Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.013785 | -0.1162 | 0.453931 |
2 | 0.001064 | 0.009 | 0.496437 |
3 | 0.115512 | 0.9733 | 0.166849 |
4 | -0.102265 | -0.8617 | 0.195877 |
5 | 0.102573 | 0.8643 | 0.195167 |
6 | 0.096943 | 0.8169 | 0.208372 |
7 | -0.049723 | -0.419 | 0.338249 |
8 | 0.093092 | 0.7844 | 0.217705 |
9 | -0.142321 | -1.1992 | 0.117215 |
10 | -0.05156 | -0.4345 | 0.332639 |
11 | -0.039256 | -0.3308 | 0.370894 |
12 | -0.117042 | -0.9862 | 0.163689 |
13 | 0.049977 | 0.4211 | 0.337473 |
14 | -0.041294 | -0.348 | 0.364454 |
15 | -0.084469 | -0.7117 | 0.239477 |
16 | 0.052182 | 0.4397 | 0.330748 |
17 | -0.173358 | -1.4607 | 0.074249 |
18 | 0.055194 | 0.4651 | 0.32165 |
19 | 0.12808 | 1.0792 | 0.142072 |
20 | 0.00083 | 0.007 | 0.497218 |
21 | -0.096942 | -0.8169 | 0.208373 |
22 | -0.021766 | -0.1834 | 0.427502 |
23 | -0.052638 | -0.4435 | 0.329364 |
24 | 0.098021 | 0.8259 | 0.205803 |
25 | -0.058596 | -0.4937 | 0.311507 |
26 | 0.011996 | 0.1011 | 0.459885 |
27 | 0.058911 | 0.4964 | 0.310576 |
28 | -0.076459 | -0.6443 | 0.260743 |
29 | -0.063932 | -0.5387 | 0.295889 |
30 | -0.053959 | -0.4547 | 0.325369 |
31 | 0.009721 | 0.0819 | 0.467475 |
32 | 0.085584 | 0.7211 | 0.236594 |
33 | -0.026342 | -0.222 | 0.412491 |
34 | 0.151869 | 1.2797 | 0.102413 |
35 | -0.014159 | -0.1193 | 0.452685 |
36 | -0.072592 | -0.6117 | 0.271355 |
37 | 0.17917 | 1.5097 | 0.067777 |
38 | 0.091934 | 0.7746 | 0.22056 |
39 | 0.052514 | 0.4425 | 0.329741 |
40 | 0.022865 | 0.1927 | 0.423886 |
41 | -0.027514 | -0.2318 | 0.408667 |
42 | 0.084394 | 0.7111 | 0.23967 |
43 | -0.025789 | -0.2173 | 0.414299 |
44 | -0.034648 | -0.2919 | 0.385589 |
45 | -0.005274 | -0.0444 | 0.482338 |
46 | -0.077844 | -0.6559 | 0.256996 |
47 | -0.039588 | -0.3336 | 0.369842 |
48 | -0.101464 | -0.855 | 0.197727 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.013785 | -0.1162 | 0.453931 |
2 | 0.000874 | 0.0074 | 0.497073 |
3 | 0.115561 | 0.9737 | 0.166748 |
4 | -0.100432 | -0.8463 | 0.200127 |
5 | 0.102941 | 0.8674 | 0.194325 |
6 | 0.086487 | 0.7288 | 0.234274 |
7 | -0.027528 | -0.232 | 0.408619 |
8 | 0.063021 | 0.531 | 0.298529 |
9 | -0.148745 | -1.2534 | 0.107095 |
10 | -0.035798 | -0.3016 | 0.381904 |
11 | -0.087463 | -0.737 | 0.231784 |
12 | -0.079813 | -0.6725 | 0.251719 |
13 | 0.027927 | 0.2353 | 0.40732 |
14 | -0.03004 | -0.2531 | 0.400452 |
15 | -0.032731 | -0.2758 | 0.391754 |
16 | 0.035251 | 0.297 | 0.383654 |
17 | -0.122729 | -1.0341 | 0.152292 |
18 | 0.066541 | 0.5607 | 0.28839 |
19 | 0.10455 | 0.881 | 0.190657 |
20 | 0.05697 | 0.48 | 0.316338 |
21 | -0.177962 | -1.4995 | 0.069084 |
22 | -0.022765 | -0.1918 | 0.424216 |
23 | -0.033898 | -0.2856 | 0.387996 |
24 | 0.071259 | 0.6004 | 0.275063 |
25 | -0.084742 | -0.714 | 0.23877 |
26 | -0.016487 | -0.1389 | 0.444953 |
27 | 0.059662 | 0.5027 | 0.308358 |
28 | -0.030265 | -0.255 | 0.399723 |
29 | -0.080051 | -0.6745 | 0.251085 |
30 | -0.077512 | -0.6531 | 0.257891 |
31 | 0.063556 | 0.5355 | 0.296977 |
32 | 0.039381 | 0.3318 | 0.370499 |
33 | -0.014869 | -0.1253 | 0.450324 |
34 | 0.16079 | 1.3548 | 0.089882 |
35 | -0.006842 | -0.0576 | 0.477095 |
36 | -0.021733 | -0.1831 | 0.427611 |
37 | 0.136645 | 1.1514 | 0.126716 |
38 | 0.062954 | 0.5305 | 0.298724 |
39 | 0.037396 | 0.3151 | 0.376803 |
40 | -0.085045 | -0.7166 | 0.237985 |
41 | 0.063206 | 0.5326 | 0.297992 |
42 | 0.018294 | 0.1542 | 0.438964 |
43 | -0.055884 | -0.4709 | 0.319583 |
44 | -0.038896 | -0.3277 | 0.372034 |
45 | -0.021688 | -0.1827 | 0.42776 |
46 | -0.046854 | -0.3948 | 0.347088 |
47 | -0.060001 | -0.5056 | 0.307359 |
48 | -0.037396 | -0.3151 | 0.376805 |