Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.035808 | -0.3017 | 0.381873 |
2 | -0.171673 | -1.4465 | 0.076213 |
3 | -0.14 | -1.1797 | 0.121036 |
4 | -0.133343 | -1.1236 | 0.132491 |
5 | 0.142126 | 1.1976 | 0.117532 |
6 | 0.080788 | 0.6807 | 0.249126 |
7 | 0.057732 | 0.4865 | 0.314071 |
8 | -0.166351 | -1.4017 | 0.082681 |
9 | -0.060284 | -0.508 | 0.306528 |
10 | -0.050456 | -0.4252 | 0.336006 |
11 | -0.045295 | -0.3817 | 0.351927 |
12 | 0.408454 | 3.4417 | 0.000486 |
13 | -0.027055 | -0.228 | 0.410162 |
14 | -0.08348 | -0.7034 | 0.24205 |
15 | -0.101179 | -0.8525 | 0.198388 |
16 | -0.067213 | -0.5663 | 0.286473 |
17 | -0.01669 | -0.1406 | 0.444278 |
18 | 0.059563 | 0.5019 | 0.308651 |
19 | 0.134126 | 1.1302 | 0.131106 |
20 | -0.101266 | -0.8533 | 0.198187 |
21 | -0.086745 | -0.7309 | 0.233614 |
22 | -0.110767 | -0.9333 | 0.176905 |
23 | 0.020455 | 0.1724 | 0.431824 |
24 | 0.200476 | 1.6892 | 0.04778 |
25 | -0.005434 | -0.0458 | 0.481805 |
26 | -0.149669 | -1.2611 | 0.105694 |
27 | 0.033132 | 0.2792 | 0.39046 |
28 | -0.107392 | -0.9049 | 0.18429 |
29 | -0.072197 | -0.6083 | 0.272449 |
30 | 0.167284 | 1.4096 | 0.081518 |
31 | 0.095448 | 0.8043 | 0.211965 |
32 | 0.003858 | 0.0325 | 0.48708 |
33 | -0.090474 | -0.7623 | 0.22419 |
34 | -0.152889 | -1.2883 | 0.100919 |
35 | 0.090247 | 0.7604 | 0.224757 |
36 | 0.164064 | 1.3824 | 0.085586 |
37 | 0.076921 | 0.6481 | 0.25949 |
38 | -0.053478 | -0.4506 | 0.326822 |
39 | -0.022462 | -0.1893 | 0.425211 |
40 | -0.079926 | -0.6735 | 0.251419 |
41 | -0.019379 | -0.1633 | 0.435376 |
42 | 0.067596 | 0.5696 | 0.285383 |
43 | 0.065145 | 0.5489 | 0.29239 |
44 | 0.026326 | 0.2218 | 0.412542 |
45 | -0.078771 | -0.6637 | 0.254503 |
46 | -0.064277 | -0.5416 | 0.294893 |
47 | 0.017543 | 0.1478 | 0.441451 |
48 | 0.105194 | 0.8864 | 0.189202 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.035808 | -0.3017 | 0.381873 |
2 | -0.173177 | -1.4592 | 0.074458 |
3 | -0.158359 | -1.3344 | 0.093175 |
4 | -0.190165 | -1.6024 | 0.056758 |
5 | 0.068796 | 0.5797 | 0.28198 |
6 | 0.016719 | 0.1409 | 0.444182 |
7 | 0.066263 | 0.5583 | 0.289183 |
8 | -0.143327 | -1.2077 | 0.115586 |
9 | -0.013863 | -0.1168 | 0.45367 |
10 | -0.105714 | -0.8908 | 0.188034 |
11 | -0.113605 | -0.9573 | 0.170844 |
12 | 0.341671 | 2.879 | 0.002634 |
13 | -0.008183 | -0.069 | 0.472611 |
14 | 0.036287 | 0.3058 | 0.38034 |
15 | -0.01811 | -0.1526 | 0.439573 |
16 | 0.010284 | 0.0867 | 0.465596 |
17 | -0.162685 | -1.3708 | 0.087376 |
18 | -0.010747 | -0.0906 | 0.464051 |
19 | 0.067969 | 0.5727 | 0.284322 |
20 | -0.001425 | -0.012 | 0.495227 |
21 | -0.071141 | -0.5994 | 0.275392 |
22 | -0.089005 | -0.75 | 0.227875 |
23 | 0.040743 | 0.3433 | 0.36619 |
24 | -0.045917 | -0.3869 | 0.349991 |
25 | -0.041681 | -0.3512 | 0.363236 |
26 | -0.151548 | -1.277 | 0.102888 |
27 | 0.169998 | 1.4324 | 0.078204 |
28 | -0.197413 | -1.6634 | 0.050318 |
29 | -0.072379 | -0.6099 | 0.271944 |
30 | 0.110946 | 0.9348 | 0.176519 |
31 | 0.034601 | 0.2915 | 0.385741 |
32 | 0.021452 | 0.1808 | 0.428536 |
33 | -0.024183 | -0.2038 | 0.419557 |
34 | -0.034525 | -0.2909 | 0.385984 |
35 | 0.073888 | 0.6226 | 0.267775 |
36 | 0.044208 | 0.3725 | 0.355313 |
37 | 0.034997 | 0.2949 | 0.384469 |
38 | 0.18079 | 1.5234 | 0.066055 |
39 | -0.043841 | -0.3694 | 0.35646 |
40 | 0.050696 | 0.4272 | 0.335272 |
41 | 0.053807 | 0.4534 | 0.325826 |
42 | -0.098814 | -0.8326 | 0.203926 |
43 | -0.027334 | -0.2303 | 0.409253 |
44 | 0.044915 | 0.3785 | 0.353108 |
45 | 0.015357 | 0.1294 | 0.448705 |
46 | -0.014248 | -0.1201 | 0.452387 |
47 | -0.00793 | -0.0668 | 0.473458 |
48 | 0.041018 | 0.3456 | 0.365325 |