Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.125008 | -0.9602 | 0.170435 |
2 | 0.143941 | 1.1056 | 0.136687 |
3 | 0.018624 | 0.1431 | 0.443369 |
4 | 0.035904 | 0.2758 | 0.391838 |
5 | -0.083733 | -0.6432 | 0.261304 |
6 | -0.14036 | -1.0781 | 0.142684 |
7 | -0.205318 | -1.5771 | 0.060062 |
8 | -0.015492 | -0.119 | 0.452841 |
9 | -0.153385 | -1.1782 | 0.121729 |
10 | 0.251178 | 1.9293 | 0.029251 |
11 | -0.099021 | -0.7606 | 0.224964 |
12 | 0.00209 | 0.0161 | 0.493622 |
13 | 0.157593 | 1.2105 | 0.115458 |
14 | 0.133146 | 1.0227 | 0.155309 |
15 | 0.107396 | 0.8249 | 0.20637 |
16 | -0.085265 | -0.6549 | 0.257528 |
17 | 0.169341 | 1.3007 | 0.099204 |
18 | -0.070263 | -0.5397 | 0.295717 |
19 | -0.041335 | -0.3175 | 0.375992 |
20 | -0.134893 | -1.0361 | 0.152184 |
21 | -0.09487 | -0.7287 | 0.234531 |
22 | -0.07991 | -0.6138 | 0.270853 |
23 | 0.023433 | 0.18 | 0.428886 |
24 | -0.032906 | -0.2528 | 0.400669 |
25 | 0.030014 | 0.2305 | 0.409233 |
26 | -0.047984 | -0.3686 | 0.356883 |
27 | 0.264417 | 2.031 | 0.023383 |
28 | -0.048166 | -0.37 | 0.356365 |
29 | 0.012146 | 0.0933 | 0.462992 |
30 | -0.047508 | -0.3649 | 0.358239 |
31 | 0.023236 | 0.1785 | 0.42948 |
32 | -0.065062 | -0.4998 | 0.309555 |
33 | -0.063009 | -0.484 | 0.315095 |
34 | -0.070593 | -0.5422 | 0.29485 |
35 | -0.046792 | -0.3594 | 0.360283 |
36 | -0.056188 | -0.4316 | 0.333808 |
37 | 0.00934 | 0.0717 | 0.471524 |
38 | -0.043507 | -0.3342 | 0.369714 |
39 | -0.011308 | -0.0869 | 0.46554 |
40 | -0.008371 | -0.0643 | 0.474475 |
41 | 0.025773 | 0.198 | 0.421875 |
42 | -0.002585 | -0.0199 | 0.492111 |
43 | -0.01008 | -0.0774 | 0.469272 |
44 | -0.01236 | -0.0949 | 0.462344 |
45 | -0.004207 | -0.0323 | 0.487166 |
46 | -0.016918 | -0.1299 | 0.448525 |
47 | -0.019197 | -0.1475 | 0.441639 |
48 | -0.01458 | -0.112 | 0.455605 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.125008 | -0.9602 | 0.170435 |
2 | 0.130351 | 1.0012 | 0.160398 |
3 | 0.052258 | 0.4014 | 0.344789 |
4 | 0.025915 | 0.1991 | 0.421452 |
5 | -0.089923 | -0.6907 | 0.246227 |
6 | -0.177299 | -1.3619 | 0.08921 |
7 | -0.239367 | -1.8386 | 0.035503 |
8 | -0.032276 | -0.2479 | 0.402531 |
9 | -0.09094 | -0.6985 | 0.243796 |
10 | 0.285608 | 2.1938 | 0.016101 |
11 | 0.009466 | 0.0727 | 0.47114 |
12 | -0.14304 | -1.0987 | 0.138179 |
13 | 0.053088 | 0.4078 | 0.342456 |
14 | 0.104628 | 0.8037 | 0.21241 |
15 | 0.149793 | 1.1506 | 0.127273 |
16 | -0.068608 | -0.527 | 0.300089 |
17 | 0.199932 | 1.5357 | 0.064978 |
18 | -0.078045 | -0.5995 | 0.275575 |
19 | -0.041268 | -0.317 | 0.376188 |
20 | -0.167189 | -1.2842 | 0.102045 |
21 | -0.038881 | -0.2987 | 0.383127 |
22 | 0.075799 | 0.5822 | 0.281318 |
23 | 0.045244 | 0.3475 | 0.364717 |
24 | 0.027454 | 0.2109 | 0.416855 |
25 | -0.094309 | -0.7244 | 0.235842 |
26 | -0.052067 | -0.3999 | 0.345324 |
27 | 0.059937 | 0.4604 | 0.323466 |
28 | -0.009288 | -0.0713 | 0.471684 |
29 | -0.02621 | -0.2013 | 0.42057 |
30 | -0.056321 | -0.4326 | 0.333439 |
31 | -0.017081 | -0.1312 | 0.448031 |
32 | -0.113436 | -0.8713 | 0.193556 |
33 | -0.003148 | -0.0242 | 0.490394 |
34 | 0.018367 | 0.1411 | 0.444143 |
35 | 0.020635 | 0.1585 | 0.437302 |
36 | -0.030285 | -0.2326 | 0.40843 |
37 | -0.133888 | -1.0284 | 0.153976 |
38 | -0.045297 | -0.3479 | 0.364563 |
39 | -0.015529 | -0.1193 | 0.452729 |
40 | -0.044032 | -0.3382 | 0.3682 |
41 | -0.069057 | -0.5304 | 0.298899 |
42 | -0.030115 | -0.2313 | 0.408935 |
43 | 0.027889 | 0.2142 | 0.415556 |
44 | -0.127345 | -0.9782 | 0.165996 |
45 | -0.005396 | -0.0414 | 0.483541 |
46 | -0.002614 | -0.0201 | 0.492025 |
47 | 0.08909 | 0.6843 | 0.248228 |
48 | -0.00503 | -0.0386 | 0.484655 |