Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.143055 | 1.0988 | 0.138154 |
2 | 0.259855 | 1.996 | 0.025279 |
3 | 0.321667 | 2.4708 | 0.008195 |
4 | 0.216045 | 1.6595 | 0.051164 |
5 | 0.091707 | 0.7044 | 0.241972 |
6 | 0.159475 | 1.225 | 0.112731 |
7 | 0.016969 | 0.1303 | 0.448369 |
8 | 0.123744 | 0.9505 | 0.172869 |
9 | 0.044831 | 0.3444 | 0.365903 |
10 | -0.077516 | -0.5954 | 0.276921 |
11 | 0.296981 | 2.2812 | 0.013083 |
12 | -0.055072 | -0.423 | 0.336911 |
13 | -0.012613 | -0.0969 | 0.461573 |
14 | 0.179232 | 1.3767 | 0.086902 |
15 | 0.072134 | 0.5541 | 0.290812 |
16 | 0.0029 | 0.0223 | 0.491152 |
17 | 0.05832 | 0.448 | 0.327909 |
18 | -0.062481 | -0.4799 | 0.316526 |
19 | 0.039444 | 0.303 | 0.381486 |
20 | -0.039222 | -0.3013 | 0.382133 |
21 | -0.180633 | -1.3875 | 0.085259 |
22 | -0.040046 | -0.3076 | 0.379736 |
23 | -0.11445 | -0.8791 | 0.191455 |
24 | -0.213424 | -1.6393 | 0.053232 |
25 | -0.098435 | -0.7561 | 0.226302 |
26 | -0.164383 | -1.2627 | 0.105841 |
27 | -0.222735 | -1.7109 | 0.04618 |
28 | -0.171957 | -1.3208 | 0.095829 |
29 | -0.093886 | -0.7211 | 0.236833 |
30 | -0.116446 | -0.8944 | 0.187361 |
31 | -0.020356 | -0.1564 | 0.438142 |
32 | -0.141554 | -1.0873 | 0.140664 |
33 | -0.000933 | -0.0072 | 0.497153 |
34 | -0.043629 | -0.3351 | 0.369361 |
35 | 0.014462 | 0.1111 | 0.455963 |
36 | -0.040451 | -0.3107 | 0.378558 |
37 | -0.043843 | -0.3368 | 0.368744 |
38 | -0.059831 | -0.4596 | 0.323756 |
39 | -0.083626 | -0.6423 | 0.26157 |
40 | -0.075945 | -0.5833 | 0.280942 |
41 | -0.131483 | -1.0099 | 0.158324 |
42 | -0.075191 | -0.5775 | 0.282883 |
43 | -0.078603 | -0.6038 | 0.274159 |
44 | -0.028927 | -0.2222 | 0.412467 |
45 | -0.042499 | -0.3264 | 0.372624 |
46 | -0.027454 | -0.2109 | 0.416856 |
47 | -0.007174 | -0.0551 | 0.478122 |
48 | 0.003817 | 0.0293 | 0.488353 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.143055 | 1.0988 | 0.138154 |
2 | 0.244392 | 1.8772 | 0.032718 |
3 | 0.280791 | 2.1568 | 0.017554 |
4 | 0.126779 | 0.9738 | 0.167064 |
5 | -0.070739 | -0.5434 | 0.294465 |
6 | -0.002597 | -0.02 | 0.492075 |
7 | -0.10704 | -0.8222 | 0.20714 |
8 | 0.074219 | 0.5701 | 0.285391 |
9 | 0.017705 | 0.136 | 0.446143 |
10 | -0.130546 | -1.0027 | 0.160041 |
11 | 0.3248 | 2.4948 | 0.00771 |
12 | -0.109614 | -0.842 | 0.201604 |
13 | -0.071688 | -0.5506 | 0.291977 |
14 | 0.114334 | 0.8782 | 0.191694 |
15 | 0.012113 | 0.093 | 0.463093 |
16 | 0.018175 | 0.1396 | 0.444725 |
17 | -0.103452 | -0.7946 | 0.215007 |
18 | -0.098969 | -0.7602 | 0.225083 |
19 | 0.020339 | 0.1562 | 0.438192 |
20 | -0.04909 | -0.3771 | 0.353737 |
21 | -0.080847 | -0.621 | 0.268496 |
22 | -0.137079 | -1.0529 | 0.148335 |
23 | 0.008032 | 0.0617 | 0.475507 |
24 | -0.043137 | -0.3313 | 0.370782 |
25 | -0.103071 | -0.7917 | 0.215853 |
26 | -0.056214 | -0.4318 | 0.333734 |
27 | -0.102326 | -0.786 | 0.217512 |
28 | -0.080583 | -0.619 | 0.269159 |
29 | 0.127638 | 0.9804 | 0.165444 |
30 | -0.017471 | -0.1342 | 0.446853 |
31 | 0.120183 | 0.9231 | 0.179845 |
32 | -0.012886 | -0.099 | 0.460746 |
33 | 0.012726 | 0.0977 | 0.461232 |
34 | -0.033439 | -0.2568 | 0.399095 |
35 | 0.128792 | 0.9893 | 0.163286 |
36 | 0.034225 | 0.2629 | 0.396778 |
37 | -0.091207 | -0.7006 | 0.243161 |
38 | 0.013734 | 0.1055 | 0.458171 |
39 | -0.069925 | -0.5371 | 0.296607 |
40 | -0.060914 | -0.4679 | 0.320794 |
41 | -0.019908 | -0.1529 | 0.439492 |
42 | -0.059372 | -0.456 | 0.325016 |
43 | 0.076334 | 0.5863 | 0.279944 |
44 | 0.006727 | 0.0517 | 0.479483 |
45 | -0.016662 | -0.128 | 0.449299 |
46 | -0.126088 | -0.9685 | 0.168374 |
47 | 0.003626 | 0.0279 | 0.488936 |
48 | 0.008901 | 0.0684 | 0.472862 |