Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.024721 | 0.2098 | 0.417223 |
2 | -0.156379 | -1.3269 | 0.094365 |
3 | 0.186824 | 1.5853 | 0.058646 |
4 | 0.062012 | 0.5262 | 0.300186 |
5 | 0.086723 | 0.7359 | 0.2321 |
6 | 0.303902 | 2.5787 | 0.005981 |
7 | 0.040101 | 0.3403 | 0.367321 |
8 | 0.016417 | 0.1393 | 0.444799 |
9 | 0.183418 | 1.5564 | 0.062005 |
10 | -0.192208 | -1.6309 | 0.053635 |
11 | 0.078459 | 0.6657 | 0.253849 |
12 | 0.54846 | 4.6538 | 7e-06 |
13 | 0.02015 | 0.171 | 0.432361 |
14 | -0.119421 | -1.0133 | 0.157151 |
15 | 0.029462 | 0.25 | 0.401651 |
16 | -0.007156 | -0.0607 | 0.475875 |
17 | 0.073766 | 0.6259 | 0.266673 |
18 | 0.193938 | 1.6456 | 0.052101 |
19 | -0.046374 | -0.3935 | 0.347559 |
20 | -0.002036 | -0.0173 | 0.493132 |
21 | 0.073717 | 0.6255 | 0.266808 |
22 | -0.176231 | -1.4954 | 0.069594 |
23 | -0.045796 | -0.3886 | 0.349364 |
24 | 0.286481 | 2.4309 | 0.008777 |
25 | 0.027052 | 0.2295 | 0.409549 |
26 | -0.133109 | -1.1295 | 0.131224 |
27 | -0.062521 | -0.5305 | 0.298696 |
28 | -0.09074 | -0.77 | 0.221924 |
29 | 0.006525 | 0.0554 | 0.477998 |
30 | 0.1228 | 1.042 | 0.150451 |
31 | -0.019663 | -0.1668 | 0.433978 |
32 | -0.129346 | -1.0975 | 0.138032 |
33 | 0.063644 | 0.54 | 0.295419 |
34 | -0.122663 | -1.0408 | 0.150719 |
35 | -0.095723 | -0.8122 | 0.209666 |
36 | 0.163806 | 1.3899 | 0.084415 |
37 | 0.031954 | 0.2711 | 0.393529 |
38 | -0.182075 | -1.545 | 0.063371 |
39 | -0.085395 | -0.7246 | 0.235523 |
40 | -0.050978 | -0.4326 | 0.333311 |
41 | -0.079662 | -0.676 | 0.250618 |
42 | 0.101932 | 0.8649 | 0.194976 |
43 | -0.060272 | -0.5114 | 0.30531 |
44 | -0.075249 | -0.6385 | 0.262584 |
45 | -0.028042 | -0.2379 | 0.406301 |
46 | -0.085901 | -0.7289 | 0.234216 |
47 | -0.129041 | -1.095 | 0.138594 |
48 | 0.068272 | 0.5793 | 0.282096 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.024721 | 0.2098 | 0.417223 |
2 | -0.157086 | -1.3329 | 0.093381 |
3 | 0.200241 | 1.6991 | 0.046809 |
4 | 0.021783 | 0.1848 | 0.426939 |
5 | 0.153544 | 1.3029 | 0.098387 |
6 | 0.293129 | 2.4873 | 0.007595 |
7 | 0.055557 | 0.4714 | 0.319384 |
8 | 0.093083 | 0.7898 | 0.216109 |
9 | 0.103599 | 0.8791 | 0.191144 |
10 | -0.285509 | -2.4226 | 0.008963 |
11 | 0.058011 | 0.4922 | 0.312023 |
12 | 0.41048 | 3.483 | 0.000424 |
13 | 0.058178 | 0.4937 | 0.311525 |
14 | -0.006429 | -0.0546 | 0.478322 |
15 | -0.180236 | -1.5294 | 0.065279 |
16 | -0.073408 | -0.6229 | 0.267664 |
17 | -0.055039 | -0.467 | 0.320949 |
18 | -0.041084 | -0.3486 | 0.3642 |
19 | -0.01854 | -0.1573 | 0.437717 |
20 | 0.000208 | 0.0018 | 0.499299 |
21 | -0.004233 | -0.0359 | 0.485723 |
22 | -0.011439 | -0.0971 | 0.461472 |
23 | -0.172154 | -1.4608 | 0.074214 |
24 | -0.017989 | -0.1526 | 0.439555 |
25 | 0.011503 | 0.0976 | 0.461259 |
26 | 0.003396 | 0.0288 | 0.488546 |
27 | 0.010071 | 0.0855 | 0.466067 |
28 | -0.059427 | -0.5043 | 0.307811 |
29 | -0.048414 | -0.4108 | 0.341216 |
30 | 0.014927 | 0.1267 | 0.449781 |
31 | 0.077524 | 0.6578 | 0.256378 |
32 | -0.099767 | -0.8466 | 0.200024 |
33 | 0.090391 | 0.767 | 0.222797 |
34 | 0.027017 | 0.2292 | 0.409663 |
35 | 0.036397 | 0.3088 | 0.379168 |
36 | 0.001338 | 0.0114 | 0.495487 |
37 | -0.024236 | -0.2056 | 0.418822 |
38 | -0.12803 | -1.0864 | 0.140469 |
39 | -0.03947 | -0.3349 | 0.369332 |
40 | 0.044701 | 0.3793 | 0.35279 |
41 | -0.032448 | -0.2753 | 0.391927 |
42 | -0.016968 | -0.144 | 0.442959 |
43 | -0.061005 | -0.5176 | 0.303145 |
44 | 0.131087 | 1.1123 | 0.134852 |
45 | -0.12803 | -1.0864 | 0.14047 |
46 | 0.012502 | 0.1061 | 0.457905 |
47 | -0.110452 | -0.9372 | 0.175891 |
48 | -0.041032 | -0.3482 | 0.364366 |