Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.085445 | -0.6507 | 0.258896 |
2 | -0.055124 | -0.4198 | 0.338088 |
3 | -0.067202 | -0.5118 | 0.305369 |
4 | -0.143598 | -1.0936 | 0.139323 |
5 | 0.073197 | 0.5575 | 0.289681 |
6 | -0.223987 | -1.7058 | 0.046695 |
7 | 0.156883 | 1.1948 | 0.118517 |
8 | -0.226304 | -1.7235 | 0.045064 |
9 | 0.010539 | 0.0803 | 0.468153 |
10 | -0.087472 | -0.6662 | 0.253972 |
11 | 0.006037 | 0.046 | 0.481743 |
12 | 0.619986 | 4.7217 | 8e-06 |
13 | -0.017474 | -0.1331 | 0.447295 |
14 | -0.094923 | -0.7229 | 0.236318 |
15 | -0.113106 | -0.8614 | 0.196285 |
16 | -0.199135 | -1.5166 | 0.067404 |
17 | 0.065014 | 0.4951 | 0.311189 |
18 | -0.0974 | -0.7418 | 0.230607 |
19 | 0.08019 | 0.6107 | 0.27189 |
20 | -0.112186 | -0.8544 | 0.198204 |
21 | 0.007758 | 0.0591 | 0.476544 |
22 | 0.034964 | 0.2663 | 0.395485 |
23 | -0.100045 | -0.7619 | 0.224597 |
24 | 0.420514 | 3.2025 | 0.001106 |
25 | -0.012932 | -0.0985 | 0.460944 |
26 | -0.043874 | -0.3341 | 0.369742 |
27 | -0.179168 | -1.3645 | 0.08884 |
28 | -0.138859 | -1.0575 | 0.14733 |
29 | 0.119416 | 0.9094 | 0.183439 |
30 | -0.109672 | -0.8352 | 0.203507 |
31 | 0.077923 | 0.5934 | 0.277595 |
32 | -0.07245 | -0.5518 | 0.291614 |
33 | 0.048361 | 0.3683 | 0.356993 |
34 | -0.062528 | -0.4762 | 0.317861 |
35 | -0.067196 | -0.5117 | 0.305385 |
36 | 0.196451 | 1.4961 | 0.070021 |
37 | -0.014363 | -0.1094 | 0.456636 |
38 | -0.049516 | -0.3771 | 0.353737 |
39 | -0.10005 | -0.762 | 0.224587 |
40 | -0.031669 | -0.2412 | 0.405132 |
41 | 0.06999 | 0.533 | 0.298027 |
42 | -0.027577 | -0.21 | 0.417193 |
43 | 0.051297 | 0.3907 | 0.348739 |
44 | 0.018416 | 0.1403 | 0.444473 |
45 | -0.00645 | -0.0491 | 0.480496 |
46 | -0.00751 | -0.0572 | 0.477295 |
47 | -0.024018 | -0.1829 | 0.42775 |
48 | 0.078819 | 0.6003 | 0.275333 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.085445 | -0.6507 | 0.258896 |
2 | -0.062884 | -0.4789 | 0.316903 |
3 | -0.078462 | -0.5975 | 0.276234 |
4 | -0.163426 | -1.2446 | 0.10914 |
5 | 0.034483 | 0.2626 | 0.396889 |
6 | -0.250888 | -1.9107 | 0.030495 |
7 | 0.106137 | 0.8083 | 0.211105 |
8 | -0.296253 | -2.2562 | 0.013922 |
9 | -0.014792 | -0.1127 | 0.455347 |
10 | -0.266325 | -2.0283 | 0.023567 |
11 | 0.022809 | 0.1737 | 0.431351 |
12 | 0.518674 | 3.9501 | 0.000107 |
13 | 0.177019 | 1.3481 | 0.091428 |
14 | -0.167202 | -1.2734 | 0.103983 |
15 | 0.007362 | 0.0561 | 0.477741 |
16 | -0.324624 | -2.4723 | 0.00819 |
17 | 0.095134 | 0.7245 | 0.23583 |
18 | 0.037011 | 0.2819 | 0.389525 |
19 | -0.038914 | -0.2964 | 0.384006 |
20 | 0.053778 | 0.4096 | 0.341818 |
21 | 0.049933 | 0.3803 | 0.352565 |
22 | 0.047653 | 0.3629 | 0.358993 |
23 | -0.10757 | -0.8192 | 0.208004 |
24 | -0.154429 | -1.1761 | 0.122181 |
25 | -0.02795 | -0.2129 | 0.416092 |
26 | 0.085987 | 0.6549 | 0.257575 |
27 | -0.068872 | -0.5245 | 0.300961 |
28 | 0.165196 | 1.2581 | 0.1067 |
29 | 0.021825 | 0.1662 | 0.434284 |
30 | -0.089615 | -0.6825 | 0.248825 |
31 | -0.087152 | -0.6637 | 0.254748 |
32 | -0.047083 | -0.3586 | 0.360609 |
33 | -0.083029 | -0.6323 | 0.264828 |
34 | -0.090875 | -0.6921 | 0.245822 |
35 | -0.024117 | -0.1837 | 0.427456 |
36 | -0.079114 | -0.6025 | 0.27459 |
37 | -0.057368 | -0.4369 | 0.331903 |
38 | -0.085144 | -0.6484 | 0.25963 |
39 | 0.048253 | 0.3675 | 0.357299 |
40 | 0.050186 | 0.3822 | 0.351854 |
41 | -0.048366 | -0.3683 | 0.356978 |
42 | -0.012383 | -0.0943 | 0.462595 |
43 | -0.014059 | -0.1071 | 0.457551 |
44 | -0.019085 | -0.1454 | 0.442469 |
45 | 0.039253 | 0.2989 | 0.383027 |
46 | 0.022991 | 0.1751 | 0.430807 |
47 | 0.121283 | 0.9237 | 0.179743 |
48 | 0.048115 | 0.3664 | 0.357688 |