Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.036491 | -0.3075 | 0.37969 |
2 | -0.082541 | -0.6955 | 0.244505 |
3 | 0.083685 | 0.7051 | 0.241515 |
4 | 0.170968 | 1.4406 | 0.077047 |
5 | -0.184927 | -1.5582 | 0.061813 |
6 | -0.156938 | -1.3224 | 0.095142 |
7 | 0.048819 | 0.4114 | 0.341026 |
8 | -0.137231 | -1.1563 | 0.125712 |
9 | -0.023738 | -0.2 | 0.421017 |
10 | -0.167483 | -1.4112 | 0.081271 |
11 | 0.100724 | 0.8487 | 0.199446 |
12 | 0.070895 | 0.5974 | 0.276079 |
13 | 0.101877 | 0.8584 | 0.196772 |
14 | -0.062389 | -0.5257 | 0.300366 |
15 | -0.008849 | -0.0746 | 0.470386 |
16 | -0.062559 | -0.5271 | 0.299873 |
17 | -0.009274 | -0.0781 | 0.468966 |
18 | 0.009925 | 0.0836 | 0.466793 |
19 | -0.115611 | -0.9742 | 0.166644 |
20 | 0.043399 | 0.3657 | 0.357842 |
21 | -0.00224 | -0.0189 | 0.492499 |
22 | 0.115406 | 0.9724 | 0.167069 |
23 | -0.035015 | -0.295 | 0.384411 |
24 | 0.031562 | 0.2659 | 0.395525 |
25 | -0.016726 | -0.1409 | 0.444158 |
26 | 0.055896 | 0.471 | 0.319547 |
27 | 0.018176 | 0.1532 | 0.439355 |
28 | -0.161903 | -1.3642 | 0.088404 |
29 | 0.027584 | 0.2324 | 0.408437 |
30 | -0.054131 | -0.4561 | 0.324851 |
31 | -0.031348 | -0.2641 | 0.396218 |
32 | -0.089791 | -0.7566 | 0.2259 |
33 | 0.117862 | 0.9931 | 0.162011 |
34 | 0.014098 | 0.1188 | 0.452888 |
35 | -0.038853 | -0.3274 | 0.372173 |
36 | 0.05292 | 0.4459 | 0.328509 |
37 | 0.045082 | 0.3799 | 0.352589 |
38 | 0.031891 | 0.2687 | 0.394462 |
39 | 0.063779 | 0.5374 | 0.296332 |
40 | 0.057181 | 0.4818 | 0.315708 |
41 | 0.025909 | 0.2183 | 0.413906 |
42 | -0.0215 | -0.1812 | 0.428378 |
43 | 0.007753 | 0.0653 | 0.474049 |
44 | 0.008918 | 0.0751 | 0.470154 |
45 | -0.051103 | -0.4306 | 0.334032 |
46 | -0.001204 | -0.0101 | 0.495967 |
47 | 0.009517 | 0.0802 | 0.468154 |
48 | -0.038656 | -0.3257 | 0.372798 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.036491 | -0.3075 | 0.37969 |
2 | -0.083985 | -0.7077 | 0.240734 |
3 | 0.078009 | 0.6573 | 0.256553 |
4 | 0.172383 | 1.4525 | 0.075381 |
5 | -0.165412 | -1.3938 | 0.083865 |
6 | -0.160938 | -1.3561 | 0.089684 |
7 | -0.011412 | -0.0962 | 0.461832 |
8 | -0.165594 | -1.3953 | 0.083635 |
9 | 0.054483 | 0.4591 | 0.32379 |
10 | -0.182852 | -1.5407 | 0.063913 |
11 | 0.061017 | 0.5141 | 0.304375 |
12 | 0.097514 | 0.8217 | 0.207008 |
13 | 0.103929 | 0.8757 | 0.192068 |
14 | -0.046551 | -0.3922 | 0.348024 |
15 | -0.106997 | -0.9016 | 0.185167 |
16 | -0.198016 | -1.6685 | 0.049809 |
17 | 0.01416 | 0.1193 | 0.452682 |
18 | 0.033529 | 0.2825 | 0.389183 |
19 | -0.048651 | -0.4099 | 0.341543 |
20 | 0.044882 | 0.3782 | 0.353212 |
21 | -0.006834 | -0.0576 | 0.47712 |
22 | 0.141834 | 1.1951 | 0.11801 |
23 | 0.021737 | 0.1832 | 0.427597 |
24 | -0.111507 | -0.9396 | 0.17531 |
25 | -0.125784 | -1.0599 | 0.146397 |
26 | -0.006594 | -0.0556 | 0.477925 |
27 | 0.109883 | 0.9259 | 0.17882 |
28 | -0.062507 | -0.5267 | 0.300024 |
29 | -0.009639 | -0.0812 | 0.467747 |
30 | -0.092431 | -0.7788 | 0.219333 |
31 | -0.013876 | -0.1169 | 0.453626 |
32 | 0.019034 | 0.1604 | 0.436518 |
33 | 0.030013 | 0.2529 | 0.400539 |
34 | -0.05192 | -0.4375 | 0.331543 |
35 | -0.091636 | -0.7721 | 0.221298 |
36 | 0.068715 | 0.579 | 0.28221 |
37 | 0.085485 | 0.7203 | 0.236849 |
38 | 0.016155 | 0.1361 | 0.446053 |
39 | 0.077287 | 0.6512 | 0.258501 |
40 | -0.020611 | -0.1737 | 0.431308 |
41 | 0.140538 | 1.1842 | 0.120143 |
42 | -0.006113 | -0.0515 | 0.479533 |
43 | 0.003662 | 0.0309 | 0.487734 |
44 | -0.071893 | -0.6058 | 0.273295 |
45 | -0.059512 | -0.5015 | 0.308801 |
46 | 0.081314 | 0.6852 | 0.247735 |
47 | 0.090114 | 0.7593 | 0.225089 |
48 | -0.024438 | -0.2059 | 0.418721 |