Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.025754 | -0.217 | 0.414414 |
2 | -0.069325 | -0.5841 | 0.280487 |
3 | 0.04399 | 0.3707 | 0.355995 |
4 | -0.088559 | -0.7462 | 0.229002 |
5 | -0.038131 | -0.3213 | 0.374465 |
6 | -0.138036 | -1.1631 | 0.12434 |
7 | 0.125747 | 1.0596 | 0.146467 |
8 | -0.15627 | -1.3168 | 0.096077 |
9 | 0.158064 | 1.3319 | 0.093581 |
10 | -0.038114 | -0.3212 | 0.374517 |
11 | -0.081617 | -0.6877 | 0.246937 |
12 | 0.205048 | 1.7278 | 0.044189 |
13 | -0.098484 | -0.8298 | 0.204704 |
14 | 0.14367 | 1.2106 | 0.115034 |
15 | 0.003024 | 0.0255 | 0.489871 |
16 | 0.199337 | 1.6796 | 0.048711 |
17 | -0.088894 | -0.749 | 0.228156 |
18 | -0.098105 | -0.8266 | 0.205604 |
19 | 0.081783 | 0.6891 | 0.246499 |
20 | -0.208639 | -1.758 | 0.041527 |
21 | 0.04615 | 0.3889 | 0.349269 |
22 | -0.104149 | -0.8776 | 0.191566 |
23 | 0.149841 | 1.2626 | 0.105435 |
24 | -0.073822 | -0.622 | 0.267957 |
25 | -0.125415 | -1.0568 | 0.147101 |
26 | 0.159383 | 1.343 | 0.091777 |
27 | 0.08364 | 0.7048 | 0.241632 |
28 | 0.21421 | 1.805 | 0.03766 |
29 | -0.075914 | -0.6397 | 0.262226 |
30 | 0.166408 | 1.4022 | 0.082609 |
31 | -0.069983 | -0.5897 | 0.278637 |
32 | -0.246335 | -2.0757 | 0.020775 |
33 | -0.004789 | -0.0404 | 0.483962 |
34 | -0.15185 | -1.2795 | 0.102441 |
35 | 0.073461 | 0.619 | 0.268951 |
36 | -0.042976 | -0.3621 | 0.359169 |
37 | 0.023351 | 0.1968 | 0.42229 |
38 | -0.022819 | -0.1923 | 0.424036 |
39 | -0.016739 | -0.141 | 0.444118 |
40 | 0.02028 | 0.1709 | 0.432401 |
41 | -0.105486 | -0.8888 | 0.188546 |
42 | 0.102691 | 0.8653 | 0.194897 |
43 | -0.04019 | -0.3386 | 0.367938 |
44 | -0.034769 | -0.293 | 0.385201 |
45 | 0.003049 | 0.0257 | 0.489789 |
46 | 0.029824 | 0.2513 | 0.401153 |
47 | -0.0417 | -0.3514 | 0.363176 |
48 | -0.197381 | -1.6632 | 0.050345 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.025754 | -0.217 | 0.414414 |
2 | -0.070035 | -0.5901 | 0.27849 |
3 | 0.040501 | 0.3413 | 0.366954 |
4 | -0.091867 | -0.7741 | 0.220725 |
5 | -0.036972 | -0.3115 | 0.378155 |
6 | -0.157097 | -1.3237 | 0.09492 |
7 | 0.124686 | 1.0506 | 0.148498 |
8 | -0.190873 | -1.6083 | 0.056101 |
9 | 0.203725 | 1.7166 | 0.045204 |
10 | -0.14436 | -1.2164 | 0.113931 |
11 | 0.012722 | 0.1072 | 0.457466 |
12 | 0.121692 | 1.0254 | 0.154329 |
13 | -0.051009 | -0.4298 | 0.334317 |
14 | 0.143455 | 1.2088 | 0.11538 |
15 | 0.030882 | 0.2602 | 0.397725 |
16 | 0.217902 | 1.8361 | 0.035267 |
17 | -0.092682 | -0.781 | 0.218714 |
18 | 0.013289 | 0.112 | 0.455578 |
19 | -0.012608 | -0.1062 | 0.457848 |
20 | -0.061796 | -0.5207 | 0.302098 |
21 | -0.046431 | -0.3912 | 0.348399 |
22 | -0.04135 | -0.3484 | 0.364279 |
23 | 0.109085 | 0.9192 | 0.18056 |
24 | -0.15248 | -1.2848 | 0.101515 |
25 | -0.102479 | -0.8635 | 0.195384 |
26 | 0.055516 | 0.4678 | 0.320685 |
27 | 0.205548 | 1.732 | 0.04381 |
28 | 0.079976 | 0.6739 | 0.251284 |
29 | 0.052729 | 0.4443 | 0.329088 |
30 | 0.129207 | 1.0887 | 0.139981 |
31 | -0.073771 | -0.6216 | 0.268095 |
32 | -0.201769 | -1.7001 | 0.046741 |
33 | -0.010749 | -0.0906 | 0.464043 |
34 | -0.024434 | -0.2059 | 0.418734 |
35 | -0.04041 | -0.3405 | 0.367243 |
36 | 0.029272 | 0.2466 | 0.402946 |
37 | -0.087681 | -0.7388 | 0.231227 |
38 | -0.041738 | -0.3517 | 0.363056 |
39 | -0.141287 | -1.1905 | 0.118906 |
40 | -0.030871 | -0.2601 | 0.397761 |
41 | 0.031761 | 0.2676 | 0.394884 |
42 | -0.153488 | -1.2933 | 0.100048 |
43 | -0.019385 | -0.1633 | 0.435356 |
44 | -0.11653 | -0.9819 | 0.164741 |
45 | -0.003513 | -0.0296 | 0.488234 |
46 | 0.042369 | 0.357 | 0.361074 |
47 | 0.060788 | 0.5122 | 0.305048 |
48 | 0.001622 | 0.0137 | 0.494565 |