Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.136637 | -1.42 | 0.079248 |
2 | 0.097712 | 1.0155 | 0.156079 |
3 | -0.037896 | -0.3938 | 0.347244 |
4 | -0.144473 | -1.5014 | 0.068084 |
5 | 0.14664 | 1.5239 | 0.065225 |
6 | -0.328992 | -3.419 | 0.000444 |
7 | 0.171499 | 1.7823 | 0.038758 |
8 | -0.149133 | -1.5498 | 0.062053 |
9 | -0.028223 | -0.2933 | 0.384927 |
10 | 0.118222 | 1.2286 | 0.110946 |
11 | -0.01426 | -0.1482 | 0.441235 |
12 | 0.451028 | 4.6872 | 4e-06 |
13 | -0.140143 | -1.4564 | 0.074091 |
14 | 0.117058 | 1.2165 | 0.113223 |
15 | -0.04753 | -0.4939 | 0.311174 |
16 | -0.160857 | -1.6717 | 0.048741 |
17 | 0.16595 | 1.7246 | 0.04373 |
18 | -0.324264 | -3.3698 | 0.000522 |
19 | 0.166623 | 1.7316 | 0.0431 |
20 | -0.127176 | -1.3217 | 0.094538 |
21 | 0.041295 | 0.4291 | 0.334336 |
22 | 0.048979 | 0.509 | 0.305893 |
23 | -0.127539 | -1.3254 | 0.093914 |
24 | 0.349839 | 3.6356 | 0.000213 |
25 | -0.12252 | -1.2733 | 0.102828 |
26 | 0.076555 | 0.7956 | 0.21401 |
27 | -0.017813 | -0.1851 | 0.426744 |
28 | -0.145577 | -1.5129 | 0.066616 |
29 | 0.123318 | 1.2816 | 0.101371 |
30 | -0.251888 | -2.6177 | 0.005061 |
31 | 0.160705 | 1.6701 | 0.048898 |
32 | -0.080501 | -0.8366 | 0.202334 |
33 | 0.042029 | 0.4368 | 0.331571 |
34 | 0.049129 | 0.5106 | 0.305348 |
35 | -0.13439 | -1.3966 | 0.082696 |
36 | 0.264755 | 2.7514 | 0.00348 |
37 | -0.114606 | -1.191 | 0.118129 |
38 | 0.08328 | 0.8655 | 0.194349 |
39 | -0.083858 | -0.8715 | 0.192713 |
40 | -0.168437 | -1.7504 | 0.04144 |
41 | 0.093534 | 0.972 | 0.166603 |
42 | -0.144114 | -1.4977 | 0.068567 |
43 | 0.155783 | 1.6189 | 0.054187 |
44 | -0.065427 | -0.6799 | 0.249001 |
45 | 0.030005 | 0.3118 | 0.377891 |
46 | 0.010864 | 0.1129 | 0.455159 |
47 | -0.063 | -0.6547 | 0.257023 |
48 | 0.185076 | 1.9234 | 0.028533 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.136637 | -1.42 | 0.079248 |
2 | 0.080546 | 0.8371 | 0.202203 |
3 | -0.01499 | -0.1558 | 0.43825 |
4 | -0.163041 | -1.6944 | 0.046539 |
5 | 0.119038 | 1.2371 | 0.109371 |
6 | -0.289119 | -3.0046 | 0.001653 |
7 | 0.091522 | 0.9511 | 0.171834 |
8 | -0.108948 | -1.1322 | 0.130024 |
9 | -0.063114 | -0.6559 | 0.256642 |
10 | 0.052914 | 0.5499 | 0.291763 |
11 | 0.10106 | 1.0502 | 0.147974 |
12 | 0.357523 | 3.7155 | 0.000162 |
13 | 0.002217 | 0.023 | 0.490832 |
14 | 0.047747 | 0.4962 | 0.310381 |
15 | -0.005778 | -0.06 | 0.476116 |
16 | -0.087674 | -0.9111 | 0.182126 |
17 | 0.104739 | 1.0885 | 0.139403 |
18 | -0.131857 | -1.3703 | 0.086718 |
19 | 0.030023 | 0.312 | 0.377818 |
20 | 0.000275 | 0.0029 | 0.498864 |
21 | 0.047967 | 0.4985 | 0.309576 |
22 | -0.106776 | -1.1096 | 0.134808 |
23 | -0.107211 | -1.1142 | 0.133839 |
24 | 0.085164 | 0.8851 | 0.189048 |
25 | 0.029754 | 0.3092 | 0.378877 |
26 | -0.047347 | -0.492 | 0.311842 |
27 | 0.056473 | 0.5869 | 0.279253 |
28 | -0.075087 | -0.7803 | 0.218453 |
29 | 0.012782 | 0.1328 | 0.447288 |
30 | -0.005651 | -0.0587 | 0.476638 |
31 | 0.001661 | 0.0173 | 0.493128 |
32 | 0.006304 | 0.0655 | 0.473943 |
33 | 0.078862 | 0.8196 | 0.207135 |
34 | -0.014718 | -0.153 | 0.439359 |
35 | -0.034414 | -0.3576 | 0.360655 |
36 | 0.01409 | 0.1464 | 0.441926 |
37 | 0.039376 | 0.4092 | 0.341599 |
38 | -0.031816 | -0.3306 | 0.370777 |
39 | -0.049167 | -0.511 | 0.30521 |
40 | -0.107853 | -1.1208 | 0.13242 |
41 | -0.045956 | -0.4776 | 0.316956 |
42 | 0.080244 | 0.8339 | 0.203082 |
43 | 0.030095 | 0.3128 | 0.377533 |
44 | -0.045617 | -0.4741 | 0.318207 |
45 | 0.000337 | 0.0035 | 0.498608 |
46 | -0.068938 | -0.7164 | 0.237637 |
47 | 0.077385 | 0.8042 | 0.211522 |
48 | -0.024213 | -0.2516 | 0.400904 |