Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.23829 | -1.8303 | 0.036126 |
2 | 0.084982 | 0.6528 | 0.258223 |
3 | -0.037006 | -0.2842 | 0.388609 |
4 | 0.012483 | 0.0959 | 0.46197 |
5 | -0.111789 | -0.8587 | 0.196999 |
6 | 0.048314 | 0.3711 | 0.355943 |
7 | 0.184318 | 1.4158 | 0.08105 |
8 | -0.156436 | -1.2016 | 0.117159 |
9 | -0.000482 | -0.0037 | 0.49853 |
10 | -0.040016 | -0.3074 | 0.379822 |
11 | 0.01428 | 0.1097 | 0.456514 |
12 | 0.002591 | 0.0199 | 0.492094 |
13 | 0.060472 | 0.4645 | 0.322002 |
14 | 0.03128 | 0.2403 | 0.405478 |
15 | -0.057358 | -0.4406 | 0.330565 |
16 | -0.108919 | -0.8366 | 0.203089 |
17 | 0.094074 | 0.7226 | 0.236391 |
18 | -0.036631 | -0.2814 | 0.389706 |
19 | -0.0394 | -0.3026 | 0.381614 |
20 | -0.169223 | -1.2998 | 0.099357 |
21 | 0.124131 | 0.9535 | 0.172122 |
22 | -0.224529 | -1.7246 | 0.044914 |
23 | 0.085952 | 0.6602 | 0.255845 |
24 | 0.056389 | 0.4331 | 0.33325 |
25 | -0.058435 | -0.4489 | 0.327592 |
26 | 0.00232 | 0.0178 | 0.492921 |
27 | -0.107582 | -0.8264 | 0.205967 |
28 | 0.02463 | 0.1892 | 0.425297 |
29 | -0.0884 | -0.679 | 0.249893 |
30 | -0.005005 | -0.0384 | 0.484733 |
31 | 0.063535 | 0.488 | 0.313671 |
32 | 0.001724 | 0.0132 | 0.494739 |
33 | 0.045497 | 0.3495 | 0.363992 |
34 | 0.017335 | 0.1332 | 0.447262 |
35 | 0.091802 | 0.7051 | 0.241748 |
36 | -0.029418 | -0.226 | 0.411006 |
37 | 0.053416 | 0.4103 | 0.341538 |
38 | 0.06391 | 0.4909 | 0.312657 |
39 | -0.060171 | -0.4622 | 0.322824 |
40 | -0.078662 | -0.6042 | 0.27401 |
41 | 0.064522 | 0.4956 | 0.311007 |
42 | 0.021239 | 0.1631 | 0.435482 |
43 | -0.089093 | -0.6843 | 0.248221 |
44 | 0.005797 | 0.0445 | 0.482317 |
45 | 0.020273 | 0.1557 | 0.438394 |
46 | -0.024859 | -0.1909 | 0.424611 |
47 | 0.00139 | 0.0107 | 0.49576 |
48 | 0.078368 | 0.602 | 0.274754 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.23829 | -1.8303 | 0.036126 |
2 | 0.029898 | 0.2297 | 0.409578 |
3 | -0.010862 | -0.0834 | 0.466894 |
4 | -0.001035 | -0.008 | 0.496841 |
5 | -0.113765 | -0.8738 | 0.192873 |
6 | -0.003136 | -0.0241 | 0.490432 |
7 | 0.222011 | 1.7053 | 0.0467 |
8 | -0.081385 | -0.6251 | 0.267148 |
9 | -0.090711 | -0.6968 | 0.244344 |
10 | -0.05184 | -0.3982 | 0.345963 |
11 | 0.0166 | 0.1275 | 0.449487 |
12 | 0.060681 | 0.4661 | 0.321431 |
13 | 0.02246 | 0.1725 | 0.43181 |
14 | 0.005542 | 0.0426 | 0.483094 |
15 | -0.010431 | -0.0801 | 0.468207 |
16 | -0.130927 | -1.0057 | 0.159341 |
17 | 0.068455 | 0.5258 | 0.300495 |
18 | 0.009957 | 0.0765 | 0.469647 |
19 | -0.086756 | -0.6664 | 0.253882 |
20 | -0.255684 | -1.9639 | 0.027127 |
21 | 0.037395 | 0.2872 | 0.387468 |
22 | -0.111039 | -0.8529 | 0.198579 |
23 | 0.026782 | 0.2057 | 0.418862 |
24 | 0.02054 | 0.1578 | 0.437588 |
25 | -0.102415 | -0.7867 | 0.217314 |
26 | 0.010505 | 0.0807 | 0.467981 |
27 | -0.095455 | -0.7332 | 0.233168 |
28 | -0.07328 | -0.5629 | 0.287826 |
29 | -0.015381 | -0.1181 | 0.453179 |
30 | -0.167207 | -1.2843 | 0.102021 |
31 | 0.026369 | 0.2025 | 0.420093 |
32 | 0.055263 | 0.4245 | 0.33638 |
33 | 0.096035 | 0.7377 | 0.231822 |
34 | 0.078525 | 0.6032 | 0.274356 |
35 | 0.052262 | 0.4014 | 0.344777 |
36 | -0.007627 | -0.0586 | 0.476741 |
37 | 0.094716 | 0.7275 | 0.234889 |
38 | 0.034356 | 0.2639 | 0.396391 |
39 | -0.044015 | -0.3381 | 0.368251 |
40 | -0.17912 | -1.3758 | 0.087035 |
41 | 0.00594 | 0.0456 | 0.481881 |
42 | 0.032799 | 0.2519 | 0.400985 |
43 | -0.015888 | -0.122 | 0.451642 |
44 | -0.133564 | -1.0259 | 0.154557 |
45 | -0.076805 | -0.59 | 0.278738 |
46 | 0.009579 | 0.0736 | 0.470797 |
47 | -0.0289 | -0.222 | 0.412547 |
48 | 0.010876 | 0.0835 | 0.466853 |