Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.021843 | -0.162 | 0.435951 |
2 | -0.007143 | -0.053 | 0.478973 |
3 | 0.14231 | 1.0554 | 0.147929 |
4 | 0.002768 | 0.0205 | 0.491848 |
5 | 0.248116 | 1.8401 | 0.035578 |
6 | 0.08682 | 0.6439 | 0.261167 |
7 | -0.31281 | -2.3199 | 0.012043 |
8 | -0.010889 | -0.0808 | 0.467964 |
9 | 0.056537 | 0.4193 | 0.338319 |
10 | -0.116859 | -0.8667 | 0.194949 |
11 | 0.137169 | 1.0173 | 0.156739 |
12 | -0.363628 | -2.6967 | 0.004638 |
13 | 0.112018 | 0.8307 | 0.204854 |
14 | 0.232971 | 1.7278 | 0.044821 |
15 | -0.015316 | -0.1136 | 0.454989 |
16 | -0.032765 | -0.243 | 0.404459 |
17 | 0.024794 | 0.1839 | 0.427394 |
18 | -0.000852 | -0.0063 | 0.497491 |
19 | 0.17401 | 1.2905 | 0.101139 |
20 | 0.077849 | 0.5773 | 0.283032 |
21 | -0.148771 | -1.1033 | 0.137346 |
22 | -0.030786 | -0.2283 | 0.410125 |
23 | -0.104207 | -0.7728 | 0.22147 |
24 | 0.031057 | 0.2303 | 0.409346 |
25 | -0.096493 | -0.7156 | 0.238629 |
26 | -0.170958 | -1.2679 | 0.105095 |
27 | -0.032423 | -0.2405 | 0.405436 |
28 | 0.106606 | 0.7906 | 0.216284 |
29 | -0.027259 | -0.2022 | 0.420269 |
30 | -0.03641 | -0.27 | 0.394077 |
31 | -0.026481 | -0.1964 | 0.422516 |
32 | 0.052387 | 0.3885 | 0.349568 |
33 | 0.08559 | 0.6348 | 0.264111 |
34 | 0.026582 | 0.1971 | 0.422225 |
35 | -0.040574 | -0.3009 | 0.38231 |
36 | -0.08848 | -0.6562 | 0.257221 |
37 | 0.013815 | 0.1025 | 0.459385 |
38 | -0.059281 | -0.4396 | 0.330959 |
39 | -0.082779 | -0.6139 | 0.270904 |
40 | -0.100521 | -0.7455 | 0.229576 |
41 | -0.065894 | -0.4887 | 0.313506 |
42 | -0.099751 | -0.7398 | 0.231291 |
43 | -0.035466 | -0.263 | 0.396759 |
44 | -0.089529 | -0.664 | 0.254743 |
45 | -0.024573 | -0.1822 | 0.428033 |
46 | -0.004237 | -0.0314 | 0.487524 |
47 | -0.03105 | -0.2303 | 0.409368 |
48 | 0.042264 | 0.3134 | 0.377566 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.021843 | -0.162 | 0.435951 |
2 | -0.007624 | -0.0565 | 0.477559 |
3 | 0.142062 | 1.0536 | 0.148345 |
4 | 0.009004 | 0.0668 | 0.473503 |
5 | 0.255332 | 1.8936 | 0.031772 |
6 | 0.085527 | 0.6343 | 0.264262 |
7 | -0.327506 | -2.4289 | 0.009221 |
8 | -0.118095 | -0.8758 | 0.19247 |
9 | 0.03002 | 0.2226 | 0.412321 |
10 | -0.105688 | -0.7838 | 0.218259 |
11 | 0.154153 | 1.1432 | 0.128947 |
12 | -0.255383 | -1.894 | 0.031746 |
13 | 0.26853 | 1.9915 | 0.025702 |
14 | 0.145401 | 1.0783 | 0.142798 |
15 | 0.084853 | 0.6293 | 0.265882 |
16 | -0.118991 | -0.8825 | 0.190684 |
17 | 0.021307 | 0.158 | 0.437511 |
18 | -0.00324 | -0.024 | 0.490459 |
19 | -0.09385 | -0.696 | 0.244677 |
20 | 0.063683 | 0.4723 | 0.319296 |
21 | 0.043593 | 0.3233 | 0.373849 |
22 | -0.150038 | -1.1127 | 0.135337 |
23 | -0.068413 | -0.5074 | 0.306964 |
24 | -0.110343 | -0.8183 | 0.208351 |
25 | -0.01188 | -0.0881 | 0.465058 |
26 | -0.067458 | -0.5003 | 0.309438 |
27 | 0.097119 | 0.7203 | 0.23721 |
28 | 0.153249 | 1.1365 | 0.130333 |
29 | 0.043834 | 0.3251 | 0.373176 |
30 | -0.034145 | -0.2532 | 0.400519 |
31 | -0.069074 | -0.5123 | 0.305259 |
32 | 0.046252 | 0.343 | 0.366447 |
33 | -0.144523 | -1.0718 | 0.144243 |
34 | -0.083076 | -0.6161 | 0.270183 |
35 | 0.003843 | 0.0285 | 0.488683 |
36 | -0.009719 | -0.0721 | 0.4714 |
37 | -0.011272 | -0.0836 | 0.466842 |
38 | -0.130606 | -0.9686 | 0.168492 |
39 | 0.006135 | 0.0455 | 0.481938 |
40 | 0.024366 | 0.1807 | 0.428632 |
41 | -0.061781 | -0.4582 | 0.324315 |
42 | -0.121062 | -0.8978 | 0.186597 |
43 | 0.015445 | 0.1145 | 0.454612 |
44 | 0.078803 | 0.5844 | 0.280665 |
45 | -0.069272 | -0.5137 | 0.304749 |
46 | -0.061054 | -0.4528 | 0.326242 |
47 | -0.029381 | -0.2179 | 0.414158 |
48 | -0.059395 | -0.4405 | 0.330657 |