Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.08729 | -0.7355 | 0.232223 |
2 | -0.151384 | -1.2756 | 0.10313 |
3 | -0.032489 | -0.2738 | 0.392534 |
4 | 0.039156 | 0.3299 | 0.371211 |
5 | -0.133186 | -1.1222 | 0.13277 |
6 | -0.028036 | -0.2362 | 0.406965 |
7 | 0.165602 | 1.3954 | 0.083624 |
8 | -0.142479 | -1.2005 | 0.116959 |
9 | 0.037413 | 0.3153 | 0.376748 |
10 | -0.087677 | -0.7388 | 0.231237 |
11 | -0.138026 | -1.163 | 0.124357 |
12 | 0.041866 | 0.3528 | 0.362652 |
13 | 0.127257 | 1.0723 | 0.143612 |
14 | -0.031339 | -0.2641 | 0.396246 |
15 | 0.02656 | 0.2238 | 0.411779 |
16 | 0.084459 | 0.7117 | 0.239503 |
17 | -0.040632 | -0.3424 | 0.366541 |
18 | -0.029984 | -0.2526 | 0.400634 |
19 | 0.088911 | 0.7492 | 0.228111 |
20 | -0.008688 | -0.0732 | 0.470924 |
21 | -0.072782 | -0.6133 | 0.270828 |
22 | -0.07588 | -0.6394 | 0.262319 |
23 | -0.004235 | -0.0357 | 0.485817 |
24 | 0.053664 | 0.4522 | 0.326259 |
25 | -0.071427 | -0.6019 | 0.274594 |
26 | -0.013528 | -0.114 | 0.454784 |
27 | -0.063876 | -0.5382 | 0.29605 |
28 | -0.100479 | -0.8467 | 0.200017 |
29 | 0.018416 | 0.1552 | 0.43856 |
30 | 0.015319 | 0.1291 | 0.448831 |
31 | 0.134214 | 1.1309 | 0.130949 |
32 | 0.083866 | 0.7067 | 0.241044 |
33 | 0.019772 | 0.1666 | 0.43408 |
34 | -0.105319 | -0.8874 | 0.18892 |
35 | 0.013576 | 0.1144 | 0.454623 |
36 | 0.071475 | 0.6023 | 0.274459 |
37 | -0.053616 | -0.4518 | 0.326405 |
38 | -0.056713 | -0.4779 | 0.317104 |
39 | 0.062182 | 0.524 | 0.30097 |
40 | 0.011834 | 0.0997 | 0.460426 |
41 | 0.069733 | 0.5876 | 0.279339 |
42 | -0.116354 | -0.9804 | 0.165104 |
43 | -0.058456 | -0.4926 | 0.311923 |
44 | 0.026935 | 0.227 | 0.410555 |
45 | 0.098579 | 0.8306 | 0.204479 |
46 | -0.148504 | -1.2513 | 0.107462 |
47 | 0.031388 | 0.2645 | 0.396089 |
48 | 0.150283 | 1.2663 | 0.104771 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.08729 | -0.7355 | 0.232223 |
2 | -0.160225 | -1.3501 | 0.09064 |
3 | -0.063922 | -0.5386 | 0.295918 |
4 | 0.004899 | 0.0413 | 0.483594 |
5 | -0.148907 | -1.2547 | 0.106849 |
6 | -0.05683 | -0.4789 | 0.316756 |
7 | 0.120739 | 1.0174 | 0.156217 |
8 | -0.151603 | -1.2774 | 0.102806 |
9 | 0.058168 | 0.4901 | 0.312777 |
10 | -0.135101 | -1.1384 | 0.129394 |
11 | -0.198676 | -1.6741 | 0.049258 |
12 | 0.02936 | 0.2474 | 0.40266 |
13 | 0.035769 | 0.3014 | 0.381998 |
14 | -0.055919 | -0.4712 | 0.319478 |
15 | 0.08977 | 0.7564 | 0.225952 |
16 | 0.002958 | 0.0249 | 0.490094 |
17 | 0.008797 | 0.0741 | 0.470558 |
18 | 0.044728 | 0.3769 | 0.353691 |
19 | 0.040613 | 0.3422 | 0.366601 |
20 | -0.004538 | -0.0382 | 0.484802 |
21 | -0.03193 | -0.269 | 0.394337 |
22 | -0.148165 | -1.2485 | 0.107982 |
23 | -0.010267 | -0.0865 | 0.465652 |
24 | 0.079794 | 0.6724 | 0.25177 |
25 | -0.110124 | -0.9279 | 0.178297 |
26 | -0.010934 | -0.0921 | 0.463426 |
27 | -0.093309 | -0.7862 | 0.217173 |
28 | -0.220694 | -1.8596 | 0.033543 |
29 | 0.026028 | 0.2193 | 0.413518 |
30 | -0.08267 | -0.6966 | 0.244167 |
31 | 0.045966 | 0.3873 | 0.349841 |
32 | 0.129624 | 1.0922 | 0.139213 |
33 | -0.06232 | -0.5251 | 0.300568 |
34 | -0.047376 | -0.3992 | 0.345473 |
35 | 0.086125 | 0.7257 | 0.235204 |
36 | -0.026001 | -0.2191 | 0.413605 |
37 | 0.00511 | 0.0431 | 0.482888 |
38 | -0.088459 | -0.7454 | 0.229255 |
39 | -0.05937 | -0.5003 | 0.309219 |
40 | 0.074094 | 0.6243 | 0.267206 |
41 | 0.234703 | 1.9776 | 0.025926 |
42 | -0.123898 | -1.044 | 0.150017 |
43 | -0.013538 | -0.1141 | 0.45475 |
44 | -0.011475 | -0.0967 | 0.461623 |
45 | -0.003321 | -0.028 | 0.488876 |
46 | -0.089102 | -0.7508 | 0.227632 |
47 | 0.027949 | 0.2355 | 0.407249 |
48 | -0.039274 | -0.3309 | 0.370838 |