Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.19729 | -2.1522 | 0.016702 |
2 | -0.014336 | -0.1564 | 0.437996 |
3 | 0.042839 | 0.4673 | 0.320563 |
4 | -0.196057 | -2.1387 | 0.017251 |
5 | 0.060652 | 0.6616 | 0.254741 |
6 | 0.08102 | 0.8838 | 0.189286 |
7 | -0.029747 | -0.3245 | 0.373062 |
8 | 0.016942 | 0.1848 | 0.426842 |
9 | -0.018304 | -0.1997 | 0.421037 |
10 | -0.067499 | -0.7363 | 0.23149 |
11 | -0.029188 | -0.3184 | 0.375368 |
12 | 0.239633 | 2.6141 | 0.005051 |
13 | -0.028892 | -0.3152 | 0.37659 |
14 | 0.030674 | 0.3346 | 0.369251 |
15 | 0.021945 | 0.2394 | 0.405608 |
16 | -0.063532 | -0.693 | 0.244814 |
17 | 0.066637 | 0.7269 | 0.234349 |
18 | -0.039496 | -0.4308 | 0.333679 |
19 | -0.044698 | -0.4876 | 0.313367 |
20 | 0.004674 | 0.051 | 0.479709 |
21 | -0.116182 | -1.2674 | 0.103745 |
22 | -0.027633 | -0.3014 | 0.381804 |
23 | 0.060704 | 0.6622 | 0.25456 |
24 | 0.046597 | 0.5083 | 0.306088 |
25 | 0.060953 | 0.6649 | 0.253696 |
26 | 0.065466 | 0.7141 | 0.238267 |
27 | -0.148528 | -1.6203 | 0.053913 |
28 | 0.009518 | 0.1038 | 0.458738 |
29 | 0.017179 | 0.1874 | 0.425834 |
30 | -0.079567 | -0.868 | 0.193577 |
31 | 0.023528 | 0.2567 | 0.398941 |
32 | -0.050824 | -0.5544 | 0.290164 |
33 | -0.050918 | -0.5555 | 0.289815 |
34 | 0.06591 | 0.719 | 0.236777 |
35 | -0.107203 | -1.1694 | 0.12228 |
36 | 0.162938 | 1.7774 | 0.039025 |
37 | 0.044783 | 0.4885 | 0.313037 |
38 | 0.038245 | 0.4172 | 0.33864 |
39 | -0.051893 | -0.5661 | 0.286201 |
40 | -0.000758 | -0.0083 | 0.496706 |
41 | -0.038252 | -0.4173 | 0.338614 |
42 | -0.081637 | -0.8906 | 0.187483 |
43 | 0.064823 | 0.7071 | 0.240432 |
44 | -0.139745 | -1.5244 | 0.065027 |
45 | 0.07212 | 0.7867 | 0.216499 |
46 | 0.002965 | 0.0323 | 0.487126 |
47 | -0.099134 | -1.0814 | 0.140848 |
48 | 0.038243 | 0.4172 | 0.338648 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.19729 | -2.1522 | 0.016702 |
2 | -0.055416 | -0.6045 | 0.273324 |
3 | 0.030185 | 0.3293 | 0.371262 |
4 | -0.190083 | -2.0736 | 0.020139 |
5 | -0.015006 | -0.1637 | 0.435126 |
6 | 0.083018 | 0.9056 | 0.183484 |
7 | 0.013006 | 0.1419 | 0.443707 |
8 | -0.020139 | -0.2197 | 0.413243 |
9 | -0.011931 | -0.1302 | 0.448334 |
10 | -0.045427 | -0.4955 | 0.310563 |
11 | -0.066181 | -0.7219 | 0.235871 |
12 | 0.231154 | 2.5216 | 0.006502 |
13 | 0.065949 | 0.7194 | 0.236648 |
14 | 0.02914 | 0.3179 | 0.375567 |
15 | 0.023546 | 0.2569 | 0.398868 |
16 | 0.049587 | 0.5409 | 0.294785 |
17 | 0.06575 | 0.7172 | 0.237314 |
18 | -0.049274 | -0.5375 | 0.295959 |
19 | -0.058049 | -0.6332 | 0.263895 |
20 | -0.041714 | -0.455 | 0.324954 |
21 | -0.120681 | -1.3165 | 0.095273 |
22 | -0.079628 | -0.8686 | 0.193396 |
23 | 0.03391 | 0.3699 | 0.356053 |
24 | 0.019821 | 0.2162 | 0.414592 |
25 | 0.041083 | 0.4482 | 0.327426 |
26 | 0.09131 | 0.9961 | 0.160616 |
27 | -0.099561 | -1.0861 | 0.139819 |
28 | -0.034327 | -0.3745 | 0.354364 |
29 | -0.010747 | -0.1172 | 0.453434 |
30 | -0.057008 | -0.6219 | 0.267603 |
31 | -0.065461 | -0.7141 | 0.238283 |
32 | -0.073612 | -0.803 | 0.211783 |
33 | 0.009234 | 0.1007 | 0.459968 |
34 | 0.082233 | 0.8971 | 0.18575 |
35 | -0.089706 | -0.9786 | 0.164887 |
36 | 0.148388 | 1.6187 | 0.054077 |
37 | 0.083292 | 0.9086 | 0.182697 |
38 | 0.070576 | 0.7699 | 0.221443 |
39 | -0.031909 | -0.3481 | 0.364196 |
40 | 0.014659 | 0.1599 | 0.436611 |
41 | -0.051063 | -0.557 | 0.289277 |
42 | -0.126724 | -1.3824 | 0.084719 |
43 | 0.013973 | 0.1524 | 0.439556 |
44 | -0.100336 | -1.0945 | 0.137965 |
45 | 0.052429 | 0.5719 | 0.284223 |
46 | -0.008369 | -0.0913 | 0.463707 |
47 | 0.018948 | 0.2067 | 0.418301 |
48 | -0.120814 | -1.3179 | 0.09503 |