Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.253881 | -2.1543 | 0.017284 |
2 | -0.146565 | -1.2436 | 0.108831 |
3 | 0.270155 | 2.2923 | 0.012405 |
4 | -0.114321 | -0.97 | 0.167635 |
5 | 0.049595 | 0.4208 | 0.337566 |
6 | 0.105348 | 0.8939 | 0.187176 |
7 | -0.070911 | -0.6017 | 0.274633 |
8 | 0.033978 | 0.2883 | 0.386968 |
9 | 0.110359 | 0.9364 | 0.176093 |
10 | 0.05593 | 0.4746 | 0.31826 |
11 | -0.034529 | -0.293 | 0.385187 |
12 | -0.196061 | -1.6636 | 0.050267 |
13 | 0.038343 | 0.3253 | 0.37293 |
14 | 0.126811 | 1.076 | 0.142754 |
15 | -0.165031 | -1.4003 | 0.082854 |
16 | -0.008794 | -0.0746 | 0.470364 |
17 | 0.058542 | 0.4967 | 0.310441 |
18 | -0.049941 | -0.4238 | 0.3365 |
19 | -0.143075 | -1.214 | 0.114351 |
20 | 0.048816 | 0.4142 | 0.339974 |
21 | -0.025545 | -0.2168 | 0.414505 |
22 | -0.204825 | -1.738 | 0.043243 |
23 | 0.279919 | 2.3752 | 0.010103 |
24 | -0.079796 | -0.6771 | 0.250258 |
25 | -0.244966 | -2.0786 | 0.020609 |
26 | 0.239816 | 2.0349 | 0.022772 |
27 | -0.069734 | -0.5917 | 0.277949 |
28 | -0.051244 | -0.4348 | 0.332497 |
29 | 0.089884 | 0.7627 | 0.22407 |
30 | -0.105419 | -0.8945 | 0.187015 |
31 | 0.045958 | 0.39 | 0.348857 |
32 | 0.044284 | 0.3758 | 0.354099 |
33 | -0.073317 | -0.6221 | 0.267915 |
34 | 0.020672 | 0.1754 | 0.430627 |
35 | -0.051691 | -0.4386 | 0.331129 |
36 | 0.002079 | 0.0176 | 0.492986 |
37 | 0.233256 | 1.9792 | 0.025806 |
38 | -0.169934 | -1.4419 | 0.076827 |
39 | -0.015668 | -0.133 | 0.447301 |
40 | 0.082979 | 0.7041 | 0.24182 |
41 | -0.0147 | -0.1247 | 0.450541 |
42 | -0.006401 | -0.0543 | 0.478419 |
43 | 0.03781 | 0.3208 | 0.374634 |
44 | 0.012107 | 0.1027 | 0.45923 |
45 | -0.071517 | -0.6068 | 0.272932 |
46 | 0.135595 | 1.1506 | 0.126859 |
47 | 0.001657 | 0.0141 | 0.494412 |
48 | -0.178248 | -1.5125 | 0.067394 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.253881 | -2.1543 | 0.017284 |
2 | -0.22556 | -1.9139 | 0.029802 |
3 | 0.188397 | 1.5986 | 0.057144 |
4 | -0.021462 | -0.1821 | 0.428004 |
5 | 0.101318 | 0.8597 | 0.196402 |
6 | 0.081739 | 0.6936 | 0.245088 |
7 | 0.025093 | 0.2129 | 0.415996 |
8 | 0.014967 | 0.127 | 0.449647 |
9 | 0.099497 | 0.8443 | 0.200661 |
10 | 0.150593 | 1.2778 | 0.102707 |
11 | 0.031195 | 0.2647 | 0.396 |
12 | -0.263639 | -2.237 | 0.01419 |
13 | -0.161285 | -1.3686 | 0.087698 |
14 | 0.040641 | 0.3449 | 0.365606 |
15 | -0.070447 | -0.5978 | 0.275936 |
16 | -0.076993 | -0.6533 | 0.257819 |
17 | -0.013555 | -0.115 | 0.454376 |
18 | 0.042535 | 0.3609 | 0.359608 |
19 | -0.217485 | -1.8454 | 0.034544 |
20 | -0.06231 | -0.5287 | 0.299315 |
21 | 0.06752 | 0.5729 | 0.284239 |
22 | -0.103115 | -0.875 | 0.192252 |
23 | 0.192052 | 1.6296 | 0.053775 |
24 | -0.000707 | -0.006 | 0.497616 |
25 | -0.134668 | -1.1427 | 0.128476 |
26 | 0.079266 | 0.6726 | 0.251678 |
27 | -0.000564 | -0.0048 | 0.498096 |
28 | 0.086147 | 0.731 | 0.233581 |
29 | 0.070698 | 0.5999 | 0.27523 |
30 | -0.053732 | -0.4559 | 0.324905 |
31 | -0.070255 | -0.5961 | 0.276477 |
32 | -0.080058 | -0.6793 | 0.249559 |
33 | -0.047581 | -0.4037 | 0.343801 |
34 | -0.077797 | -0.6601 | 0.255638 |
35 | -0.019306 | -0.1638 | 0.435168 |
36 | -0.011962 | -0.1015 | 0.459718 |
37 | 0.118229 | 1.0032 | 0.159561 |
38 | -0.012031 | -0.1021 | 0.459485 |
39 | 0.023431 | 0.1988 | 0.421481 |
40 | -0.060714 | -0.5152 | 0.304006 |
41 | 0.098778 | 0.8382 | 0.202359 |
42 | 0.05376 | 0.4562 | 0.32482 |
43 | 0.057352 | 0.4866 | 0.313994 |
44 | 0.014309 | 0.1214 | 0.451851 |
45 | -0.06166 | -0.5232 | 0.301219 |
46 | -0.017778 | -0.1509 | 0.440256 |
47 | -0.032808 | -0.2784 | 0.390758 |
48 | -0.043897 | -0.3725 | 0.355314 |