Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.034425 | -0.2644 | 0.396188 |
2 | 0.063998 | 0.4916 | 0.31242 |
3 | 0.093528 | 0.7184 | 0.237672 |
4 | 0.025838 | 0.1985 | 0.421683 |
5 | -0.010662 | -0.0819 | 0.467503 |
6 | 0.218493 | 1.6783 | 0.049291 |
7 | 0.00264 | 0.0203 | 0.491946 |
8 | -0.115633 | -0.8882 | 0.189021 |
9 | 0.064183 | 0.493 | 0.311922 |
10 | 0.149881 | 1.1513 | 0.127136 |
11 | -0.178282 | -1.3694 | 0.088031 |
12 | 0.003229 | 0.0248 | 0.490148 |
13 | 0.065585 | 0.5038 | 0.30815 |
14 | 0.002467 | 0.0189 | 0.492473 |
15 | 0.075719 | 0.5816 | 0.281523 |
16 | 0.149924 | 1.1516 | 0.127068 |
17 | -0.173237 | -1.3307 | 0.094211 |
18 | -0.108195 | -0.8311 | 0.204644 |
19 | 0.073728 | 0.5663 | 0.286664 |
20 | -0.001348 | -0.0104 | 0.495888 |
21 | -0.167876 | -1.2895 | 0.101132 |
22 | -0.040815 | -0.3135 | 0.377502 |
23 | -0.076962 | -0.5912 | 0.278337 |
24 | -0.176789 | -1.3579 | 0.089826 |
25 | 0.000707 | 0.0054 | 0.497842 |
26 | -0.01029 | -0.079 | 0.468634 |
27 | -0.085848 | -0.6594 | 0.2561 |
28 | -0.030822 | -0.2367 | 0.406836 |
29 | 0.147855 | 1.1357 | 0.130339 |
30 | -0.081456 | -0.6257 | 0.266971 |
31 | -0.068959 | -0.5297 | 0.299158 |
32 | -0.013278 | -0.102 | 0.459555 |
33 | -0.087782 | -0.6743 | 0.251387 |
34 | -0.131682 | -1.0115 | 0.157961 |
35 | 0.099777 | 0.7664 | 0.223247 |
36 | -0.177436 | -1.3629 | 0.089045 |
37 | -0.09775 | -0.7508 | 0.227869 |
38 | 0.059055 | 0.4536 | 0.325888 |
39 | -0.076221 | -0.5855 | 0.280235 |
40 | -0.018098 | -0.139 | 0.444958 |
41 | -0.050675 | -0.3892 | 0.349249 |
42 | -0.001965 | -0.0151 | 0.494004 |
43 | -0.024973 | -0.1918 | 0.424272 |
44 | 0.086168 | 0.6619 | 0.255317 |
45 | 0.064091 | 0.4923 | 0.31217 |
46 | -0.018042 | -0.1386 | 0.445127 |
47 | 0.056951 | 0.4374 | 0.331692 |
48 | 0.012557 | 0.0965 | 0.461745 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.034425 | -0.2644 | 0.396188 |
2 | 0.062888 | 0.4831 | 0.315424 |
3 | 0.098262 | 0.7548 | 0.226695 |
4 | 0.029016 | 0.2229 | 0.412202 |
5 | -0.021287 | -0.1635 | 0.435339 |
6 | 0.207719 | 1.5955 | 0.05797 |
7 | 0.016749 | 0.1287 | 0.449034 |
8 | -0.148443 | -1.1402 | 0.129403 |
9 | 0.018227 | 0.14 | 0.444567 |
10 | 0.176925 | 1.359 | 0.089662 |
11 | -0.167297 | -1.285 | 0.101901 |
12 | -0.098821 | -0.7591 | 0.225419 |
13 | 0.089803 | 0.6898 | 0.246515 |
14 | 0.112664 | 0.8654 | 0.195166 |
15 | 0.040822 | 0.3136 | 0.377481 |
16 | 0.052557 | 0.4037 | 0.343946 |
17 | -0.108389 | -0.8325 | 0.204228 |
18 | -0.110031 | -0.8452 | 0.200716 |
19 | -0.00299 | -0.023 | 0.490879 |
20 | 0.010581 | 0.0813 | 0.467749 |
21 | -0.152791 | -1.1736 | 0.122633 |
22 | -0.134758 | -1.0351 | 0.152423 |
23 | 0.009423 | 0.0724 | 0.471271 |
24 | -0.079799 | -0.6129 | 0.271134 |
25 | -0.078731 | -0.6047 | 0.273835 |
26 | 0.006812 | 0.0523 | 0.479225 |
27 | 0.130172 | 0.9999 | 0.160728 |
28 | -0.023428 | -0.18 | 0.428903 |
29 | 0.058834 | 0.4519 | 0.326495 |
30 | -0.005715 | -0.0439 | 0.482566 |
31 | -0.043357 | -0.333 | 0.370145 |
32 | -0.082318 | -0.6323 | 0.264817 |
33 | -0.056408 | -0.4333 | 0.333196 |
34 | -0.120608 | -0.9264 | 0.179004 |
35 | 0.001559 | 0.012 | 0.495243 |
36 | -0.134235 | -1.0311 | 0.153356 |
37 | 0.013227 | 0.1016 | 0.459711 |
38 | 0.123625 | 0.9496 | 0.1731 |
39 | -0.089877 | -0.6904 | 0.246339 |
40 | 0.084263 | 0.6472 | 0.259995 |
41 | -0.074228 | -0.5702 | 0.285368 |
42 | -0.04968 | -0.3816 | 0.352065 |
43 | -0.024762 | -0.1902 | 0.424902 |
44 | 0.045194 | 0.3471 | 0.364859 |
45 | -0.029513 | -0.2267 | 0.410723 |
46 | 0.037206 | 0.2858 | 0.388021 |
47 | 0.080482 | 0.6182 | 0.269413 |
48 | -0.025888 | -0.1988 | 0.421532 |