Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.155785 | 1.3034 | 0.098357 |
2 | 0.155908 | 1.3044 | 0.098181 |
3 | 0.184191 | 1.5411 | 0.063906 |
4 | 0.162539 | 1.3599 | 0.089112 |
5 | 0.087633 | 0.7332 | 0.232946 |
6 | 0.115831 | 0.9691 | 0.167913 |
7 | 0.009518 | 0.0796 | 0.468378 |
8 | 0.115227 | 0.9641 | 0.169169 |
9 | -0.004877 | -0.0408 | 0.483784 |
10 | -0.080696 | -0.6751 | 0.250903 |
11 | 0.195174 | 1.6329 | 0.053486 |
12 | -0.009484 | -0.0793 | 0.468491 |
13 | -0.093917 | -0.7858 | 0.217328 |
14 | 0.140101 | 1.1722 | 0.122551 |
15 | 0.016263 | 0.1361 | 0.446079 |
16 | -0.001906 | -0.0159 | 0.493661 |
17 | -0.019397 | -0.1623 | 0.435774 |
18 | -0.02448 | -0.2048 | 0.419157 |
19 | 0.091104 | 0.7622 | 0.224241 |
20 | -0.01589 | -0.1329 | 0.447307 |
21 | -0.190442 | -1.5933 | 0.057794 |
22 | -0.059299 | -0.4961 | 0.310677 |
23 | 0.017121 | 0.1432 | 0.443253 |
24 | -0.235349 | -1.9691 | 0.026452 |
25 | -0.053513 | -0.4477 | 0.327868 |
26 | -0.252421 | -2.1119 | 0.019132 |
27 | -0.223422 | -1.8693 | 0.032883 |
28 | -0.197055 | -1.6487 | 0.051847 |
29 | -0.093648 | -0.7835 | 0.217984 |
30 | -0.133258 | -1.1149 | 0.13435 |
31 | -0.002139 | -0.0179 | 0.492887 |
32 | -0.17894 | -1.4971 | 0.069429 |
33 | 0.044578 | 0.373 | 0.355151 |
34 | 0.001307 | 0.0109 | 0.495652 |
35 | 0.011899 | 0.0996 | 0.46049 |
36 | -0.044388 | -0.3714 | 0.355739 |
37 | -0.062752 | -0.525 | 0.300613 |
38 | -0.042499 | -0.3556 | 0.361615 |
39 | -0.039517 | -0.3306 | 0.370957 |
40 | -0.034653 | -0.2899 | 0.386363 |
41 | -0.049713 | -0.4159 | 0.339368 |
42 | -0.008695 | -0.0727 | 0.471107 |
43 | -0.045468 | -0.3804 | 0.352394 |
44 | -0.022914 | -0.1917 | 0.424261 |
45 | -0.041359 | -0.346 | 0.365178 |
46 | -0.051873 | -0.434 | 0.33281 |
47 | 0.004219 | 0.0353 | 0.485972 |
48 | 0.029652 | 0.2481 | 0.402396 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.155785 | 1.3034 | 0.098357 |
2 | 0.134914 | 1.1288 | 0.131424 |
3 | 0.1484 | 1.2416 | 0.109264 |
4 | 0.107132 | 0.8963 | 0.186573 |
5 | 0.015935 | 0.1333 | 0.447161 |
6 | 0.051071 | 0.4273 | 0.335241 |
7 | -0.063753 | -0.5334 | 0.297724 |
8 | 0.077931 | 0.652 | 0.258264 |
9 | -0.058153 | -0.4865 | 0.314053 |
10 | -0.115697 | -0.968 | 0.16819 |
11 | 0.218605 | 1.829 | 0.035831 |
12 | -0.059616 | -0.4988 | 0.309749 |
13 | -0.108645 | -0.909 | 0.183238 |
14 | 0.159967 | 1.3384 | 0.092552 |
15 | -0.028095 | -0.2351 | 0.407425 |
16 | -0.01439 | -0.1204 | 0.452256 |
17 | -0.056071 | -0.4691 | 0.320221 |
18 | -0.007288 | -0.061 | 0.475775 |
19 | 0.086238 | 0.7215 | 0.236498 |
20 | -0.061263 | -0.5126 | 0.304936 |
21 | -0.142988 | -1.1963 | 0.117804 |
22 | -0.108484 | -0.9076 | 0.18359 |
23 | 0.089794 | 0.7513 | 0.227505 |
24 | -0.148738 | -1.2444 | 0.108746 |
25 | -0.044332 | -0.3709 | 0.355912 |
26 | -0.206495 | -1.7277 | 0.04423 |
27 | -0.126556 | -1.0588 | 0.146656 |
28 | -0.062187 | -0.5203 | 0.30225 |
29 | 0.073226 | 0.6127 | 0.271044 |
30 | -0.057376 | -0.48 | 0.316348 |
31 | 0.086097 | 0.7203 | 0.236857 |
32 | -0.00899 | -0.0752 | 0.47013 |
33 | 0.112293 | 0.9395 | 0.175349 |
34 | -0.050018 | -0.4185 | 0.338438 |
35 | 0.151091 | 1.2641 | 0.10519 |
36 | -0.067498 | -0.5647 | 0.287031 |
37 | -0.124167 | -1.0389 | 0.151223 |
38 | 0.051597 | 0.4317 | 0.333647 |
39 | -0.092643 | -0.7751 | 0.220444 |
40 | 0.080581 | 0.6742 | 0.251205 |
41 | 0.004699 | 0.0393 | 0.484374 |
42 | -0.042915 | -0.3591 | 0.360318 |
43 | 0.019463 | 0.1628 | 0.435558 |
44 | -0.010023 | -0.0839 | 0.466703 |
45 | -0.038568 | -0.3227 | 0.373948 |
46 | -0.055875 | -0.4675 | 0.320802 |
47 | -0.002396 | -0.02 | 0.492031 |
48 | -0.002945 | -0.0246 | 0.490206 |