Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.009528 | -0.0732 | 0.470952 |
2 | 0.056233 | 0.4319 | 0.333683 |
3 | -0.09939 | -0.7634 | 0.224125 |
4 | -0.096638 | -0.7423 | 0.230428 |
5 | -0.041556 | -0.3192 | 0.375353 |
6 | 0.045144 | 0.3468 | 0.365004 |
7 | -0.133113 | -1.0225 | 0.155368 |
8 | 0.071757 | 0.5512 | 0.291797 |
9 | -0.276751 | -2.1258 | 0.018859 |
10 | -0.045955 | -0.353 | 0.362679 |
11 | 0.078744 | 0.6048 | 0.2738 |
12 | 0.352714 | 2.7092 | 0.004407 |
13 | -0.029951 | -0.2301 | 0.409421 |
14 | -0.062131 | -0.4772 | 0.317477 |
15 | -0.154359 | -1.1857 | 0.120256 |
16 | -0.045267 | -0.3477 | 0.364651 |
17 | -0.134627 | -1.0341 | 0.152658 |
18 | 0.053621 | 0.4119 | 0.340964 |
19 | -0.082735 | -0.6355 | 0.263779 |
20 | -0.078682 | -0.6044 | 0.273958 |
21 | -0.186049 | -1.4291 | 0.079129 |
22 | -0.027513 | -0.2113 | 0.416679 |
23 | 0.105321 | 0.809 | 0.210887 |
24 | 0.296336 | 2.2762 | 0.013239 |
25 | -0.047277 | -0.3631 | 0.358898 |
26 | 0.087959 | 0.6756 | 0.25096 |
27 | -0.038444 | -0.2953 | 0.384403 |
28 | 0.029245 | 0.2246 | 0.41152 |
29 | -0.046907 | -0.3603 | 0.359955 |
30 | 0.082638 | 0.6348 | 0.26402 |
31 | -0.078449 | -0.6026 | 0.274549 |
32 | 0.001497 | 0.0115 | 0.495434 |
33 | -0.178369 | -1.3701 | 0.087927 |
34 | 0.005133 | 0.0394 | 0.48434 |
35 | 0.119731 | 0.9197 | 0.180744 |
36 | 0.142548 | 1.0949 | 0.138999 |
37 | -0.012849 | -0.0987 | 0.460856 |
38 | 0.063506 | 0.4878 | 0.313749 |
39 | -0.147655 | -1.1342 | 0.130658 |
40 | 0.020424 | 0.1569 | 0.437939 |
41 | -0.055337 | -0.4251 | 0.336172 |
42 | 0.032863 | 0.2524 | 0.400794 |
43 | 0.001916 | 0.0147 | 0.494154 |
44 | -0.023995 | -0.1843 | 0.427201 |
45 | -0.076301 | -0.5861 | 0.280029 |
46 | -0.009096 | -0.0699 | 0.472267 |
47 | -0.012736 | -0.0978 | 0.461202 |
48 | 0.056322 | 0.4326 | 0.333436 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.009528 | -0.0732 | 0.470952 |
2 | 0.056147 | 0.4313 | 0.33392 |
3 | -0.098669 | -0.7579 | 0.225766 |
4 | -0.102354 | -0.7862 | 0.217449 |
5 | -0.032986 | -0.2534 | 0.400432 |
6 | 0.04698 | 0.3609 | 0.359747 |
7 | -0.150988 | -1.1598 | 0.125409 |
8 | 0.048136 | 0.3697 | 0.35645 |
9 | -0.271607 | -2.0863 | 0.020644 |
10 | -0.080325 | -0.617 | 0.269809 |
11 | 0.095489 | 0.7335 | 0.233091 |
12 | 0.349725 | 2.6863 | 0.004685 |
13 | -0.108079 | -0.8302 | 0.204895 |
14 | -0.191051 | -1.4675 | 0.073777 |
15 | -0.07828 | -0.6013 | 0.274979 |
16 | -0.013467 | -0.1034 | 0.458982 |
17 | -0.131089 | -1.0069 | 0.159043 |
18 | -0.045439 | -0.349 | 0.364156 |
19 | -0.080422 | -0.6177 | 0.269563 |
20 | -0.190358 | -1.4622 | 0.0745 |
21 | -0.063806 | -0.4901 | 0.312938 |
22 | -0.01564 | -0.1201 | 0.452391 |
23 | -0.035949 | -0.2761 | 0.391706 |
24 | 0.060529 | 0.4649 | 0.321847 |
25 | -0.060815 | -0.4671 | 0.321065 |
26 | 0.046753 | 0.3591 | 0.360396 |
27 | 0.032845 | 0.2523 | 0.400847 |
28 | 0.065033 | 0.4995 | 0.309633 |
29 | -0.085634 | -0.6578 | 0.256624 |
30 | -0.017177 | -0.1319 | 0.44774 |
31 | -0.055553 | -0.4267 | 0.335571 |
32 | 0.038932 | 0.299 | 0.38298 |
33 | -0.035697 | -0.2742 | 0.392448 |
34 | -0.089178 | -0.685 | 0.248017 |
35 | 0.023873 | 0.1834 | 0.427569 |
36 | -0.019924 | -0.153 | 0.439445 |
37 | 0.012975 | 0.0997 | 0.460475 |
38 | -0.019218 | -0.1476 | 0.441575 |
39 | -0.150216 | -1.1538 | 0.126612 |
40 | -0.055076 | -0.423 | 0.3369 |
41 | 0.034513 | 0.2651 | 0.395928 |
42 | -0.006502 | -0.0499 | 0.480169 |
43 | 0.020044 | 0.154 | 0.439083 |
44 | 0.042003 | 0.3226 | 0.374058 |
45 | 0.063136 | 0.485 | 0.31475 |
46 | -0.057851 | -0.4444 | 0.329203 |
47 | -0.0751 | -0.5769 | 0.283117 |
48 | -0.085534 | -0.657 | 0.256868 |