Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.061415 | 0.5211 | 0.30194 |
2 | -0.175811 | -1.4918 | 0.070059 |
3 | -0.038535 | -0.327 | 0.372314 |
4 | -0.09901 | -0.8401 | 0.201809 |
5 | -0.163834 | -1.3902 | 0.084379 |
6 | 0.044231 | 0.3753 | 0.354266 |
7 | 0.02225 | 0.1888 | 0.425391 |
8 | -0.028301 | -0.2401 | 0.405452 |
9 | -0.093713 | -0.7952 | 0.214561 |
10 | -0.065009 | -0.5516 | 0.291458 |
11 | -0.064655 | -0.5486 | 0.292482 |
12 | 0.134221 | 1.1389 | 0.12926 |
13 | 0.072582 | 0.6159 | 0.269958 |
14 | -0.044408 | -0.3768 | 0.353709 |
15 | 0.018734 | 0.159 | 0.437071 |
16 | 0.024111 | 0.2046 | 0.419236 |
17 | 0.053292 | 0.4522 | 0.326242 |
18 | -0.015832 | -0.1343 | 0.446755 |
19 | -0.052282 | -0.4436 | 0.329323 |
20 | -0.117387 | -0.9961 | 0.161277 |
21 | -0.007236 | -0.0614 | 0.475606 |
22 | -0.036739 | -0.3117 | 0.378069 |
23 | 0.079991 | 0.6787 | 0.249737 |
24 | 0.128603 | 1.0912 | 0.139404 |
25 | 0.004152 | 0.0352 | 0.485998 |
26 | -0.026148 | -0.2219 | 0.412522 |
27 | -0.031356 | -0.2661 | 0.395475 |
28 | 0.037692 | 0.3198 | 0.375014 |
29 | -0.017637 | -0.1497 | 0.440726 |
30 | -0.037768 | -0.3205 | 0.374769 |
31 | -0.072086 | -0.6117 | 0.271341 |
32 | 0.026622 | 0.2259 | 0.41096 |
33 | -0.059311 | -0.5033 | 0.308156 |
34 | -0.001927 | -0.0163 | 0.493501 |
35 | 0.135178 | 1.147 | 0.127585 |
36 | 0.025869 | 0.2195 | 0.413439 |
37 | -0.085498 | -0.7255 | 0.235256 |
38 | -0.042779 | -0.363 | 0.358837 |
39 | 0.000394 | 0.0033 | 0.498672 |
40 | 0.005317 | 0.0451 | 0.482069 |
41 | 0.027871 | 0.2365 | 0.406862 |
42 | -0.136215 | -1.1558 | 0.125788 |
43 | -0.086169 | -0.7312 | 0.233525 |
44 | 0.055799 | 0.4735 | 0.318654 |
45 | -0.100678 | -0.8543 | 0.197892 |
46 | -0.010325 | -0.0876 | 0.465215 |
47 | 0.312904 | 2.6551 | 0.004877 |
48 | 0.021244 | 0.1803 | 0.428727 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.061415 | 0.5211 | 0.30194 |
2 | -0.180263 | -1.5296 | 0.065251 |
3 | -0.015273 | -0.1296 | 0.448625 |
4 | -0.131671 | -1.1173 | 0.133797 |
5 | -0.166778 | -1.4152 | 0.080667 |
6 | 0.020742 | 0.176 | 0.430393 |
7 | -0.056519 | -0.4796 | 0.316491 |
8 | -0.042073 | -0.357 | 0.361066 |
9 | -0.141848 | -1.2036 | 0.116339 |
10 | -0.102592 | -0.8705 | 0.193454 |
11 | -0.115554 | -0.9805 | 0.165058 |
12 | 0.085608 | 0.7264 | 0.234971 |
13 | -0.020191 | -0.1713 | 0.432225 |
14 | -0.078175 | -0.6633 | 0.254616 |
15 | -0.000904 | -0.0077 | 0.496952 |
16 | -0.008787 | -0.0746 | 0.470387 |
17 | 0.105311 | 0.8936 | 0.187259 |
18 | -0.047783 | -0.4055 | 0.343174 |
19 | -0.058372 | -0.4953 | 0.310947 |
20 | -0.142333 | -1.2077 | 0.115551 |
21 | 0.015828 | 0.1343 | 0.446768 |
22 | -0.06492 | -0.5509 | 0.291715 |
23 | 0.069975 | 0.5938 | 0.277266 |
24 | 0.054687 | 0.464 | 0.322012 |
25 | -0.038838 | -0.3296 | 0.371347 |
26 | 0.053128 | 0.4508 | 0.326741 |
27 | -0.041547 | -0.3525 | 0.362731 |
28 | 0.102786 | 0.8722 | 0.193008 |
29 | -0.079335 | -0.6732 | 0.251495 |
30 | -0.039031 | -0.3312 | 0.370732 |
31 | -0.112327 | -0.9531 | 0.171858 |
32 | 0.076637 | 0.6503 | 0.258789 |
33 | -0.074206 | -0.6297 | 0.265456 |
34 | 0.006365 | 0.054 | 0.478537 |
35 | 0.11721 | 0.9946 | 0.16164 |
36 | -0.064655 | -0.5486 | 0.292482 |
37 | 0.018686 | 0.1586 | 0.437232 |
38 | -0.116619 | -0.9895 | 0.162856 |
39 | 0.03142 | 0.2666 | 0.395265 |
40 | -0.092089 | -0.7814 | 0.218563 |
41 | 0.005741 | 0.0487 | 0.48064 |
42 | -0.252282 | -2.1407 | 0.017843 |
43 | -0.047414 | -0.4023 | 0.344321 |
44 | 0.015457 | 0.1312 | 0.448009 |
45 | -0.229735 | -1.9494 | 0.027573 |
46 | 0.047349 | 0.4018 | 0.344522 |
47 | 0.080778 | 0.6854 | 0.247639 |
48 | -0.009654 | -0.0819 | 0.467469 |