Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.13921 | -1.0783 | 0.142604 |
2 | 0.094904 | 0.7351 | 0.232564 |
3 | -0.110239 | -0.8539 | 0.198275 |
4 | 0.039981 | 0.3097 | 0.378933 |
5 | 0.000482 | 0.0037 | 0.498517 |
6 | -0.245419 | -1.901 | 0.031054 |
7 | -0.133986 | -1.0379 | 0.151752 |
8 | -0.128857 | -0.9981 | 0.161114 |
9 | -0.031364 | -0.2429 | 0.404439 |
10 | 0.210804 | 1.6329 | 0.053866 |
11 | -0.227824 | -1.7647 | 0.04135 |
12 | 0.191662 | 1.4846 | 0.071441 |
13 | 0.070491 | 0.546 | 0.293539 |
14 | 0.224035 | 1.7354 | 0.043905 |
15 | -0.146335 | -1.1335 | 0.130756 |
16 | -0.004276 | -0.0331 | 0.486842 |
17 | -0.051352 | -0.3978 | 0.346105 |
18 | -0.029374 | -0.2275 | 0.410393 |
19 | -0.025393 | -0.1967 | 0.422366 |
20 | -0.207779 | -1.6094 | 0.056384 |
21 | -0.101258 | -0.7843 | 0.217963 |
22 | 0.121956 | 0.9447 | 0.174309 |
23 | 0.010558 | 0.0818 | 0.467547 |
24 | 0.012669 | 0.0981 | 0.461078 |
25 | -0.045689 | -0.3539 | 0.362324 |
26 | 0.180349 | 1.397 | 0.083783 |
27 | 0.019509 | 0.1511 | 0.440195 |
28 | 0.008839 | 0.0685 | 0.472822 |
29 | -0.007158 | -0.0554 | 0.477984 |
30 | -0.082128 | -0.6362 | 0.263545 |
31 | -0.027161 | -0.2104 | 0.417039 |
32 | 0.057107 | 0.4424 | 0.329913 |
33 | -0.070343 | -0.5449 | 0.293929 |
34 | 0.030346 | 0.2351 | 0.40748 |
35 | 0.024504 | 0.1898 | 0.42505 |
36 | 0.086592 | 0.6707 | 0.252481 |
37 | -0.028052 | -0.2173 | 0.414359 |
38 | -0.007921 | -0.0614 | 0.475641 |
39 | 0.012653 | 0.098 | 0.461124 |
40 | 0.003567 | 0.0276 | 0.489024 |
41 | -0.030218 | -0.2341 | 0.407865 |
42 | -0.026175 | -0.2028 | 0.420008 |
43 | -0.013491 | -0.1045 | 0.458559 |
44 | -0.008219 | -0.0637 | 0.474724 |
45 | 0.011566 | 0.0896 | 0.464455 |
46 | -0.011747 | -0.091 | 0.463901 |
47 | 0.007835 | 0.0607 | 0.475903 |
48 | 0.027859 | 0.2158 | 0.41494 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.13921 | -1.0783 | 0.142604 |
2 | 0.077017 | 0.5966 | 0.276519 |
3 | -0.089581 | -0.6939 | 0.245214 |
4 | 0.008159 | 0.0632 | 0.474908 |
5 | 0.022773 | 0.1764 | 0.430287 |
6 | -0.264724 | -2.0505 | 0.022344 |
7 | -0.211983 | -1.642 | 0.052909 |
8 | -0.159278 | -1.2338 | 0.111052 |
9 | -0.132415 | -1.0257 | 0.154579 |
10 | 0.205613 | 1.5927 | 0.058244 |
11 | -0.210923 | -1.6338 | 0.053769 |
12 | 0.033461 | 0.2592 | 0.39819 |
13 | 0.107244 | 0.8307 | 0.204716 |
14 | 0.084986 | 0.6583 | 0.256432 |
15 | -0.176269 | -1.3654 | 0.088617 |
16 | 0.009251 | 0.0717 | 0.471557 |
17 | -0.090754 | -0.703 | 0.242395 |
18 | -0.045447 | -0.352 | 0.363025 |
19 | 0.03298 | 0.2555 | 0.39962 |
20 | -0.207452 | -1.6069 | 0.056661 |
21 | -0.088745 | -0.6874 | 0.247234 |
22 | 0.069372 | 0.5374 | 0.296507 |
23 | -0.088737 | -0.6874 | 0.247255 |
24 | -0.128122 | -0.9924 | 0.162487 |
25 | 0.038174 | 0.2957 | 0.384243 |
26 | -0.067596 | -0.5236 | 0.301243 |
27 | -0.059728 | -0.4627 | 0.322643 |
28 | -0.060892 | -0.4717 | 0.319438 |
29 | -0.027122 | -0.2101 | 0.417156 |
30 | -0.054559 | -0.4226 | 0.337045 |
31 | -0.114331 | -0.8856 | 0.189684 |
32 | 0.00142 | 0.011 | 0.495629 |
33 | 0.017346 | 0.1344 | 0.446784 |
34 | 0.09142 | 0.7081 | 0.240802 |
35 | -0.023645 | -0.1832 | 0.427646 |
36 | -0.034825 | -0.2698 | 0.394138 |
37 | -0.008928 | -0.0692 | 0.472546 |
38 | -0.05704 | -0.4418 | 0.330101 |
39 | -0.077579 | -0.6009 | 0.275076 |
40 | -0.00248 | -0.0192 | 0.492368 |
41 | -0.048714 | -0.3773 | 0.353628 |
42 | -0.038218 | -0.296 | 0.384114 |
43 | 0.077406 | 0.5996 | 0.275519 |
44 | -0.091416 | -0.7081 | 0.240811 |
45 | -0.042177 | -0.3267 | 0.372515 |
46 | -0.017006 | -0.1317 | 0.447819 |
47 | -0.037101 | -0.2874 | 0.387406 |
48 | -0.079478 | -0.6156 | 0.270232 |