Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.085651 | -0.6466 | 0.260228 |
2 | -0.038335 | -0.2894 | 0.386654 |
3 | -0.06786 | -0.5123 | 0.305199 |
4 | -0.145992 | -1.1022 | 0.137501 |
5 | 0.07478 | 0.5646 | 0.287288 |
6 | -0.232557 | -1.7558 | 0.04225 |
7 | 0.161358 | 1.2182 | 0.114078 |
8 | -0.236061 | -1.7822 | 0.04002 |
9 | 0.010702 | 0.0808 | 0.467944 |
10 | -0.096398 | -0.7278 | 0.234861 |
11 | -9e-04 | -0.0068 | 0.497302 |
12 | 0.610873 | 4.612 | 1.2e-05 |
13 | -0.016346 | -0.1234 | 0.451108 |
14 | -0.061554 | -0.4647 | 0.321951 |
15 | -0.108155 | -0.8166 | 0.208792 |
16 | -0.209846 | -1.5843 | 0.059329 |
17 | 0.083165 | 0.6279 | 0.266294 |
18 | -0.104474 | -0.7888 | 0.21676 |
19 | 0.089134 | 0.6729 | 0.25185 |
20 | -0.117726 | -0.8888 | 0.188921 |
21 | 0.012765 | 0.0964 | 0.46178 |
22 | 0.027257 | 0.2058 | 0.418846 |
23 | -0.108413 | -0.8185 | 0.208241 |
24 | 0.421616 | 3.1831 | 0.00118 |
25 | -0.018754 | -0.1416 | 0.443951 |
26 | -0.001498 | -0.0113 | 0.495508 |
27 | -0.179903 | -1.3582 | 0.08987 |
28 | -0.141332 | -1.067 | 0.145227 |
29 | 0.119151 | 0.8996 | 0.186067 |
30 | -0.117955 | -0.8905 | 0.188459 |
31 | 0.080705 | 0.6093 | 0.272369 |
32 | -0.080898 | -0.6108 | 0.27189 |
33 | 0.049613 | 0.3746 | 0.354684 |
34 | -0.080301 | -0.6063 | 0.273375 |
35 | -0.061521 | -0.4645 | 0.32204 |
36 | 0.193096 | 1.4578 | 0.075186 |
37 | -0.020726 | -0.1565 | 0.438104 |
38 | -0.0297 | -0.2242 | 0.41169 |
39 | -0.091087 | -0.6877 | 0.247217 |
40 | -0.031871 | -0.2406 | 0.405355 |
41 | 0.062442 | 0.4714 | 0.319567 |
42 | -0.035809 | -0.2704 | 0.393932 |
43 | 0.059135 | 0.4465 | 0.328478 |
44 | 0.015476 | 0.1168 | 0.453697 |
45 | -0.010661 | -0.0805 | 0.468064 |
46 | -0.004777 | -0.0361 | 0.485677 |
47 | -0.029801 | -0.225 | 0.411395 |
48 | 0.073206 | 0.5527 | 0.291317 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.085651 | -0.6466 | 0.260228 |
2 | -0.046009 | -0.3474 | 0.364801 |
3 | -0.075952 | -0.5734 | 0.284307 |
4 | -0.163313 | -1.233 | 0.111321 |
5 | 0.039358 | 0.2971 | 0.383716 |
6 | -0.25321 | -1.9117 | 0.030473 |
7 | 0.11031 | 0.8328 | 0.204211 |
8 | -0.29866 | -2.2548 | 0.014001 |
9 | -0.01619 | -0.1222 | 0.451573 |
10 | -0.26968 | -2.036 | 0.023202 |
11 | 0.018427 | 0.1391 | 0.444922 |
12 | 0.505564 | 3.8169 | 0.000168 |
13 | 0.163914 | 1.2375 | 0.110483 |
14 | -0.161131 | -1.2165 | 0.114402 |
15 | 0.018803 | 0.142 | 0.443808 |
16 | -0.344694 | -2.6024 | 0.005889 |
17 | 0.147734 | 1.1154 | 0.134687 |
18 | 0.02679 | 0.2023 | 0.420217 |
19 | -0.021734 | -0.1641 | 0.435122 |
20 | 0.059774 | 0.4513 | 0.326749 |
21 | 0.057345 | 0.4329 | 0.333344 |
22 | 0.054404 | 0.4107 | 0.341402 |
23 | -0.068656 | -0.5183 | 0.303114 |
24 | -0.160069 | -1.2085 | 0.115923 |
25 | 0.010331 | 0.078 | 0.469051 |
26 | 0.063895 | 0.4824 | 0.315686 |
27 | -0.060369 | -0.4558 | 0.325142 |
28 | 0.183364 | 1.3844 | 0.085821 |
29 | -0.006615 | -0.0499 | 0.480172 |
30 | -0.089796 | -0.6779 | 0.250275 |
31 | -0.066809 | -0.5044 | 0.307962 |
32 | -0.05904 | -0.4457 | 0.328736 |
33 | -0.058932 | -0.4449 | 0.32903 |
34 | -0.108014 | -0.8155 | 0.209095 |
35 | -0.023262 | -0.1756 | 0.430607 |
36 | -0.065183 | -0.4921 | 0.312263 |
37 | -0.068865 | -0.5199 | 0.302567 |
38 | -0.098824 | -0.7461 | 0.229335 |
39 | 0.050518 | 0.3814 | 0.352161 |
40 | 0.045342 | 0.3423 | 0.366682 |
41 | -0.043489 | -0.3283 | 0.37193 |
42 | -0.019035 | -0.1437 | 0.443117 |
43 | -0.013831 | -0.1044 | 0.458601 |
44 | -0.007519 | -0.0568 | 0.477466 |
45 | 0.038045 | 0.2872 | 0.387489 |
46 | 0.031992 | 0.2415 | 0.405005 |
47 | 0.092322 | 0.697 | 0.244313 |
48 | 0.013359 | 0.1009 | 0.460009 |