Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.078204 | -0.7125 | 0.239084 |
2 | 0.106591 | 0.9711 | 0.167162 |
3 | -0.238096 | -2.1692 | 0.016466 |
4 | -0.000435 | -0.004 | 0.498424 |
5 | -0.125958 | -1.1475 | 0.12723 |
6 | -0.138124 | -1.2584 | 0.105893 |
7 | -0.096652 | -0.8805 | 0.190554 |
8 | 0.04593 | 0.4184 | 0.338353 |
9 | -0.113828 | -1.037 | 0.151368 |
10 | 0.175593 | 1.5997 | 0.05673 |
11 | -0.116552 | -1.0618 | 0.145694 |
12 | 0.656417 | 5.9802 | 0 |
13 | -0.102205 | -0.9311 | 0.177242 |
14 | 0.065227 | 0.5942 | 0.276982 |
15 | -0.193398 | -1.7619 | 0.04088 |
16 | -0.035169 | -0.3204 | 0.374732 |
17 | -0.107954 | -0.9835 | 0.164109 |
18 | -0.141485 | -1.289 | 0.100491 |
19 | -0.075784 | -0.6904 | 0.245926 |
20 | 0.057175 | 0.5209 | 0.301916 |
21 | 0.010803 | 0.0984 | 0.460917 |
22 | 0.180004 | 1.6399 | 0.052404 |
23 | -0.178378 | -1.6251 | 0.053967 |
24 | 0.434947 | 3.9626 | 7.8e-05 |
25 | -0.09773 | -0.8904 | 0.187924 |
26 | -0.020016 | -0.1824 | 0.427876 |
27 | -0.15079 | -1.3738 | 0.086607 |
28 | -0.008131 | -0.0741 | 0.470564 |
29 | -0.033376 | -0.3041 | 0.380919 |
30 | -0.122835 | -1.1191 | 0.133167 |
31 | -0.117966 | -1.0747 | 0.142807 |
32 | 0.03064 | 0.2791 | 0.390415 |
33 | -0.019552 | -0.1781 | 0.429529 |
34 | 0.169735 | 1.5464 | 0.062911 |
35 | -0.149799 | -1.3647 | 0.088013 |
36 | 0.305879 | 2.7867 | 0.003299 |
37 | -0.108486 | -0.9884 | 0.162926 |
38 | -0.03342 | -0.3045 | 0.380766 |
39 | -0.160525 | -1.4625 | 0.073697 |
40 | -0.029293 | -0.2669 | 0.395116 |
41 | 0.003291 | 0.03 | 0.488076 |
42 | 0.001501 | 0.0137 | 0.494562 |
43 | -0.054983 | -0.5009 | 0.308876 |
44 | 0.040168 | 0.366 | 0.357666 |
45 | -0.016013 | -0.1459 | 0.442185 |
46 | 0.1708 | 1.5561 | 0.061749 |
47 | -0.159651 | -1.4545 | 0.074791 |
48 | 0.156859 | 1.429 | 0.078371 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.078204 | -0.7125 | 0.239084 |
2 | 0.101094 | 0.921 | 0.179858 |
3 | -0.226381 | -2.0624 | 0.021147 |
4 | -0.041258 | -0.3759 | 0.353982 |
5 | -0.08989 | -0.8189 | 0.207584 |
6 | -0.216692 | -1.9742 | 0.025845 |
7 | -0.129404 | -1.1789 | 0.120898 |
8 | -0.001484 | -0.0135 | 0.494622 |
9 | -0.220461 | -2.0085 | 0.023921 |
10 | 0.075447 | 0.6874 | 0.246888 |
11 | -0.143582 | -1.3081 | 0.097227 |
12 | 0.599701 | 5.4635 | 0 |
13 | -0.042305 | -0.3854 | 0.350457 |
14 | -0.028073 | -0.2558 | 0.399386 |
15 | 0.136802 | 1.2463 | 0.108076 |
16 | -0.057164 | -0.5208 | 0.301949 |
17 | -0.000342 | -0.0031 | 0.498762 |
18 | -0.04175 | -0.3804 | 0.352324 |
19 | -0.050969 | -0.4644 | 0.321806 |
20 | -0.02569 | -0.2341 | 0.407761 |
21 | 0.097678 | 0.8899 | 0.188048 |
22 | -0.054779 | -0.4991 | 0.309527 |
23 | -0.126335 | -1.151 | 0.126525 |
24 | 0.060551 | 0.5516 | 0.291335 |
25 | -0.021935 | -0.1998 | 0.421047 |
26 | -0.165157 | -1.5047 | 0.068105 |
27 | 0.049667 | 0.4525 | 0.32605 |
28 | 0.053349 | 0.486 | 0.314111 |
29 | -0.020725 | -0.1888 | 0.42535 |
30 | 0.003447 | 0.0314 | 0.48751 |
31 | -0.152802 | -1.3921 | 0.083807 |
32 | -0.047033 | -0.4285 | 0.334703 |
33 | -0.129588 | -1.1806 | 0.120566 |
34 | -0.066361 | -0.6046 | 0.273555 |
35 | 0.020834 | 0.1898 | 0.424962 |
36 | -0.064169 | -0.5846 | 0.280198 |
37 | -0.100177 | -0.9127 | 0.182034 |
38 | 0.017038 | 0.1552 | 0.438512 |
39 | -0.157976 | -1.4392 | 0.076923 |
40 | -0.122934 | -1.12 | 0.132977 |
41 | 0.018066 | 0.1646 | 0.434834 |
42 | 0.069287 | 0.6312 | 0.26481 |
43 | 0.034051 | 0.3102 | 0.378587 |
44 | 0.048483 | 0.4417 | 0.329927 |
45 | 0.084017 | 0.7654 | 0.223092 |
46 | 0.024176 | 0.2203 | 0.413106 |
47 | 0.012794 | 0.1166 | 0.453744 |
48 | -0.104819 | -0.9549 | 0.171189 |