Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.21951 | 1.7003 | 0.047125 |
2 | 0.01454 | 0.1126 | 0.455351 |
3 | -0.043924 | -0.3402 | 0.367435 |
4 | -0.17992 | -1.3937 | 0.084282 |
5 | 0.135465 | 1.0493 | 0.149123 |
6 | 0.10221 | 0.7917 | 0.215822 |
7 | 0.016181 | 0.1253 | 0.450337 |
8 | 0.154554 | 1.1972 | 0.117974 |
9 | 0.127411 | 0.9869 | 0.163822 |
10 | 0.093119 | 0.7213 | 0.236764 |
11 | 0.057286 | 0.4437 | 0.329415 |
12 | -0.340989 | -2.6413 | 0.005258 |
13 | -0.170483 | -1.3206 | 0.095833 |
14 | 0.090468 | 0.7008 | 0.24308 |
15 | 0.141669 | 1.0974 | 0.138433 |
16 | 0.108525 | 0.8406 | 0.201947 |
17 | -0.066867 | -0.5179 | 0.303199 |
18 | 0.004337 | 0.0336 | 0.486657 |
19 | -0.042233 | -0.3271 | 0.372351 |
20 | 0.114808 | 0.8893 | 0.188697 |
21 | 0.007155 | 0.0554 | 0.477994 |
22 | -0.128069 | -0.992 | 0.162586 |
23 | -0.1586 | -1.2285 | 0.112026 |
24 | -0.163553 | -1.2669 | 0.105047 |
25 | -0.010481 | -0.0812 | 0.467782 |
26 | -0.023164 | -0.1794 | 0.429102 |
27 | -0.128837 | -0.998 | 0.161152 |
28 | -0.049815 | -0.3859 | 0.350481 |
29 | -0.013224 | -0.1024 | 0.459376 |
30 | -0.137896 | -1.0681 | 0.144869 |
31 | -0.056453 | -0.4373 | 0.331738 |
32 | -0.235502 | -1.8242 | 0.036552 |
33 | -0.125291 | -0.9705 | 0.167846 |
34 | 0.00644 | 0.0499 | 0.480189 |
35 | 0.10574 | 0.8191 | 0.207997 |
36 | 0.180572 | 1.3987 | 0.083525 |
37 | -0.014458 | -0.112 | 0.455603 |
38 | -0.052009 | -0.4029 | 0.344243 |
39 | -0.078531 | -0.6083 | 0.272643 |
40 | -0.109056 | -0.8447 | 0.200804 |
41 | -0.021108 | -0.1635 | 0.435336 |
42 | 0.035825 | 0.2775 | 0.391174 |
43 | 0.070701 | 0.5476 | 0.292983 |
44 | 0.090116 | 0.698 | 0.243926 |
45 | -0.031898 | -0.2471 | 0.402846 |
46 | -0.043868 | -0.3398 | 0.367596 |
47 | -0.059637 | -0.4619 | 0.322897 |
48 | -0.158472 | -1.2275 | 0.112212 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.21951 | 1.7003 | 0.047125 |
2 | -0.035347 | -0.2738 | 0.39259 |
3 | -0.041519 | -0.3216 | 0.374434 |
4 | -0.169139 | -1.3101 | 0.09757 |
5 | 0.228535 | 1.7702 | 0.040885 |
6 | 0.0174 | 0.1348 | 0.446619 |
7 | -0.025514 | -0.1976 | 0.422001 |
8 | 0.147234 | 1.1405 | 0.129311 |
9 | 0.148496 | 1.1502 | 0.127303 |
10 | 0.027847 | 0.2157 | 0.414975 |
11 | 0.003868 | 0.03 | 0.488099 |
12 | -0.346367 | -2.6829 | 0.004708 |
13 | -0.016696 | -0.1293 | 0.448765 |
14 | 0.137923 | 1.0683 | 0.144821 |
15 | 0.087967 | 0.6814 | 0.249123 |
16 | -0.154638 | -1.1978 | 0.117849 |
17 | -0.040676 | -0.3151 | 0.3769 |
18 | 0.200382 | 1.5522 | 0.062942 |
19 | -0.092534 | -0.7168 | 0.23815 |
20 | 0.16113 | 1.2481 | 0.10842 |
21 | -0.024047 | -0.1863 | 0.426432 |
22 | -0.078502 | -0.6081 | 0.272718 |
23 | -0.197636 | -1.5309 | 0.065527 |
24 | -0.234534 | -1.8167 | 0.03713 |
25 | -0.070026 | -0.5424 | 0.294769 |
26 | 0.006599 | 0.0511 | 0.479702 |
27 | -0.042541 | -0.3295 | 0.371455 |
28 | -0.038827 | -0.3008 | 0.382321 |
29 | -0.045621 | -0.3534 | 0.36252 |
30 | -0.05047 | -0.3909 | 0.348613 |
31 | 0.000442 | 0.0034 | 0.498639 |
32 | -0.070727 | -0.5478 | 0.292915 |
33 | 0.097733 | 0.757 | 0.225996 |
34 | -0.059726 | -0.4626 | 0.322649 |
35 | 0.10224 | 0.7919 | 0.215756 |
36 | -0.040475 | -0.3135 | 0.377488 |
37 | 0.025659 | 0.1988 | 0.421565 |
38 | 0.065166 | 0.5048 | 0.307784 |
39 | -0.019425 | -0.1505 | 0.44045 |
40 | -0.112292 | -0.8698 | 0.193935 |
41 | 0.031653 | 0.2452 | 0.403574 |
42 | 0.058966 | 0.4567 | 0.324752 |
43 | 0.056018 | 0.4339 | 0.332954 |
44 | -0.052956 | -0.4102 | 0.341562 |
45 | -0.088321 | -0.6841 | 0.248263 |
46 | -0.041987 | -0.3252 | 0.373071 |
47 | 0.024271 | 0.188 | 0.425753 |
48 | -0.079267 | -0.614 | 0.270768 |