Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.002176 | -0.0183 | 0.492713 |
2 | -0.066343 | -0.559 | 0.288954 |
3 | -0.139657 | -1.1768 | 0.121609 |
4 | -0.140816 | -1.1865 | 0.119682 |
5 | 0.074488 | 0.6276 | 0.266126 |
6 | -0.070981 | -0.5981 | 0.27584 |
7 | 1.4e-05 | 1e-04 | 0.499952 |
8 | 0.15231 | 1.2834 | 0.101765 |
9 | -0.137467 | -1.1583 | 0.125308 |
10 | 0.077837 | 0.6559 | 0.257015 |
11 | -0.139786 | -1.1779 | 0.121393 |
12 | -0.077937 | -0.6567 | 0.256745 |
13 | -0.079097 | -0.6665 | 0.253632 |
14 | -0.008101 | -0.0683 | 0.472884 |
15 | 0.07204 | 0.607 | 0.272887 |
16 | 0.070881 | 0.5973 | 0.27612 |
17 | -0.065441 | -0.5514 | 0.291539 |
18 | -0.129609 | -1.0921 | 0.13924 |
19 | -0.06776 | -0.571 | 0.284916 |
20 | -0.06892 | -0.5807 | 0.281632 |
21 | 0.065084 | 0.5484 | 0.292567 |
22 | 0.073071 | 0.6157 | 0.27003 |
23 | -0.054105 | -0.4559 | 0.324927 |
24 | 0.089044 | 0.7503 | 0.227776 |
25 | 0.024877 | 0.2096 | 0.417284 |
26 | 0.095872 | 0.8078 | 0.210943 |
27 | 0.094713 | 0.7981 | 0.213748 |
28 | -0.113764 | -0.9586 | 0.170509 |
29 | 0.029386 | 0.2476 | 0.402576 |
30 | -0.116083 | -0.9781 | 0.165666 |
31 | 0.099221 | 0.8361 | 0.202965 |
32 | 0.170216 | 1.4343 | 0.077943 |
33 | 0.033894 | 0.2856 | 0.388008 |
34 | -0.039419 | -0.3322 | 0.370376 |
35 | -0.040579 | -0.3419 | 0.366709 |
36 | -0.041738 | -0.3517 | 0.363055 |
37 | -0.042898 | -0.3615 | 0.359414 |
38 | -0.116211 | -0.9792 | 0.165399 |
39 | 0.180393 | 1.52 | 0.066473 |
40 | -0.037229 | -0.3137 | 0.377334 |
41 | 0.033766 | 0.2845 | 0.388422 |
42 | -0.111703 | -0.9412 | 0.174891 |
43 | -0.040708 | -0.343 | 0.366303 |
44 | -0.032721 | -0.2757 | 0.391786 |
45 | -0.106035 | -0.8935 | 0.187314 |
46 | -0.03504 | -0.2952 | 0.384333 |
47 | 0.117256 | 0.988 | 0.163249 |
48 | 0.116097 | 0.9783 | 0.165636 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.002176 | -0.0183 | 0.492713 |
2 | -0.066348 | -0.5591 | 0.28894 |
3 | -0.140575 | -1.1845 | 0.120082 |
4 | -0.150804 | -1.2707 | 0.103993 |
5 | 0.051771 | 0.4362 | 0.331995 |
6 | -0.113529 | -0.9566 | 0.171005 |
7 | -0.03785 | -0.3189 | 0.375359 |
8 | 0.14295 | 1.2045 | 0.116195 |
9 | -0.155423 | -1.3096 | 0.097273 |
10 | 0.068726 | 0.5791 | 0.282178 |
11 | -0.120586 | -1.0161 | 0.156522 |
12 | -0.08651 | -0.7289 | 0.234216 |
13 | -0.153025 | -1.2894 | 0.10072 |
14 | -0.000386 | -0.0033 | 0.498708 |
15 | -0.045249 | -0.3813 | 0.35207 |
16 | 0.017045 | 0.1436 | 0.443102 |
17 | -0.074192 | -0.6252 | 0.266937 |
18 | -0.197656 | -1.6655 | 0.050112 |
19 | -0.043236 | -0.3643 | 0.358353 |
20 | -0.183699 | -1.5479 | 0.06305 |
21 | -0.002478 | -0.0209 | 0.491701 |
22 | -0.056497 | -0.4761 | 0.317749 |
23 | -0.14284 | -1.2036 | 0.116373 |
24 | -0.022904 | -0.193 | 0.423757 |
25 | -0.000399 | -0.0034 | 0.498662 |
26 | 0.049813 | 0.4197 | 0.337973 |
27 | 0.077375 | 0.652 | 0.258261 |
28 | -0.046798 | -0.3943 | 0.347262 |
29 | -0.040091 | -0.3378 | 0.36825 |
30 | -0.14478 | -1.2199 | 0.113263 |
31 | 0.051561 | 0.4345 | 0.332636 |
32 | 0.090766 | 0.7648 | 0.223461 |
33 | 0.103641 | 0.8733 | 0.192723 |
34 | -0.058532 | -0.4932 | 0.311697 |
35 | 0.052204 | 0.4399 | 0.330681 |
36 | -0.007726 | -0.0651 | 0.474139 |
37 | -0.092549 | -0.7798 | 0.219042 |
38 | -0.03415 | -0.2878 | 0.387187 |
39 | 0.20157 | 1.6985 | 0.0469 |
40 | -0.076766 | -0.6468 | 0.25991 |
41 | 0.010877 | 0.0916 | 0.463617 |
42 | -0.067955 | -0.5726 | 0.284362 |
43 | -0.006677 | -0.0563 | 0.477646 |
44 | 0.05234 | 0.441 | 0.330269 |
45 | -0.029211 | -0.2461 | 0.403144 |
46 | -0.066556 | -0.5608 | 0.288347 |
47 | 0.016027 | 0.135 | 0.446478 |
48 | 0.090583 | 0.7633 | 0.223918 |