Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.257046 | -2.1659 | 0.016839 |
2 | -0.062049 | -0.5228 | 0.301358 |
3 | -0.00428 | -0.0361 | 0.485666 |
4 | -0.045276 | -0.3815 | 0.351984 |
5 | -0.003177 | -0.0268 | 0.48936 |
6 | -0.09593 | -0.8083 | 0.210804 |
7 | 0.099066 | 0.8347 | 0.20333 |
8 | 0.05807 | 0.4893 | 0.313066 |
9 | -0.120153 | -1.0124 | 0.157386 |
10 | -0.06001 | -0.5057 | 0.307334 |
11 | 0.049516 | 0.4172 | 0.338883 |
12 | -0.110663 | -0.9325 | 0.177129 |
13 | -0.03485 | -0.2937 | 0.38494 |
14 | 0.040963 | 0.3452 | 0.365498 |
15 | 0.168533 | 1.4201 | 0.07998 |
16 | -0.097535 | -0.8218 | 0.206959 |
17 | -0.071105 | -0.5991 | 0.275494 |
18 | -0.044675 | -0.3764 | 0.353858 |
19 | 0.082895 | 0.6985 | 0.243577 |
20 | -0.126667 | -1.0673 | 0.144723 |
21 | 0.151425 | 1.2759 | 0.103069 |
22 | -0.008754 | -0.0738 | 0.470702 |
23 | 0.067059 | 0.565 | 0.286912 |
24 | 0.075445 | 0.6357 | 0.263504 |
25 | -0.152161 | -1.2821 | 0.101984 |
26 | 0.076549 | 0.645 | 0.2605 |
27 | -0.101675 | -0.8567 | 0.197239 |
28 | 0.041565 | 0.3502 | 0.363601 |
29 | 0.101708 | 0.857 | 0.197162 |
30 | -0.110228 | -0.9288 | 0.17807 |
31 | 0.033011 | 0.2782 | 0.390851 |
32 | 0.007684 | 0.0647 | 0.474278 |
33 | -0.085069 | -0.7168 | 0.237924 |
34 | 0.091884 | 0.7742 | 0.220684 |
35 | -0.052626 | -0.4434 | 0.329399 |
36 | 0.007517 | 0.0633 | 0.474837 |
37 | -0.069566 | -0.5862 | 0.279808 |
38 | 0.006246 | 0.0526 | 0.479086 |
39 | -0.052793 | -0.4448 | 0.328892 |
40 | 0.056733 | 0.478 | 0.317046 |
41 | -0.03602 | -0.3035 | 0.381193 |
42 | 0.055462 | 0.4673 | 0.320847 |
43 | 0.014466 | 0.1219 | 0.451665 |
44 | 0.022852 | 0.1926 | 0.423928 |
45 | 0.013195 | 0.1112 | 0.455892 |
46 | -0.027801 | -0.2343 | 0.40773 |
47 | 0.115438 | 0.9727 | 0.167003 |
48 | -0.078455 | -0.6611 | 0.255353 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.257046 | -2.1659 | 0.016839 |
2 | -0.137186 | -1.156 | 0.125788 |
3 | -0.062946 | -0.5304 | 0.298747 |
4 | -0.079322 | -0.6684 | 0.25303 |
5 | -0.047987 | -0.4043 | 0.343586 |
6 | -0.136237 | -1.148 | 0.12742 |
7 | 0.024929 | 0.2101 | 0.417112 |
8 | 0.072214 | 0.6085 | 0.272403 |
9 | -0.087236 | -0.7351 | 0.23236 |
10 | -0.128646 | -1.084 | 0.141019 |
11 | -0.023598 | -0.1988 | 0.421477 |
12 | -0.147707 | -1.2446 | 0.108685 |
13 | -0.133062 | -1.1212 | 0.132989 |
14 | -0.061551 | -0.5186 | 0.302814 |
15 | 0.116978 | 0.9857 | 0.16382 |
16 | -0.048371 | -0.4076 | 0.342404 |
17 | -0.091275 | -0.7691 | 0.222194 |
18 | -0.156147 | -1.3157 | 0.096251 |
19 | -0.002806 | -0.0236 | 0.490602 |
20 | -0.150751 | -1.2703 | 0.104071 |
21 | 0.06707 | 0.5651 | 0.286881 |
22 | -0.077591 | -0.6538 | 0.257679 |
23 | 0.043305 | 0.3649 | 0.358137 |
24 | 0.138743 | 1.1691 | 0.123143 |
25 | -0.055162 | -0.4648 | 0.321749 |
26 | -0.016096 | -0.1356 | 0.446251 |
27 | -0.069178 | -0.5829 | 0.280901 |
28 | -0.007266 | -0.0612 | 0.475675 |
29 | 0.061859 | 0.5212 | 0.301913 |
30 | -0.124158 | -1.0462 | 0.149515 |
31 | -0.006432 | -0.0542 | 0.478466 |
32 | 0.03731 | 0.3144 | 0.377077 |
33 | -0.017139 | -0.1444 | 0.442791 |
34 | 0.056172 | 0.4733 | 0.318719 |
35 | 0.006898 | 0.0581 | 0.476905 |
36 | -0.055481 | -0.4675 | 0.32079 |
37 | -0.115092 | -0.9698 | 0.167723 |
38 | -0.08427 | -0.7101 | 0.239991 |
39 | -0.16125 | -1.3587 | 0.089269 |
40 | 0.017022 | 0.1434 | 0.443177 |
41 | 0.000438 | 0.0037 | 0.498532 |
42 | 0.013376 | 0.1127 | 0.455292 |
43 | -0.042049 | -0.3543 | 0.362077 |
44 | 0.036236 | 0.3053 | 0.380506 |
45 | -0.021632 | -0.1823 | 0.427945 |
46 | -0.013294 | -0.112 | 0.455562 |
47 | 0.043459 | 0.3662 | 0.357654 |
48 | -0.04027 | -0.3393 | 0.367685 |