Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.225695 | -2.0562 | 0.021453 |
2 | -0.00964 | -0.0878 | 0.465112 |
3 | -0.174795 | -1.5925 | 0.057542 |
4 | -0.027761 | -0.2529 | 0.400481 |
5 | -0.017581 | -0.1602 | 0.436566 |
6 | 0.09763 | 0.8894 | 0.188167 |
7 | 0.078844 | 0.7183 | 0.237293 |
8 | -0.127562 | -1.1621 | 0.124255 |
9 | 0.104753 | 0.9543 | 0.171341 |
10 | -0.073956 | -0.6738 | 0.251164 |
11 | 0.026637 | 0.2427 | 0.404428 |
12 | -0.060293 | -0.5493 | 0.292138 |
13 | -0.048895 | -0.4455 | 0.328576 |
14 | 0.028164 | 0.2566 | 0.399066 |
15 | 0.064418 | 0.5869 | 0.27944 |
16 | -0.09803 | -0.8931 | 0.187193 |
17 | 0.036645 | 0.3338 | 0.369668 |
18 | 0.051067 | 0.4652 | 0.321487 |
19 | -0.031 | -0.2824 | 0.389161 |
20 | -0.008194 | -0.0747 | 0.470335 |
21 | -0.08484 | -0.7729 | 0.22088 |
22 | -0.065663 | -0.5982 | 0.275662 |
23 | -0.073723 | -0.6717 | 0.251835 |
24 | 0.401978 | 3.6622 | 0.000219 |
25 | -0.126803 | -1.1552 | 0.125655 |
26 | 0.097078 | 0.8844 | 0.189511 |
27 | -0.16479 | -1.5013 | 0.068535 |
28 | 0.026319 | 0.2398 | 0.405549 |
29 | 0.004286 | 0.0391 | 0.484472 |
30 | 0.145161 | 1.3225 | 0.094821 |
31 | -0.161849 | -1.4745 | 0.072063 |
32 | -0.040422 | -0.3683 | 0.356809 |
33 | 0.0054 | 0.0492 | 0.480442 |
34 | 0.054697 | 0.4983 | 0.309789 |
35 | 0.111778 | 1.0184 | 0.155735 |
36 | -0.034596 | -0.3152 | 0.376708 |
37 | 0.011122 | 0.1013 | 0.459769 |
38 | -0.12985 | -1.183 | 0.120095 |
39 | 0.081504 | 0.7425 | 0.229929 |
40 | -0.058258 | -0.5308 | 0.298503 |
41 | 0.047701 | 0.4346 | 0.332497 |
42 | 0.07929 | 0.7224 | 0.236051 |
43 | -0.038149 | -0.3476 | 0.364528 |
44 | 0.052315 | 0.4766 | 0.317447 |
45 | -0.102503 | -0.9338 | 0.176546 |
46 | -0.053813 | -0.4903 | 0.312623 |
47 | -0.006589 | -0.06 | 0.476138 |
48 | 0.142926 | 1.3021 | 0.098239 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.225695 | -2.0562 | 0.021453 |
2 | -0.06383 | -0.5815 | 0.281233 |
3 | -0.20262 | -1.846 | 0.034232 |
4 | -0.131075 | -1.1941 | 0.117911 |
5 | -0.089173 | -0.8124 | 0.209441 |
6 | 0.026666 | 0.2429 | 0.404326 |
7 | 0.08662 | 0.7891 | 0.216139 |
8 | -0.103667 | -0.9445 | 0.17384 |
9 | 0.092973 | 0.847 | 0.199708 |
10 | 0.001971 | 0.018 | 0.492859 |
11 | -0.000361 | -0.0033 | 0.498692 |
12 | -0.046339 | -0.4222 | 0.336998 |
13 | -0.111735 | -1.018 | 0.155829 |
14 | -0.007905 | -0.072 | 0.471379 |
15 | 0.039606 | 0.3608 | 0.359571 |
16 | -0.145402 | -1.3247 | 0.094457 |
17 | 0.003444 | 0.0314 | 0.487523 |
18 | 0.065935 | 0.6007 | 0.274839 |
19 | -0.001299 | -0.0118 | 0.495291 |
20 | -0.014347 | -0.1307 | 0.448162 |
21 | -0.113977 | -1.0384 | 0.151055 |
22 | -0.104987 | -0.9565 | 0.170803 |
23 | -0.153156 | -1.3953 | 0.083322 |
24 | 0.299563 | 2.7292 | 0.003875 |
25 | -0.001212 | -0.011 | 0.495609 |
26 | 0.093568 | 0.8524 | 0.198209 |
27 | -0.001026 | -0.0093 | 0.496282 |
28 | 0.060507 | 0.5512 | 0.291473 |
29 | 0.061715 | 0.5623 | 0.28773 |
30 | 0.134107 | 1.2218 | 0.112626 |
31 | -0.204277 | -1.8611 | 0.033139 |
32 | -0.066369 | -0.6047 | 0.27353 |
33 | -0.121708 | -1.1088 | 0.135357 |
34 | 0.071956 | 0.6555 | 0.256964 |
35 | 0.066016 | 0.6014 | 0.274594 |
36 | 0.051728 | 0.4713 | 0.319344 |
37 | 0.129465 | 1.1795 | 0.120787 |
38 | -0.052427 | -0.4776 | 0.317084 |
39 | 0.027986 | 0.255 | 0.39969 |
40 | 0.047151 | 0.4296 | 0.334313 |
41 | -0.065321 | -0.5951 | 0.276697 |
42 | 0.092823 | 0.8457 | 0.200088 |
43 | -0.050376 | -0.4589 | 0.323736 |
44 | 0.022855 | 0.2082 | 0.417786 |
45 | 0.045225 | 0.412 | 0.340693 |
46 | -0.022914 | -0.2088 | 0.417576 |
47 | 0.099318 | 0.9048 | 0.184086 |
48 | -0.031167 | -0.2839 | 0.388579 |