Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.08999 | 0.6794 | 0.249815 |
2 | -0.239598 | -1.8089 | 0.037869 |
3 | 0.024708 | 0.1865 | 0.426343 |
4 | 0.087299 | 0.6591 | 0.256245 |
5 | -0.113996 | -0.8606 | 0.196519 |
6 | -0.041514 | -0.3134 | 0.377552 |
7 | 0.011273 | 0.0851 | 0.466237 |
8 | -0.094539 | -0.7138 | 0.239147 |
9 | 0.04121 | 0.3111 | 0.378418 |
10 | -0.096764 | -0.7306 | 0.234022 |
11 | 0.042504 | 0.3209 | 0.374731 |
12 | 0.122449 | 0.9245 | 0.17957 |
13 | 0.037713 | 0.2847 | 0.388443 |
14 | -0.078789 | -0.5948 | 0.277152 |
15 | 0.155005 | 1.1703 | 0.123383 |
16 | 0.166594 | 1.2578 | 0.106805 |
17 | -0.158071 | -1.1934 | 0.118827 |
18 | -0.140661 | -1.062 | 0.146365 |
19 | -0.080057 | -0.6044 | 0.273982 |
20 | 0.085422 | 0.6449 | 0.260783 |
21 | -0.09287 | -0.7012 | 0.243031 |
22 | 0.063564 | 0.4799 | 0.316568 |
23 | 0.073575 | 0.5555 | 0.290371 |
24 | -0.024083 | -0.1818 | 0.428183 |
25 | -0.133155 | -1.0053 | 0.159502 |
26 | 0.027209 | 0.2054 | 0.418987 |
27 | 0.131052 | 0.9894 | 0.163319 |
28 | -0.011624 | -0.0878 | 0.465187 |
29 | -0.038676 | -0.292 | 0.385674 |
30 | -0.059 | -0.4454 | 0.328845 |
31 | 0.044505 | 0.336 | 0.369052 |
32 | -0.062714 | -0.4735 | 0.318839 |
33 | 0.067265 | 0.5078 | 0.306762 |
34 | 0.033067 | 0.2496 | 0.401879 |
35 | -0.094506 | -0.7135 | 0.239223 |
36 | -0.017078 | -0.1289 | 0.448931 |
37 | 0.02737 | 0.2066 | 0.418515 |
38 | -0.062309 | -0.4704 | 0.319923 |
39 | -0.051738 | -0.3906 | 0.348771 |
40 | 0.033181 | 0.2505 | 0.401547 |
41 | -0.107357 | -0.8105 | 0.210504 |
42 | -0.024441 | -0.1845 | 0.427127 |
43 | 0.032455 | 0.245 | 0.403657 |
44 | -0.102558 | -0.7743 | 0.220978 |
45 | -0.047219 | -0.3565 | 0.361392 |
46 | 0.064191 | 0.4846 | 0.314896 |
47 | -0.06468 | -0.4883 | 0.313597 |
48 | -0.051629 | -0.3898 | 0.349072 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.08999 | 0.6794 | 0.249815 |
2 | -0.249719 | -1.8853 | 0.032243 |
3 | 0.079701 | 0.6017 | 0.274871 |
4 | 0.016098 | 0.1215 | 0.451847 |
5 | -0.110416 | -0.8336 | 0.203987 |
6 | 0.012209 | 0.0922 | 0.463442 |
7 | -0.048519 | -0.3663 | 0.357744 |
8 | -0.101034 | -0.7628 | 0.224367 |
9 | 0.081759 | 0.6173 | 0.269758 |
10 | -0.19107 | -1.4425 | 0.07731 |
11 | 0.130871 | 0.9881 | 0.16365 |
12 | 0.04602 | 0.3474 | 0.36477 |
13 | 0.018307 | 0.1382 | 0.44528 |
14 | -0.010767 | -0.0813 | 0.467748 |
15 | 0.158118 | 1.1938 | 0.118757 |
16 | 0.093873 | 0.7087 | 0.240692 |
17 | -0.091715 | -0.6924 | 0.245739 |
18 | -0.084706 | -0.6395 | 0.262524 |
19 | -0.129519 | -0.9778 | 0.166142 |
20 | 0.099052 | 0.7478 | 0.228819 |
21 | -0.125176 | -0.9451 | 0.17431 |
22 | 0.15877 | 1.1987 | 0.117804 |
23 | 0.019383 | 0.1463 | 0.442084 |
24 | -0.044963 | -0.3395 | 0.367755 |
25 | -0.109513 | -0.8268 | 0.205898 |
26 | 0.032886 | 0.2483 | 0.402405 |
27 | -0.003361 | -0.0254 | 0.489922 |
28 | 0.014457 | 0.1091 | 0.456734 |
29 | -0.04066 | -0.307 | 0.379989 |
30 | 0.00275 | 0.0208 | 0.491753 |
31 | -0.015378 | -0.1161 | 0.453991 |
32 | -0.058263 | -0.4399 | 0.330845 |
33 | 0.178806 | 1.35 | 0.091183 |
34 | 0.017648 | 0.1332 | 0.447236 |
35 | -0.151222 | -1.1417 | 0.129176 |
36 | 0.022167 | 0.1674 | 0.433842 |
37 | -0.026578 | -0.2007 | 0.42084 |
38 | -0.161859 | -1.222 | 0.113367 |
39 | 0.053069 | 0.4007 | 0.345083 |
40 | -0.032292 | -0.2438 | 0.404132 |
41 | -0.001499 | -0.0113 | 0.495505 |
42 | -0.111139 | -0.8391 | 0.202464 |
43 | -0.041887 | -0.3162 | 0.376488 |
44 | -0.128768 | -0.9722 | 0.167536 |
45 | 0.012984 | 0.098 | 0.461127 |
46 | -0.073867 | -0.5577 | 0.289622 |
47 | -0.018494 | -0.1396 | 0.444723 |
48 | -0.039337 | -0.297 | 0.383778 |