Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.07161 | -0.7812 | 0.218127 |
2 | 0.071396 | 0.7788 | 0.218809 |
3 | -0.066218 | -0.7224 | 0.235746 |
4 | 0.034265 | 0.3738 | 0.354616 |
5 | -0.042815 | -0.4671 | 0.320658 |
6 | 0.020054 | 0.2188 | 0.413603 |
7 | 0.013468 | 0.1469 | 0.441724 |
8 | -0.06559 | -0.7155 | 0.237849 |
9 | -0.147768 | -1.612 | 0.05481 |
10 | 0.067598 | 0.7374 | 0.231162 |
11 | -0.103284 | -1.1267 | 0.13107 |
12 | 0.158382 | 1.7277 | 0.043314 |
13 | 0.04937 | 0.5386 | 0.295596 |
14 | -0.00587 | -0.064 | 0.474523 |
15 | -0.099648 | -1.087 | 0.139609 |
16 | -0.005027 | -0.0548 | 0.478178 |
17 | 0.126822 | 1.3835 | 0.084557 |
18 | 0.15343 | 1.6737 | 0.048406 |
19 | -0.058285 | -0.6358 | 0.263059 |
20 | 0.018338 | 0.2 | 0.420893 |
21 | -0.092184 | -1.0056 | 0.158323 |
22 | -0.060932 | -0.6647 | 0.253769 |
23 | -0.086726 | -0.9461 | 0.173015 |
24 | 0.00456 | 0.0497 | 0.480204 |
25 | 0.060358 | 0.6584 | 0.255766 |
26 | -0.094335 | -1.0291 | 0.152767 |
27 | -0.014513 | -0.1583 | 0.437236 |
28 | 0.007119 | 0.0777 | 0.469113 |
29 | 0.034178 | 0.3728 | 0.354968 |
30 | 0.154971 | 1.6905 | 0.046772 |
31 | 0.103689 | 1.1311 | 0.13014 |
32 | -0.09857 | -1.0753 | 0.142214 |
33 | -0.104742 | -1.1426 | 0.127749 |
34 | 0.032689 | 0.3566 | 0.361013 |
35 | -0.106512 | -1.1619 | 0.1238 |
36 | -0.02361 | -0.2576 | 0.398596 |
37 | 0.053556 | 0.5842 | 0.280088 |
38 | -0.051538 | -0.5622 | 0.287515 |
39 | -0.045658 | -0.4981 | 0.309675 |
40 | -0.017738 | -0.1935 | 0.423448 |
41 | 0.12843 | 1.401 | 0.081908 |
42 | 0.010165 | 0.1109 | 0.455945 |
43 | 0.072955 | 0.7958 | 0.213854 |
44 | -0.030903 | -0.3371 | 0.368313 |
45 | -0.046851 | -0.5111 | 0.30512 |
46 | 0.003858 | 0.0421 | 0.483251 |
47 | 0.114655 | 1.2507 | 0.106742 |
48 | 0.076216 | 0.8314 | 0.203703 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.07161 | -0.7812 | 0.218127 |
2 | 0.06661 | 0.7266 | 0.23444 |
3 | -0.057222 | -0.6242 | 0.266838 |
4 | 0.021789 | 0.2377 | 0.406264 |
5 | -0.031501 | -0.3436 | 0.365865 |
6 | 0.00827 | 0.0902 | 0.464136 |
7 | 0.023489 | 0.2562 | 0.399105 |
8 | -0.071203 | -0.7767 | 0.219428 |
9 | -0.157838 | -1.7218 | 0.043851 |
10 | 0.059155 | 0.6453 | 0.259987 |
11 | -0.087716 | -0.9569 | 0.170287 |
12 | 0.133046 | 1.4514 | 0.074656 |
13 | 0.091524 | 0.9984 | 0.160052 |
14 | -0.042534 | -0.464 | 0.321752 |
15 | -0.08398 | -0.9161 | 0.180731 |
16 | -0.02263 | -0.2469 | 0.402719 |
17 | 0.126032 | 1.3748 | 0.085881 |
18 | 0.177154 | 1.9325 | 0.027836 |
19 | -0.065671 | -0.7164 | 0.237577 |
20 | -0.024912 | -0.2718 | 0.393138 |
21 | -0.022282 | -0.2431 | 0.404187 |
22 | -0.086745 | -0.9463 | 0.172962 |
23 | -0.076194 | -0.8312 | 0.203769 |
24 | -0.046289 | -0.505 | 0.307263 |
25 | 0.070677 | 0.771 | 0.221118 |
26 | -0.042069 | -0.4589 | 0.323564 |
27 | 0.003971 | 0.0433 | 0.48276 |
28 | 0.031291 | 0.3413 | 0.366723 |
29 | 0.019338 | 0.211 | 0.416641 |
30 | 0.072495 | 0.7908 | 0.215308 |
31 | 0.104729 | 1.1425 | 0.127779 |
32 | -0.105327 | -1.149 | 0.126434 |
33 | -0.094816 | -1.0343 | 0.151541 |
34 | 0.036003 | 0.3927 | 0.347607 |
35 | -0.159844 | -1.7437 | 0.041898 |
36 | -0.024051 | -0.2624 | 0.396747 |
37 | 0.057078 | 0.6226 | 0.267353 |
38 | -0.053157 | -0.5799 | 0.281547 |
39 | 0.054607 | 0.5957 | 0.276255 |
40 | 0.037163 | 0.4054 | 0.342957 |
41 | 0.115561 | 1.2606 | 0.104955 |
42 | 0.009097 | 0.0992 | 0.46056 |
43 | -0.019153 | -0.2089 | 0.41743 |
44 | -0.035715 | -0.3896 | 0.348764 |
45 | -0.014886 | -0.1624 | 0.435638 |
46 | -0.011007 | -0.1201 | 0.452314 |
47 | 0.084059 | 0.917 | 0.180504 |
48 | 0.051391 | 0.5606 | 0.288059 |