Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.131749 | -1.1101 | 0.135343 |
2 | 0.128659 | 1.0841 | 0.140994 |
3 | -0.132992 | -1.1206 | 0.133116 |
4 | -0.046603 | -0.3927 | 0.347864 |
5 | -0.308254 | -2.5974 | 0.005706 |
6 | -0.047846 | -0.4032 | 0.344022 |
7 | 0.038543 | 0.3248 | 0.373157 |
8 | 0.037921 | 0.3195 | 0.375132 |
9 | 0.0373 | 0.3143 | 0.37711 |
10 | 0.036678 | 0.3091 | 0.379091 |
11 | -0.13061 | -1.1005 | 0.137408 |
12 | 0.129798 | 1.0937 | 0.138892 |
13 | -0.218862 | -1.8442 | 0.034666 |
14 | 0.309928 | 2.6115 | 0.005496 |
15 | -0.038732 | -0.3264 | 0.372554 |
16 | 0.214323 | 1.8059 | 0.037585 |
17 | -0.047328 | -0.3988 | 0.345621 |
18 | -0.047949 | -0.404 | 0.343703 |
19 | -0.135581 | -1.1424 | 0.128558 |
20 | -0.049192 | -0.4145 | 0.339878 |
21 | -0.027755 | -0.2339 | 0.407881 |
22 | -0.028376 | -0.2391 | 0.405858 |
23 | 0.065365 | 0.5508 | 0.291758 |
24 | 0.057391 | 0.4836 | 0.315084 |
25 | -0.03024 | -0.2548 | 0.399804 |
26 | 0.056148 | 0.4731 | 0.318792 |
27 | -0.118493 | -0.9984 | 0.160729 |
28 | 0.054905 | 0.4626 | 0.322518 |
29 | -0.032726 | -0.2758 | 0.39177 |
30 | 0.140672 | 1.1853 | 0.11992 |
31 | -0.033969 | -0.2862 | 0.38777 |
32 | -0.03459 | -0.2915 | 0.385775 |
33 | -0.035211 | -0.2967 | 0.383783 |
34 | -0.035833 | -0.3019 | 0.381794 |
35 | -0.108758 | -0.9164 | 0.181277 |
36 | -0.02237 | -0.1885 | 0.425516 |
37 | 0.078725 | 0.6633 | 0.254628 |
38 | -0.008906 | -0.075 | 0.470194 |
39 | -0.009528 | -0.0803 | 0.468119 |
40 | 0.076861 | 0.6476 | 0.259653 |
41 | -0.010771 | -0.0908 | 0.463972 |
42 | -0.011392 | -0.096 | 0.4619 |
43 | -0.012013 | -0.1012 | 0.459828 |
44 | -0.012635 | -0.1065 | 0.457758 |
45 | -0.013256 | -0.1117 | 0.455689 |
46 | -0.013877 | -0.1169 | 0.453622 |
47 | -0.014499 | -0.1222 | 0.451555 |
48 | -0.022473 | -0.1894 | 0.425175 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.131749 | -1.1101 | 0.135343 |
2 | 0.113268 | 0.9544 | 0.171557 |
3 | -0.106221 | -0.895 | 0.186897 |
4 | -0.091243 | -0.7688 | 0.222272 |
5 | -0.311298 | -2.623 | 0.005329 |
6 | -0.144333 | -1.2162 | 0.113974 |
7 | 0.060181 | 0.5071 | 0.306829 |
8 | -0.003403 | -0.0287 | 0.488601 |
9 | -0.046076 | -0.3882 | 0.349499 |
10 | -0.083258 | -0.7015 | 0.242628 |
11 | -0.21967 | -1.851 | 0.034166 |
12 | 0.12838 | 1.0818 | 0.141511 |
13 | -0.169136 | -1.4252 | 0.079245 |
14 | 0.259873 | 2.1897 | 0.015916 |
15 | 0.054963 | 0.4631 | 0.322345 |
16 | 0.086557 | 0.7293 | 0.234096 |
17 | 0.088205 | 0.7432 | 0.229898 |
18 | -0.139145 | -1.1725 | 0.122466 |
19 | 0.025209 | 0.2124 | 0.416195 |
20 | 0.084902 | 0.7154 | 0.238355 |
21 | 0.039927 | 0.3364 | 0.368771 |
22 | 0.012032 | 0.1014 | 0.459765 |
23 | -0.05195 | -0.4377 | 0.331453 |
24 | -0.052588 | -0.4431 | 0.329515 |
25 | 0.067931 | 0.5724 | 0.28443 |
26 | -0.036557 | -0.308 | 0.379478 |
27 | 0.015904 | 0.134 | 0.446886 |
28 | -0.072166 | -0.6081 | 0.272538 |
29 | -0.011801 | -0.0994 | 0.460535 |
30 | 0.102678 | 0.8652 | 0.194926 |
31 | -0.074786 | -0.6302 | 0.265306 |
32 | -0.110286 | -0.9293 | 0.177944 |
33 | -0.029023 | -0.2446 | 0.403754 |
34 | 0.018777 | 0.1582 | 0.437368 |
35 | -0.060695 | -0.5114 | 0.305321 |
36 | -0.066245 | -0.5582 | 0.289235 |
37 | -0.019184 | -0.1616 | 0.436021 |
38 | -0.054377 | -0.4582 | 0.324109 |
39 | -0.064291 | -0.5417 | 0.294851 |
40 | -0.006064 | -0.0511 | 0.479697 |
41 | 0.015076 | 0.127 | 0.449636 |
42 | -0.010132 | -0.0854 | 0.466101 |
43 | 0.029121 | 0.2454 | 0.403437 |
44 | -0.108281 | -0.9124 | 0.182325 |
45 | -0.041985 | -0.3538 | 0.362279 |
46 | -0.020821 | -0.1754 | 0.430617 |
47 | 0.029379 | 0.2475 | 0.402599 |
48 | 0.02551 | 0.2149 | 0.415212 |