Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.251754 | -2.0912 | 0.020096 |
2 | 0.088476 | 0.7349 | 0.232435 |
3 | -0.029846 | -0.2479 | 0.402468 |
4 | 0.061067 | 0.5073 | 0.306795 |
5 | -0.128434 | -1.0669 | 0.144878 |
6 | 0.086434 | 0.718 | 0.237599 |
7 | -0.041963 | -0.3486 | 0.364238 |
8 | -0.011399 | -0.0947 | 0.462417 |
9 | -0.015452 | -0.1284 | 0.449122 |
10 | -0.018769 | -0.1559 | 0.438281 |
11 | -0.021959 | -0.1824 | 0.427898 |
12 | 0.058599 | 0.4868 | 0.313987 |
13 | 0.004404 | 0.0366 | 0.485463 |
14 | 0.067035 | 0.5568 | 0.28972 |
15 | -0.073434 | -0.61 | 0.271935 |
16 | -0.000974 | -0.0081 | 0.496785 |
17 | 0.035797 | 0.2974 | 0.383546 |
18 | -0.067067 | -0.5571 | 0.28963 |
19 | 0.064368 | 0.5347 | 0.297294 |
20 | -0.190194 | -1.5799 | 0.059355 |
21 | 0.137211 | 1.1398 | 0.129164 |
22 | -0.226174 | -1.8787 | 0.032252 |
23 | -0.010076 | -0.0837 | 0.46677 |
24 | -0.066062 | -0.5488 | 0.292473 |
25 | 0.056085 | 0.4659 | 0.321384 |
26 | -0.03323 | -0.276 | 0.391676 |
27 | 0.030965 | 0.2572 | 0.398889 |
28 | -0.011544 | -0.0959 | 0.461941 |
29 | -0.086568 | -0.7191 | 0.237259 |
30 | -0.061723 | -0.5127 | 0.304897 |
31 | 0.01232 | 0.1023 | 0.459394 |
32 | 0.11244 | 0.934 | 0.176781 |
33 | 0.010536 | 0.0875 | 0.465255 |
34 | 0.02521 | 0.2094 | 0.417372 |
35 | 0.047585 | 0.3953 | 0.34693 |
36 | -0.025799 | -0.2143 | 0.415471 |
37 | 0.041091 | 0.3413 | 0.366948 |
38 | -0.014365 | -0.1193 | 0.452684 |
39 | 0.05932 | 0.4928 | 0.311876 |
40 | -0.089808 | -0.746 | 0.229099 |
41 | 0.042008 | 0.3489 | 0.364098 |
42 | 0.07291 | 0.6056 | 0.273372 |
43 | -0.14779 | -1.2276 | 0.111878 |
44 | 0.008851 | 0.0735 | 0.470801 |
45 | 0.029544 | 0.2454 | 0.403434 |
46 | 0.022678 | 0.1884 | 0.425568 |
47 | -0.07452 | -0.619 | 0.268974 |
48 | 0.081515 | 0.6771 | 0.250297 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.251754 | -2.0912 | 0.020096 |
2 | 0.026794 | 0.2226 | 0.412265 |
3 | -0.00152 | -0.0126 | 0.49498 |
4 | 0.054528 | 0.4529 | 0.326004 |
5 | -0.107221 | -0.8906 | 0.188109 |
6 | 0.027177 | 0.2257 | 0.411033 |
7 | -0.002785 | -0.0231 | 0.490805 |
8 | -0.031892 | -0.2649 | 0.395933 |
9 | -0.015774 | -0.131 | 0.448067 |
10 | -0.042997 | -0.3572 | 0.361031 |
11 | -0.022903 | -0.1902 | 0.424837 |
12 | 0.050528 | 0.4197 | 0.337998 |
13 | 0.031582 | 0.2623 | 0.396922 |
14 | 0.07736 | 0.6426 | 0.261308 |
15 | -0.052715 | -0.4379 | 0.331419 |
16 | -0.046741 | -0.3883 | 0.349508 |
17 | 0.045252 | 0.3759 | 0.354077 |
18 | -0.058941 | -0.4896 | 0.312986 |
19 | 0.05327 | 0.4425 | 0.329756 |
20 | -0.194462 | -1.6153 | 0.055402 |
21 | 0.060165 | 0.4998 | 0.309413 |
22 | -0.169016 | -1.404 | 0.082409 |
23 | -0.135826 | -1.1283 | 0.13156 |
24 | -0.062797 | -0.5216 | 0.301798 |
25 | -0.032485 | -0.2698 | 0.394043 |
26 | 0.024239 | 0.2013 | 0.42051 |
27 | -0.029672 | -0.2465 | 0.403024 |
28 | -0.00994 | -0.0826 | 0.467217 |
29 | -0.117054 | -0.9723 | 0.167143 |
30 | -0.147795 | -1.2277 | 0.111871 |
31 | -0.06071 | -0.5043 | 0.307832 |
32 | 0.14505 | 1.2049 | 0.116183 |
33 | 0.060262 | 0.5006 | 0.309131 |
34 | 0.073148 | 0.6076 | 0.272719 |
35 | 0.043015 | 0.3573 | 0.360974 |
36 | 0.033012 | 0.2742 | 0.39237 |
37 | 0.065834 | 0.5469 | 0.293121 |
38 | -0.057372 | -0.4766 | 0.317588 |
39 | 0.097024 | 0.8059 | 0.211523 |
40 | -0.13266 | -1.102 | 0.137155 |
41 | 0.061757 | 0.513 | 0.304797 |
42 | 0.077409 | 0.643 | 0.261175 |
43 | -0.132642 | -1.1018 | 0.137188 |
44 | -0.118814 | -0.9869 | 0.163559 |
45 | -0.108832 | -0.904 | 0.184563 |
46 | -0.008625 | -0.0716 | 0.471547 |
47 | -0.08348 | -0.6934 | 0.245182 |
48 | -0.000646 | -0.0054 | 0.497867 |