Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.179041 | -1.852 | 0.033391 |
2 | 0.117423 | 1.2146 | 0.11359 |
3 | 0.153477 | 1.5876 | 0.057667 |
4 | -0.002144 | -0.0222 | 0.491172 |
5 | 0.086868 | 0.8986 | 0.185449 |
6 | 0.082622 | 0.8546 | 0.197328 |
7 | -0.113321 | -1.1722 | 0.121859 |
8 | 0.000685 | 0.0071 | 0.497181 |
9 | -0.053292 | -0.5513 | 0.291302 |
10 | 0.000535 | 0.0055 | 0.497799 |
11 | 0.044581 | 0.4611 | 0.322815 |
12 | -0.099975 | -1.0341 | 0.151699 |
13 | 0.03675 | 0.3801 | 0.352295 |
14 | -0.009257 | -0.0958 | 0.461947 |
15 | -0.075017 | -0.776 | 0.219734 |
16 | -0.003729 | -0.0386 | 0.484651 |
17 | -0.041793 | -0.4323 | 0.333193 |
18 | -0.171578 | -1.7748 | 0.039386 |
19 | 0.025211 | 0.2608 | 0.397381 |
20 | -0.081709 | -0.8452 | 0.19994 |
21 | -0.073214 | -0.7573 | 0.225257 |
22 | -0.176689 | -1.8277 | 0.035191 |
23 | -0.00577 | -0.0597 | 0.476259 |
24 | -0.137792 | -1.4253 | 0.078486 |
25 | -0.038561 | -0.3989 | 0.345391 |
26 | -0.033009 | -0.3414 | 0.36672 |
27 | -0.196699 | -2.0347 | 0.022178 |
28 | -0.172283 | -1.7821 | 0.038784 |
29 | 0.038718 | 0.4005 | 0.344793 |
30 | 0.003378 | 0.0349 | 0.486095 |
31 | 0.013908 | 0.1439 | 0.442941 |
32 | 0.050249 | 0.5198 | 0.302145 |
33 | -0.008086 | -0.0836 | 0.46675 |
34 | 0.16442 | 1.7008 | 0.045945 |
35 | 0.004582 | 0.0474 | 0.481145 |
36 | 0.121025 | 1.2519 | 0.106669 |
37 | 0.122312 | 1.2652 | 0.104272 |
38 | -0.041246 | -0.4267 | 0.335243 |
39 | 0.110676 | 1.1448 | 0.127414 |
40 | -0.060705 | -0.6279 | 0.265691 |
41 | 0.009181 | 0.095 | 0.46226 |
42 | 0.060273 | 0.6235 | 0.267152 |
43 | 0.014414 | 0.1491 | 0.440877 |
44 | -0.038696 | -0.4003 | 0.344876 |
45 | 0.141774 | 1.4665 | 0.07272 |
46 | 0.023635 | 0.2445 | 0.403662 |
47 | 0.007172 | 0.0742 | 0.470501 |
48 | 0.016263 | 0.1682 | 0.433363 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.179041 | -1.852 | 0.033391 |
2 | 0.088195 | 0.9123 | 0.181833 |
3 | 0.196203 | 2.0295 | 0.022443 |
4 | 0.050439 | 0.5217 | 0.301463 |
5 | 0.058475 | 0.6049 | 0.273271 |
6 | 0.078866 | 0.8158 | 0.208214 |
7 | -0.118141 | -1.2221 | 0.112185 |
8 | -0.096148 | -0.9946 | 0.161097 |
9 | -0.084243 | -0.8714 | 0.192738 |
10 | 0.014813 | 0.1532 | 0.439255 |
11 | 0.083198 | 0.8606 | 0.195691 |
12 | -0.042387 | -0.4385 | 0.33097 |
13 | 0.028191 | 0.2916 | 0.385573 |
14 | 0.006799 | 0.0703 | 0.472033 |
15 | -0.076292 | -0.7892 | 0.215878 |
16 | -0.074163 | -0.7671 | 0.222341 |
17 | -0.046043 | -0.4763 | 0.317427 |
18 | -0.158738 | -1.642 | 0.051763 |
19 | -0.029372 | -0.3038 | 0.380927 |
20 | -0.009296 | -0.0962 | 0.461786 |
21 | -0.020767 | -0.2148 | 0.415159 |
22 | -0.196625 | -2.0339 | 0.022218 |
23 | -0.034736 | -0.3593 | 0.360034 |
24 | -0.107238 | -1.1093 | 0.134898 |
25 | -0.069986 | -0.7239 | 0.235341 |
26 | -0.023812 | -0.2463 | 0.402957 |
27 | -0.193408 | -2.0006 | 0.023983 |
28 | -0.282565 | -2.9229 | 0.002116 |
29 | -0.083612 | -0.8649 | 0.194518 |
30 | 0.052251 | 0.5405 | 0.294993 |
31 | 0.07473 | 0.773 | 0.220611 |
32 | 0.089687 | 0.9277 | 0.177819 |
33 | 0.016371 | 0.1693 | 0.432924 |
34 | 0.097906 | 1.0128 | 0.156731 |
35 | -0.063264 | -0.6544 | 0.257126 |
36 | -0.04898 | -0.5067 | 0.30672 |
37 | 0.068291 | 0.7064 | 0.240735 |
38 | -0.010451 | -0.1081 | 0.457057 |
39 | 0.030311 | 0.3135 | 0.377242 |
40 | -0.1696 | -1.7544 | 0.041116 |
41 | -0.047757 | -0.494 | 0.311158 |
42 | -0.046068 | -0.4765 | 0.317334 |
43 | -0.003914 | -0.0405 | 0.483891 |
44 | -0.106176 | -1.0983 | 0.137271 |
45 | 0.017011 | 0.176 | 0.430327 |
46 | 0.015318 | 0.1584 | 0.437202 |
47 | -0.071499 | -0.7396 | 0.230584 |
48 | -0.154069 | -1.5937 | 0.056977 |