Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.086024 | -0.7249 | 0.235462 |
2 | -0.038752 | -0.3265 | 0.372493 |
3 | 0.034092 | 0.2873 | 0.387372 |
4 | -0.150408 | -1.2674 | 0.104583 |
5 | 0.012751 | 0.1074 | 0.45737 |
6 | 0.046966 | 0.3957 | 0.34674 |
7 | -0.034706 | -0.2924 | 0.385404 |
8 | -0.039119 | -0.3296 | 0.371327 |
9 | -0.094676 | -0.7978 | 0.213837 |
10 | -0.072974 | -0.6149 | 0.270296 |
11 | -0.06433 | -0.5421 | 0.294738 |
12 | 0.278916 | 2.3502 | 0.010774 |
13 | 0.030215 | 0.2546 | 0.399885 |
14 | -0.090086 | -0.7591 | 0.22516 |
15 | 0.034445 | 0.2902 | 0.38624 |
16 | -0.124485 | -1.0489 | 0.148885 |
17 | -0.09027 | -0.7606 | 0.2247 |
18 | -0.004368 | -0.0368 | 0.485372 |
19 | -0.060468 | -0.5095 | 0.305986 |
20 | -0.000138 | -0.0012 | 0.499538 |
21 | 0.060192 | 0.5072 | 0.306796 |
22 | -0.047051 | -0.3965 | 0.346479 |
23 | -0.077036 | -0.6491 | 0.259179 |
24 | 0.111695 | 0.9412 | 0.174907 |
25 | -0.072806 | -0.6135 | 0.270762 |
26 | 0.013096 | 0.1103 | 0.456222 |
27 | 0.124569 | 1.0496 | 0.148722 |
28 | -0.13719 | -1.156 | 0.125782 |
29 | 0.051541 | 0.4343 | 0.332697 |
30 | -0.030131 | -0.2539 | 0.400159 |
31 | -0.073174 | -0.6166 | 0.269745 |
32 | -0.025901 | -0.2182 | 0.413933 |
33 | 0.060001 | 0.5056 | 0.30736 |
34 | -0.008613 | -0.0726 | 0.471174 |
35 | 3.1e-05 | 3e-04 | 0.499897 |
36 | 0.034246 | 0.2886 | 0.38688 |
37 | 0.004261 | 0.0359 | 0.485731 |
38 | -0.064353 | -0.5423 | 0.294671 |
39 | 0.176064 | 1.4835 | 0.071178 |
40 | -0.047066 | -0.3966 | 0.346432 |
41 | 0.141665 | 1.1937 | 0.118286 |
42 | 0.098622 | 0.831 | 0.204378 |
43 | -0.137565 | -1.1591 | 0.12514 |
44 | -0.013035 | -0.1098 | 0.456426 |
45 | -0.017449 | -0.147 | 0.441765 |
46 | -0.086063 | -0.7252 | 0.235364 |
47 | 0.077097 | 0.6496 | 0.259014 |
48 | -0.004575 | -0.0385 | 0.48468 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.086024 | -0.7249 | 0.235462 |
2 | -0.046496 | -0.3918 | 0.348197 |
3 | 0.026861 | 0.2263 | 0.410797 |
4 | -0.148301 | -1.2496 | 0.107774 |
5 | -0.010851 | -0.0914 | 0.463703 |
6 | 0.03442 | 0.29 | 0.386321 |
7 | -0.0212 | -0.1786 | 0.429367 |
8 | -0.064647 | -0.5447 | 0.293826 |
9 | -0.111032 | -0.9356 | 0.176331 |
10 | -0.086555 | -0.7293 | 0.234102 |
11 | -0.10047 | -0.8466 | 0.200038 |
12 | 0.257225 | 2.1674 | 0.016779 |
13 | 0.053365 | 0.4497 | 0.327163 |
14 | -0.090041 | -0.7587 | 0.225273 |
15 | -0.015357 | -0.1294 | 0.448705 |
16 | -0.066173 | -0.5576 | 0.28944 |
17 | -0.114326 | -0.9633 | 0.169326 |
18 | -0.105431 | -0.8884 | 0.18867 |
19 | -0.083493 | -0.7035 | 0.242015 |
20 | -0.034166 | -0.2879 | 0.387136 |
21 | 0.085591 | 0.7212 | 0.236576 |
22 | 0.006838 | 0.0576 | 0.477107 |
23 | -0.090703 | -0.7643 | 0.223617 |
24 | -0.010255 | -0.0864 | 0.465693 |
25 | -0.134139 | -1.1303 | 0.131081 |
26 | -0.019278 | -0.1624 | 0.435711 |
27 | 0.057845 | 0.4874 | 0.313733 |
28 | -0.109535 | -0.923 | 0.179578 |
29 | 0.067416 | 0.5681 | 0.285893 |
30 | -0.013194 | -0.1112 | 0.455897 |
31 | -0.033751 | -0.2844 | 0.388469 |
32 | -0.128227 | -1.0805 | 0.141796 |
33 | -0.036329 | -0.3061 | 0.380208 |
34 | -0.062345 | -0.5253 | 0.300497 |
35 | 0.004091 | 0.0345 | 0.486298 |
36 | -0.014279 | -0.1203 | 0.452285 |
37 | 0.036141 | 0.3045 | 0.380806 |
38 | -0.061261 | -0.5162 | 0.303661 |
39 | 0.078718 | 0.6633 | 0.254646 |
40 | -0.003776 | -0.0318 | 0.487355 |
41 | 0.122564 | 1.0327 | 0.152614 |
42 | 0.068246 | 0.575 | 0.283538 |
43 | -0.045837 | -0.3862 | 0.350241 |
44 | -0.000845 | -0.0071 | 0.497168 |
45 | -0.039987 | -0.3369 | 0.368579 |
46 | -0.075685 | -0.6377 | 0.26285 |
47 | 0.022028 | 0.1856 | 0.426639 |
48 | -0.01743 | -0.1469 | 0.441827 |