Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.224673 | -1.8931 | 0.031208 |
2 | -0.226295 | -1.9068 | 0.030297 |
3 | -0.082774 | -0.6975 | 0.243895 |
4 | 0.149828 | 1.2625 | 0.105455 |
5 | 0.138982 | 1.1711 | 0.122741 |
6 | -0.221299 | -1.8647 | 0.033179 |
7 | 0.058812 | 0.4956 | 0.310869 |
8 | 0.08078 | 0.6807 | 0.249148 |
9 | -0.027716 | -0.2335 | 0.408007 |
10 | -0.250816 | -2.1134 | 0.019041 |
11 | 0.040202 | 0.3387 | 0.3679 |
12 | 0.314048 | 2.6462 | 0.005009 |
13 | 0.05215 | 0.4394 | 0.330844 |
14 | -0.317947 | -2.6791 | 0.004584 |
15 | -0.012096 | -0.1019 | 0.459554 |
16 | 0.241744 | 2.037 | 0.022691 |
17 | -0.034536 | -0.291 | 0.385949 |
18 | -0.08351 | -0.7037 | 0.24197 |
19 | -0.127841 | -1.0772 | 0.142516 |
20 | 0.201896 | 1.7012 | 0.04664 |
21 | -0.001072 | -0.009 | 0.49641 |
22 | -0.141791 | -1.1948 | 0.11808 |
23 | -0.047835 | -0.4031 | 0.344056 |
24 | 0.117065 | 0.9864 | 0.163642 |
25 | 0.084685 | 0.7136 | 0.238918 |
26 | -0.257755 | -2.1719 | 0.016603 |
27 | 0.117497 | 0.99 | 0.162757 |
28 | 0.037982 | 0.32 | 0.374937 |
29 | 0.103019 | 0.8681 | 0.194145 |
30 | -0.204751 | -1.7253 | 0.044415 |
31 | -0.084914 | -0.7155 | 0.238324 |
32 | 0.234945 | 1.9797 | 0.025808 |
33 | 0.039425 | 0.3322 | 0.370358 |
34 | -0.062948 | -0.5304 | 0.298742 |
35 | -0.205444 | -1.7311 | 0.043889 |
36 | 0.111315 | 0.938 | 0.175724 |
37 | 0.079449 | 0.6694 | 0.25269 |
38 | -0.100365 | -0.8457 | 0.200284 |
39 | 0.007241 | 0.061 | 0.47576 |
40 | 0.083714 | 0.7054 | 0.241438 |
41 | -7e-06 | -1e-04 | 0.499976 |
42 | -0.161746 | -1.3629 | 0.088611 |
43 | -0.042501 | -0.3581 | 0.360658 |
44 | 0.106988 | 0.9015 | 0.185186 |
45 | 0.165839 | 1.3974 | 0.083325 |
46 | -0.182132 | -1.5347 | 0.064654 |
47 | -0.056312 | -0.4745 | 0.318303 |
48 | 0.041104 | 0.3463 | 0.365054 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.224673 | -1.8931 | 0.031208 |
2 | -0.291487 | -2.4561 | 0.008247 |
3 | -0.246218 | -2.0747 | 0.020822 |
4 | -0.021538 | -0.1815 | 0.428254 |
5 | 0.123799 | 1.0432 | 0.150208 |
6 | -0.129207 | -1.0887 | 0.139979 |
7 | 0.063665 | 0.5365 | 0.296662 |
8 | 0.072136 | 0.6078 | 0.272621 |
9 | -0.026546 | -0.2237 | 0.411824 |
10 | -0.265245 | -2.235 | 0.014283 |
11 | -0.113935 | -0.96 | 0.170148 |
12 | 0.16342 | 1.377 | 0.086419 |
13 | 0.207703 | 1.7501 | 0.042207 |
14 | -0.09679 | -0.8156 | 0.208738 |
15 | 0.009043 | 0.0762 | 0.469739 |
16 | 0.118961 | 1.0024 | 0.159782 |
17 | -0.072576 | -0.6115 | 0.271399 |
18 | -0.00965 | -0.0813 | 0.46771 |
19 | -0.122288 | -1.0304 | 0.153156 |
20 | 0.000233 | 0.002 | 0.499218 |
21 | 0.036529 | 0.3078 | 0.379568 |
22 | 0.067396 | 0.5679 | 0.285951 |
23 | -0.055456 | -0.4673 | 0.320864 |
24 | -0.087246 | -0.7351 | 0.232335 |
25 | -0.02808 | -0.2366 | 0.406823 |
26 | -0.120902 | -1.0187 | 0.155894 |
27 | 0.091388 | 0.77 | 0.221913 |
28 | -0.092826 | -0.7822 | 0.218358 |
29 | 0.079639 | 0.6711 | 0.252182 |
30 | -0.031973 | -0.2694 | 0.394197 |
31 | -0.097259 | -0.8195 | 0.207618 |
32 | 0.041248 | 0.3476 | 0.364597 |
33 | 0.04047 | 0.341 | 0.367052 |
34 | 0.045589 | 0.3841 | 0.35101 |
35 | -0.080612 | -0.6793 | 0.249593 |
36 | -0.078772 | -0.6637 | 0.254501 |
37 | -0.016527 | -0.1393 | 0.44482 |
38 | -0.049204 | -0.4146 | 0.339841 |
39 | 0.03229 | 0.2721 | 0.393176 |
40 | 0.022672 | 0.191 | 0.42452 |
41 | -0.008727 | -0.0735 | 0.470795 |
42 | -0.081994 | -0.6909 | 0.245943 |
43 | -0.059658 | -0.5027 | 0.308369 |
44 | -0.103766 | -0.8743 | 0.19244 |
45 | -0.048716 | -0.4105 | 0.341341 |
46 | -0.028304 | -0.2385 | 0.406091 |
47 | 0.046839 | 0.3947 | 0.347134 |
48 | 0.029777 | 0.2509 | 0.401307 |