Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.154639 | 1.303 | 0.09839 |
2 | -0.035922 | -0.3027 | 0.381508 |
3 | -0.131239 | -1.1058 | 0.136265 |
4 | 0.010208 | 0.086 | 0.465847 |
5 | 0.047023 | 0.3962 | 0.346565 |
6 | -0.195642 | -1.6485 | 0.051834 |
7 | -0.005275 | -0.0444 | 0.482336 |
8 | -0.074608 | -0.6287 | 0.265794 |
9 | -0.061318 | -0.5167 | 0.303496 |
10 | 0.033282 | 0.2804 | 0.389979 |
11 | 0.138739 | 1.169 | 0.123149 |
12 | 0.095677 | 0.8062 | 0.211412 |
13 | 0.094569 | 0.7968 | 0.214098 |
14 | 0.034654 | 0.292 | 0.38557 |
15 | 0.043176 | 0.3638 | 0.358541 |
16 | -0.096905 | -0.8165 | 0.208463 |
17 | -0.042066 | -0.3545 | 0.362025 |
18 | 0.019635 | 0.1654 | 0.434533 |
19 | 0.027644 | 0.2329 | 0.408241 |
20 | -0.08384 | -0.7064 | 0.241111 |
21 | -0.058034 | -0.489 | 0.313172 |
22 | 0.056052 | 0.4723 | 0.319081 |
23 | 0.032441 | 0.2733 | 0.392689 |
24 | -0.072352 | -0.6096 | 0.272021 |
25 | -0.075227 | -0.6339 | 0.264099 |
26 | 0.050931 | 0.4292 | 0.334555 |
27 | 0.025742 | 0.2169 | 0.414453 |
28 | -0.024187 | -0.2038 | 0.419544 |
29 | 0.052359 | 0.4412 | 0.330209 |
30 | 0.015011 | 0.1265 | 0.449852 |
31 | -0.025174 | -0.2121 | 0.41631 |
32 | -0.070382 | -0.593 | 0.277516 |
33 | 0.005774 | 0.0487 | 0.480665 |
34 | 0.031812 | 0.2681 | 0.394718 |
35 | 0.014712 | 0.124 | 0.450845 |
36 | 0.007078 | 0.0596 | 0.476306 |
37 | -0.003103 | -0.0261 | 0.489609 |
38 | -0.148103 | -1.2479 | 0.108077 |
39 | -0.069242 | -0.5834 | 0.280723 |
40 | 0.036272 | 0.3056 | 0.380388 |
41 | 0.051746 | 0.436 | 0.332073 |
42 | -0.001056 | -0.0089 | 0.496462 |
43 | -0.224443 | -1.8912 | 0.031339 |
44 | -0.085029 | -0.7165 | 0.238028 |
45 | 0.007076 | 0.0596 | 0.47631 |
46 | 0.038646 | 0.3256 | 0.372827 |
47 | 0.023048 | 0.1942 | 0.423283 |
48 | -0.038523 | -0.3246 | 0.37322 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.154639 | 1.303 | 0.09839 |
2 | -0.061301 | -0.5165 | 0.303544 |
3 | -0.11915 | -1.004 | 0.1594 |
4 | 0.049774 | 0.4194 | 0.338093 |
5 | 0.029175 | 0.2458 | 0.403262 |
6 | -0.232632 | -1.9602 | 0.026949 |
7 | 0.081409 | 0.686 | 0.247484 |
8 | -0.094855 | -0.7993 | 0.213402 |
9 | -0.105981 | -0.893 | 0.187434 |
10 | 0.088629 | 0.7468 | 0.228824 |
11 | 0.127678 | 1.0758 | 0.142821 |
12 | -0.029739 | -0.2506 | 0.401428 |
13 | 0.158293 | 1.3338 | 0.093266 |
14 | 0.016028 | 0.1351 | 0.446477 |
15 | -0.001327 | -0.0112 | 0.495555 |
16 | -0.072546 | -0.6113 | 0.271482 |
17 | 0.03948 | 0.3327 | 0.370183 |
18 | 0.004483 | 0.0378 | 0.484988 |
19 | 0.067581 | 0.5694 | 0.285425 |
20 | -0.085557 | -0.7209 | 0.236663 |
21 | 0.01922 | 0.162 | 0.435902 |
22 | 0.029389 | 0.2476 | 0.402564 |
23 | -0.02442 | -0.2058 | 0.418781 |
24 | -0.132243 | -1.1143 | 0.134454 |
25 | -0.021363 | -0.18 | 0.428829 |
26 | 0.010161 | 0.0856 | 0.466006 |
27 | -0.004987 | -0.042 | 0.483299 |
28 | -0.025877 | -0.218 | 0.414009 |
29 | 0.112145 | 0.9449 | 0.173945 |
30 | -0.065515 | -0.552 | 0.291327 |
31 | -0.018494 | -0.1558 | 0.438303 |
32 | -0.042018 | -0.354 | 0.362177 |
33 | 0.002988 | 0.0252 | 0.489992 |
34 | -0.009444 | -0.0796 | 0.468398 |
35 | 0.108478 | 0.9141 | 0.181892 |
36 | -0.021416 | -0.1805 | 0.428654 |
37 | 0.02289 | 0.1929 | 0.423802 |
38 | -0.169097 | -1.4248 | 0.079293 |
39 | 0.003479 | 0.0293 | 0.488348 |
40 | -0.023786 | -0.2004 | 0.420859 |
41 | 0.004163 | 0.0351 | 0.486059 |
42 | -0.020045 | -0.1689 | 0.433177 |
43 | -0.161393 | -1.3599 | 0.089078 |
44 | -0.120663 | -1.0167 | 0.156368 |
45 | 0.04736 | 0.3991 | 0.345523 |
46 | -0.075756 | -0.6383 | 0.262657 |
47 | 0.002176 | 0.0183 | 0.49271 |
48 | -0.045916 | -0.3869 | 0.349997 |