Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.15196 | -1.0637 | 0.146336 |
2 | -0.015244 | -0.1067 | 0.457729 |
3 | 0.049787 | 0.3485 | 0.364475 |
4 | 0.027016 | 0.1891 | 0.425394 |
5 | 0.078744 | 0.5512 | 0.291998 |
6 | -0.09419 | -0.6593 | 0.256386 |
7 | 0.059629 | 0.4174 | 0.339102 |
8 | 0.061069 | 0.4275 | 0.335449 |
9 | -0.164827 | -1.1538 | 0.127091 |
10 | -0.100958 | -0.7067 | 0.241549 |
11 | 0.252537 | 1.7678 | 0.041664 |
12 | -0.042053 | -0.2944 | 0.384859 |
13 | 0.091073 | 0.6375 | 0.263379 |
14 | -0.066059 | -0.4624 | 0.322915 |
15 | 0.113414 | 0.7939 | 0.215541 |
16 | -0.073455 | -0.5142 | 0.304716 |
17 | 0.021312 | 0.1492 | 0.441009 |
18 | -0.044006 | -0.308 | 0.379679 |
19 | 0.135257 | 0.9468 | 0.174194 |
20 | -0.075121 | -0.5258 | 0.300684 |
21 | -0.259492 | -1.8164 | 0.037711 |
22 | -0.054152 | -0.3791 | 0.353138 |
23 | 0.079854 | 0.559 | 0.289362 |
24 | -0.036633 | -0.2564 | 0.399346 |
25 | -0.077317 | -0.5412 | 0.295404 |
26 | 0.026917 | 0.1884 | 0.425663 |
27 | -0.00979 | -0.0685 | 0.47282 |
28 | 0.05415 | 0.379 | 0.353145 |
29 | -0.149189 | -1.0443 | 0.15073 |
30 | 0.100843 | 0.7059 | 0.241797 |
31 | -0.000969 | -0.0068 | 0.497308 |
32 | -0.131813 | -0.9227 | 0.180344 |
33 | -0.03877 | -0.2714 | 0.393615 |
34 | 0.036466 | 0.2553 | 0.399794 |
35 | -0.097898 | -0.6853 | 0.248197 |
36 | 0.053634 | 0.3754 | 0.354478 |
37 | -0.037409 | -0.2619 | 0.397262 |
38 | 0.071505 | 0.5005 | 0.309469 |
39 | -0.000921 | -0.0065 | 0.49744 |
40 | -0.128458 | -0.8992 | 0.18647 |
41 | 0.111228 | 0.7786 | 0.219981 |
42 | -0.008039 | -0.0563 | 0.477677 |
43 | 0.002657 | 0.0186 | 0.492619 |
44 | -0.04957 | -0.347 | 0.365041 |
45 | 0.026299 | 0.1841 | 0.427349 |
46 | -0.006819 | -0.0477 | 0.481063 |
47 | -0.034904 | -0.2443 | 0.403998 |
48 | -0.003376 | -0.0236 | 0.490622 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.15196 | -1.0637 | 0.146336 |
2 | -0.039241 | -0.2747 | 0.392354 |
3 | 0.042461 | 0.2972 | 0.383774 |
4 | 0.041855 | 0.293 | 0.385386 |
5 | 0.094319 | 0.6602 | 0.256097 |
6 | -0.070441 | -0.4931 | 0.312076 |
7 | 0.035325 | 0.2473 | 0.402865 |
8 | 0.064208 | 0.4495 | 0.327543 |
9 | -0.148363 | -1.0385 | 0.152057 |
10 | -0.160281 | -1.122 | 0.133672 |
11 | 0.230973 | 1.6168 | 0.05617 |
12 | 0.025683 | 0.1798 | 0.429034 |
13 | 0.123253 | 0.8628 | 0.196234 |
14 | -0.018175 | -0.1272 | 0.449641 |
15 | 0.085393 | 0.5978 | 0.276379 |
16 | -0.126109 | -0.8828 | 0.190837 |
17 | 0.071105 | 0.4977 | 0.310447 |
18 | -0.126886 | -0.8882 | 0.189385 |
19 | 0.117873 | 0.8251 | 0.206654 |
20 | -0.033256 | -0.2328 | 0.408445 |
21 | -0.20582 | -1.4407 | 0.078009 |
22 | -0.23342 | -1.6339 | 0.05434 |
23 | 0.126917 | 0.8884 | 0.189328 |
24 | -0.085131 | -0.5959 | 0.276987 |
25 | 0.004587 | 0.0321 | 0.487259 |
26 | -0.034096 | -0.2387 | 0.406179 |
27 | 0.050894 | 0.3563 | 0.361589 |
28 | 0.009101 | 0.0637 | 0.47473 |
29 | -0.000133 | -9e-04 | 0.49963 |
30 | -0.155195 | -1.0864 | 0.141317 |
31 | -0.005278 | -0.0369 | 0.48534 |
32 | -0.079433 | -0.556 | 0.290359 |
33 | 0.049206 | 0.3444 | 0.365993 |
34 | -0.024693 | -0.1729 | 0.43174 |
35 | -0.00906 | -0.0634 | 0.474845 |
36 | 0.052187 | 0.3653 | 0.358227 |
37 | 0.055979 | 0.3919 | 0.348434 |
38 | 0.007408 | 0.0519 | 0.479427 |
39 | -0.000884 | -0.0062 | 0.497543 |
40 | -0.057093 | -0.3997 | 0.345574 |
41 | 0.043089 | 0.3016 | 0.382108 |
42 | -0.101136 | -0.708 | 0.241164 |
43 | -0.022778 | -0.1594 | 0.436987 |
44 | -0.039219 | -0.2745 | 0.392416 |
45 | 0.056182 | 0.3933 | 0.347911 |
46 | -0.028164 | -0.1971 | 0.422264 |
47 | -0.048827 | -0.3418 | 0.366987 |
48 | 0.03605 | 0.2523 | 0.400914 |