Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.070601 | 0.7604 | 0.22428 |
2 | 0.059338 | 0.6391 | 0.262012 |
3 | -0.105462 | -1.1359 | 0.129178 |
4 | -0.102278 | -1.1016 | 0.136465 |
5 | 0.116735 | 1.2573 | 0.10559 |
6 | -0.016772 | -0.1806 | 0.428483 |
7 | 0.050154 | 0.5402 | 0.295056 |
8 | 0.059298 | 0.6387 | 0.262152 |
9 | -0.089265 | -0.9614 | 0.169172 |
10 | 0.034681 | 0.3735 | 0.354721 |
11 | 0.022612 | 0.2435 | 0.404011 |
12 | 0.010686 | 0.1151 | 0.454286 |
13 | 0.003008 | 0.0324 | 0.487106 |
14 | -0.14118 | -1.5206 | 0.065546 |
15 | -0.100767 | -1.0853 | 0.14002 |
16 | -0.097538 | -1.0505 | 0.147832 |
17 | -0.066147 | -0.7124 | 0.238816 |
18 | -0.073608 | -0.7928 | 0.214762 |
19 | -0.024867 | -0.2678 | 0.394655 |
20 | 0.042349 | 0.4561 | 0.324583 |
21 | 0.027564 | 0.2969 | 0.383548 |
22 | -0.056544 | -0.609 | 0.271858 |
23 | 0.186904 | 2.013 | 0.023214 |
24 | 0.018336 | 0.1975 | 0.421897 |
25 | -0.010485 | -0.1129 | 0.455142 |
26 | -0.141825 | -1.5275 | 0.064679 |
27 | -0.152453 | -1.642 | 0.051653 |
28 | 0.104799 | 1.1287 | 0.130672 |
29 | 0.110719 | 1.1925 | 0.117754 |
30 | 0.127581 | 1.3741 | 0.086031 |
31 | 0.111039 | 1.1959 | 0.117081 |
32 | -0.139721 | -1.5048 | 0.067541 |
33 | 0.088317 | 0.9512 | 0.171738 |
34 | -0.041097 | -0.4426 | 0.32943 |
35 | 0.066547 | 0.7167 | 0.237488 |
36 | -0.009714 | -0.1046 | 0.458429 |
37 | -0.025523 | -0.2749 | 0.391946 |
38 | -0.036939 | -0.3978 | 0.345738 |
39 | -0.033635 | -0.3623 | 0.358909 |
40 | 0.005324 | 0.0573 | 0.477187 |
41 | 0.050186 | 0.5405 | 0.294936 |
42 | 0.046469 | 0.5005 | 0.308839 |
43 | -0.005986 | -0.0645 | 0.474353 |
44 | 0.01546 | 0.1665 | 0.434024 |
45 | -0.031806 | -0.3426 | 0.366275 |
46 | -0.013999 | -0.1508 | 0.44021 |
47 | -0.02167 | -0.2334 | 0.407933 |
48 | 0.003232 | 0.0348 | 0.486146 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.070601 | 0.7604 | 0.22428 |
2 | 0.054626 | 0.5883 | 0.278724 |
3 | -0.114188 | -1.2298 | 0.110623 |
4 | -0.092138 | -0.9924 | 0.161545 |
5 | 0.147481 | 1.5884 | 0.057456 |
6 | -0.035659 | -0.3841 | 0.350819 |
7 | 0.013643 | 0.1469 | 0.441715 |
8 | 0.081838 | 0.8814 | 0.189957 |
9 | -0.08967 | -0.9658 | 0.168082 |
10 | 0.024154 | 0.2601 | 0.397607 |
11 | 0.066159 | 0.7126 | 0.238777 |
12 | -0.0215 | -0.2316 | 0.408643 |
13 | -0.030499 | -0.3285 | 0.371569 |
14 | -0.101507 | -1.0933 | 0.138272 |
15 | -0.09895 | -1.0657 | 0.144381 |
16 | -0.07958 | -0.8571 | 0.196578 |
17 | -0.060565 | -0.6523 | 0.257747 |
18 | -0.121675 | -1.3105 | 0.096311 |
19 | -0.014438 | -0.1555 | 0.438349 |
20 | 0.055817 | 0.6012 | 0.274451 |
21 | 0.011549 | 0.1244 | 0.450614 |
22 | -0.059412 | -0.6399 | 0.261753 |
23 | 0.251785 | 2.7118 | 0.003855 |
24 | 0.025261 | 0.2721 | 0.393027 |
25 | -0.058632 | -0.6315 | 0.264482 |
26 | -0.087101 | -0.9381 | 0.175069 |
27 | -0.103872 | -1.1187 | 0.132781 |
28 | 0.058206 | 0.6269 | 0.26598 |
29 | 0.101858 | 1.097 | 0.137446 |
30 | 0.018867 | 0.2032 | 0.419665 |
31 | 0.043841 | 0.4722 | 0.318843 |
32 | -0.121091 | -1.3042 | 0.097375 |
33 | 0.091166 | 0.9819 | 0.164099 |
34 | -0.026536 | -0.2858 | 0.387772 |
35 | 0.03219 | 0.3467 | 0.364724 |
36 | -0.086224 | -0.9287 | 0.177496 |
37 | 0.073858 | 0.7955 | 0.21398 |
38 | -0.013519 | -0.1456 | 0.442244 |
39 | 0.007741 | 0.0834 | 0.466851 |
40 | -0.026001 | -0.28 | 0.389974 |
41 | 0.028979 | 0.3121 | 0.377759 |
42 | 0.039364 | 0.424 | 0.336189 |
43 | -0.029664 | -0.3195 | 0.374966 |
44 | 0.014385 | 0.1549 | 0.438571 |
45 | 0.038355 | 0.4131 | 0.340147 |
46 | -0.01418 | -0.1527 | 0.439441 |
47 | 0.029835 | 0.3213 | 0.374267 |
48 | 0.012412 | 0.1337 | 0.446941 |