Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.037891 | -0.3259 | 0.372691 |
2 | 0.118837 | 1.0223 | 0.154991 |
3 | 0.260663 | 2.2423 | 0.013969 |
4 | -0.071148 | -0.612 | 0.271194 |
5 | 0.112152 | 0.9648 | 0.168902 |
6 | 0.048906 | 0.4207 | 0.337593 |
7 | -0.02668 | -0.2295 | 0.409553 |
8 | -0.009428 | -0.0811 | 0.467789 |
9 | -0.039173 | -0.337 | 0.368542 |
10 | -0.061827 | -0.5319 | 0.298209 |
11 | 0.035092 | 0.3019 | 0.381797 |
12 | -0.036962 | -0.318 | 0.375707 |
13 | 0.040098 | 0.3449 | 0.36556 |
14 | -0.06797 | -0.5847 | 0.280265 |
15 | -0.120386 | -1.0356 | 0.151881 |
16 | -0.087143 | -0.7496 | 0.227927 |
17 | -0.038618 | -0.3322 | 0.370338 |
18 | -0.157123 | -1.3516 | 0.090307 |
19 | -0.085179 | -0.7327 | 0.233016 |
20 | -0.068238 | -0.587 | 0.279494 |
21 | -0.211624 | -1.8205 | 0.036366 |
22 | -0.077724 | -0.6686 | 0.252912 |
23 | 0.048725 | 0.4192 | 0.33816 |
24 | -0.121282 | -1.0433 | 0.1501 |
25 | -0.036714 | -0.3158 | 0.376513 |
26 | -0.00703 | -0.0605 | 0.475972 |
27 | -0.186786 | -1.6068 | 0.056179 |
28 | -0.087082 | -0.7491 | 0.228084 |
29 | -0.016127 | -0.1387 | 0.44502 |
30 | 0.01659 | 0.1427 | 0.443453 |
31 | -0.005336 | -0.0459 | 0.481756 |
32 | 0.01269 | 0.1092 | 0.456686 |
33 | 0.024541 | 0.2111 | 0.41669 |
34 | 0.085375 | 0.7344 | 0.232506 |
35 | 0.008561 | 0.0736 | 0.470746 |
36 | 0.140398 | 1.2077 | 0.115496 |
37 | 0.070322 | 0.6049 | 0.273536 |
38 | 0.046392 | 0.3991 | 0.345493 |
39 | 0.078933 | 0.679 | 0.249627 |
40 | -0.077608 | -0.6676 | 0.25323 |
41 | 0.011009 | 0.0947 | 0.462403 |
42 | 0.026485 | 0.2278 | 0.410203 |
43 | -0.002118 | -0.0182 | 0.492758 |
44 | -0.03564 | -0.3066 | 0.380009 |
45 | 0.056268 | 0.484 | 0.314895 |
46 | 0.052086 | 0.4481 | 0.327709 |
47 | -0.040761 | -0.3506 | 0.363427 |
48 | 0.078578 | 0.676 | 0.250589 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.037891 | -0.3259 | 0.372691 |
2 | 0.11757 | 1.0114 | 0.157567 |
3 | 0.273256 | 2.3506 | 0.010704 |
4 | -0.064486 | -0.5547 | 0.290376 |
5 | 0.043165 | 0.3713 | 0.355731 |
6 | 0.003517 | 0.0303 | 0.487972 |
7 | -0.009147 | -0.0787 | 0.468748 |
8 | -0.069175 | -0.5951 | 0.276808 |
9 | -0.04632 | -0.3985 | 0.345719 |
10 | -0.054531 | -0.4691 | 0.32019 |
11 | 0.059376 | 0.5108 | 0.305514 |
12 | -0.001038 | -0.0089 | 0.496451 |
13 | 0.067188 | 0.578 | 0.282518 |
14 | -0.087382 | -0.7517 | 0.227312 |
15 | -0.126473 | -1.088 | 0.140072 |
16 | -0.134342 | -1.1557 | 0.12577 |
17 | 0.020507 | 0.1764 | 0.430229 |
18 | -0.111807 | -0.9618 | 0.169641 |
19 | -0.057228 | -0.4923 | 0.311984 |
20 | -0.035879 | -0.3086 | 0.379231 |
21 | -0.118035 | -1.0154 | 0.156617 |
22 | -0.085497 | -0.7355 | 0.232189 |
23 | 0.118817 | 1.0221 | 0.15503 |
24 | -0.046606 | -0.4009 | 0.344816 |
25 | -0.071574 | -0.6157 | 0.269989 |
26 | -0.054082 | -0.4652 | 0.321567 |
27 | -0.140527 | -1.2089 | 0.115283 |
28 | -0.164705 | -1.4168 | 0.080362 |
29 | -0.021262 | -0.1829 | 0.427689 |
30 | 0.0863 | 0.7424 | 0.230104 |
31 | 0.022451 | 0.1931 | 0.423694 |
32 | -0.003105 | -0.0267 | 0.48938 |
33 | -0.007031 | -0.0605 | 0.475967 |
34 | 0.051089 | 0.4395 | 0.330795 |
35 | -0.077968 | -0.6707 | 0.252247 |
36 | 0.005846 | 0.0503 | 0.480013 |
37 | -0.017791 | -0.153 | 0.439389 |
38 | 0.039327 | 0.3383 | 0.368048 |
39 | -0.021252 | -0.1828 | 0.427721 |
40 | -0.130948 | -1.1265 | 0.131805 |
41 | -0.081071 | -0.6974 | 0.243868 |
42 | -0.067296 | -0.5789 | 0.282208 |
43 | -0.049124 | -0.4226 | 0.336912 |
44 | -0.046416 | -0.3993 | 0.345416 |
45 | 0.024752 | 0.2129 | 0.415986 |
46 | 0.030594 | 0.2632 | 0.396571 |
47 | -0.100056 | -0.8607 | 0.196088 |
48 | -0.029399 | -0.2529 | 0.400525 |