Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.167516 | 1.4115 | 0.08123 |
2 | 0.290528 | 2.448 | 0.008419 |
3 | 0.2041 | 1.7198 | 0.044915 |
4 | 0.103359 | 0.8709 | 0.193367 |
5 | 0.048842 | 0.4115 | 0.340955 |
6 | -0.042228 | -0.3558 | 0.361516 |
7 | -0.156483 | -1.3186 | 0.095778 |
8 | 0.024032 | 0.2025 | 0.420053 |
9 | -0.177859 | -1.4987 | 0.069196 |
10 | -0.065833 | -0.5547 | 0.290415 |
11 | -0.05168 | -0.4355 | 0.332275 |
12 | -0.036222 | -0.3052 | 0.38055 |
13 | -0.140603 | -1.1847 | 0.120035 |
14 | -0.028136 | -0.2371 | 0.406639 |
15 | -0.09294 | -0.7831 | 0.218078 |
16 | 0.032434 | 0.2733 | 0.392711 |
17 | -0.010849 | -0.0914 | 0.463711 |
18 | -0.012968 | -0.1093 | 0.456647 |
19 | 0.053534 | 0.4511 | 0.326652 |
20 | 0.032567 | 0.2744 | 0.39228 |
21 | 0.018994 | 0.16 | 0.436648 |
22 | 0.036335 | 0.3062 | 0.380187 |
23 | -0.148226 | -1.249 | 0.107888 |
24 | 0.034289 | 0.2889 | 0.386739 |
25 | -0.148586 | -1.252 | 0.107338 |
26 | 0.068817 | 0.5799 | 0.281922 |
27 | -0.035011 | -0.295 | 0.384426 |
28 | -0.069688 | -0.5872 | 0.279465 |
29 | -0.004926 | -0.0415 | 0.483504 |
30 | 0.080135 | 0.6752 | 0.250861 |
31 | -0.151324 | -1.2751 | 0.103219 |
32 | 0.026054 | 0.2195 | 0.413431 |
33 | -0.113759 | -0.9585 | 0.170519 |
34 | -0.037299 | -0.3143 | 0.377113 |
35 | 0.015372 | 0.1295 | 0.448654 |
36 | -0.024069 | -0.2028 | 0.419933 |
37 | -0.028436 | -0.2396 | 0.405662 |
38 | 0.091021 | 0.767 | 0.222824 |
39 | -0.036615 | -0.3085 | 0.379294 |
40 | 0.074879 | 0.6309 | 0.265052 |
41 | 0.009939 | 0.0837 | 0.466746 |
42 | 0.026321 | 0.2218 | 0.412559 |
43 | -0.097783 | -0.8239 | 0.206369 |
44 | -0.098426 | -0.8294 | 0.204842 |
45 | -0.163351 | -1.3764 | 0.086509 |
46 | -0.065964 | -0.5558 | 0.290041 |
47 | -0.130239 | -1.0974 | 0.138085 |
48 | -0.116916 | -0.9852 | 0.163947 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.167516 | 1.4115 | 0.08123 |
2 | 0.270044 | 2.2754 | 0.01295 |
3 | 0.136881 | 1.1534 | 0.126312 |
4 | -0.011962 | -0.1008 | 0.46 |
5 | -0.057151 | -0.4816 | 0.3158 |
6 | -0.105861 | -0.892 | 0.187702 |
7 | -0.179044 | -1.5086 | 0.067913 |
8 | 0.103653 | 0.8734 | 0.192695 |
9 | -0.084938 | -0.7157 | 0.238263 |
10 | -0.002347 | -0.0198 | 0.492139 |
11 | 0.030143 | 0.254 | 0.400119 |
12 | 0.021827 | 0.1839 | 0.4273 |
13 | -0.160709 | -1.3542 | 0.089991 |
14 | -0.012036 | -0.1014 | 0.459751 |
15 | -0.024516 | -0.2066 | 0.418467 |
16 | 0.057301 | 0.4828 | 0.315352 |
17 | 0.055565 | 0.4682 | 0.320539 |
18 | -0.020959 | -0.1766 | 0.430161 |
19 | 0.017797 | 0.15 | 0.440612 |
20 | -0.026228 | -0.221 | 0.412864 |
21 | 0.003402 | 0.0287 | 0.488605 |
22 | -0.033684 | -0.2838 | 0.388685 |
23 | -0.178697 | -1.5057 | 0.068287 |
24 | 0.052239 | 0.4402 | 0.330574 |
25 | -0.083216 | -0.7012 | 0.242739 |
26 | 0.17883 | 1.5068 | 0.068143 |
27 | 0.005211 | 0.0439 | 0.482551 |
28 | -0.100411 | -0.8461 | 0.200176 |
29 | -0.035898 | -0.3025 | 0.381585 |
30 | 0.091479 | 0.7708 | 0.221687 |
31 | -0.182926 | -1.5414 | 0.063837 |
32 | -0.026118 | -0.2201 | 0.413222 |
33 | -0.014756 | -0.1243 | 0.4507 |
34 | -0.018694 | -0.1575 | 0.437642 |
35 | 0.125913 | 1.061 | 0.146152 |
36 | 0.005055 | 0.0426 | 0.483074 |
37 | -0.082924 | -0.6987 | 0.243502 |
38 | -0.029324 | -0.2471 | 0.402778 |
39 | 0.047216 | 0.3979 | 0.345966 |
40 | -0.007716 | -0.065 | 0.474173 |
41 | -0.026643 | -0.2245 | 0.411507 |
42 | 0.043655 | 0.3678 | 0.357041 |
43 | -0.181583 | -1.53 | 0.065225 |
44 | -0.090879 | -0.7658 | 0.22318 |
45 | -0.10049 | -0.8467 | 0.199991 |
46 | -0.065993 | -0.5561 | 0.289957 |
47 | -0.004303 | -0.0363 | 0.485589 |
48 | -0.010397 | -0.0876 | 0.465218 |