Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.026341 | -0.2023 | 0.420178 |
2 | -0.158742 | -1.2193 | 0.113787 |
3 | 0.091973 | 0.7065 | 0.241342 |
4 | -0.040428 | -0.3105 | 0.378623 |
5 | -0.155514 | -1.1945 | 0.118526 |
6 | 0.17637 | 1.3547 | 0.090335 |
7 | -0.019884 | -0.1527 | 0.439565 |
8 | -0.343844 | -2.6411 | 0.00528 |
9 | 0.034577 | 0.2656 | 0.39574 |
10 | 0.192219 | 1.4765 | 0.072569 |
11 | -0.114425 | -0.8789 | 0.191506 |
12 | 0.200143 | 1.5373 | 0.06478 |
13 | 0.2593 | 1.9917 | 0.025518 |
14 | -0.06466 | -0.4967 | 0.310636 |
15 | -0.179745 | -1.3807 | 0.086297 |
16 | 0.215992 | 1.6591 | 0.051205 |
17 | -0.044115 | -0.3389 | 0.36796 |
18 | -0.176517 | -1.3559 | 0.090157 |
19 | 0.010346 | 0.0795 | 0.468465 |
20 | -0.185909 | -1.428 | 0.079283 |
21 | -0.109436 | -0.8406 | 0.201985 |
22 | 0.094743 | 0.7277 | 0.234827 |
23 | 0.124679 | 0.9577 | 0.171067 |
24 | -0.181965 | -1.3977 | 0.083718 |
25 | 0.022214 | 0.1706 | 0.432551 |
26 | 0.017518 | 0.1346 | 0.44671 |
27 | 0.030138 | 0.2315 | 0.408866 |
28 | -0.021095 | -0.162 | 0.435917 |
29 | -0.008475 | -0.0651 | 0.474159 |
30 | -0.077023 | -0.5916 | 0.27818 |
31 | -0.128256 | -0.9852 | 0.164286 |
32 | 0.01207 | 0.0927 | 0.463224 |
33 | 0.02469 | 0.1896 | 0.425118 |
34 | -0.043859 | -0.3369 | 0.3687 |
35 | 0.032614 | 0.2505 | 0.40153 |
36 | -0.082471 | -0.6335 | 0.264436 |
37 | -0.052535 | -0.4035 | 0.344009 |
38 | -0.039915 | -0.3066 | 0.380117 |
39 | 0.164264 | 1.2617 | 0.106005 |
40 | 0.031862 | 0.2447 | 0.403754 |
41 | -0.036686 | -0.2818 | 0.389544 |
42 | -0.041382 | -0.3179 | 0.375855 |
43 | -0.046078 | -0.3539 | 0.362325 |
44 | 0.094248 | 0.7239 | 0.235985 |
45 | 0.043015 | 0.3304 | 0.371133 |
46 | -0.025534 | -0.1961 | 0.422592 |
47 | -0.03023 | -0.2322 | 0.408594 |
48 | -0.034926 | -0.2683 | 0.394714 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.026341 | -0.2023 | 0.420178 |
2 | -0.159547 | -1.2255 | 0.112628 |
3 | 0.085147 | 0.654 | 0.257818 |
4 | -0.063653 | -0.4889 | 0.313353 |
5 | -0.133928 | -1.0287 | 0.153904 |
6 | 0.15588 | 1.1973 | 0.117982 |
7 | -0.057925 | -0.4449 | 0.328999 |
8 | -0.298426 | -2.2923 | 0.012738 |
9 | -0.013079 | -0.1005 | 0.460159 |
10 | 0.128182 | 0.9846 | 0.164424 |
11 | -0.052066 | -0.3999 | 0.345328 |
12 | 0.203778 | 1.5652 | 0.061437 |
13 | 0.210096 | 1.6138 | 0.055956 |
14 | 0.108487 | 0.8333 | 0.204017 |
15 | -0.182018 | -1.3981 | 0.083657 |
16 | 0.089308 | 0.686 | 0.247705 |
17 | 0.028795 | 0.2212 | 0.41286 |
18 | -0.111394 | -0.8556 | 0.19783 |
19 | -0.129367 | -0.9937 | 0.162216 |
20 | -0.14693 | -1.1286 | 0.131819 |
21 | 0.109694 | 0.8426 | 0.201433 |
22 | -0.088075 | -0.6765 | 0.250678 |
23 | -0.010226 | -0.0786 | 0.468828 |
24 | -0.131442 | -1.0096 | 0.158399 |
25 | -0.038397 | -0.2949 | 0.38454 |
26 | -0.243998 | -1.8742 | 0.032929 |
27 | 0.100464 | 0.7717 | 0.221691 |
28 | -0.097754 | -0.7509 | 0.22786 |
29 | -0.10171 | -0.7812 | 0.218891 |
30 | -0.009319 | -0.0716 | 0.471588 |
31 | -0.014193 | -0.109 | 0.45678 |
32 | 0.057622 | 0.4426 | 0.329835 |
33 | -0.041709 | -0.3204 | 0.374909 |
34 | 0.044173 | 0.3393 | 0.367794 |
35 | -0.025052 | -0.1924 | 0.424035 |
36 | -0.05433 | -0.4173 | 0.33898 |
37 | -0.112669 | -0.8654 | 0.195156 |
38 | -0.005718 | -0.0439 | 0.482559 |
39 | 0.078124 | 0.6001 | 0.275375 |
40 | 0.042108 | 0.3234 | 0.373754 |
41 | 0.034561 | 0.2655 | 0.395787 |
42 | 0.033125 | 0.2544 | 0.400022 |
43 | -0.05887 | -0.4522 | 0.326396 |
44 | 0.030283 | 0.2326 | 0.408434 |
45 | 0.00764 | 0.0587 | 0.476701 |
46 | -0.135948 | -1.0442 | 0.150319 |
47 | 0.088716 | 0.6814 | 0.249129 |
48 | -0.053971 | -0.4146 | 0.339985 |