Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.00446 | 0.0343 | 0.486392 |
2 | 0.091565 | 0.7033 | 0.242309 |
3 | 0.251607 | 1.9326 | 0.029043 |
4 | -0.08877 | -0.6819 | 0.249 |
5 | 0.130837 | 1.005 | 0.159505 |
6 | 0.056548 | 0.4343 | 0.332809 |
7 | 0.097504 | 0.7489 | 0.228433 |
8 | -0.07994 | -0.614 | 0.270777 |
9 | 0.009765 | 0.075 | 0.470232 |
10 | -0.087986 | -0.6758 | 0.250894 |
11 | -0.049134 | -0.3774 | 0.353615 |
12 | 0.044574 | 0.3424 | 0.36664 |
13 | 0.04089 | 0.3141 | 0.377285 |
14 | -0.000112 | -9e-04 | 0.499658 |
15 | -0.119828 | -0.9204 | 0.180552 |
16 | -0.019919 | -0.153 | 0.439459 |
17 | -0.015763 | -0.1211 | 0.45202 |
18 | -0.200445 | -1.5396 | 0.064496 |
19 | -0.014591 | -0.1121 | 0.455573 |
20 | -0.088158 | -0.6772 | 0.250477 |
21 | -0.297936 | -2.2885 | 0.012854 |
22 | -0.007384 | -0.0567 | 0.47748 |
23 | -0.007902 | -0.0607 | 0.475904 |
24 | -0.109299 | -0.8395 | 0.202276 |
25 | -0.031676 | -0.2433 | 0.404306 |
26 | -0.01711 | -0.1314 | 0.447944 |
27 | -0.136882 | -1.0514 | 0.148678 |
28 | -0.035937 | -0.276 | 0.391743 |
29 | 0.010447 | 0.0802 | 0.468157 |
30 | -0.016028 | -0.1231 | 0.451217 |
31 | 0.047399 | 0.3641 | 0.35855 |
32 | -0.046746 | -0.3591 | 0.360416 |
33 | -0.021646 | -0.1663 | 0.434258 |
34 | -0.027472 | -0.211 | 0.416801 |
35 | -0.076459 | -0.5873 | 0.279624 |
36 | 0.12954 | 0.995 | 0.161897 |
37 | -0.013415 | -0.103 | 0.459139 |
38 | 0.034264 | 0.2632 | 0.396663 |
39 | 0.086837 | 0.667 | 0.253683 |
40 | -0.178777 | -1.3732 | 0.087442 |
41 | 0.081036 | 0.6224 | 0.268023 |
42 | 0.020834 | 0.16 | 0.436702 |
43 | -0.00575 | -0.0442 | 0.482462 |
44 | 0.01594 | 0.1224 | 0.451484 |
45 | 0.008227 | 0.0632 | 0.474915 |
46 | 0.072531 | 0.5571 | 0.289776 |
47 | -0.067808 | -0.5208 | 0.302212 |
48 | 0.036552 | 0.2808 | 0.389938 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.00446 | 0.0343 | 0.486392 |
2 | 0.091547 | 0.7032 | 0.242352 |
3 | 0.252952 | 1.943 | 0.028398 |
4 | -0.100608 | -0.7728 | 0.221367 |
5 | 0.091206 | 0.7006 | 0.243164 |
6 | 0.010221 | 0.0785 | 0.468845 |
7 | 0.137249 | 1.0542 | 0.148038 |
8 | -0.169642 | -1.303 | 0.098811 |
9 | 0.006673 | 0.0513 | 0.479648 |
10 | -0.15476 | -1.1887 | 0.119653 |
11 | 0.048002 | 0.3687 | 0.356832 |
12 | -0.008947 | -0.0687 | 0.47272 |
13 | 0.153402 | 1.1783 | 0.121704 |
14 | -0.058151 | -0.4467 | 0.328376 |
15 | -0.088412 | -0.6791 | 0.249864 |
16 | -0.079347 | -0.6095 | 0.272275 |
17 | 0.077461 | 0.595 | 0.277062 |
18 | -0.243184 | -1.8679 | 0.03337 |
19 | -0.003121 | -0.024 | 0.490477 |
20 | -0.129448 | -0.9943 | 0.162066 |
21 | -0.15559 | -1.1951 | 0.118413 |
22 | -0.023043 | -0.177 | 0.430058 |
23 | 0.175104 | 1.345 | 0.091886 |
24 | -0.032695 | -0.2511 | 0.40129 |
25 | -0.050346 | -0.3867 | 0.35018 |
26 | -0.056868 | -0.4368 | 0.33192 |
27 | -0.047402 | -0.3641 | 0.358541 |
28 | -0.055138 | -0.4235 | 0.336726 |
29 | -0.033329 | -0.256 | 0.399419 |
30 | 0.01436 | 0.1103 | 0.456271 |
31 | 0.039832 | 0.306 | 0.380359 |
32 | -0.045268 | -0.3477 | 0.364646 |
33 | 0.009095 | 0.0699 | 0.472272 |
34 | 0.020242 | 0.1555 | 0.438485 |
35 | -0.139773 | -1.0736 | 0.143682 |
36 | 0.044997 | 0.3456 | 0.365424 |
37 | -0.047139 | -0.3621 | 0.359294 |
38 | 0.079321 | 0.6093 | 0.272341 |
39 | -0.095306 | -0.7321 | 0.233515 |
40 | -0.14872 | -1.1423 | 0.128963 |
41 | 0.026295 | 0.202 | 0.420315 |
42 | -0.029655 | -0.2278 | 0.410302 |
43 | -0.011819 | -0.0908 | 0.463985 |
44 | -0.024442 | -0.1877 | 0.425863 |
45 | -0.027682 | -0.2126 | 0.416174 |
46 | 0.055262 | 0.4245 | 0.336382 |
47 | -0.050234 | -0.3859 | 0.350497 |
48 | -0.059255 | -0.4551 | 0.325336 |