Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.151157 | 1.2826 | 0.101871 |
2 | 0.122337 | 1.0381 | 0.151357 |
3 | 0.194224 | 1.648 | 0.05185 |
4 | -0.113737 | -0.9651 | 0.168865 |
5 | 0.024408 | 0.2071 | 0.418254 |
6 | -0.133189 | -1.1301 | 0.131083 |
7 | -0.152986 | -1.2981 | 0.099194 |
8 | -0.061704 | -0.5236 | 0.30109 |
9 | 0.044035 | 0.3736 | 0.354882 |
10 | 0.019851 | 0.1684 | 0.433355 |
11 | 0.03924 | 0.333 | 0.370064 |
12 | -0.049606 | -0.4209 | 0.337533 |
13 | 0.039082 | 0.3316 | 0.370568 |
14 | 0.149907 | 1.272 | 0.103733 |
15 | -0.068265 | -0.5792 | 0.282116 |
16 | -0.03342 | -0.2836 | 0.388775 |
17 | 0.085232 | 0.7232 | 0.235945 |
18 | -0.123168 | -1.0451 | 0.149733 |
19 | -0.040412 | -0.3429 | 0.366334 |
20 | -0.071775 | -0.609 | 0.27221 |
21 | -0.115104 | -0.9767 | 0.165997 |
22 | -0.023573 | -0.2 | 0.421012 |
23 | 0.04622 | 0.3922 | 0.348038 |
24 | 0.059129 | 0.5017 | 0.308697 |
25 | -0.065514 | -0.5559 | 0.289999 |
26 | -0.002601 | -0.0221 | 0.491227 |
27 | -0.124402 | -1.0556 | 0.147344 |
28 | -0.003556 | -0.0302 | 0.488005 |
29 | -0.030632 | -0.2599 | 0.397833 |
30 | -0.045742 | -0.3881 | 0.34953 |
31 | 0.10367 | 0.8797 | 0.190982 |
32 | -0.031442 | -0.2668 | 0.395195 |
33 | 0.103811 | 0.8809 | 0.19066 |
34 | 0.093637 | 0.7945 | 0.214748 |
35 | 0.04293 | 0.3643 | 0.358362 |
36 | 0.005833 | 0.0495 | 0.480331 |
37 | -0.027674 | -0.2348 | 0.407507 |
38 | -0.077783 | -0.66 | 0.255677 |
39 | -0.070608 | -0.5991 | 0.275485 |
40 | -0.095091 | -0.8069 | 0.211198 |
41 | -0.163198 | -1.3848 | 0.085198 |
42 | -0.086773 | -0.7363 | 0.231971 |
43 | -0.100687 | -0.8544 | 0.19787 |
44 | -0.103832 | -0.881 | 0.190612 |
45 | -0.023669 | -0.2008 | 0.420696 |
46 | -0.011458 | -0.0972 | 0.461408 |
47 | 0.115469 | 0.9798 | 0.165235 |
48 | 0.037491 | 0.3181 | 0.375656 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.151157 | 1.2826 | 0.101871 |
2 | 0.101815 | 0.8639 | 0.195249 |
3 | 0.167757 | 1.4235 | 0.07946 |
4 | -0.18282 | -1.5513 | 0.06261 |
5 | 0.030488 | 0.2587 | 0.398303 |
6 | -0.159686 | -1.355 | 0.08983 |
7 | -0.064954 | -0.5512 | 0.291617 |
8 | -0.042204 | -0.3581 | 0.360655 |
9 | 0.162621 | 1.3799 | 0.085946 |
10 | 0.003161 | 0.0268 | 0.489339 |
11 | 0.026161 | 0.222 | 0.412478 |
12 | -0.150469 | -1.2768 | 0.102893 |
13 | 0.064887 | 0.5506 | 0.291812 |
14 | 0.118752 | 1.0076 | 0.1585 |
15 | -0.055257 | -0.4689 | 0.320289 |
16 | -0.072469 | -0.6149 | 0.270274 |
17 | 0.120832 | 1.0253 | 0.154328 |
18 | -0.137107 | -1.1634 | 0.124257 |
19 | -0.050912 | -0.432 | 0.333514 |
20 | -0.070302 | -0.5965 | 0.276346 |
21 | 0.04599 | 0.3902 | 0.348756 |
22 | -0.0534 | -0.4531 | 0.325915 |
23 | 0.108174 | 0.9179 | 0.180871 |
24 | 0.021369 | 0.1813 | 0.428311 |
25 | -0.107848 | -0.9151 | 0.181592 |
26 | -0.077287 | -0.6558 | 0.257022 |
27 | -0.166122 | -1.4096 | 0.081482 |
28 | 0.074265 | 0.6302 | 0.265294 |
29 | 0.059325 | 0.5034 | 0.308113 |
30 | 0.054114 | 0.4592 | 0.323747 |
31 | 0.041634 | 0.3533 | 0.362457 |
32 | -0.041991 | -0.3563 | 0.361328 |
33 | 0.006998 | 0.0594 | 0.476407 |
34 | 0.011451 | 0.0972 | 0.461432 |
35 | 0.118899 | 1.0089 | 0.158203 |
36 | -0.037681 | -0.3197 | 0.375048 |
37 | -0.05594 | -0.4747 | 0.318232 |
38 | -0.118041 | -1.0016 | 0.159943 |
39 | -0.011745 | -0.0997 | 0.460444 |
40 | -0.105129 | -0.892 | 0.18767 |
41 | -0.063225 | -0.5365 | 0.296638 |
42 | -0.032848 | -0.2787 | 0.390629 |
43 | -0.034293 | -0.291 | 0.385948 |
44 | -0.09541 | -0.8096 | 0.210424 |
45 | -0.071653 | -0.608 | 0.272552 |
46 | 0.000606 | 0.0051 | 0.497954 |
47 | 0.117214 | 0.9946 | 0.161632 |
48 | -0.103438 | -0.8777 | 0.191514 |