Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.019357 | -0.1487 | 0.441155 |
2 | -0.170974 | -1.3133 | 0.097087 |
3 | -0.126101 | -0.9686 | 0.168349 |
4 | -0.051882 | -0.3985 | 0.345844 |
5 | 0.005455 | 0.0419 | 0.483359 |
6 | -0.051045 | -0.3921 | 0.348204 |
7 | 0.106171 | 0.8155 | 0.209028 |
8 | 0.135973 | 1.0444 | 0.150273 |
9 | 0.018573 | 0.1427 | 0.443521 |
10 | 0.035703 | 0.2742 | 0.392428 |
11 | -0.071109 | -0.5462 | 0.293494 |
12 | -0.115941 | -0.8906 | 0.188391 |
13 | -0.024278 | -0.1865 | 0.426353 |
14 | 0.113914 | 0.875 | 0.192563 |
15 | 0.039178 | 0.3009 | 0.382262 |
16 | -0.13711 | -1.0532 | 0.14828 |
17 | -0.024918 | -0.1914 | 0.424436 |
18 | 0.03619 | 0.278 | 0.391 |
19 | 0.027377 | 0.2103 | 0.417085 |
20 | -0.143647 | -1.1034 | 0.137172 |
21 | 0.166705 | 1.2805 | 0.102693 |
22 | 0.016125 | 0.1239 | 0.450925 |
23 | -0.066278 | -0.5091 | 0.306295 |
24 | -0.106148 | -0.8153 | 0.209079 |
25 | -0.053128 | -0.4081 | 0.342344 |
26 | 0.041402 | 0.318 | 0.375797 |
27 | 0.096457 | 0.7409 | 0.230846 |
28 | 0.029855 | 0.2293 | 0.409707 |
29 | -0.099048 | -0.7608 | 0.224902 |
30 | -0.134441 | -1.0327 | 0.152989 |
31 | 0.041749 | 0.3207 | 0.374794 |
32 | -0.000751 | -0.0058 | 0.497708 |
33 | -0.062852 | -0.4828 | 0.315521 |
34 | 0.028628 | 0.2199 | 0.413357 |
35 | 0.039697 | 0.3049 | 0.38075 |
36 | -0.076904 | -0.5907 | 0.278485 |
37 | -0.116441 | -0.8944 | 0.187371 |
38 | -0.02432 | -0.1868 | 0.426227 |
39 | 0.069569 | 0.5344 | 0.297546 |
40 | 0.120042 | 0.9221 | 0.180125 |
41 | 0.000481 | 0.0037 | 0.498533 |
42 | 0.028181 | 0.2165 | 0.414688 |
43 | -0.049242 | -0.3782 | 0.353307 |
44 | -0.058187 | -0.4469 | 0.328277 |
45 | -0.035446 | -0.2723 | 0.393183 |
46 | -0.057275 | -0.4399 | 0.330795 |
47 | 0.058186 | 0.4469 | 0.32828 |
48 | 0.072999 | 0.5607 | 0.288557 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.019357 | -0.1487 | 0.441155 |
2 | -0.171413 | -1.3166 | 0.096524 |
3 | -0.137382 | -1.0553 | 0.147806 |
4 | -0.094765 | -0.7279 | 0.234777 |
5 | -0.050651 | -0.3891 | 0.349316 |
6 | -0.103907 | -0.7981 | 0.213999 |
7 | 0.073443 | 0.5641 | 0.287402 |
8 | 0.115241 | 0.8852 | 0.189826 |
9 | 0.050934 | 0.3912 | 0.348518 |
10 | 0.114545 | 0.8798 | 0.191259 |
11 | 0.001991 | 0.0153 | 0.493925 |
12 | -0.074338 | -0.571 | 0.285084 |
13 | -0.017886 | -0.1374 | 0.445598 |
14 | 0.083283 | 0.6397 | 0.262419 |
15 | -0.01329 | -0.1021 | 0.459519 |
16 | -0.151916 | -1.1669 | 0.123974 |
17 | -0.052132 | -0.4004 | 0.345142 |
18 | -0.031629 | -0.2429 | 0.404445 |
19 | 0.001733 | 0.0133 | 0.494711 |
20 | -0.143024 | -1.0986 | 0.138205 |
21 | 0.18091 | 1.3896 | 0.084937 |
22 | -0.032026 | -0.246 | 0.403269 |
23 | -0.027392 | -0.2104 | 0.41704 |
24 | -0.074305 | -0.5708 | 0.285168 |
25 | -0.042224 | -0.3243 | 0.373418 |
26 | -0.001306 | -0.01 | 0.496014 |
27 | 0.102986 | 0.791 | 0.216043 |
28 | -0.009405 | -0.0722 | 0.471329 |
29 | -0.150824 | -1.1585 | 0.125664 |
30 | -0.108174 | -0.8309 | 0.204689 |
31 | 0.012407 | 0.0953 | 0.462201 |
32 | -0.067207 | -0.5162 | 0.303812 |
33 | -0.081211 | -0.6238 | 0.267584 |
34 | 0.033322 | 0.256 | 0.399439 |
35 | -0.049136 | -0.3774 | 0.353608 |
36 | -0.202733 | -1.5572 | 0.062383 |
37 | -0.084835 | -0.6516 | 0.258586 |
38 | -0.015186 | -0.1166 | 0.453768 |
39 | 0.045735 | 0.3513 | 0.363309 |
40 | 0.085953 | 0.6602 | 0.255842 |
41 | 0.033114 | 0.2544 | 0.400054 |
42 | -0.008657 | -0.0665 | 0.473605 |
43 | 0.035047 | 0.2692 | 0.394356 |
44 | 0.040253 | 0.3092 | 0.379133 |
45 | -0.029659 | -0.2278 | 0.410288 |
46 | -0.106573 | -0.8186 | 0.208153 |
47 | 0.026071 | 0.2003 | 0.420986 |
48 | -0.083706 | -0.643 | 0.26137 |