Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.176527 | 1.3674 | 0.088305 |
2 | -0.013613 | -0.1054 | 0.458187 |
3 | 0.032682 | 0.2532 | 0.400508 |
4 | -0.162869 | -1.2616 | 0.105991 |
5 | 0.031105 | 0.2409 | 0.405212 |
6 | 0.10721 | 0.8304 | 0.20479 |
7 | 0.057778 | 0.4475 | 0.328045 |
8 | 0.232311 | 1.7995 | 0.038486 |
9 | 0.026515 | 0.2054 | 0.418984 |
10 | 0.058407 | 0.4524 | 0.3263 |
11 | 0.089381 | 0.6923 | 0.245696 |
12 | -0.307899 | -2.385 | 0.010128 |
13 | -0.166683 | -1.2911 | 0.100807 |
14 | 0.19334 | 1.4976 | 0.069739 |
15 | 0.12813 | 0.9925 | 0.162472 |
16 | 0.020645 | 0.1599 | 0.436743 |
17 | -0.011632 | -0.0901 | 0.464253 |
18 | 0.038555 | 0.2986 | 0.383121 |
19 | -0.064385 | -0.4987 | 0.309899 |
20 | 0.056126 | 0.4347 | 0.332652 |
21 | 0.034812 | 0.2697 | 0.394177 |
22 | -0.068383 | -0.5297 | 0.29914 |
23 | -0.114309 | -0.8854 | 0.189728 |
24 | -0.175039 | -1.3558 | 0.090115 |
25 | 0.000997 | 0.0077 | 0.496932 |
26 | -0.055421 | -0.4293 | 0.334625 |
27 | -0.16673 | -1.2915 | 0.100745 |
28 | 0.051463 | 0.3986 | 0.345789 |
29 | 0.016642 | 0.1289 | 0.44893 |
30 | -0.175845 | -1.3621 | 0.08913 |
31 | -0.071669 | -0.5551 | 0.29043 |
32 | -0.187008 | -1.4486 | 0.076334 |
33 | -0.134604 | -1.0426 | 0.150649 |
34 | -0.032572 | -0.2523 | 0.400836 |
35 | 0.076148 | 0.5898 | 0.278756 |
36 | 0.172032 | 1.3326 | 0.093858 |
37 | -0.008734 | -0.0677 | 0.473143 |
38 | -0.07822 | -0.6059 | 0.273436 |
39 | -0.046029 | -0.3565 | 0.361345 |
40 | -0.142125 | -1.1009 | 0.137669 |
41 | -0.041429 | -0.3209 | 0.374698 |
42 | 0.027568 | 0.2135 | 0.415815 |
43 | 0.090197 | 0.6987 | 0.243731 |
44 | 0.053615 | 0.4153 | 0.339702 |
45 | -0.033514 | -0.2596 | 0.39803 |
46 | -0.05387 | -0.4173 | 0.338984 |
47 | -0.06076 | -0.4706 | 0.3198 |
48 | -0.166604 | -1.2905 | 0.100912 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.176527 | 1.3674 | 0.088305 |
2 | -0.046215 | -0.358 | 0.360808 |
3 | 0.044844 | 0.3474 | 0.364767 |
4 | -0.184107 | -1.4261 | 0.079513 |
5 | 0.105731 | 0.819 | 0.208017 |
6 | 0.069871 | 0.5412 | 0.29518 |
7 | 0.05 | 0.3873 | 0.349952 |
8 | 0.19704 | 1.5263 | 0.066099 |
9 | -0.047064 | -0.3646 | 0.358363 |
10 | 0.118728 | 0.9197 | 0.180716 |
11 | 0.038832 | 0.3008 | 0.382308 |
12 | -0.306688 | -2.3756 | 0.010366 |
13 | -0.098366 | -0.7619 | 0.224541 |
14 | 0.239777 | 1.8573 | 0.034089 |
15 | 0.099728 | 0.7725 | 0.221427 |
16 | -0.206332 | -1.5982 | 0.057622 |
17 | -0.041962 | -0.325 | 0.373142 |
18 | 0.222745 | 1.7254 | 0.044803 |
19 | -0.092278 | -0.7148 | 0.238757 |
20 | 0.137026 | 1.0614 | 0.146382 |
21 | -0.022789 | -0.1765 | 0.43024 |
22 | -0.127671 | -0.9889 | 0.163333 |
23 | -0.087263 | -0.6759 | 0.250838 |
24 | -0.24311 | -1.8831 | 0.032267 |
25 | -0.065881 | -0.5103 | 0.305853 |
26 | -0.019013 | -0.1473 | 0.441705 |
27 | 0.045634 | 0.3535 | 0.362484 |
28 | -0.071864 | -0.5567 | 0.289916 |
29 | -0.088581 | -0.6861 | 0.247632 |
30 | -0.020816 | -0.1612 | 0.436223 |
31 | -0.020236 | -0.1567 | 0.437986 |
32 | -0.088312 | -0.6841 | 0.248286 |
33 | 0.019295 | 0.1495 | 0.440845 |
34 | -0.063888 | -0.4949 | 0.311249 |
35 | 0.112668 | 0.8727 | 0.193146 |
36 | 0.019524 | 0.1512 | 0.440149 |
37 | -0.027176 | -0.2105 | 0.416993 |
38 | 0.060241 | 0.4666 | 0.321228 |
39 | -0.010923 | -0.0846 | 0.466427 |
40 | -0.047356 | -0.3668 | 0.357522 |
41 | 0.048379 | 0.3747 | 0.354588 |
42 | 0.026741 | 0.2071 | 0.418304 |
43 | 0.019125 | 0.1481 | 0.441362 |
44 | -0.015484 | -0.1199 | 0.452467 |
45 | -0.036467 | -0.2825 | 0.389278 |
46 | -0.146417 | -1.1341 | 0.130624 |
47 | 0.073612 | 0.5702 | 0.285338 |
48 | -0.041957 | -0.325 | 0.373158 |