Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.26118 | -2.2007 | 0.015504 |
2 | 0.090264 | 0.7606 | 0.224715 |
3 | 0.030071 | 0.2534 | 0.400352 |
4 | 0.084561 | 0.7125 | 0.239239 |
5 | -0.029633 | -0.2497 | 0.401775 |
6 | -0.056848 | -0.479 | 0.316703 |
7 | 0.021674 | 0.1826 | 0.427804 |
8 | 0.036937 | 0.3112 | 0.378268 |
9 | -0.220118 | -1.8548 | 0.033892 |
10 | 0.099109 | 0.8351 | 0.20323 |
11 | 0.117152 | 0.9871 | 0.163463 |
12 | -0.397945 | -3.3531 | 0.000642 |
13 | 0.218677 | 1.8426 | 0.034781 |
14 | -0.14676 | -1.2366 | 0.110152 |
15 | 0.04 | 0.337 | 0.36854 |
16 | -0.105838 | -0.8918 | 0.187754 |
17 | -0.106186 | -0.8947 | 0.186974 |
18 | 0.109108 | 0.9194 | 0.180511 |
19 | -0.028402 | -0.2393 | 0.405774 |
20 | 0.027313 | 0.2301 | 0.409322 |
21 | 0.15843 | 1.335 | 0.093078 |
22 | -0.120502 | -1.0154 | 0.156688 |
23 | 0.092649 | 0.7807 | 0.218794 |
24 | 0.048865 | 0.4117 | 0.340885 |
25 | -0.051621 | -0.435 | 0.332454 |
26 | 0.189134 | 1.5937 | 0.057726 |
27 | -0.055818 | -0.4703 | 0.31978 |
28 | 0.071338 | 0.6011 | 0.274842 |
29 | 0.026243 | 0.2211 | 0.412812 |
30 | -0.048342 | -0.4073 | 0.342492 |
31 | 0.100102 | 0.8435 | 0.200899 |
32 | -0.07637 | -0.6435 | 0.260985 |
33 | -0.067765 | -0.571 | 0.284903 |
34 | -0.013356 | -0.1125 | 0.455356 |
35 | -0.065444 | -0.5514 | 0.291531 |
36 | -0.062305 | -0.525 | 0.300613 |
37 | 0.018059 | 0.1522 | 0.439742 |
38 | -0.151053 | -1.2728 | 0.103621 |
39 | 0.095182 | 0.802 | 0.212609 |
40 | -0.112939 | -0.9516 | 0.172255 |
41 | 0.100467 | 0.8465 | 0.200046 |
42 | -0.046255 | -0.3897 | 0.348945 |
43 | -0.039421 | -0.3322 | 0.370372 |
44 | -0.030757 | -0.2592 | 0.398128 |
45 | -0.001313 | -0.0111 | 0.495602 |
46 | 0.050541 | 0.4259 | 0.335748 |
47 | -0.007398 | -0.0623 | 0.475234 |
48 | -0.040202 | -0.3388 | 0.367899 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.26118 | -2.2007 | 0.015504 |
2 | 0.023663 | 0.1994 | 0.421266 |
3 | 0.063643 | 0.5363 | 0.296725 |
4 | 0.113528 | 0.9566 | 0.171008 |
5 | 0.014072 | 0.1186 | 0.452975 |
6 | -0.084417 | -0.7113 | 0.239611 |
7 | -0.027957 | -0.2356 | 0.407223 |
8 | 0.04302 | 0.3625 | 0.359031 |
9 | -0.204594 | -1.7239 | 0.044535 |
10 | 1.6e-05 | 1e-04 | 0.499946 |
11 | 0.189576 | 1.5974 | 0.05731 |
12 | -0.374053 | -3.1518 | 0.001188 |
13 | 0.088128 | 0.7426 | 0.230093 |
14 | -0.056169 | -0.4733 | 0.318729 |
15 | -0.083453 | -0.7032 | 0.242119 |
16 | 0.002845 | 0.024 | 0.490471 |
17 | -0.190403 | -1.6044 | 0.056536 |
18 | -0.007012 | -0.0591 | 0.476525 |
19 | 0.109411 | 0.9219 | 0.179847 |
20 | 0.085108 | 0.7171 | 0.237823 |
21 | 0.041264 | 0.3477 | 0.364549 |
22 | -0.014103 | -0.1188 | 0.452871 |
23 | 0.05834 | 0.4916 | 0.312266 |
24 | -0.098338 | -0.8286 | 0.205051 |
25 | 0.043235 | 0.3643 | 0.358358 |
26 | 0.125397 | 1.0566 | 0.147135 |
27 | 0.074703 | 0.6295 | 0.265535 |
28 | 0.05065 | 0.4268 | 0.335413 |
29 | -0.052251 | -0.4403 | 0.330539 |
30 | -0.004465 | -0.0376 | 0.485047 |
31 | 0.048688 | 0.4103 | 0.341428 |
32 | 0.010038 | 0.0846 | 0.466417 |
33 | -0.08391 | -0.707 | 0.240928 |
34 | -0.158172 | -1.3328 | 0.093433 |
35 | 0.101437 | 0.8547 | 0.19779 |
36 | -0.11903 | -1.003 | 0.159642 |
37 | 0.047172 | 0.3975 | 0.346104 |
38 | -0.028562 | -0.2407 | 0.405255 |
39 | -0.051819 | -0.4366 | 0.33185 |
40 | 0.009313 | 0.0785 | 0.468836 |
41 | 0.037602 | 0.3168 | 0.376147 |
42 | -0.025824 | -0.2176 | 0.414185 |
43 | 0.026433 | 0.2227 | 0.412192 |
44 | -0.084146 | -0.709 | 0.240314 |
45 | -0.129864 | -1.0943 | 0.138771 |
46 | 0.029993 | 0.2527 | 0.400605 |
47 | 0.014293 | 0.1204 | 0.452239 |
48 | -0.12993 | -1.0948 | 0.138651 |