Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.216232 | -1.822 | 0.036333 |
2 | -0.103477 | -0.8719 | 0.193097 |
3 | -0.085558 | -0.7209 | 0.236661 |
4 | -0.065594 | -0.5527 | 0.291099 |
5 | 0.097519 | 0.8217 | 0.206997 |
6 | 0.099333 | 0.837 | 0.202701 |
7 | 0.121342 | 1.0224 | 0.15502 |
8 | -0.22168 | -1.8679 | 0.032951 |
9 | 0.009941 | 0.0838 | 0.466741 |
10 | 0.023769 | 0.2003 | 0.420915 |
11 | -0.044968 | -0.3789 | 0.352943 |
12 | 0.136294 | 1.1484 | 0.127322 |
13 | -0.081728 | -0.6886 | 0.246644 |
14 | -0.112122 | -0.9448 | 0.173994 |
15 | 0.010603 | 0.0893 | 0.464531 |
16 | -0.062225 | -0.5243 | 0.300847 |
17 | 0.191635 | 1.6147 | 0.055401 |
18 | -0.026387 | -0.2223 | 0.412344 |
19 | -0.117364 | -0.9889 | 0.163029 |
20 | 0.029645 | 0.2498 | 0.401734 |
21 | 0.081818 | 0.6894 | 0.246407 |
22 | -0.065652 | -0.5532 | 0.290934 |
23 | -0.0053 | -0.0447 | 0.482253 |
24 | 0.105411 | 0.8882 | 0.188715 |
25 | -0.058163 | -0.4901 | 0.312789 |
26 | -0.026185 | -0.2206 | 0.413003 |
27 | -0.044565 | -0.3755 | 0.3542 |
28 | -0.133497 | -1.1249 | 0.132218 |
29 | 0.122408 | 1.0314 | 0.152921 |
30 | 0.031431 | 0.2648 | 0.395949 |
31 | 0.015096 | 0.1272 | 0.44957 |
32 | -0.077926 | -0.6566 | 0.256776 |
33 | -0.082246 | -0.693 | 0.24528 |
34 | -0.046178 | -0.3891 | 0.349183 |
35 | 0.010085 | 0.085 | 0.466261 |
36 | 0.155048 | 1.3065 | 0.097806 |
37 | -0.060928 | -0.5134 | 0.304635 |
38 | 0.065886 | 0.5552 | 0.290263 |
39 | -0.101778 | -0.8576 | 0.197001 |
40 | -0.140352 | -1.1826 | 0.120451 |
41 | 0.224448 | 1.8912 | 0.031336 |
42 | -0.048021 | -0.4046 | 0.343481 |
43 | -0.028057 | -0.2364 | 0.406895 |
44 | -0.062541 | -0.527 | 0.299924 |
45 | 0.046124 | 0.3886 | 0.34935 |
46 | 0.005505 | 0.0464 | 0.481567 |
47 | 0.11417 | 0.962 | 0.169653 |
48 | -0.02921 | -0.2461 | 0.403148 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.216232 | -1.822 | 0.036333 |
2 | -0.157603 | -1.328 | 0.094219 |
3 | -0.156566 | -1.3193 | 0.095662 |
4 | -0.158076 | -1.332 | 0.093565 |
5 | 0.003934 | 0.0332 | 0.486823 |
6 | 0.091824 | 0.7737 | 0.220831 |
7 | 0.195556 | 1.6478 | 0.051908 |
8 | -0.105431 | -0.8884 | 0.188669 |
9 | 0.003327 | 0.028 | 0.488857 |
10 | 0.020579 | 0.1734 | 0.431415 |
11 | -0.079093 | -0.6665 | 0.253641 |
12 | 0.054323 | 0.4577 | 0.324271 |
13 | -0.057951 | -0.4883 | 0.31342 |
14 | -0.129976 | -1.0952 | 0.138566 |
15 | -0.017753 | -0.1496 | 0.440756 |
16 | -0.146519 | -1.2346 | 0.110526 |
17 | 0.126263 | 1.0639 | 0.145488 |
18 | 0.034344 | 0.2894 | 0.386563 |
19 | -0.123075 | -1.037 | 0.151616 |
20 | 0.092624 | 0.7805 | 0.218856 |
21 | 0.145456 | 1.2256 | 0.112193 |
22 | -0.090129 | -0.7594 | 0.225052 |
23 | -0.012926 | -0.1089 | 0.456787 |
24 | 0.045659 | 0.3847 | 0.350792 |
25 | 0.041095 | 0.3463 | 0.36508 |
26 | -0.008834 | -0.0744 | 0.470437 |
27 | -0.185854 | -1.566 | 0.060894 |
28 | -0.19865 | -1.6739 | 0.04928 |
29 | 0.039998 | 0.337 | 0.368546 |
30 | -0.075001 | -0.632 | 0.26472 |
31 | 0.046724 | 0.3937 | 0.347491 |
32 | -0.017157 | -0.1446 | 0.442733 |
33 | -0.099271 | -0.8365 | 0.202848 |
34 | -0.041555 | -0.3501 | 0.363633 |
35 | -0.061824 | -0.5209 | 0.302016 |
36 | 0.064323 | 0.542 | 0.294759 |
37 | 0.017791 | 0.1499 | 0.44063 |
38 | 0.034615 | 0.2917 | 0.385693 |
39 | 0.034027 | 0.2867 | 0.387582 |
40 | -0.123363 | -1.0395 | 0.151055 |
41 | 0.022778 | 0.1919 | 0.424171 |
42 | -0.109208 | -0.9202 | 0.180291 |
43 | -0.106914 | -0.9009 | 0.185352 |
44 | -0.069126 | -0.5825 | 0.28105 |
45 | 0.044867 | 0.3781 | 0.353259 |
46 | -0.023716 | -0.1998 | 0.421091 |
47 | 0.143119 | 1.2059 | 0.115922 |
48 | -0.045452 | -0.383 | 0.351438 |