Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.256175 | -1.9677 | 0.026903 |
2 | 0.001837 | 0.0141 | 0.494395 |
3 | -0.110343 | -0.8476 | 0.200055 |
4 | -0.148889 | -1.1436 | 0.128697 |
5 | 0.042128 | 0.3236 | 0.373695 |
6 | 0.059118 | 0.4541 | 0.325714 |
7 | -0.070512 | -0.5416 | 0.295063 |
8 | -0.000779 | -0.006 | 0.497624 |
9 | 0.24484 | 1.8807 | 0.032479 |
10 | -0.067721 | -0.5202 | 0.302443 |
11 | -0.037293 | -0.2865 | 0.387768 |
12 | -0.310973 | -2.3886 | 0.010065 |
13 | -0.062582 | -0.4807 | 0.316253 |
14 | -0.003676 | -0.0282 | 0.488785 |
15 | 0.339641 | 2.6088 | 0.005747 |
16 | -0.221421 | -1.7008 | 0.047127 |
17 | 0.092293 | 0.7089 | 0.240585 |
18 | 0.054689 | 0.4201 | 0.337978 |
19 | -0.167437 | -1.2861 | 0.101715 |
20 | 0.183965 | 1.4131 | 0.081446 |
21 | -0.175093 | -1.3449 | 0.0919 |
22 | -0.098815 | -0.759 | 0.225434 |
23 | 0.123775 | 0.9507 | 0.17281 |
24 | 0.178555 | 1.3715 | 0.087706 |
25 | 0.01183 | 0.0909 | 0.463952 |
26 | 0.1526 | 1.1721 | 0.122926 |
27 | -0.262112 | -2.0133 | 0.024325 |
28 | 0.055783 | 0.4285 | 0.334932 |
29 | -0.009193 | -0.0706 | 0.471973 |
30 | -0.02933 | -0.2253 | 0.411267 |
31 | -0.077155 | -0.5926 | 0.277844 |
32 | 0.049178 | 0.3777 | 0.353488 |
33 | 0.143018 | 1.0985 | 0.138216 |
34 | -0.054253 | -0.4167 | 0.339195 |
35 | 0.108632 | 0.8344 | 0.203706 |
36 | -0.224779 | -1.7266 | 0.04474 |
37 | -0.119112 | -0.9149 | 0.181979 |
38 | 0.089025 | 0.6838 | 0.248384 |
39 | 0.03582 | 0.2751 | 0.392085 |
40 | 0.059202 | 0.4547 | 0.325482 |
41 | 0.014679 | 0.1128 | 0.455305 |
42 | -0.031599 | -0.2427 | 0.404533 |
43 | 0.062394 | 0.4793 | 0.316764 |
44 | -0.071892 | -0.5522 | 0.291445 |
45 | -0.043184 | -0.3317 | 0.370644 |
46 | 0.00154 | 0.0118 | 0.4953 |
47 | 0.021178 | 0.1627 | 0.435666 |
48 | 0.076408 | 0.5869 | 0.279754 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.256175 | -1.9677 | 0.026903 |
2 | -0.068269 | -0.5244 | 0.300988 |
3 | -0.13691 | -1.0516 | 0.14863 |
4 | -0.235589 | -1.8096 | 0.037727 |
5 | -0.091892 | -0.7058 | 0.241534 |
6 | 0.004951 | 0.038 | 0.484897 |
7 | -0.12169 | -0.9347 | 0.176872 |
8 | -0.107944 | -0.8291 | 0.205185 |
9 | 0.250642 | 1.9252 | 0.029513 |
10 | 0.084705 | 0.6506 | 0.258904 |
11 | -0.056979 | -0.4377 | 0.331614 |
12 | -0.339678 | -2.6091 | 0.005742 |
13 | -0.222522 | -1.7092 | 0.046332 |
14 | -0.225664 | -1.7334 | 0.044128 |
15 | 0.169271 | 1.3002 | 0.099296 |
16 | -0.257309 | -1.9764 | 0.026393 |
17 | -0.117958 | -0.9061 | 0.184297 |
18 | 0.058703 | 0.4509 | 0.326854 |
19 | -0.160491 | -1.2328 | 0.111278 |
20 | 0.016639 | 0.1278 | 0.449369 |
21 | -0.004611 | -0.0354 | 0.485934 |
22 | -0.137614 | -1.057 | 0.147403 |
23 | -0.10585 | -0.8131 | 0.209729 |
24 | -0.089212 | -0.6853 | 0.247935 |
25 | -0.004568 | -0.0351 | 0.486064 |
26 | 0.184053 | 1.4137 | 0.081347 |
27 | -0.048008 | -0.3688 | 0.356814 |
28 | 0.015556 | 0.1195 | 0.452648 |
29 | -0.01661 | -0.1276 | 0.449455 |
30 | -0.05482 | -0.4211 | 0.337613 |
31 | -0.101319 | -0.7782 | 0.219767 |
32 | -0.082618 | -0.6346 | 0.264072 |
33 | 0.083014 | 0.6376 | 0.263086 |
34 | -0.028235 | -0.2169 | 0.414525 |
35 | -0.111955 | -0.8599 | 0.19665 |
36 | 0.075801 | 0.5822 | 0.281313 |
37 | -0.036853 | -0.2831 | 0.389055 |
38 | 0.019232 | 0.1477 | 0.441533 |
39 | 0.051256 | 0.3937 | 0.347609 |
40 | 0.081854 | 0.6287 | 0.265976 |
41 | -0.093281 | -0.7165 | 0.238253 |
42 | 0.047532 | 0.3651 | 0.358172 |
43 | -0.039099 | -0.3003 | 0.382492 |
44 | -0.097996 | -0.7527 | 0.227305 |
45 | 0.115543 | 0.8875 | 0.189206 |
46 | 0.055547 | 0.4267 | 0.335589 |
47 | 0.080581 | 0.619 | 0.269165 |
48 | -0.0327 | -0.2512 | 0.401276 |