Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.128561 | 0.9875 | 0.163716 |
2 | -0.247743 | -1.9029 | 0.030965 |
3 | -0.359466 | -2.7611 | 0.003833 |
4 | -0.058346 | -0.4482 | 0.327838 |
5 | -0.009261 | -0.0711 | 0.471765 |
6 | 0.1904 | 1.4625 | 0.074457 |
7 | 0.203388 | 1.5623 | 0.061788 |
8 | -0.037419 | -0.2874 | 0.3874 |
9 | -0.184517 | -1.4173 | 0.080826 |
10 | -0.069153 | -0.5312 | 0.298647 |
11 | 0.048609 | 0.3734 | 0.355106 |
12 | 0.08518 | 0.6543 | 0.257738 |
13 | 0.110053 | 0.8453 | 0.200669 |
14 | -0.086947 | -0.6679 | 0.253415 |
15 | -0.194067 | -1.4907 | 0.07069 |
16 | -0.149053 | -1.1449 | 0.128437 |
17 | 0.133979 | 1.0291 | 0.153814 |
18 | 0.069665 | 0.5351 | 0.297293 |
19 | 0.05842 | 0.4487 | 0.327635 |
20 | -0.143358 | -1.1012 | 0.137651 |
21 | -0.170571 | -1.3102 | 0.097606 |
22 | 0.021096 | 0.162 | 0.435915 |
23 | 0.118127 | 0.9073 | 0.183956 |
24 | 0.06354 | 0.4881 | 0.313659 |
25 | -0.121243 | -0.9313 | 0.177751 |
26 | -0.119989 | -0.9217 | 0.180231 |
27 | -0.076057 | -0.5842 | 0.280654 |
28 | 0.027645 | 0.2123 | 0.416285 |
29 | 0.217514 | 1.6708 | 0.050034 |
30 | 0.144831 | 1.1125 | 0.135225 |
31 | -0.008445 | -0.0649 | 0.47425 |
32 | -0.123251 | -0.9467 | 0.173824 |
33 | -0.118451 | -0.9098 | 0.183304 |
34 | -0.042779 | -0.3286 | 0.371815 |
35 | 0.035509 | 0.2727 | 0.392999 |
36 | 0.23811 | 1.829 | 0.036231 |
37 | 0.120931 | 0.9289 | 0.178366 |
38 | -0.115145 | -0.8844 | 0.190023 |
39 | -0.074951 | -0.5757 | 0.2835 |
40 | 0.000365 | 0.0028 | 0.498886 |
41 | 0.028026 | 0.2153 | 0.415148 |
42 | -0.022037 | -0.1693 | 0.433082 |
43 | 0.020545 | 0.1578 | 0.437572 |
44 | 0.022128 | 0.17 | 0.432807 |
45 | -0.03681 | -0.2827 | 0.38918 |
46 | -0.039959 | -0.3069 | 0.37999 |
47 | 0.069514 | 0.5339 | 0.297693 |
48 | 0.073512 | 0.5647 | 0.287224 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.128561 | 0.9875 | 0.163716 |
2 | -0.268712 | -2.064 | 0.021711 |
3 | -0.311808 | -2.395 | 0.009906 |
4 | -0.053072 | -0.4077 | 0.342501 |
5 | -0.191677 | -1.4723 | 0.073128 |
6 | 0.078557 | 0.6034 | 0.274276 |
7 | 0.131931 | 1.0134 | 0.157509 |
8 | -0.074841 | -0.5749 | 0.283784 |
9 | -0.020587 | -0.1581 | 0.437447 |
10 | 0.038094 | 0.2926 | 0.385426 |
11 | -0.001338 | -0.0103 | 0.495919 |
12 | 0.038556 | 0.2962 | 0.384075 |
13 | 0.083553 | 0.6418 | 0.261749 |
14 | -0.129052 | -0.9913 | 0.162802 |
15 | -0.107798 | -0.828 | 0.205501 |
16 | -0.115047 | -0.8837 | 0.190225 |
17 | 0.016472 | 0.1265 | 0.449872 |
18 | -0.12095 | -0.929 | 0.178328 |
19 | -0.021534 | -0.1654 | 0.434594 |
20 | -0.184489 | -1.4171 | 0.080858 |
21 | -0.180947 | -1.3899 | 0.084893 |
22 | 0.09361 | 0.719 | 0.23748 |
23 | -0.070234 | -0.5395 | 0.295794 |
24 | -0.074191 | -0.5699 | 0.285465 |
25 | -0.14445 | -1.1095 | 0.135849 |
26 | -0.155849 | -1.1971 | 0.118028 |
27 | -0.09823 | -0.7545 | 0.226769 |
28 | -0.082819 | -0.6361 | 0.263571 |
29 | 0.073552 | 0.565 | 0.287121 |
30 | -0.054601 | -0.4194 | 0.338224 |
31 | 0.045322 | 0.3481 | 0.364494 |
32 | 0.04182 | 0.3212 | 0.374588 |
33 | -0.033841 | -0.2599 | 0.397909 |
34 | -0.035072 | -0.2694 | 0.394284 |
35 | -0.133951 | -1.0289 | 0.153864 |
36 | 0.05084 | 0.3905 | 0.348784 |
37 | 0.034221 | 0.2629 | 0.396789 |
38 | -0.071427 | -0.5486 | 0.292661 |
39 | 0.062361 | 0.479 | 0.316852 |
40 | -0.041411 | -0.3181 | 0.375773 |
41 | -0.104006 | -0.7989 | 0.213781 |
42 | -0.105351 | -0.8092 | 0.210821 |
43 | -0.107255 | -0.8238 | 0.206675 |
44 | -0.036525 | -0.2806 | 0.390017 |
45 | -0.074673 | -0.5736 | 0.284219 |
46 | -0.168113 | -1.2913 | 0.100818 |
47 | 0.035934 | 0.276 | 0.39175 |
48 | -0.003674 | -0.0282 | 0.488791 |