 0.4655 | 0.321498 |
16 | -0.118297 | -0.9968 | 0.161127 |
17 | 0.003591 | 0.0303 | 0.487973 |
18 | -0.054312 | -0.4576 | 0.324304 |
19 | -0.115094 | -0.9698 | 0.167719 |
20 | -0.038033 | -0.3205 | 0.374776 |
21 | 0.025847 | 0.2178 | 0.414108 |
22 | -0.153497 | -1.2934 | 0.100034 |
23 | -0.036285 | -0.3057 | 0.380349 |
24 | -0.152353 | -1.2837 | 0.101702 |
25 | 0.084411 | 0.7113 | 0.239628 |
26 | -0.140537 | -1.1842 | 0.120144 |
27 | -0.096371 | -0.812 | 0.209742 |
28 | 0.042062 | 0.3544 | 0.362037 |
29 | 0.009848 | 0.083 | 0.467051 |
30 | -0.044675 | -0.3764 | 0.353855 |
31 | -0.01012 | -0.0853 | 0.466143 |
32 | -0.142238 | -1.1985 | 0.11735 |
33 | 0.041845 | 0.3526 | 0.362719 |
34 | -0.056182 | -0.4734 | 0.318691 |
35 | -0.016506 | -0.1391 | 0.444891 |
36 | 0.018272 | 0.154 | 0.439038 |
37 | 0.164117 | 1.3829 | 0.085518 |
38 | -0.107059 | -0.9021 | 0.185027 |
39 | 0.048246 | 0.4065 | 0.342788 |
40 | -0.041525 | -0.3499 | 0.363725 |
41 | 0.051525 | 0.4342 | 0.332747 |
42 | 0.045736 | 0.3854 | 0.350556 |
43 | -0.079551 | -0.6703 | 0.252418 |
44 | -0.16519 | -1.3919 | 0.084146 |
45 | 0.024469 | 0.2062 | 0.418619 |
46 | -0.073859 | -0.6224 | 0.267852 |
47 | 0.038549 | 0.3248 | 0.373136 |
48 | -0.072045 | -0.6071 | 0.272873 |