Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.196959 | -1.7283 | 0.043971 |
2 | -0.147578 | -1.295 | 0.099597 |
3 | 0.299315 | 2.6265 | 0.005203 |
4 | -0.176195 | -1.5461 | 0.06309 |
5 | -0.043358 | -0.3805 | 0.352323 |
6 | 0.166711 | 1.4629 | 0.073785 |
7 | -0.086617 | -0.7601 | 0.224771 |
8 | -0.078963 | -0.6929 | 0.245229 |
9 | 0.0191 | 0.1676 | 0.433667 |
10 | -0.120025 | -1.0532 | 0.147768 |
11 | -0.076501 | -0.6713 | 0.252022 |
12 | 0.045355 | 0.398 | 0.345871 |
13 | 0.077166 | 0.6771 | 0.250176 |
14 | -0.056835 | -0.4987 | 0.309698 |
15 | -0.023559 | -0.2067 | 0.418383 |
16 | 0.104885 | 0.9204 | 0.180129 |
17 | 0.083622 | 0.7338 | 0.232656 |
18 | -0.12871 | -1.1294 | 0.131112 |
19 | 0.09234 | 0.8103 | 0.210138 |
20 | 0.079496 | 0.6976 | 0.243773 |
21 | -0.230201 | -2.02 | 0.023431 |
22 | 0.102123 | 0.8961 | 0.186489 |
23 | 0.061094 | 0.5361 | 0.296718 |
24 | -0.12708 | -1.1151 | 0.134134 |
25 | 0.002096 | 0.0184 | 0.492685 |
26 | 0.018535 | 0.1626 | 0.435614 |
27 | -0.19819 | -1.7391 | 0.043006 |
28 | -0.005324 | -0.0467 | 0.481429 |
29 | 0.12312 | 1.0804 | 0.141674 |
30 | -0.156196 | -1.3706 | 0.087239 |
31 | 0.004459 | 0.0391 | 0.484445 |
32 | 0.053108 | 0.466 | 0.321258 |
33 | -0.148243 | -1.3008 | 0.098599 |
34 | 0.069879 | 0.6132 | 0.270781 |
35 | 0.069114 | 0.6065 | 0.272994 |
36 | -0.041095 | -0.3606 | 0.359689 |
37 | -0.037468 | -0.3288 | 0.371606 |
38 | -0.04592 | -0.4029 | 0.344051 |
39 | 0.055437 | 0.4865 | 0.314011 |
40 | -0.073805 | -0.6476 | 0.259572 |
41 | 0.022428 | 0.1968 | 0.42225 |
42 | 0.097431 | 0.855 | 0.197614 |
43 | -0.100626 | -0.883 | 0.189996 |
44 | 0.093338 | 0.819 | 0.207646 |
45 | 0.044989 | 0.3948 | 0.34705 |
46 | -0.083522 | -0.7329 | 0.232922 |
47 | 0.105317 | 0.9242 | 0.179146 |
48 | 0.05953 | 0.5224 | 0.301455 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.196959 | -1.7283 | 0.043971 |
2 | -0.193892 | -1.7014 | 0.046452 |
3 | 0.244763 | 2.1478 | 0.017438 |
4 | -0.105707 | -0.9276 | 0.178263 |
5 | -0.016716 | -0.1467 | 0.441883 |
6 | 0.055671 | 0.4885 | 0.313289 |
7 | 0.013109 | 0.115 | 0.454361 |
8 | -0.076764 | -0.6736 | 0.25129 |
9 | -0.085417 | -0.7495 | 0.227911 |
10 | -0.125352 | -1.1 | 0.137389 |
11 | -0.10879 | -0.9546 | 0.171377 |
12 | -0.035345 | -0.3101 | 0.378643 |
13 | 0.122178 | 1.0721 | 0.143511 |
14 | 0.00612 | 0.0537 | 0.478654 |
15 | -0.038441 | -0.3373 | 0.368398 |
16 | 0.064198 | 0.5633 | 0.287421 |
17 | 0.17789 | 1.561 | 0.061315 |
18 | -0.104076 | -0.9133 | 0.181977 |
19 | -0.016611 | -0.1458 | 0.442247 |
20 | 0.030161 | 0.2647 | 0.395989 |
21 | -0.150484 | -1.3205 | 0.095291 |
22 | -0.019893 | -0.1746 | 0.430941 |
23 | 0.031877 | 0.2797 | 0.390222 |
24 | 0.051865 | 0.4551 | 0.325153 |
25 | -0.094422 | -0.8286 | 0.20496 |
26 | -0.012415 | -0.1089 | 0.456767 |
27 | -0.111215 | -0.9759 | 0.166082 |
28 | -0.093308 | -0.8188 | 0.207721 |
29 | 0.004178 | 0.0367 | 0.485426 |
30 | -0.088011 | -0.7723 | 0.221152 |
31 | -0.040825 | -0.3582 | 0.360572 |
32 | -0.088609 | -0.7775 | 0.219612 |
33 | -0.100115 | -0.8785 | 0.191202 |
34 | 0.055832 | 0.4899 | 0.312789 |
35 | -0.007776 | -0.0682 | 0.472888 |
36 | -0.020785 | -0.1824 | 0.427878 |
37 | -0.131312 | -1.1523 | 0.12639 |
38 | -0.108107 | -0.9486 | 0.172887 |
39 | -0.018788 | -0.1649 | 0.434741 |
40 | -0.08788 | -0.7711 | 0.221491 |
41 | -0.000919 | -0.0081 | 0.496795 |
42 | 0.004501 | 0.0395 | 0.484297 |
43 | -0.012835 | -0.1126 | 0.45531 |
44 | 0.152968 | 1.3423 | 0.091724 |
45 | 0.044959 | 0.3945 | 0.347147 |
46 | -0.029722 | -0.2608 | 0.397467 |
47 | 0.032593 | 0.286 | 0.387823 |
48 | -0.002932 | -0.0257 | 0.489772 |