Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.046806 | -0.3595 | 0.360245 |
2 | -0.332842 | -2.5566 | 0.006582 |
3 | 0.006136 | 0.0471 | 0.481283 |
4 | 0.199125 | 1.5295 | 0.065741 |
5 | -0.108373 | -0.8324 | 0.204261 |
6 | -0.442678 | -3.4003 | 0.000606 |
7 | 0.034427 | 0.2644 | 0.396183 |
8 | 0.313767 | 2.4101 | 0.009543 |
9 | -0.013326 | -0.1024 | 0.459409 |
10 | -0.258054 | -1.9822 | 0.026063 |
11 | 0.141163 | 1.0843 | 0.141323 |
12 | 0.391274 | 3.0054 | 0.001945 |
13 | -0.14017 | -1.0767 | 0.143006 |
14 | -0.289692 | -2.2252 | 0.014953 |
15 | -0.045815 | -0.3519 | 0.363079 |
16 | 0.238986 | 1.8357 | 0.035722 |
17 | -0.070245 | -0.5396 | 0.295766 |
18 | -0.164389 | -1.2627 | 0.105833 |
19 | 0.098339 | 0.7554 | 0.22652 |
20 | 0.232317 | 1.7845 | 0.039745 |
21 | -0.015713 | -0.1207 | 0.452172 |
22 | -0.308023 | -2.366 | 0.010643 |
23 | 0.185847 | 1.4275 | 0.079351 |
24 | 0.16028 | 1.2311 | 0.111579 |
25 | -0.218964 | -1.6819 | 0.048938 |
26 | -0.222677 | -1.7104 | 0.046221 |
27 | 0.075884 | 0.5829 | 0.281098 |
28 | 0.140763 | 1.0812 | 0.141999 |
29 | -0.050514 | -0.388 | 0.349704 |
30 | -0.068725 | -0.5279 | 0.29978 |
31 | 0.103182 | 0.7926 | 0.215606 |
32 | 0.154206 | 1.1845 | 0.120487 |
33 | -0.129517 | -0.9948 | 0.161938 |
34 | -0.122092 | -0.9378 | 0.176084 |
35 | 0.084089 | 0.6459 | 0.260424 |
36 | 0.071635 | 0.5502 | 0.292117 |
37 | -0.076277 | -0.5859 | 0.280092 |
38 | -0.104505 | -0.8027 | 0.21268 |
39 | 0.075373 | 0.5789 | 0.282414 |
40 | 0.160458 | 1.2325 | 0.111325 |
41 | -0.114712 | -0.8811 | 0.190914 |
42 | -0.083462 | -0.6411 | 0.261974 |
43 | 0.026037 | 0.2 | 0.421085 |
44 | 0.030072 | 0.231 | 0.409062 |
45 | -0.072443 | -0.5564 | 0.290006 |
46 | -0.071163 | -0.5466 | 0.293353 |
47 | 0.091573 | 0.7034 | 0.242292 |
48 | 0.080762 | 0.6203 | 0.268711 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.046806 | -0.3595 | 0.360245 |
2 | -0.335768 | -2.5791 | 0.00621 |
3 | -0.034326 | -0.2637 | 0.39648 |
4 | 0.09669 | 0.7427 | 0.230307 |
5 | -0.110653 | -0.8499 | 0.199396 |
6 | -0.419554 | -3.2227 | 0.001035 |
7 | -0.125446 | -0.9636 | 0.169598 |
8 | 0.061451 | 0.472 | 0.319328 |
9 | 0.002357 | 0.0181 | 0.492808 |
10 | -0.157749 | -1.2117 | 0.11523 |
11 | 0.021143 | 0.1624 | 0.435771 |
12 | 0.195569 | 1.5022 | 0.06919 |
13 | -0.036933 | -0.2837 | 0.388822 |
14 | -0.048788 | -0.3748 | 0.354595 |
15 | -0.177379 | -1.3625 | 0.089113 |
16 | 0.023989 | 0.1843 | 0.427219 |
17 | 0.035856 | 0.2754 | 0.391979 |
18 | 0.146904 | 1.1284 | 0.13186 |
19 | -0.017244 | -0.1325 | 0.447538 |
20 | 0.002327 | 0.0179 | 0.4929 |
21 | 0.035294 | 0.2711 | 0.393631 |
22 | -0.12267 | -0.9422 | 0.174955 |
23 | 0.179037 | 1.3752 | 0.087133 |
24 | 0.007347 | 0.0564 | 0.477592 |
25 | -0.119524 | -0.9181 | 0.181158 |
26 | -0.104807 | -0.805 | 0.212016 |
27 | -0.013521 | -0.1039 | 0.458817 |
28 | -0.153235 | -1.177 | 0.121957 |
29 | 0.024089 | 0.185 | 0.426919 |
30 | -0.005577 | -0.0428 | 0.482988 |
31 | -0.08718 | -0.6696 | 0.25285 |
32 | -0.040353 | -0.31 | 0.378843 |
33 | -0.027218 | -0.2091 | 0.417558 |
34 | 0.001842 | 0.0141 | 0.49438 |
35 | -0.110672 | -0.8501 | 0.199357 |
36 | 0.027681 | 0.2126 | 0.416177 |
37 | 0.019317 | 0.1484 | 0.441276 |
38 | 0.048919 | 0.3758 | 0.354225 |
39 | -0.049467 | -0.38 | 0.352667 |
40 | 0.109986 | 0.8448 | 0.200813 |
41 | -0.169308 | -1.3005 | 0.099247 |
42 | 0.015735 | 0.1209 | 0.452105 |
43 | -0.046309 | -0.3557 | 0.361664 |
44 | -0.094434 | -0.7254 | 0.23555 |
45 | 0.037846 | 0.2907 | 0.386149 |
46 | -0.033815 | -0.2597 | 0.397984 |
47 | -0.069642 | -0.5349 | 0.297353 |
48 | -0.069617 | -0.5347 | 0.29742 |