Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.421212 | -3.1238 | 0.001424 |
2 | 0.172727 | 1.281 | 0.102788 |
3 | -0.066667 | -0.4944 | 0.311492 |
4 | 0.178788 | 1.3259 | 0.095172 |
5 | -0.333333 | -2.4721 | 0.008278 |
6 | 0.139394 | 1.0338 | 0.152883 |
7 | 0.006061 | 0.0449 | 0.482156 |
8 | 0.175758 | 1.3035 | 0.098925 |
9 | -0.260606 | -1.9327 | 0.029214 |
10 | 0.106061 | 0.7866 | 0.217456 |
11 | -0.057576 | -0.427 | 0.335526 |
12 | -0.009091 | -0.0674 | 0.473246 |
13 | -0.09697 | -0.7191 | 0.237548 |
14 | 0.072727 | 0.5394 | 0.295908 |
15 | 0.166667 | 1.236 | 0.11085 |
16 | -0.193939 | -1.4383 | 0.078009 |
17 | 0.021212 | 0.1573 | 0.437787 |
18 | 0.009091 | 0.0674 | 0.473246 |
19 | -0.048485 | -0.3596 | 0.360272 |
20 | -0.106061 | -0.7866 | 0.217456 |
21 | 0.139394 | 1.0338 | 0.152883 |
22 | -0.069697 | -0.5169 | 0.303654 |
23 | 0.054545 | 0.4045 | 0.3437 |
24 | -0.184848 | -1.3709 | 0.087992 |
25 | 0.136364 | 1.0113 | 0.158151 |
26 | -0.148485 | -1.1012 | 0.137804 |
27 | 0.051515 | 0.382 | 0.35195 |
28 | -0.036364 | -0.2697 | 0.394208 |
29 | 0.087879 | 0.6517 | 0.258646 |
30 | -0.045455 | -0.3371 | 0.368662 |
31 | 0.048485 | 0.3596 | 0.360272 |
32 | -0.115152 | -0.854 | 0.198408 |
33 | 0.160606 | 1.1911 | 0.119367 |
34 | -0.124242 | -0.9214 | 0.180431 |
35 | 0.121212 | 0.8989 | 0.186304 |
36 | -0.012121 | -0.0899 | 0.464349 |
37 | 0.081818 | 0.6068 | 0.273247 |
38 | -0.081818 | -0.6068 | 0.273247 |
39 | -0.018182 | -0.1348 | 0.446615 |
40 | 0 | 0 | 0.5 |
41 | 0.018182 | 0.1348 | 0.446615 |
42 | -0.115152 | -0.854 | 0.198408 |
43 | 0.175758 | 1.3035 | 0.098925 |
44 | -0.078788 | -0.5843 | 0.280702 |
45 | 0.060606 | 0.4495 | 0.327431 |
46 | -0.027273 | -0.2023 | 0.42023 |
47 | -0.009091 | -0.0674 | 0.473246 |
48 | 0.009091 | 0.0674 | 0.473246 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.421212 | -3.1238 | 0.001424 |
2 | -0.005704 | -0.0423 | 0.483204 |
3 | 0.004985 | 0.037 | 0.485322 |
4 | 0.186338 | 1.3819 | 0.086292 |
5 | -0.243883 | -1.8087 | 0.037984 |
6 | -0.136032 | -1.0088 | 0.158734 |
7 | 0.075917 | 0.563 | 0.287857 |
8 | 0.297348 | 2.2052 | 0.01582 |
9 | -0.077449 | -0.5744 | 0.284028 |
10 | -0.262355 | -1.9457 | 0.028406 |
11 | -0.143426 | -1.0637 | 0.146062 |
12 | 0.07442 | 0.5519 | 0.291622 |
13 | 0.146733 | 1.0882 | 0.140626 |
14 | -0.117411 | -0.8707 | 0.193839 |
15 | 0.084811 | 0.629 | 0.265984 |
16 | -0.097171 | -0.7206 | 0.237092 |
17 | -0.051149 | -0.3793 | 0.352953 |
18 | -0.044713 | -0.3316 | 0.370727 |
19 | -0.074221 | -0.5504 | 0.292123 |
20 | -0.023814 | -0.1766 | 0.430231 |
21 | 0.05102 | 0.3784 | 0.353306 |
22 | -0.096458 | -0.7154 | 0.238708 |
23 | -0.092217 | -0.6839 | 0.248454 |
24 | -0.136379 | -1.0114 | 0.158124 |
25 | 0.00284 | 0.0211 | 0.491636 |
26 | -0.00252 | -0.0187 | 0.492579 |
27 | -0.055481 | -0.4115 | 0.341169 |
28 | -0.05948 | -0.4411 | 0.330429 |
29 | -0.094365 | -0.6998 | 0.243491 |
30 | 0.007588 | 0.0563 | 0.477663 |
31 | 0.102279 | 0.7585 | 0.225688 |
32 | -0.099623 | -0.7388 | 0.231577 |
33 | -0.013495 | -0.1001 | 0.460322 |
34 | 0.002119 | 0.0157 | 0.493758 |
35 | 0.084719 | 0.6283 | 0.266206 |
36 | 0.035218 | 0.2612 | 0.397463 |
37 | -0.010502 | -0.0779 | 0.469101 |
38 | -0.056625 | -0.4199 | 0.338081 |
39 | -0.092523 | -0.6862 | 0.247745 |
40 | -0.015407 | -0.1143 | 0.454723 |
41 | 0.032823 | 0.2434 | 0.404293 |
42 | -0.137586 | -1.0204 | 0.156012 |
43 | 0.026173 | 0.1941 | 0.423405 |
44 | 0.00633 | 0.0469 | 0.481364 |
45 | 0.04708 | 0.3492 | 0.364155 |
46 | 0.043534 | 0.3229 | 0.374015 |
47 | -0.0902 | -0.6689 | 0.253165 |
48 | -0.079181 | -0.5872 | 0.279728 |