Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.106977 | -0.8286 | 0.205297 |
2 | -0.176109 | -1.3641 | 0.088811 |
3 | 0.083821 | 0.6493 | 0.25932 |
4 | 0.171013 | 1.3247 | 0.095153 |
5 | 0.041602 | 0.3222 | 0.374194 |
6 | 0.012613 | 0.0977 | 0.461248 |
7 | -0.025442 | -0.1971 | 0.422219 |
8 | -0.140043 | -1.0848 | 0.141181 |
9 | 0.034171 | 0.2647 | 0.39608 |
10 | -0.002047 | -0.0159 | 0.493702 |
11 | 0.172273 | 1.3344 | 0.093555 |
12 | -0.268097 | -2.0767 | 0.021061 |
13 | -0.112963 | -0.875 | 0.192529 |
14 | 0.039608 | 0.3068 | 0.380029 |
15 | -0.166949 | -1.2932 | 0.100452 |
16 | -0.060893 | -0.4717 | 0.319434 |
17 | 0.10421 | 0.8072 | 0.211367 |
18 | -0.014764 | -0.1144 | 0.454667 |
19 | -0.206993 | -1.6034 | 0.057053 |
20 | 0.05519 | 0.4275 | 0.335273 |
21 | 0.030741 | 0.2381 | 0.406301 |
22 | 0.064431 | 0.4991 | 0.309775 |
23 | -0.125236 | -0.9701 | 0.167953 |
24 | -0.082733 | -0.6408 | 0.262031 |
25 | -0.01488 | -0.1153 | 0.454311 |
26 | 0.120024 | 0.9297 | 0.178125 |
27 | -0.015339 | -0.1188 | 0.452909 |
28 | 0.019929 | 0.1544 | 0.43892 |
29 | 0.012433 | 0.0963 | 0.4618 |
30 | -0.097308 | -0.7537 | 0.226976 |
31 | 0.114753 | 0.8889 | 0.188811 |
32 | -0.050933 | -0.3945 | 0.347295 |
33 | 0.038646 | 0.2994 | 0.382854 |
34 | -0.129912 | -1.0063 | 0.159158 |
35 | 0.069613 | 0.5392 | 0.295865 |
36 | -0.041359 | -0.3204 | 0.374902 |
37 | -0.005804 | -0.045 | 0.482145 |
38 | 0.053266 | 0.4126 | 0.340686 |
39 | 0.007974 | 0.0618 | 0.475478 |
40 | -0.025289 | -0.1959 | 0.42268 |
41 | 0.002214 | 0.0171 | 0.493188 |
42 | 0.109012 | 0.8444 | 0.200899 |
43 | -0.019692 | -0.1525 | 0.439638 |
44 | 0.066059 | 0.5117 | 0.305373 |
45 | -0.029998 | -0.2324 | 0.408524 |
46 | 0.04557 | 0.353 | 0.36267 |
47 | 0.055695 | 0.4314 | 0.333857 |
48 | -0.05851 | -0.4532 | 0.326014 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.106977 | -0.8286 | 0.205297 |
2 | -0.189724 | -1.4696 | 0.073448 |
3 | 0.043139 | 0.3342 | 0.369713 |
4 | 0.161023 | 1.2473 | 0.108571 |
5 | 0.112582 | 0.8721 | 0.193327 |
6 | 0.090142 | 0.6982 | 0.243863 |
7 | -0.013963 | -0.1082 | 0.457117 |
8 | -0.191576 | -1.4839 | 0.07153 |
9 | -0.067019 | -0.5191 | 0.30279 |
10 | -0.085418 | -0.6616 | 0.255366 |
11 | 0.225505 | 1.7468 | 0.042899 |
12 | -0.175634 | -1.3605 | 0.089388 |
13 | -0.085936 | -0.6657 | 0.254091 |
14 | -0.103976 | -0.8054 | 0.211886 |
15 | -0.301039 | -2.3318 | 0.011542 |
16 | -0.09975 | -0.7727 | 0.221378 |
17 | 0.130669 | 1.0122 | 0.157764 |
18 | 0.156835 | 1.2148 | 0.114594 |
19 | 0.000202 | 0.0016 | 0.499378 |
20 | -0.061896 | -0.4794 | 0.316683 |
21 | -0.142475 | -1.1036 | 0.137085 |
22 | -0.06822 | -0.5284 | 0.299574 |
23 | -0.080153 | -0.6209 | 0.26852 |
24 | -0.043514 | -0.3371 | 0.368626 |
25 | -0.062194 | -0.4818 | 0.315867 |
26 | 0.160748 | 1.2451 | 0.108959 |
27 | -0.115245 | -0.8927 | 0.187797 |
28 | -0.055577 | -0.4305 | 0.334187 |
29 | -0.016391 | -0.127 | 0.449696 |
30 | -0.117597 | -0.9109 | 0.182995 |
31 | -0.004091 | -0.0317 | 0.487413 |
32 | -0.096232 | -0.7454 | 0.229467 |
33 | 0.067653 | 0.524 | 0.30109 |
34 | -0.156373 | -1.2113 | 0.115272 |
35 | 0.004642 | 0.036 | 0.485719 |
36 | -0.13001 | -1.0071 | 0.158976 |
37 | -0.156783 | -1.2144 | 0.114669 |
38 | 0.028913 | 0.224 | 0.411775 |
39 | -0.02873 | -0.2225 | 0.412323 |
40 | -0.033243 | -0.2575 | 0.398838 |
41 | 0.201982 | 1.5645 | 0.061474 |
42 | -0.001132 | -0.0088 | 0.496515 |
43 | -0.014212 | -0.1101 | 0.456356 |
44 | -0.062577 | -0.4847 | 0.314821 |
45 | -0.084333 | -0.6532 | 0.258049 |
46 | -0.08734 | -0.6765 | 0.250652 |
47 | 0.038419 | 0.2976 | 0.383521 |
48 | -0.059975 | -0.4646 | 0.321962 |