Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.071985 | -0.5576 | 0.289598 |
2 | 0.072413 | 0.5609 | 0.288475 |
3 | 0.050738 | 0.393 | 0.347849 |
4 | 0.167316 | 1.296 | 0.099965 |
5 | 0.130879 | 1.0138 | 0.157378 |
6 | -0.166527 | -1.2899 | 0.101015 |
7 | 0.075214 | 0.5826 | 0.281171 |
8 | 0.112513 | 0.8715 | 0.193471 |
9 | -0.083138 | -0.644 | 0.261019 |
10 | -0.081524 | -0.6315 | 0.265063 |
11 | -0.290524 | -2.2504 | 0.014051 |
12 | 0.628895 | 4.8714 | 4e-06 |
13 | -0.151786 | -1.1757 | 0.122174 |
14 | -0.065703 | -0.5089 | 0.306332 |
15 | -0.086069 | -0.6667 | 0.253764 |
16 | 0.002305 | 0.0179 | 0.492908 |
17 | -0.015641 | -0.1212 | 0.451985 |
18 | -0.230383 | -1.7845 | 0.039696 |
19 | -0.054759 | -0.4242 | 0.336481 |
20 | 0.011055 | 0.0856 | 0.466021 |
21 | -0.139534 | -1.0808 | 0.142049 |
22 | -0.139286 | -1.0789 | 0.142475 |
23 | -0.291058 | -2.2545 | 0.013913 |
24 | 0.389725 | 3.0188 | 0.001861 |
25 | -0.172409 | -1.3355 | 0.093382 |
26 | -0.096621 | -0.7484 | 0.228564 |
27 | -0.106151 | -0.8222 | 0.207098 |
28 | -0.025687 | -0.199 | 0.421478 |
29 | -0.010484 | -0.0812 | 0.467772 |
30 | -0.167613 | -1.2983 | 0.099572 |
31 | -0.00539 | -0.0418 | 0.483416 |
32 | 0.051006 | 0.3951 | 0.347088 |
33 | -0.052636 | -0.4077 | 0.342467 |
34 | -0.03014 | -0.2335 | 0.408097 |
35 | -0.154898 | -1.1998 | 0.11746 |
36 | 0.370731 | 2.8717 | 0.002817 |
37 | -0.033669 | -0.2608 | 0.397571 |
38 | 0.014095 | 0.1092 | 0.456713 |
39 | -0.007343 | -0.0569 | 0.477416 |
40 | 0.010145 | 0.0786 | 0.468813 |
41 | 0.030412 | 0.2356 | 0.407284 |
42 | -0.086612 | -0.6709 | 0.252431 |
43 | 0.012557 | 0.0973 | 0.46142 |
44 | 0.043995 | 0.3408 | 0.367228 |
45 | -0.029273 | -0.2267 | 0.410695 |
46 | -0.001274 | -0.0099 | 0.496081 |
47 | -0.125999 | -0.976 | 0.166495 |
48 | 0.196464 | 1.5218 | 0.066656 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.071985 | -0.5576 | 0.289598 |
2 | 0.067581 | 0.5235 | 0.301284 |
3 | 0.061057 | 0.4729 | 0.318983 |
4 | 0.172449 | 1.3358 | 0.093332 |
5 | 0.155294 | 1.2029 | 0.116869 |
6 | -0.177508 | -1.375 | 0.087126 |
7 | 0.006703 | 0.0519 | 0.479383 |
8 | 0.106347 | 0.8238 | 0.20667 |
9 | -0.11126 | -0.8618 | 0.19611 |
10 | -0.086092 | -0.6669 | 0.253707 |
11 | -0.302912 | -2.3463 | 0.01114 |
12 | 0.656667 | 5.0865 | 2e-06 |
13 | -0.126911 | -0.983 | 0.164766 |
14 | -0.157483 | -1.2199 | 0.113646 |
15 | -0.181384 | -1.405 | 0.082589 |
16 | -0.155019 | -1.2008 | 0.11728 |
17 | -0.172657 | -1.3374 | 0.09307 |
18 | 0.047272 | 0.3662 | 0.357764 |
19 | -0.050306 | -0.3897 | 0.34908 |
20 | -0.105681 | -0.8186 | 0.208126 |
21 | 0.016043 | 0.1243 | 0.450758 |
22 | -0.012077 | -0.0935 | 0.46289 |
23 | 0.169324 | 1.3116 | 0.09733 |
24 | -0.099576 | -0.7713 | 0.221775 |
25 | -0.180721 | -1.3999 | 0.083353 |
26 | -0.170385 | -1.3198 | 0.095959 |
27 | -0.08663 | -0.671 | 0.252387 |
28 | -0.042544 | -0.3295 | 0.371447 |
29 | 0.104536 | 0.8097 | 0.210646 |
30 | 0.004295 | 0.0333 | 0.486785 |
31 | 0.031451 | 0.2436 | 0.40418 |
32 | 0.023456 | 0.1817 | 0.428218 |
33 | 0.010882 | 0.0843 | 0.466551 |
34 | 0.068213 | 0.5284 | 0.299594 |
35 | -0.084523 | -0.6547 | 0.257578 |
36 | -0.092093 | -0.7133 | 0.239197 |
37 | -0.027743 | -0.2149 | 0.415288 |
38 | 0.016012 | 0.124 | 0.450853 |
39 | 0.011478 | 0.0889 | 0.464726 |
40 | -0.031418 | -0.2434 | 0.404277 |
41 | -0.114808 | -0.8893 | 0.188696 |
42 | -0.021655 | -0.1677 | 0.433678 |
43 | -0.060775 | -0.4708 | 0.319759 |
44 | -0.066403 | -0.5144 | 0.304446 |
45 | 0.001524 | 0.0118 | 0.495309 |
46 | -0.030966 | -0.2399 | 0.405629 |
47 | -0.038374 | -0.2972 | 0.383654 |
48 | -0.196055 | -1.5186 | 0.067053 |