Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.042723 | -0.3892 | 0.349053 |
2 | -0.119555 | -1.0892 | 0.13961 |
3 | -0.141813 | -1.292 | 0.099975 |
4 | -0.089577 | -0.8161 | 0.208394 |
5 | 0.015576 | 0.1419 | 0.443749 |
6 | 0.319345 | 2.9094 | 0.002323 |
7 | 0.100242 | 0.9133 | 0.181878 |
8 | -0.101626 | -0.9259 | 0.178603 |
9 | -0.157718 | -1.4369 | 0.077256 |
10 | -0.034335 | -0.3128 | 0.377606 |
11 | 0.040573 | 0.3696 | 0.356298 |
12 | 0.275882 | 2.5134 | 0.006945 |
13 | 0.123668 | 1.1267 | 0.131564 |
14 | -0.154955 | -1.4117 | 0.080888 |
15 | -0.083978 | -0.7651 | 0.223198 |
16 | -0.118407 | -1.0787 | 0.141915 |
17 | -0.004443 | -0.0405 | 0.483904 |
18 | 0.203458 | 1.8536 | 0.033675 |
19 | 0.13515 | 1.2313 | 0.110849 |
20 | -0.080836 | -0.7365 | 0.231766 |
21 | -0.1745 | -1.5898 | 0.057844 |
22 | -0.139624 | -1.272 | 0.103456 |
23 | 0.02063 | 0.1879 | 0.425688 |
24 | 0.125376 | 1.1422 | 0.128322 |
25 | 0.055703 | 0.5075 | 0.306584 |
26 | -0.150694 | -1.3729 | 0.086743 |
27 | -0.099683 | -0.9082 | 0.183212 |
28 | -0.08955 | -0.8158 | 0.208465 |
29 | 8.3e-05 | 8e-04 | 0.499699 |
30 | 0.097478 | 0.8881 | 0.188535 |
31 | 0.071949 | 0.6555 | 0.256984 |
32 | -0.069681 | -0.6348 | 0.263644 |
33 | -0.165303 | -1.506 | 0.067934 |
34 | -0.145738 | -1.3277 | 0.093953 |
35 | -0.032211 | -0.2935 | 0.384954 |
36 | 0.099267 | 0.9044 | 0.184211 |
37 | 0.052304 | 0.4765 | 0.317482 |
38 | -0.113511 | -1.0341 | 0.152039 |
39 | -0.062707 | -0.5713 | 0.284674 |
40 | -0.042001 | -0.3826 | 0.351481 |
41 | -0.06191 | -0.564 | 0.287129 |
42 | 0.124021 | 1.1299 | 0.13089 |
43 | 0.109483 | 0.9974 | 0.160725 |
44 | -0.069589 | -0.634 | 0.263917 |
45 | -0.06195 | -0.5644 | 0.287005 |
46 | -0.0753 | -0.686 | 0.247307 |
47 | 0.005392 | 0.0491 | 0.480469 |
48 | 0.056131 | 0.5114 | 0.305223 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.042723 | -0.3892 | 0.349053 |
2 | -0.121602 | -1.1078 | 0.135564 |
3 | -0.155313 | -1.415 | 0.080409 |
4 | -0.126201 | -1.1497 | 0.126776 |
5 | -0.039963 | -0.3641 | 0.358362 |
6 | 0.282015 | 2.5693 | 0.00599 |
7 | 0.132249 | 1.2048 | 0.115844 |
8 | -0.020471 | -0.1865 | 0.426254 |
9 | -0.078104 | -0.7116 | 0.239366 |
10 | 0.005883 | 0.0536 | 0.478693 |
11 | 0.018074 | 0.1647 | 0.434805 |
12 | 0.181161 | 1.6505 | 0.051314 |
13 | 0.110984 | 1.0111 | 0.15745 |
14 | -0.074097 | -0.6751 | 0.250758 |
15 | 0.035454 | 0.323 | 0.373754 |
16 | -0.085723 | -0.781 | 0.21852 |
17 | -0.072984 | -0.6649 | 0.253974 |
18 | 0.035277 | 0.3214 | 0.374361 |
19 | 0.048681 | 0.4435 | 0.329277 |
20 | 0.01036 | 0.0944 | 0.462515 |
21 | -0.087005 | -0.7927 | 0.215121 |
22 | -0.116894 | -1.065 | 0.144992 |
23 | -0.035541 | -0.3238 | 0.373453 |
24 | -0.028494 | -0.2596 | 0.397912 |
25 | -0.097814 | -0.8911 | 0.187719 |
26 | -0.155564 | -1.4173 | 0.080076 |
27 | -0.020719 | -0.1888 | 0.425373 |
28 | -0.014755 | -0.1344 | 0.446696 |
29 | -0.018221 | -0.166 | 0.434279 |
30 | -0.053986 | -0.4918 | 0.312067 |
31 | -0.022919 | -0.2088 | 0.417556 |
32 | 0.026824 | 0.2444 | 0.403769 |
33 | -0.064388 | -0.5866 | 0.279531 |
34 | -0.111152 | -1.0126 | 0.157086 |
35 | -0.093395 | -0.8509 | 0.198646 |
36 | 0.004608 | 0.042 | 0.483307 |
37 | -0.020236 | -0.1844 | 0.42709 |
38 | -0.126235 | -1.1501 | 0.126713 |
39 | 0.00069 | 0.0063 | 0.4975 |
40 | 0.069577 | 0.6339 | 0.263952 |
41 | -0.025952 | -0.2364 | 0.406839 |
42 | 0.010373 | 0.0945 | 0.462467 |
43 | 0.053962 | 0.4916 | 0.312143 |
44 | 0.042314 | 0.3855 | 0.350426 |
45 | 0.086606 | 0.789 | 0.216175 |
46 | -0.014884 | -0.1356 | 0.446232 |
47 | 0.002426 | 0.0221 | 0.491208 |
48 | -0.005049 | -0.046 | 0.481712 |