Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.021077 | -0.192 | 0.424097 |
2 | 0.194031 | 1.7677 | 0.040392 |
3 | -0.036427 | -0.3319 | 0.370414 |
4 | 0.041029 | 0.3738 | 0.354758 |
5 | 0.018212 | 0.1659 | 0.434311 |
6 | -0.022154 | -0.2018 | 0.420271 |
7 | -0.086986 | -0.7925 | 0.215169 |
8 | 0.107076 | 0.9755 | 0.166072 |
9 | 0.120414 | 1.097 | 0.137902 |
10 | 0.129708 | 1.1817 | 0.12035 |
11 | 0.158012 | 1.4396 | 0.076877 |
12 | -0.134478 | -1.2252 | 0.111991 |
13 | 0.120292 | 1.0959 | 0.138144 |
14 | 0.004197 | 0.0382 | 0.484795 |
15 | -0.04449 | -0.4053 | 0.34314 |
16 | 0.031027 | 0.2827 | 0.389067 |
17 | -0.036834 | -0.3356 | 0.36902 |
18 | 0.108196 | 0.9857 | 0.163568 |
19 | -0.002651 | -0.0241 | 0.490396 |
20 | -0.114648 | -1.0445 | 0.149644 |
21 | -0.077108 | -0.7025 | 0.242172 |
22 | 0.080255 | 0.7312 | 0.23337 |
23 | -0.052332 | -0.4768 | 0.31739 |
24 | 0.116764 | 1.0638 | 0.145259 |
25 | -0.229718 | -2.0928 | 0.019709 |
26 | 0.128956 | 1.1748 | 0.121707 |
27 | 0.022203 | 0.2023 | 0.420097 |
28 | 0.128499 | 1.1707 | 0.122538 |
29 | -0.095662 | -0.8715 | 0.19299 |
30 | -0.058262 | -0.5308 | 0.298491 |
31 | -0.114281 | -1.0412 | 0.150414 |
32 | -0.034652 | -0.3157 | 0.376513 |
33 | 0.00598 | 0.0545 | 0.478341 |
34 | 0.013897 | 0.1266 | 0.44978 |
35 | 0.032184 | 0.2932 | 0.385047 |
36 | -0.009096 | -0.0829 | 0.467076 |
37 | 0.143633 | 1.3086 | 0.097148 |
38 | -0.035363 | -0.3222 | 0.374067 |
39 | -0.032478 | -0.2959 | 0.384027 |
40 | -0.061166 | -0.5573 | 0.289428 |
41 | -0.073257 | -0.6674 | 0.253184 |
42 | -0.042424 | -0.3865 | 0.350058 |
43 | -0.080943 | -0.7374 | 0.23147 |
44 | 0.043915 | 0.4001 | 0.345061 |
45 | -0.033652 | -0.3066 | 0.379964 |
46 | -0.045572 | -0.4152 | 0.339539 |
47 | -0.056827 | -0.5177 | 0.303016 |
48 | -0.074913 | -0.6825 | 0.248414 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.021077 | -0.192 | 0.424097 |
2 | 0.193673 | 1.7644 | 0.040668 |
3 | -0.030193 | -0.2751 | 0.391974 |
4 | 0.002608 | 0.0238 | 0.490549 |
5 | 0.032868 | 0.2994 | 0.382676 |
6 | -0.032401 | -0.2952 | 0.384295 |
7 | -0.09993 | -0.9104 | 0.182623 |
8 | 0.123205 | 1.1225 | 0.132453 |
9 | 0.164922 | 1.5025 | 0.06838 |
10 | 0.089913 | 0.8191 | 0.207525 |
11 | 0.133894 | 1.2198 | 0.112992 |
12 | -0.177242 | -1.6147 | 0.05508 |
13 | 0.045839 | 0.4176 | 0.338654 |
14 | 0.06806 | 0.6201 | 0.268461 |
15 | -0.07966 | -0.7257 | 0.235021 |
16 | 0.057775 | 0.5264 | 0.300021 |
17 | 0.003303 | 0.0301 | 0.488032 |
18 | 0.059708 | 0.544 | 0.293963 |
19 | -0.081751 | -0.7448 | 0.229252 |
20 | -0.177274 | -1.615 | 0.055048 |
21 | -0.090424 | -0.8238 | 0.206207 |
22 | 0.133755 | 1.2186 | 0.11323 |
23 | 0.015172 | 0.1382 | 0.445198 |
24 | 0.049647 | 0.4523 | 0.326113 |
25 | -0.196592 | -1.791 | 0.038466 |
26 | 0.070768 | 0.6447 | 0.260442 |
27 | 0.040369 | 0.3678 | 0.356988 |
28 | 0.133406 | 1.2154 | 0.113832 |
29 | -0.066383 | -0.6048 | 0.27349 |
30 | -0.039006 | -0.3554 | 0.361612 |
31 | -0.078455 | -0.7148 | 0.238382 |
32 | -0.149668 | -1.3635 | 0.088199 |
33 | 0.088954 | 0.8104 | 0.210012 |
34 | 0.168097 | 1.5314 | 0.064733 |
35 | 0.046751 | 0.4259 | 0.335634 |
36 | -0.049939 | -0.455 | 0.32516 |
37 | -0.024499 | -0.2232 | 0.411967 |
38 | -0.032708 | -0.298 | 0.38323 |
39 | -0.03894 | -0.3548 | 0.361836 |
40 | 0.002348 | 0.0214 | 0.491491 |
41 | -0.011654 | -0.1062 | 0.457851 |
42 | -0.006099 | -0.0556 | 0.477911 |
43 | -0.037957 | -0.3458 | 0.365184 |
44 | -0.035235 | -0.321 | 0.374507 |
45 | -0.099776 | -0.909 | 0.182991 |
46 | -0.137338 | -1.2512 | 0.107186 |
47 | 0.054022 | 0.4922 | 0.311951 |
48 | -0.025494 | -0.2323 | 0.408454 |