Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.130383 | -0.9757 | 0.166706 |
2 | -0.003483 | -0.0261 | 0.48965 |
3 | 0.093999 | 0.7034 | 0.242353 |
4 | -0.09619 | -0.7198 | 0.237315 |
5 | -0.12213 | -0.9139 | 0.182334 |
6 | 0.089004 | 0.666 | 0.254057 |
7 | -0.011961 | -0.0895 | 0.464498 |
8 | 0.066619 | 0.4985 | 0.310032 |
9 | 0.227734 | 1.7042 | 0.046943 |
10 | 0.065878 | 0.493 | 0.311976 |
11 | 0.219591 | 1.6433 | 0.052965 |
12 | -0.219579 | -1.6432 | 0.052975 |
13 | -0.037815 | -0.283 | 0.389117 |
14 | 0.050197 | 0.3756 | 0.354302 |
15 | -0.104447 | -0.7816 | 0.218868 |
16 | -0.135535 | -1.0143 | 0.157413 |
17 | 0.189392 | 1.4173 | 0.080971 |
18 | 0.101442 | 0.7591 | 0.225482 |
19 | 0.002855 | 0.0214 | 0.491515 |
20 | -0.0071 | -0.0531 | 0.478907 |
21 | 0.203692 | 1.5243 | 0.066532 |
22 | -0.229727 | -1.7191 | 0.045558 |
23 | 0.022621 | 0.1693 | 0.433093 |
24 | 0.022685 | 0.1698 | 0.432906 |
25 | -0.175201 | -1.3111 | 0.09759 |
26 | -0.051586 | -0.386 | 0.350466 |
27 | 0.086924 | 0.6505 | 0.259021 |
28 | 0.060994 | 0.4564 | 0.324921 |
29 | -0.004721 | -0.0353 | 0.485972 |
30 | -0.013749 | -0.1029 | 0.459209 |
31 | -0.126654 | -0.9478 | 0.173654 |
32 | 0.069097 | 0.5171 | 0.30357 |
33 | -0.222262 | -1.6633 | 0.050924 |
34 | -0.069675 | -0.5214 | 0.302073 |
35 | -0.010613 | -0.0794 | 0.468491 |
36 | -0.126423 | -0.9461 | 0.174091 |
37 | 0.062126 | 0.4649 | 0.321899 |
38 | 0.148643 | 1.1123 | 0.135371 |
39 | -0.063866 | -0.4779 | 0.31728 |
40 | -0.057522 | -0.4305 | 0.334257 |
41 | -0.009433 | -0.0706 | 0.471989 |
42 | -0.098886 | -0.74 | 0.231197 |
43 | -0.064912 | -0.4858 | 0.314518 |
44 | -0.0162 | -0.1212 | 0.451971 |
45 | 0.007723 | 0.0578 | 0.477061 |
46 | 0.00531 | 0.0397 | 0.484222 |
47 | 0.000361 | 0.0027 | 0.498927 |
48 | 0.020561 | 0.1539 | 0.439135 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.130383 | -0.9757 | 0.166706 |
2 | -0.020837 | -0.1559 | 0.438325 |
3 | 0.092429 | 0.6917 | 0.245999 |
4 | -0.073742 | -0.5518 | 0.291628 |
5 | -0.147136 | -1.1011 | 0.13779 |
6 | 0.048132 | 0.3602 | 0.360032 |
7 | 0.023534 | 0.1761 | 0.430421 |
8 | 0.085997 | 0.6435 | 0.261249 |
9 | 0.224158 | 1.6774 | 0.049515 |
10 | 0.134224 | 1.0044 | 0.159744 |
11 | 0.289848 | 2.169 | 0.017171 |
12 | -0.187017 | -1.3995 | 0.083588 |
13 | -0.07185 | -0.5377 | 0.296465 |
14 | 0.056066 | 0.4196 | 0.338206 |
15 | -0.042175 | -0.3156 | 0.376737 |
16 | -0.191988 | -1.4367 | 0.078182 |
17 | -0.002419 | -0.0181 | 0.492811 |
18 | 0.13181 | 0.9864 | 0.164096 |
19 | -0.009226 | -0.069 | 0.472602 |
20 | -0.22508 | -1.6843 | 0.048841 |
21 | 0.304997 | 2.2824 | 0.013143 |
22 | -0.099922 | -0.7478 | 0.228869 |
23 | 0.088304 | 0.6608 | 0.255724 |
24 | -0.042024 | -0.3145 | 0.377163 |
25 | -0.105206 | -0.7873 | 0.217216 |
26 | -0.058458 | -0.4375 | 0.33173 |
27 | -0.092045 | -0.6888 | 0.246895 |
28 | -0.003499 | -0.0262 | 0.489601 |
29 | 0.018807 | 0.1407 | 0.444292 |
30 | -0.118647 | -0.8879 | 0.189203 |
31 | -0.104577 | -0.7826 | 0.218585 |
32 | -0.117742 | -0.8811 | 0.191015 |
33 | 0.062439 | 0.4672 | 0.321068 |
34 | -0.151766 | -1.1357 | 0.130458 |
35 | -0.090484 | -0.6771 | 0.250558 |
36 | -0.01923 | -0.1439 | 0.443047 |
37 | 0.077822 | 0.5824 | 0.28133 |
38 | 0.024926 | 0.1865 | 0.426353 |
39 | 0.016975 | 0.127 | 0.449685 |
40 | 0.040478 | 0.3029 | 0.38154 |
41 | 0.039641 | 0.2966 | 0.383916 |
42 | -0.101271 | -0.7578 | 0.225862 |
43 | 0.137372 | 1.028 | 0.154185 |
44 | 0.030839 | 0.2308 | 0.409165 |
45 | 0.062818 | 0.4701 | 0.320058 |
46 | -0.108953 | -0.8153 | 0.20917 |
47 | -0.061854 | -0.4629 | 0.322625 |
48 | 0.007548 | 0.0565 | 0.47758 |