Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.138151 | -1.2586 | 0.105848 |
2 | 0.152804 | 1.3921 | 0.083804 |
3 | 0.095953 | 0.8742 | 0.192272 |
4 | 0.190716 | 1.7375 | 0.043004 |
5 | -0.075072 | -0.6839 | 0.24796 |
6 | 0.209533 | 1.9089 | 0.029863 |
7 | -0.000169 | -0.0015 | 0.499387 |
8 | 0.022461 | 0.2046 | 0.419181 |
9 | 0.059029 | 0.5378 | 0.296084 |
10 | 0.010828 | 0.0986 | 0.46083 |
11 | 0.130421 | 1.1882 | 0.119073 |
12 | 0.174953 | 1.5939 | 0.05738 |
13 | -0.070349 | -0.6409 | 0.261673 |
14 | 0.020114 | 0.1832 | 0.427524 |
15 | 0.054187 | 0.4937 | 0.311424 |
16 | -0.117435 | -1.0699 | 0.143887 |
17 | -0.048043 | -0.4377 | 0.331374 |
18 | -0.0482 | -0.4391 | 0.330856 |
19 | -0.024462 | -0.2229 | 0.412095 |
20 | -0.221296 | -2.0161 | 0.023512 |
21 | -0.006233 | -0.0568 | 0.477426 |
22 | -0.094744 | -0.8632 | 0.195269 |
23 | -0.042164 | -0.3841 | 0.350931 |
24 | -0.0918 | -0.8363 | 0.202684 |
25 | -0.021944 | -0.1999 | 0.421018 |
26 | -0.078633 | -0.7164 | 0.237883 |
27 | -0.066718 | -0.6078 | 0.272478 |
28 | -0.119896 | -1.0923 | 0.13893 |
29 | -0.124455 | -1.1338 | 0.130063 |
30 | -0.052159 | -0.4752 | 0.317949 |
31 | -0.171867 | -1.5658 | 0.060602 |
32 | -0.068641 | -0.6253 | 0.266729 |
33 | -0.039046 | -0.3557 | 0.361475 |
34 | -0.095805 | -0.8728 | 0.192638 |
35 | -0.168752 | -1.5374 | 0.063999 |
36 | 0.197212 | 1.7967 | 0.038012 |
37 | -0.054283 | -0.4945 | 0.311116 |
38 | 0.022289 | 0.2031 | 0.41979 |
39 | -0.05205 | -0.4742 | 0.318303 |
40 | 0.106459 | 0.9699 | 0.167459 |
41 | -0.119023 | -1.0843 | 0.140675 |
42 | 0.020909 | 0.1905 | 0.424695 |
43 | -0.007542 | -0.0687 | 0.472694 |
44 | -0.004026 | -0.0367 | 0.485414 |
45 | 0.008598 | 0.0783 | 0.468876 |
46 | -0.010297 | -0.0938 | 0.462742 |
47 | -0.005715 | -0.0521 | 0.479302 |
48 | 0.199158 | 1.8144 | 0.036613 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.138151 | -1.2586 | 0.105848 |
2 | 0.13632 | 1.2419 | 0.10888 |
3 | 0.138174 | 1.2588 | 0.105811 |
4 | 0.211491 | 1.9268 | 0.028715 |
5 | -0.056617 | -0.5158 | 0.303682 |
6 | 0.130868 | 1.1923 | 0.118278 |
7 | 0.017659 | 0.1609 | 0.436289 |
8 | -0.042268 | -0.3851 | 0.350583 |
9 | 0.035428 | 0.3228 | 0.373842 |
10 | -0.04688 | -0.4271 | 0.335207 |
11 | 0.149207 | 1.3593 | 0.08886 |
12 | 0.209721 | 1.9106 | 0.029751 |
13 | -0.077804 | -0.7088 | 0.24021 |
14 | -0.077072 | -0.7022 | 0.242272 |
15 | -0.057433 | -0.5232 | 0.301102 |
16 | -0.166373 | -1.5157 | 0.066694 |
17 | -0.099975 | -0.9108 | 0.182515 |
18 | -0.129929 | -1.1837 | 0.119953 |
19 | 0.029102 | 0.2651 | 0.395783 |
20 | -0.154407 | -1.4067 | 0.081622 |
21 | -0.069797 | -0.6359 | 0.263303 |
22 | -0.023983 | -0.2185 | 0.413789 |
23 | -0.073112 | -0.6661 | 0.253603 |
24 | -0.024219 | -0.2206 | 0.412953 |
25 | 0.007759 | 0.0707 | 0.471907 |
26 | 0.018793 | 0.1712 | 0.432236 |
27 | 0.015218 | 0.1386 | 0.445036 |
28 | -0.03983 | -0.3629 | 0.358812 |
29 | -0.094778 | -0.8635 | 0.195184 |
30 | -0.020994 | -0.1913 | 0.424391 |
31 | -0.098112 | -0.8938 | 0.186994 |
32 | 0.030304 | 0.2761 | 0.391585 |
33 | 0.035291 | 0.3215 | 0.374314 |
34 | -0.037202 | -0.3389 | 0.367762 |
35 | -0.121934 | -1.1109 | 0.134917 |
36 | 0.173662 | 1.5821 | 0.058711 |
37 | 0.083041 | 0.7565 | 0.225734 |
38 | 0.052634 | 0.4795 | 0.316414 |
39 | -0.035802 | -0.3262 | 0.372559 |
40 | 0.064242 | 0.5853 | 0.279976 |
41 | -0.013621 | -0.1241 | 0.45077 |
42 | -0.103956 | -0.9471 | 0.173171 |
43 | 0.007766 | 0.0708 | 0.471883 |
44 | -0.066414 | -0.6051 | 0.273396 |
45 | 0.020283 | 0.1848 | 0.426925 |
46 | 0.007125 | 0.0649 | 0.4742 |
47 | -0.112325 | -1.0233 | 0.154562 |
48 | 0.09599 | 0.8745 | 0.192181 |