Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.095476 | -0.8101 | 0.210264 |
2 | -0.058103 | -0.493 | 0.311749 |
3 | -0.071144 | -0.6037 | 0.273979 |
4 | -0.017956 | -0.1524 | 0.439663 |
5 | 0.113885 | 0.9663 | 0.168553 |
6 | -0.048082 | -0.408 | 0.342245 |
7 | 0.084105 | 0.7137 | 0.238873 |
8 | -0.1267 | -1.0751 | 0.142963 |
9 | 0.013334 | 0.1131 | 0.455116 |
10 | 0.058551 | 0.4968 | 0.310414 |
11 | 0.039046 | 0.3313 | 0.370684 |
12 | -0.049521 | -0.4202 | 0.337796 |
13 | -0.023586 | -0.2001 | 0.420969 |
14 | 0.052526 | 0.4457 | 0.328575 |
15 | 0.084318 | 0.7155 | 0.238319 |
16 | 0.04157 | 0.3527 | 0.36266 |
17 | -0.092664 | -0.7863 | 0.217141 |
18 | -0.085757 | -0.7277 | 0.234586 |
19 | -0.045279 | -0.3842 | 0.350979 |
20 | -0.00082 | -0.007 | 0.497235 |
21 | -0.01839 | -0.156 | 0.438219 |
22 | 0.058602 | 0.4973 | 0.310261 |
23 | -0.087467 | -0.7422 | 0.230196 |
24 | -0.129289 | -1.0971 | 0.138137 |
25 | 0.04143 | 0.3515 | 0.363102 |
26 | 0.07083 | 0.601 | 0.27486 |
27 | -0.076915 | -0.6526 | 0.258032 |
28 | -0.088926 | -0.7546 | 0.226487 |
29 | -0.044038 | -0.3737 | 0.354873 |
30 | 0.008353 | 0.0709 | 0.471844 |
31 | -0.003171 | -0.0269 | 0.489305 |
32 | -0.060395 | -0.5125 | 0.304944 |
33 | 0.038498 | 0.3267 | 0.372435 |
34 | -0.050791 | -0.431 | 0.333886 |
35 | 0.026917 | 0.2284 | 0.409994 |
36 | 0.098013 | 0.8317 | 0.204174 |
37 | -0.054605 | -0.4633 | 0.322259 |
38 | -0.101 | -0.857 | 0.197141 |
39 | -0.069552 | -0.5902 | 0.278461 |
40 | 0.053722 | 0.4558 | 0.324935 |
41 | 0.011555 | 0.098 | 0.461084 |
42 | 0.020072 | 0.1703 | 0.432618 |
43 | 0.023159 | 0.1965 | 0.422382 |
44 | 0.015559 | 0.132 | 0.447667 |
45 | -0.062897 | -0.5337 | 0.297596 |
46 | -0.049745 | -0.4221 | 0.337106 |
47 | 0.016005 | 0.1358 | 0.446177 |
48 | 0.010605 | 0.09 | 0.464274 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.095476 | -0.8101 | 0.210264 |
2 | -0.067837 | -0.5756 | 0.283334 |
3 | -0.084703 | -0.7187 | 0.237318 |
4 | -0.038957 | -0.3306 | 0.370968 |
5 | 0.099569 | 0.8449 | 0.200491 |
6 | -0.036183 | -0.307 | 0.379857 |
7 | 0.088658 | 0.7523 | 0.227165 |
8 | -0.103339 | -0.8769 | 0.191739 |
9 | 0.002219 | 0.0188 | 0.492516 |
10 | 0.044729 | 0.3795 | 0.352702 |
11 | 0.047786 | 0.4055 | 0.343165 |
12 | -0.059704 | -0.5066 | 0.30699 |
13 | 0.010968 | 0.0931 | 0.463053 |
14 | 0.035432 | 0.3006 | 0.382275 |
15 | 0.100939 | 0.8565 | 0.197282 |
16 | 0.045544 | 0.3865 | 0.350149 |
17 | -0.063256 | -0.5367 | 0.29655 |
18 | -0.086874 | -0.7371 | 0.231714 |
19 | -0.058448 | -0.4959 | 0.310722 |
20 | -0.062803 | -0.5329 | 0.297871 |
21 | -0.062775 | -0.5327 | 0.297953 |
22 | 0.057513 | 0.488 | 0.313512 |
23 | -0.064811 | -0.5499 | 0.292032 |
24 | -0.136083 | -1.1547 | 0.126015 |
25 | -0.005691 | -0.0483 | 0.480811 |
26 | 0.046206 | 0.3921 | 0.348082 |
27 | -0.098787 | -0.8382 | 0.202335 |
28 | -0.07663 | -0.6502 | 0.258808 |
29 | -0.0782 | -0.6635 | 0.254549 |
30 | -0.027367 | -0.2322 | 0.408514 |
31 | -0.030934 | -0.2625 | 0.39685 |
32 | -0.079308 | -0.673 | 0.251567 |
33 | 0.04859 | 0.4123 | 0.340672 |
34 | 0.013892 | 0.1179 | 0.453247 |
35 | 0.007122 | 0.0604 | 0.47599 |
36 | 0.076437 | 0.6486 | 0.259335 |
37 | -0.03964 | -0.3364 | 0.368791 |
38 | -0.10293 | -0.8734 | 0.192678 |
39 | -0.055279 | -0.4691 | 0.320223 |
40 | -0.010638 | -0.0903 | 0.464164 |
41 | -0.047111 | -0.3997 | 0.345263 |
42 | 0.016897 | 0.1434 | 0.443196 |
43 | 0.057923 | 0.4915 | 0.312287 |
44 | 0.048366 | 0.4104 | 0.341367 |
45 | -0.077208 | -0.6551 | 0.257236 |
46 | -0.09901 | -0.8401 | 0.201808 |
47 | -0.076333 | -0.6477 | 0.259616 |
48 | -0.054489 | -0.4624 | 0.32261 |