Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.189284 | -1.4038 | 0.083005 |
2 | -0.196031 | -1.4538 | 0.075841 |
3 | 0.004062 | 0.0301 | 0.488038 |
4 | 0.085455 | 0.6337 | 0.264436 |
5 | -0.278359 | -2.0644 | 0.021856 |
6 | -0.023909 | -0.1773 | 0.429957 |
7 | -0.00613 | -0.0455 | 0.481954 |
8 | 0.101401 | 0.752 | 0.227627 |
9 | 0.123448 | 0.9155 | 0.181959 |
10 | -0.173117 | -1.2839 | 0.102286 |
11 | 0.11517 | 0.8541 | 0.198372 |
12 | 0.073823 | 0.5475 | 0.29313 |
13 | 0.035599 | 0.264 | 0.396381 |
14 | -0.165713 | -1.229 | 0.11216 |
15 | -0.055916 | -0.4147 | 0.339992 |
16 | -0.124535 | -0.9236 | 0.179871 |
17 | 0.229906 | 1.705 | 0.046916 |
18 | -0.083332 | -0.618 | 0.26956 |
19 | -0.057872 | -0.4292 | 0.33473 |
20 | 0.114716 | 0.8508 | 0.199296 |
21 | 0.022072 | 0.1637 | 0.435288 |
22 | -0.070304 | -0.5214 | 0.302096 |
23 | -0.048299 | -0.3582 | 0.360783 |
24 | 0.102851 | 0.7628 | 0.224432 |
25 | -0.015715 | -0.1165 | 0.453824 |
26 | -0.042173 | -0.3128 | 0.377821 |
27 | -0.033664 | -0.2497 | 0.401891 |
28 | 0.094142 | 0.6982 | 0.244006 |
29 | -0.064033 | -0.4749 | 0.318377 |
30 | 0.024015 | 0.1781 | 0.429648 |
31 | -0.009458 | -0.0701 | 0.472166 |
32 | 0.031919 | 0.2367 | 0.406878 |
33 | -0.083256 | -0.6174 | 0.269744 |
34 | 0.058334 | 0.4326 | 0.333492 |
35 | 0.00293 | 0.0217 | 0.49137 |
36 | 0.014742 | 0.1093 | 0.456669 |
37 | 0.009574 | 0.071 | 0.471826 |
38 | -0.045684 | -0.3388 | 0.368026 |
39 | 0.042195 | 0.3129 | 0.377761 |
40 | -0.020119 | -0.1492 | 0.440968 |
41 | -0.005936 | -0.044 | 0.482524 |
42 | -0.007837 | -0.0581 | 0.476932 |
43 | 0.027287 | 0.2024 | 0.42019 |
44 | -0.012061 | -0.0894 | 0.464525 |
45 | 0.001737 | 0.0129 | 0.494885 |
46 | 0.000135 | 0.001 | 0.499602 |
47 | 0.000395 | 0.0029 | 0.498836 |
48 | 0.00384 | 0.0285 | 0.488692 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.189284 | -1.4038 | 0.083005 |
2 | -0.240475 | -1.7834 | 0.040018 |
3 | -0.096305 | -0.7142 | 0.239058 |
4 | 0.018556 | 0.1376 | 0.445524 |
5 | -0.299937 | -2.2244 | 0.015123 |
6 | -0.167047 | -1.2389 | 0.11033 |
7 | -0.222247 | -1.6482 | 0.052503 |
8 | -0.058755 | -0.4357 | 0.332366 |
9 | 0.112802 | 0.8366 | 0.20323 |
10 | -0.231703 | -1.7184 | 0.045679 |
11 | 0.045604 | 0.3382 | 0.368246 |
12 | -0.012182 | -0.0903 | 0.464171 |
13 | 0.134175 | 0.9951 | 0.16203 |
14 | 0.019488 | 0.1445 | 0.442806 |
15 | -0.176454 | -1.3086 | 0.098053 |
16 | -0.223726 | -1.6592 | 0.051384 |
17 | 0.113833 | 0.8442 | 0.201104 |
18 | -0.013738 | -0.1019 | 0.45961 |
19 | -0.065741 | -0.4875 | 0.313905 |
20 | -0.109862 | -0.8148 | 0.209363 |
21 | -0.19273 | -1.4293 | 0.079283 |
22 | 0.017826 | 0.1322 | 0.447655 |
23 | -0.066177 | -0.4908 | 0.312766 |
24 | 0.018534 | 0.1375 | 0.445587 |
25 | -0.056962 | -0.4224 | 0.337174 |
26 | -0.188701 | -1.3994 | 0.083648 |
27 | 0.102677 | 0.7615 | 0.224814 |
28 | 0.050771 | 0.3765 | 0.353988 |
29 | -0.08789 | -0.6518 | 0.25862 |
30 | -0.054763 | -0.4061 | 0.343111 |
31 | -0.150156 | -1.1136 | 0.13515 |
32 | 0.08404 | 0.6233 | 0.267845 |
33 | -0.042629 | -0.3161 | 0.376544 |
34 | -0.086529 | -0.6417 | 0.261863 |
35 | -0.070236 | -0.5209 | 0.302269 |
36 | -0.090097 | -0.6682 | 0.253406 |
37 | 0.037553 | 0.2785 | 0.390835 |
38 | -0.034302 | -0.2544 | 0.400072 |
39 | -0.062377 | -0.4626 | 0.322739 |
40 | -0.045766 | -0.3394 | 0.367798 |
41 | -0.072533 | -0.5379 | 0.2964 |
42 | 0.041512 | 0.3079 | 0.379675 |
43 | 0.010103 | 0.0749 | 0.470274 |
44 | -0.062499 | -0.4635 | 0.322417 |
45 | -0.089505 | -0.6638 | 0.2548 |
46 | 0.020137 | 0.1493 | 0.440915 |
47 | -0.017907 | -0.1328 | 0.447417 |
48 | -0.021977 | -0.163 | 0.435562 |