Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.068084 | -0.523 | 0.30148 |
2 | -0.035457 | -0.2724 | 0.393151 |
3 | 0.056069 | 0.4307 | 0.334137 |
4 | -0.152075 | -1.1681 | 0.123731 |
5 | 0.072598 | 0.5576 | 0.289601 |
6 | 0.035384 | 0.2718 | 0.393367 |
7 | -0.080738 | -0.6202 | 0.268771 |
8 | 0.080335 | 0.6171 | 0.269784 |
9 | -0.148185 | -1.1382 | 0.129813 |
10 | -0.025171 | -0.1933 | 0.423676 |
11 | -0.076482 | -0.5875 | 0.279565 |
12 | -0.087375 | -0.6711 | 0.252375 |
13 | 0.098241 | 0.7546 | 0.226743 |
14 | -0.061224 | -0.4703 | 0.319949 |
15 | -0.032491 | -0.2496 | 0.401895 |
16 | 0.015235 | 0.117 | 0.453618 |
17 | -0.192404 | -1.4779 | 0.072379 |
18 | 0.152615 | 1.1723 | 0.122903 |
19 | 0.062756 | 0.482 | 0.31578 |
20 | -0.023267 | -0.1787 | 0.429386 |
21 | -0.048623 | -0.3735 | 0.355065 |
22 | -0.032898 | -0.2527 | 0.400692 |
23 | -0.016328 | -0.1254 | 0.450311 |
24 | 0.073999 | 0.5684 | 0.285961 |
25 | -0.111621 | -0.8574 | 0.197353 |
26 | 0.02152 | 0.1653 | 0.434636 |
27 | 0.046984 | 0.3609 | 0.359734 |
28 | -0.039812 | -0.3058 | 0.380416 |
29 | -0.061117 | -0.4695 | 0.320239 |
30 | -0.104017 | -0.799 | 0.213756 |
31 | 0.087984 | 0.6758 | 0.250898 |
32 | 0.039712 | 0.305 | 0.380707 |
33 | -0.070453 | -0.5412 | 0.295217 |
34 | 0.131162 | 1.0075 | 0.158911 |
35 | -0.082295 | -0.6321 | 0.264876 |
36 | -0.111297 | -0.8549 | 0.198035 |
37 | 0.195274 | 1.4999 | 0.069483 |
38 | 0.01468 | 0.1128 | 0.455301 |
39 | 0.041714 | 0.3204 | 0.374893 |
40 | 0.048511 | 0.3726 | 0.355384 |
41 | -0.043897 | -0.3372 | 0.36859 |
42 | 0.064382 | 0.4945 | 0.311384 |
43 | -0.039525 | -0.3036 | 0.381252 |
44 | -0.058715 | -0.451 | 0.326821 |
45 | -0.009194 | -0.0706 | 0.471969 |
46 | -0.018872 | -0.145 | 0.44262 |
47 | 0.030511 | 0.2344 | 0.407758 |
48 | -0.058947 | -0.4528 | 0.326183 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.068084 | -0.523 | 0.30148 |
2 | -0.040279 | -0.3094 | 0.379057 |
3 | 0.051135 | 0.3928 | 0.34795 |
4 | -0.147341 | -1.1317 | 0.13116 |
5 | 0.058854 | 0.4521 | 0.326439 |
6 | 0.029918 | 0.2298 | 0.409519 |
7 | -0.059375 | -0.4561 | 0.325008 |
8 | 0.049181 | 0.3778 | 0.353479 |
9 | -0.135859 | -1.0436 | 0.150474 |
10 | -0.024112 | -0.1852 | 0.42685 |
11 | -0.12601 | -0.9679 | 0.168522 |
12 | -0.068303 | -0.5246 | 0.300899 |
13 | 0.044684 | 0.3432 | 0.366325 |
14 | -0.0595 | -0.457 | 0.324664 |
15 | -0.033424 | -0.2567 | 0.399137 |
16 | -0.034649 | -0.2661 | 0.395529 |
17 | -0.161897 | -1.2436 | 0.109291 |
18 | 0.096589 | 0.7419 | 0.230542 |
19 | 0.042293 | 0.3249 | 0.373218 |
20 | -0.001306 | -0.01 | 0.496016 |
21 | -0.150777 | -1.1581 | 0.125738 |
22 | -0.00162 | -0.0124 | 0.495056 |
23 | -0.039252 | -0.3015 | 0.382046 |
24 | 0.035138 | 0.2699 | 0.394088 |
25 | -0.126065 | -0.9683 | 0.168417 |
26 | -0.055241 | -0.4243 | 0.33644 |
27 | 0.045369 | 0.3485 | 0.364359 |
28 | -0.047613 | -0.3657 | 0.357939 |
29 | -0.102009 | -0.7835 | 0.21822 |
30 | -0.128431 | -0.9865 | 0.163959 |
31 | 0.069845 | 0.5365 | 0.29682 |
32 | -0.027796 | -0.2135 | 0.415834 |
33 | -0.094435 | -0.7254 | 0.235546 |
34 | 0.066207 | 0.5085 | 0.306482 |
35 | -0.046475 | -0.357 | 0.361189 |
36 | -0.146543 | -1.1256 | 0.132443 |
37 | 0.099275 | 0.7625 | 0.224387 |
38 | 0.032282 | 0.248 | 0.402513 |
39 | 0.021536 | 0.1654 | 0.43459 |
40 | -0.036954 | -0.2839 | 0.388759 |
41 | 0.034676 | 0.2664 | 0.395448 |
42 | -0.015499 | -0.119 | 0.45282 |
43 | -0.016567 | -0.1272 | 0.449588 |
44 | -0.059936 | -0.4604 | 0.323469 |
45 | -0.083181 | -0.6389 | 0.262673 |
46 | -0.032657 | -0.2508 | 0.401403 |
47 | -0.022762 | -0.1748 | 0.430901 |
48 | 0.015022 | 0.1154 | 0.454265 |