Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.102968 | -1.227 | 0.110926 |
2 | -0.039903 | -0.4755 | 0.31758 |
3 | 0.00662 | 0.0789 | 0.468616 |
4 | -0.130346 | -1.5533 | 0.061294 |
5 | 0.034606 | 0.4124 | 0.340344 |
6 | -0.030947 | -0.3688 | 0.356423 |
7 | 0.128289 | 1.5287 | 0.064276 |
8 | -0.008126 | -0.0968 | 0.461499 |
9 | -0.088883 | -1.0592 | 0.145661 |
10 | -0.010435 | -0.1243 | 0.450609 |
11 | -0.057644 | -0.6869 | 0.246629 |
12 | -0.057607 | -0.6865 | 0.24677 |
13 | 0.027777 | 0.331 | 0.370567 |
14 | -0.05104 | -0.6082 | 0.272011 |
15 | 0.046179 | 0.5503 | 0.291494 |
16 | 0.088695 | 1.0569 | 0.14617 |
17 | -0.07146 | -0.8515 | 0.197951 |
18 | -0.009148 | -0.109 | 0.456672 |
19 | 0.018916 | 0.2254 | 0.410993 |
20 | 0.018021 | 0.2148 | 0.415135 |
21 | -0.082555 | -0.9838 | 0.163456 |
22 | -0.083131 | -0.9906 | 0.161779 |
23 | 0.174102 | 2.0747 | 0.019911 |
24 | -0.115392 | -1.3751 | 0.08564 |
25 | -0.010889 | -0.1298 | 0.448469 |
26 | 0.081949 | 0.9765 | 0.165229 |
27 | -0.167093 | -1.9911 | 0.024192 |
28 | -0.012237 | -0.1458 | 0.442136 |
29 | -0.03597 | -0.4286 | 0.334419 |
30 | 0.007066 | 0.0842 | 0.466506 |
31 | 0.040442 | 0.4819 | 0.3153 |
32 | 0.006901 | 0.0822 | 0.46729 |
33 | 0.012219 | 0.1456 | 0.44222 |
34 | -0.107919 | -1.286 | 0.100267 |
35 | -0.012036 | -0.1434 | 0.443077 |
36 | 0.024392 | 0.2907 | 0.385868 |
37 | 0.02262 | 0.2695 | 0.393951 |
38 | 0.16363 | 1.9499 | 0.026581 |
39 | -0.083875 | -0.9995 | 0.15963 |
40 | -0.145684 | -1.736 | 0.042364 |
41 | 0.028524 | 0.3399 | 0.367215 |
42 | 0.041298 | 0.4921 | 0.311698 |
43 | 0.070643 | 0.8418 | 0.200654 |
44 | -0.015574 | -0.1856 | 0.426518 |
45 | 0.116443 | 1.3876 | 0.083719 |
46 | 0.052258 | 0.6227 | 0.267233 |
47 | -0.127133 | -1.515 | 0.066002 |
48 | 0.052271 | 0.6229 | 0.267182 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.102968 | -1.227 | 0.110926 |
2 | -0.051047 | -0.6083 | 0.271982 |
3 | -0.002994 | -0.0357 | 0.485795 |
4 | -0.133751 | -1.5938 | 0.056599 |
5 | 0.006544 | 0.078 | 0.468975 |
6 | -0.040564 | -0.4834 | 0.314788 |
7 | 0.125726 | 1.4982 | 0.068151 |
8 | -0.0026 | -0.031 | 0.487664 |
9 | -0.074229 | -0.8845 | 0.188951 |
10 | -0.038166 | -0.4548 | 0.324974 |
11 | -0.03867 | -0.4608 | 0.322822 |
12 | -0.081429 | -0.9703 | 0.166765 |
13 | -0.00556 | -0.0663 | 0.473632 |
14 | -0.08005 | -0.9539 | 0.170876 |
15 | 0.021692 | 0.2585 | 0.398201 |
16 | 0.098094 | 1.1689 | 0.122197 |
17 | -0.043518 | -0.5186 | 0.302433 |
18 | -0.029061 | -0.3463 | 0.364815 |
19 | 0.034287 | 0.4086 | 0.341732 |
20 | 0.02827 | 0.3369 | 0.368354 |
21 | -0.098042 | -1.1683 | 0.122321 |
22 | -0.12483 | -1.4875 | 0.069547 |
23 | 0.122136 | 1.4554 | 0.07388 |
24 | -0.081506 | -0.9713 | 0.166535 |
25 | -0.029419 | -0.3506 | 0.363216 |
26 | 0.040205 | 0.4791 | 0.316304 |
27 | -0.13093 | -1.5602 | 0.060468 |
28 | -0.045577 | -0.5431 | 0.29395 |
29 | -0.030866 | -0.3678 | 0.356783 |
30 | -0.049388 | -0.5885 | 0.278556 |
31 | -0.009394 | -0.1119 | 0.455513 |
32 | 0.01826 | 0.2176 | 0.414028 |
33 | -0.030705 | -0.3659 | 0.357493 |
34 | -0.102349 | -1.2196 | 0.112314 |
35 | -0.031918 | -0.3803 | 0.352128 |
36 | -0.020186 | -0.2405 | 0.405128 |
37 | 0.044004 | 0.5244 | 0.300422 |
38 | 0.130999 | 1.561 | 0.060371 |
39 | -0.143112 | -1.7054 | 0.045156 |
40 | -0.152819 | -1.821 | 0.035352 |
41 | 0.024593 | 0.2931 | 0.38495 |
42 | 0.047351 | 0.5642 | 0.286737 |
43 | 0.047388 | 0.5647 | 0.286586 |
44 | -0.033015 | -0.3934 | 0.3473 |
45 | 0.097588 | 1.1629 | 0.123411 |
46 | 0.074594 | 0.8889 | 0.187782 |
47 | -0.02722 | -0.3244 | 0.373069 |
48 | -0.004589 | -0.0547 | 0.478231 |