Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.020028 | -0.1538 | 0.43913 |
2 | -0.041262 | -0.3169 | 0.376203 |
3 | -0.012255 | -0.0941 | 0.46266 |
4 | 0.28725 | 2.2064 | 0.01563 |
5 | -0.065978 | -0.5068 | 0.307097 |
6 | -0.187694 | -1.4417 | 0.077336 |
7 | 0.004496 | 0.0345 | 0.486283 |
8 | -0.114407 | -0.8788 | 0.191544 |
9 | -0.040786 | -0.3133 | 0.377586 |
10 | -0.233644 | -1.7946 | 0.038916 |
11 | -0.044267 | -0.34 | 0.367525 |
12 | -0.038974 | -0.2994 | 0.382858 |
13 | 0.005307 | 0.0408 | 0.483811 |
14 | -0.092696 | -0.712 | 0.239632 |
15 | -0.119557 | -0.9183 | 0.181092 |
16 | 0.099161 | 0.7617 | 0.224646 |
17 | 0.027685 | 0.2127 | 0.416164 |
18 | -0.067504 | -0.5185 | 0.303022 |
19 | 0.056359 | 0.4329 | 0.333333 |
20 | 0.10908 | 0.8379 | 0.202747 |
21 | -0.004196 | -0.0322 | 0.487197 |
22 | -0.00453 | -0.0348 | 0.486179 |
23 | 0.092805 | 0.7128 | 0.239375 |
24 | 0.026957 | 0.2071 | 0.418339 |
25 | -0.089133 | -0.6846 | 0.248125 |
26 | -0.000238 | -0.0018 | 0.499272 |
27 | -0.053627 | -0.4119 | 0.340947 |
28 | 0.064608 | 0.4963 | 0.310775 |
29 | 0.016847 | 0.1294 | 0.448739 |
30 | 0.010886 | 0.0836 | 0.466822 |
31 | -0.131731 | -1.0118 | 0.157873 |
32 | 0.033932 | 0.2606 | 0.397639 |
33 | 0.004258 | 0.0327 | 0.48701 |
34 | -0.001703 | -0.0131 | 0.494803 |
35 | -0.046651 | -0.3583 | 0.360686 |
36 | 0.029784 | 0.2288 | 0.409918 |
37 | 0.055977 | 0.43 | 0.334392 |
38 | -0.08664 | -0.6655 | 0.254165 |
39 | 0.08465 | 0.6502 | 0.25904 |
40 | -0.052339 | -0.402 | 0.344559 |
41 | 0.071523 | 0.5494 | 0.29241 |
42 | -0.04738 | -0.3639 | 0.358605 |
43 | 0.070855 | 0.5443 | 0.29416 |
44 | -0.066134 | -0.508 | 0.306678 |
45 | 0.00186 | 0.0143 | 0.494325 |
46 | 0.022426 | 0.1723 | 0.431911 |
47 | -0.051862 | -0.3984 | 0.3459 |
48 | 0.024572 | 0.1887 | 0.425471 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.020028 | -0.1538 | 0.43913 |
2 | -0.04168 | -0.3202 | 0.374992 |
3 | -0.013981 | -0.1074 | 0.457422 |
4 | 0.285642 | 2.1941 | 0.016091 |
5 | -0.061047 | -0.4689 | 0.320431 |
6 | -0.184634 | -1.4182 | 0.080696 |
7 | 0.004913 | 0.0377 | 0.485012 |
8 | -0.226173 | -1.7373 | 0.043779 |
9 | -0.014841 | -0.114 | 0.454814 |
10 | -0.160233 | -1.2308 | 0.111646 |
11 | -0.100482 | -0.7718 | 0.221651 |
12 | 0.018714 | 0.1437 | 0.443097 |
13 | -0.019436 | -0.1493 | 0.440915 |
14 | -0.052316 | -0.4018 | 0.344625 |
15 | -0.146266 | -1.1235 | 0.13289 |
16 | -0.008087 | -0.0621 | 0.475341 |
17 | -0.022502 | -0.1728 | 0.431685 |
18 | -0.138843 | -1.0665 | 0.145278 |
19 | 0.103591 | 0.7957 | 0.214699 |
20 | -0.026195 | -0.2012 | 0.420614 |
21 | -0.086785 | -0.6666 | 0.25381 |
22 | 0.051406 | 0.3949 | 0.347185 |
23 | -0.035355 | -0.2716 | 0.393452 |
24 | -0.04 | -0.3072 | 0.379868 |
25 | -0.113795 | -0.8741 | 0.19281 |
26 | -0.050116 | -0.385 | 0.350829 |
27 | -0.109294 | -0.8395 | 0.202288 |
28 | 0.053035 | 0.4074 | 0.342605 |
29 | 0.099802 | 0.7666 | 0.223189 |
30 | -0.012261 | -0.0942 | 0.462642 |
31 | -0.112584 | -0.8648 | 0.195332 |
32 | -0.028728 | -0.2207 | 0.413059 |
33 | -0.131711 | -1.0117 | 0.157909 |
34 | 0.033573 | 0.2579 | 0.3987 |
35 | -0.035844 | -0.2753 | 0.392016 |
36 | -0.02481 | -0.1906 | 0.424759 |
37 | 0.075904 | 0.583 | 0.281048 |
38 | -0.095611 | -0.7344 | 0.232806 |
39 | 0.071977 | 0.5529 | 0.291223 |
40 | -0.126322 | -0.9703 | 0.16793 |
41 | -0.025807 | -0.1982 | 0.421776 |
42 | -0.030643 | -0.2354 | 0.407368 |
43 | -0.019423 | -0.1492 | 0.440957 |
44 | 0.024852 | 0.1909 | 0.424631 |
45 | -0.052723 | -0.405 | 0.34348 |
46 | -0.018989 | -0.1459 | 0.442265 |
47 | -0.028954 | -0.2224 | 0.412385 |
48 | -0.05744 | -0.4412 | 0.33034 |