Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.125575 | -0.9646 | 0.169351 |
2 | -0.03696 | -0.2839 | 0.388743 |
3 | -0.09024 | -0.6931 | 0.245469 |
4 | -0.018178 | -0.1396 | 0.444713 |
5 | 0.132938 | 1.0211 | 0.155684 |
6 | -0.184158 | -1.4145 | 0.081229 |
7 | 0.195225 | 1.4995 | 0.069532 |
8 | -0.035219 | -0.2705 | 0.393852 |
9 | -0.071472 | -0.549 | 0.292544 |
10 | -0.045719 | -0.3512 | 0.363355 |
11 | -0.104462 | -0.8024 | 0.212774 |
12 | 0.086811 | 0.6668 | 0.253748 |
13 | -0.015096 | -0.116 | 0.454041 |
14 | -0.077138 | -0.5925 | 0.277888 |
15 | -0.094023 | -0.7222 | 0.236511 |
16 | -0.068838 | -0.5288 | 0.299479 |
17 | 0.108416 | 0.8328 | 0.204169 |
18 | -0.033493 | -0.2573 | 0.398936 |
19 | 0.033669 | 0.2586 | 0.398415 |
20 | 0.014697 | 0.1129 | 0.455249 |
21 | -0.075657 | -0.5811 | 0.281682 |
22 | -0.032181 | -0.2472 | 0.402809 |
23 | -0.058215 | -0.4472 | 0.328198 |
24 | 0.025733 | 0.1977 | 0.421997 |
25 | -0.000318 | -0.0024 | 0.499029 |
26 | 0.014059 | 0.108 | 0.457185 |
27 | 0.031526 | 0.2422 | 0.404751 |
28 | -0.018162 | -0.1395 | 0.444763 |
29 | -0.071147 | -0.5465 | 0.293394 |
30 | 0.148983 | 1.1444 | 0.128548 |
31 | 0.045318 | 0.3481 | 0.364505 |
32 | -0.008539 | -0.0656 | 0.473964 |
33 | -0.025473 | -0.1957 | 0.422773 |
34 | -0.017944 | -0.1378 | 0.445423 |
35 | 0.073201 | 0.5623 | 0.288031 |
36 | 0.016081 | 0.1235 | 0.451057 |
37 | 0.006814 | 0.0523 | 0.479219 |
38 | 0.000177 | 0.0014 | 0.49946 |
39 | -0.006711 | -0.0515 | 0.479532 |
40 | -0.009802 | -0.0753 | 0.470119 |
41 | -0.071028 | -0.5456 | 0.293708 |
42 | -0.013101 | -0.1006 | 0.460093 |
43 | -0.00046 | -0.0035 | 0.498596 |
44 | -4e-05 | -3e-04 | 0.499877 |
45 | -0.008006 | -0.0615 | 0.475587 |
46 | -0.005975 | -0.0459 | 0.481773 |
47 | 0.049132 | 0.3774 | 0.353619 |
48 | 0.004497 | 0.0345 | 0.486281 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.125575 | -0.9646 | 0.169351 |
2 | -0.053574 | -0.4115 | 0.341096 |
3 | -0.103787 | -0.7972 | 0.214265 |
4 | -0.047526 | -0.3651 | 0.358188 |
5 | 0.117622 | 0.9035 | 0.184974 |
6 | -0.170154 | -1.307 | 0.098146 |
7 | 0.170632 | 1.3107 | 0.097527 |
8 | 0.008231 | 0.0632 | 0.474901 |
9 | -0.090943 | -0.6985 | 0.24379 |
10 | -0.050057 | -0.3845 | 0.350996 |
11 | -0.089279 | -0.6858 | 0.247775 |
12 | -0.028365 | -0.2179 | 0.41414 |
13 | 0.03477 | 0.2671 | 0.395171 |
14 | -0.125611 | -0.9648 | 0.169282 |
15 | -0.132498 | -1.0177 | 0.15648 |
16 | -0.077073 | -0.592 | 0.278052 |
17 | 0.038395 | 0.2949 | 0.384547 |
18 | -0.024366 | -0.1872 | 0.426091 |
19 | 0.024435 | 0.1877 | 0.425882 |
20 | -0.001198 | -0.0092 | 0.496345 |
21 | -0.078708 | -0.6046 | 0.273893 |
22 | -0.060055 | -0.4613 | 0.323143 |
23 | -0.048898 | -0.3756 | 0.354284 |
24 | -0.095085 | -0.7304 | 0.23403 |
25 | -0.063271 | -0.486 | 0.314386 |
26 | -0.02055 | -0.1579 | 0.437557 |
27 | -0.007353 | -0.0565 | 0.477577 |
28 | 0.003522 | 0.0271 | 0.489254 |
29 | -0.114811 | -0.8819 | 0.190709 |
30 | 0.123401 | 0.9479 | 0.173532 |
31 | 0.055165 | 0.4237 | 0.336653 |
32 | -0.022789 | -0.175 | 0.430822 |
33 | 0.000945 | 0.0073 | 0.497115 |
34 | -0.027467 | -0.211 | 0.416816 |
35 | -0.007948 | -0.0611 | 0.475762 |
36 | 0.07051 | 0.5416 | 0.295068 |
37 | -0.059635 | -0.4581 | 0.324293 |
38 | -0.033497 | -0.2573 | 0.398924 |
39 | 0.007147 | 0.0549 | 0.478203 |
40 | -0.017092 | -0.1313 | 0.447999 |
41 | -0.02965 | -0.2277 | 0.410314 |
42 | -0.017092 | -0.1313 | 0.447998 |
43 | -0.074359 | -0.5712 | 0.285031 |
44 | -0.014268 | -0.1096 | 0.456552 |
45 | 0.023799 | 0.1828 | 0.42779 |
46 | 0.029405 | 0.2259 | 0.411044 |
47 | 0.017405 | 0.1337 | 0.44705 |
48 | 0.026056 | 0.2001 | 0.421031 |