Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.138254 | -1.2596 | 0.105681 |
2 | -0.077616 | -0.7071 | 0.240739 |
3 | -0.121459 | -1.1065 | 0.135845 |
4 | -0.025574 | -0.233 | 0.408173 |
5 | 0.014168 | 0.1291 | 0.448803 |
6 | 0.018664 | 0.17 | 0.432698 |
7 | -0.081322 | -0.7409 | 0.230428 |
8 | -0.035034 | -0.3192 | 0.375197 |
9 | -0.12067 | -1.0994 | 0.137396 |
10 | -0.095278 | -0.868 | 0.193941 |
11 | 0.264454 | 2.4093 | 0.009098 |
12 | 0.073078 | 0.6658 | 0.253702 |
13 | -0.033454 | -0.3048 | 0.380648 |
14 | -0.04205 | -0.3831 | 0.351314 |
15 | -0.100244 | -0.9133 | 0.181874 |
16 | 0.066135 | 0.6025 | 0.274237 |
17 | 0.083722 | 0.7627 | 0.22389 |
18 | -0.246123 | -2.2423 | 0.013805 |
19 | 0.176297 | 1.6061 | 0.05602 |
20 | 0.007077 | 0.0645 | 0.474375 |
21 | -0.092909 | -0.8464 | 0.199869 |
22 | -0.032271 | -0.294 | 0.384745 |
23 | 0.034913 | 0.3181 | 0.375614 |
24 | 0.095551 | 0.8705 | 0.193265 |
25 | 0.127489 | 1.1615 | 0.124388 |
26 | -0.104421 | -0.9513 | 0.172103 |
27 | 0.039803 | 0.3626 | 0.358905 |
28 | 0.002505 | 0.0228 | 0.490922 |
29 | -0.070038 | -0.6381 | 0.262589 |
30 | 0.053289 | 0.4855 | 0.314306 |
31 | 0.099577 | 0.9072 | 0.183467 |
32 | -0.18193 | -1.6575 | 0.050601 |
33 | -0.100396 | -0.9146 | 0.181513 |
34 | -0.137693 | -1.2544 | 0.106601 |
35 | 0.111012 | 1.0114 | 0.15739 |
36 | 0.149495 | 1.362 | 0.088447 |
37 | -0.034076 | -0.3104 | 0.3785 |
38 | 0.005666 | 0.0516 | 0.479477 |
39 | -0.044723 | -0.4074 | 0.342366 |
40 | 0.036812 | 0.3354 | 0.369095 |
41 | 0.09745 | 0.8878 | 0.188603 |
42 | 0.045803 | 0.4173 | 0.338775 |
43 | -0.060729 | -0.5533 | 0.290783 |
44 | 0.020805 | 0.1895 | 0.425064 |
45 | -0.134065 | -1.2214 | 0.112698 |
46 | -0.073427 | -0.6689 | 0.252692 |
47 | 0.140031 | 1.2757 | 0.102802 |
48 | 0.032241 | 0.2937 | 0.38485 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.138254 | -1.2596 | 0.105681 |
2 | -0.098615 | -0.8984 | 0.18578 |
3 | -0.151214 | -1.3776 | 0.086011 |
4 | -0.080258 | -0.7312 | 0.233364 |
5 | -0.032058 | -0.2921 | 0.385484 |
6 | -0.014722 | -0.1341 | 0.446816 |
7 | -0.101686 | -0.9264 | 0.178461 |
8 | -0.075116 | -0.6843 | 0.247833 |
9 | -0.172947 | -1.5756 | 0.059458 |
10 | -0.210241 | -1.9154 | 0.029443 |
11 | 0.15758 | 1.4356 | 0.077434 |
12 | 0.078288 | 0.7132 | 0.238851 |
13 | -0.017779 | -0.162 | 0.435858 |
14 | 3.9e-05 | 4e-04 | 0.49986 |
15 | -0.10209 | -0.9301 | 0.177513 |
16 | -0.003505 | -0.0319 | 0.4873 |
17 | 0.049795 | 0.4537 | 0.325632 |
18 | -0.271938 | -2.4775 | 0.00763 |
19 | 0.131931 | 1.202 | 0.1164 |
20 | 0.102728 | 0.9359 | 0.176022 |
21 | -0.07382 | -0.6725 | 0.251557 |
22 | -0.101007 | -0.9202 | 0.180064 |
23 | -0.051448 | -0.4687 | 0.320251 |
24 | 0.063687 | 0.5802 | 0.28167 |
25 | 0.155192 | 1.4139 | 0.08057 |
26 | 0.003218 | 0.0293 | 0.488341 |
27 | 0.043808 | 0.3991 | 0.345418 |
28 | 0.01167 | 0.1063 | 0.457792 |
29 | 0.076012 | 0.6925 | 0.245276 |
30 | 0.019277 | 0.1756 | 0.430509 |
31 | 0.068424 | 0.6234 | 0.267375 |
32 | -0.120381 | -1.0967 | 0.137967 |
33 | -0.112617 | -1.026 | 0.153939 |
34 | -0.092393 | -0.8417 | 0.201175 |
35 | 0.020422 | 0.1861 | 0.426429 |
36 | -0.071701 | -0.6532 | 0.257706 |
37 | 0.021337 | 0.1944 | 0.423174 |
38 | 0.046881 | 0.4271 | 0.335204 |
39 | -0.078534 | -0.7155 | 0.23816 |
40 | 0.026709 | 0.2433 | 0.404175 |
41 | 0.062563 | 0.57 | 0.285117 |
42 | -0.004777 | -0.0435 | 0.482696 |
43 | 0.049244 | 0.4486 | 0.327431 |
44 | 0.072674 | 0.6621 | 0.254873 |
45 | 0.011954 | 0.1089 | 0.456769 |
46 | -0.106681 | -0.9719 | 0.166959 |
47 | 0.037342 | 0.3402 | 0.367282 |
48 | 0.0206 | 0.1877 | 0.425793 |