Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.227011 | -2.0806 | 0.020259 |
2 | 0.041993 | 0.3849 | 0.350651 |
3 | 0.29318 | 2.687 | 0.004344 |
4 | -0.068264 | -0.6256 | 0.266621 |
5 | 0.075001 | 0.6874 | 0.246864 |
6 | 0.195769 | 1.7943 | 0.038185 |
7 | -0.126132 | -1.156 | 0.125475 |
8 | 0.046289 | 0.4242 | 0.336236 |
9 | 0.206586 | 1.8934 | 0.030874 |
10 | -0.036415 | -0.3338 | 0.3697 |
11 | 0.051705 | 0.4739 | 0.318405 |
12 | 0.075029 | 0.6877 | 0.246783 |
13 | -0.122177 | -1.1198 | 0.133001 |
14 | 0.266087 | 2.4387 | 0.008423 |
15 | -0.092346 | -0.8464 | 0.199876 |
16 | -0.070394 | -0.6452 | 0.260286 |
17 | 0.13605 | 1.2469 | 0.107946 |
18 | -0.060963 | -0.5587 | 0.288916 |
19 | -0.153578 | -1.4076 | 0.081475 |
20 | 0.07607 | 0.6972 | 0.243802 |
21 | -0.052513 | -0.4813 | 0.315782 |
22 | -0.206344 | -1.8912 | 0.031024 |
23 | 0.270032 | 2.4749 | 0.007669 |
24 | -0.182614 | -1.6737 | 0.048956 |
25 | -0.09401 | -0.8616 | 0.195677 |
26 | 0.156022 | 1.43 | 0.078218 |
27 | -0.095755 | -0.8776 | 0.191328 |
28 | -0.03422 | -0.3136 | 0.377288 |
29 | 0.050968 | 0.4671 | 0.320809 |
30 | -0.083726 | -0.7674 | 0.222509 |
31 | -0.018826 | -0.1725 | 0.431714 |
32 | 0.121268 | 1.1114 | 0.134775 |
33 | -0.152255 | -1.3954 | 0.083281 |
34 | -0.040735 | -0.3733 | 0.354917 |
35 | 0.079737 | 0.7308 | 0.233466 |
36 | -0.183671 | -1.6834 | 0.048008 |
37 | 0.226019 | 2.0715 | 0.02069 |
38 | -0.102973 | -0.9438 | 0.173999 |
39 | -0.06143 | -0.563 | 0.287461 |
40 | 0.09184 | 0.8417 | 0.201165 |
41 | 0.028538 | 0.2616 | 0.397151 |
42 | -0.03025 | -0.2772 | 0.391137 |
43 | 0.089522 | 0.8205 | 0.207131 |
44 | -0.005246 | -0.0481 | 0.480884 |
45 | -0.049634 | -0.4549 | 0.325176 |
46 | 0.120011 | 1.0999 | 0.137255 |
47 | -0.024965 | -0.2288 | 0.409786 |
48 | -0.136841 | -1.2542 | 0.10663 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.227011 | -2.0806 | 0.020259 |
2 | -0.010059 | -0.0922 | 0.463383 |
3 | 0.316886 | 2.9043 | 0.002351 |
4 | 0.078925 | 0.7234 | 0.235735 |
5 | 0.052858 | 0.4844 | 0.314664 |
6 | 0.152024 | 1.3933 | 0.083599 |
7 | -0.062858 | -0.5761 | 0.283043 |
8 | -0.065221 | -0.5978 | 0.275804 |
9 | 0.139023 | 1.2742 | 0.10306 |
10 | 0.10656 | 0.9766 | 0.165775 |
11 | 0.031049 | 0.2846 | 0.388339 |
12 | -0.022682 | -0.2079 | 0.417913 |
13 | -0.136545 | -1.2515 | 0.10712 |
14 | 0.193392 | 1.7725 | 0.039972 |
15 | -0.051689 | -0.4737 | 0.318457 |
16 | -0.081172 | -0.744 | 0.22949 |
17 | 0.003903 | 0.0358 | 0.485776 |
18 | -0.011192 | -0.1026 | 0.459271 |
19 | -0.213566 | -1.9574 | 0.026813 |
20 | -0.132855 | -1.2176 | 0.113386 |
21 | 0.061461 | 0.5633 | 0.287365 |
22 | -0.12963 | -1.1881 | 0.119075 |
23 | 0.155096 | 1.4215 | 0.07944 |
24 | -0.030713 | -0.2815 | 0.389513 |
25 | -0.025267 | -0.2316 | 0.408717 |
26 | 0.003627 | 0.0332 | 0.48678 |
27 | 0.068493 | 0.6277 | 0.265936 |
28 | 0.013086 | 0.1199 | 0.452411 |
29 | 0.021767 | 0.1995 | 0.421179 |
30 | 0.038211 | 0.3502 | 0.363528 |
31 | -0.026373 | -0.2417 | 0.404797 |
32 | 0.088988 | 0.8156 | 0.208522 |
33 | -0.038057 | -0.3488 | 0.364056 |
34 | -0.081478 | -0.7468 | 0.228648 |
35 | -0.021852 | -0.2003 | 0.420874 |
36 | -0.044285 | -0.4059 | 0.342931 |
37 | 0.120802 | 1.1072 | 0.135691 |
38 | -0.032346 | -0.2965 | 0.383808 |
39 | 0.012622 | 0.1157 | 0.454092 |
40 | -0.097113 | -0.8901 | 0.187989 |
41 | 0.035607 | 0.3263 | 0.37249 |
42 | 0.085741 | 0.7858 | 0.21709 |
43 | 0.071026 | 0.651 | 0.258424 |
44 | 0.023809 | 0.2182 | 0.413896 |
45 | 0.025718 | 0.2357 | 0.407117 |
46 | -0.069645 | -0.6383 | 0.262504 |
47 | -0.00335 | -0.0307 | 0.487791 |
48 | -0.103505 | -0.9486 | 0.172764 |