Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.073587 | -0.7612 | 0.224108 |
2 | -0.109386 | -1.1315 | 0.130187 |
3 | -0.157109 | -1.6251 | 0.053537 |
4 | -0.118097 | -1.2216 | 0.112271 |
5 | 0.144726 | 1.4971 | 0.068661 |
6 | 0.01892 | 0.1957 | 0.422606 |
7 | -0.030803 | -0.3186 | 0.375315 |
8 | 0.07879 | 0.815 | 0.208438 |
9 | 0.031496 | 0.3258 | 0.372609 |
10 | -0.282122 | -2.9183 | 0.002145 |
11 | 0.132802 | 1.3737 | 0.086201 |
12 | 0.016286 | 0.1685 | 0.43327 |
13 | -0.045368 | -0.4693 | 0.31991 |
14 | -0.017821 | -0.1843 | 0.427047 |
15 | -0.058154 | -0.6015 | 0.274375 |
16 | 0.153676 | 1.5896 | 0.057433 |
17 | 0.220375 | 2.2796 | 0.012308 |
18 | -0.173618 | -1.7959 | 0.037665 |
19 | -0.105888 | -1.0953 | 0.137918 |
20 | -0.001617 | -0.0167 | 0.493343 |
21 | 0.03083 | 0.3189 | 0.375209 |
22 | 0.166675 | 1.7241 | 0.043789 |
23 | 0.044594 | 0.4613 | 0.322766 |
24 | -0.088801 | -0.9186 | 0.180193 |
25 | -0.052019 | -0.5381 | 0.295817 |
26 | -0.012175 | -0.1259 | 0.450008 |
27 | -0.003446 | -0.0356 | 0.485817 |
28 | 0.078803 | 0.8151 | 0.2084 |
29 | -0.095011 | -0.9828 | 0.163961 |
30 | -0.014389 | -0.1488 | 0.44098 |
31 | 0.000868 | 0.009 | 0.496428 |
32 | 0.047382 | 0.4901 | 0.312524 |
33 | 0.031141 | 0.3221 | 0.373995 |
34 | 0.039199 | 0.4055 | 0.342969 |
35 | -0.033782 | -0.3494 | 0.36372 |
36 | -0.191635 | -1.9823 | 0.025005 |
37 | 0.055675 | 0.5759 | 0.282943 |
38 | 0.048823 | 0.505 | 0.307287 |
39 | 0.152294 | 1.5753 | 0.059065 |
40 | -0.037506 | -0.388 | 0.349407 |
41 | -0.120175 | -1.2431 | 0.108274 |
42 | -0.070674 | -0.7311 | 0.233171 |
43 | 0.130585 | 1.3508 | 0.089808 |
44 | 0.06138 | 0.6349 | 0.263417 |
45 | -0.007464 | -0.0772 | 0.4693 |
46 | 0.059762 | 0.6182 | 0.268886 |
47 | -0.154848 | -1.6018 | 0.056078 |
48 | -0.01524 | -0.1576 | 0.437518 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.073587 | -0.7612 | 0.224108 |
2 | -0.115426 | -1.194 | 0.117563 |
3 | -0.177902 | -1.8402 | 0.034253 |
4 | -0.169986 | -1.7583 | 0.040774 |
5 | 0.077218 | 0.7988 | 0.213102 |
6 | -0.022426 | -0.232 | 0.4085 |
7 | -0.053946 | -0.558 | 0.288996 |
8 | 0.097483 | 1.0084 | 0.157775 |
9 | 0.080687 | 0.8346 | 0.202893 |
10 | -0.303097 | -3.1353 | 0.001108 |
11 | 0.13065 | 1.3515 | 0.089701 |
12 | 0.033799 | 0.3496 | 0.363654 |
13 | -0.169515 | -1.7535 | 0.041192 |
14 | -0.080739 | -0.8352 | 0.20274 |
15 | 0.075279 | 0.7787 | 0.218941 |
16 | 0.074417 | 0.7698 | 0.221564 |
17 | 0.19034 | 1.9689 | 0.025776 |
18 | -0.054102 | -0.5596 | 0.28845 |
19 | -0.039517 | -0.4088 | 0.341765 |
20 | -0.03094 | -0.32 | 0.374779 |
21 | 0.089925 | 0.9302 | 0.177184 |
22 | 0.083181 | 0.8604 | 0.195738 |
23 | 0.066595 | 0.6889 | 0.246201 |
24 | -0.055663 | -0.5758 | 0.282985 |
25 | -0.050688 | -0.5243 | 0.30057 |
26 | 0.100609 | 1.0407 | 0.150178 |
27 | 0.088746 | 0.918 | 0.180342 |
28 | -0.099934 | -1.0337 | 0.151798 |
29 | -0.109408 | -1.1317 | 0.13014 |
30 | 0.047066 | 0.4868 | 0.31368 |
31 | -0.006249 | -0.0646 | 0.47429 |
32 | 0.060347 | 0.6242 | 0.266901 |
33 | -0.011244 | -0.1163 | 0.453812 |
34 | -0.00564 | -0.0583 | 0.476791 |
35 | 0.041947 | 0.4339 | 0.332618 |
36 | -0.151362 | -1.5657 | 0.060185 |
37 | 0.032022 | 0.3312 | 0.370555 |
38 | -0.009527 | -0.0985 | 0.460841 |
39 | -0.02289 | -0.2368 | 0.406643 |
40 | -0.024328 | -0.2516 | 0.400897 |
41 | 0.036315 | 0.3756 | 0.353961 |
42 | -0.072337 | -0.7483 | 0.227971 |
43 | 0.06866 | 0.7102 | 0.239556 |
44 | 0.073099 | 0.7561 | 0.225614 |
45 | 0.029974 | 0.3101 | 0.378561 |
46 | 0.053565 | 0.5541 | 0.290341 |
47 | -0.083398 | -0.8627 | 0.195123 |
48 | -0.09569 | -0.9898 | 0.162247 |