Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.092061 | -0.7757 | 0.220245 |
2 | -0.040207 | -0.3388 | 0.367885 |
3 | 0.134375 | 1.1323 | 0.130667 |
4 | -0.014838 | -0.125 | 0.450427 |
5 | 0.088404 | 0.7449 | 0.229393 |
6 | -0.129712 | -1.093 | 0.13905 |
7 | -0.074022 | -0.6237 | 0.267406 |
8 | 0.050592 | 0.4263 | 0.335591 |
9 | -0.160786 | -1.3548 | 0.089887 |
10 | -0.019368 | -0.1632 | 0.435414 |
11 | 0.031513 | 0.2655 | 0.395685 |
12 | -0.129431 | -1.0906 | 0.139567 |
13 | 0.078049 | 0.6577 | 0.256444 |
14 | -0.130711 | -1.1014 | 0.137223 |
15 | -0.081759 | -0.6889 | 0.246562 |
16 | 0.23138 | 1.9496 | 0.027584 |
17 | -0.019169 | -0.1615 | 0.436072 |
18 | -0.012979 | -0.1094 | 0.456611 |
19 | -0.028891 | -0.2434 | 0.404182 |
20 | 0.035201 | 0.2966 | 0.383815 |
21 | 0.041168 | 0.3469 | 0.364852 |
22 | -0.19355 | -1.6309 | 0.053671 |
23 | 0.014397 | 0.1213 | 0.451895 |
24 | 0.015066 | 0.1269 | 0.449671 |
25 | -0.151419 | -1.2759 | 0.103079 |
26 | -0.016941 | -0.1428 | 0.443446 |
27 | -0.051322 | -0.4325 | 0.333362 |
28 | -0.033808 | -0.2849 | 0.388286 |
29 | -0.061695 | -0.5198 | 0.302393 |
30 | 0.028802 | 0.2427 | 0.404471 |
31 | -0.059626 | -0.5024 | 0.308465 |
32 | 0.039051 | 0.329 | 0.371545 |
33 | 0.042135 | 0.355 | 0.361808 |
34 | 0.202956 | 1.7101 | 0.045804 |
35 | 0.000954 | 0.008 | 0.496804 |
36 | 0.004769 | 0.0402 | 0.484029 |
37 | 0.021797 | 0.1837 | 0.427402 |
38 | 0.061575 | 0.5188 | 0.302742 |
39 | -0.000185 | -0.0016 | 0.499381 |
40 | -0.087395 | -0.7364 | 0.231956 |
41 | 0.018709 | 0.1576 | 0.437591 |
42 | -0.056506 | -0.4761 | 0.317721 |
43 | 0.025122 | 0.2117 | 0.416482 |
44 | 0.068574 | 0.5778 | 0.28261 |
45 | -0.079645 | -0.6711 | 0.252167 |
46 | 0.041864 | 0.3527 | 0.362661 |
47 | -0.036721 | -0.3094 | 0.378955 |
48 | -0.073517 | -0.6195 | 0.268795 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.092061 | -0.7757 | 0.220245 |
2 | -0.049098 | -0.4137 | 0.340168 |
3 | 0.127355 | 1.0731 | 0.143427 |
4 | 0.007753 | 0.0653 | 0.474048 |
5 | 0.100529 | 0.8471 | 0.1999 |
6 | -0.135038 | -1.1378 | 0.129505 |
7 | -0.093158 | -0.785 | 0.217544 |
8 | 0.000334 | 0.0028 | 0.498881 |
9 | -0.133368 | -1.1238 | 0.132445 |
10 | -0.028381 | -0.2391 | 0.405841 |
11 | 0.034608 | 0.2916 | 0.385716 |
12 | -0.097077 | -0.818 | 0.208051 |
13 | 0.049937 | 0.4208 | 0.337595 |
14 | -0.12554 | -1.0578 | 0.146861 |
15 | -0.11078 | -0.9334 | 0.176877 |
16 | 0.178207 | 1.5016 | 0.068818 |
17 | 0.066816 | 0.563 | 0.287605 |
18 | -0.021129 | -0.178 | 0.429601 |
19 | -0.074052 | -0.624 | 0.267323 |
20 | 0.006503 | 0.0548 | 0.478228 |
21 | -0.061452 | -0.5178 | 0.303101 |
22 | -0.154963 | -1.3057 | 0.097927 |
23 | -0.002899 | -0.0244 | 0.49029 |
24 | -0.03659 | -0.3083 | 0.379373 |
25 | -0.080019 | -0.6742 | 0.251171 |
26 | -0.04739 | -0.3993 | 0.345429 |
27 | -0.08148 | -0.6866 | 0.247297 |
28 | -0.056183 | -0.4734 | 0.318689 |
29 | -0.13205 | -1.1127 | 0.134801 |
30 | 0.080645 | 0.6795 | 0.249506 |
31 | -0.105203 | -0.8865 | 0.189183 |
32 | -0.013209 | -0.1113 | 0.455844 |
33 | -0.014193 | -0.1196 | 0.452573 |
34 | 0.187684 | 1.5815 | 0.05911 |
35 | 0.016258 | 0.137 | 0.445711 |
36 | -0.052629 | -0.4435 | 0.329392 |
37 | -0.12544 | -1.057 | 0.147053 |
38 | 0.09313 | 0.7847 | 0.217612 |
39 | -0.039153 | -0.3299 | 0.371218 |
40 | -0.102593 | -0.8645 | 0.195123 |
41 | 0.00052 | 0.0044 | 0.498259 |
42 | -0.024211 | -0.204 | 0.419467 |
43 | 0.018435 | 0.1553 | 0.438498 |
44 | 0.090643 | 0.7638 | 0.223766 |
45 | -0.039602 | -0.3337 | 0.369798 |
46 | -0.009989 | -0.0842 | 0.466579 |
47 | -0.064308 | -0.5419 | 0.294804 |
48 | -0.059754 | -0.5035 | 0.308087 |