Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.018777 | -0.204 | 0.419364 |
2 | 0.227029 | 2.4662 | 0.007547 |
3 | 0.013897 | 0.151 | 0.440131 |
4 | 0.16766 | 1.8213 | 0.035551 |
5 | 0.128113 | 1.3917 | 0.083321 |
6 | 0.036304 | 0.3944 | 0.347013 |
7 | 0.100628 | 1.0931 | 0.138289 |
8 | -0.023916 | -0.2598 | 0.397736 |
9 | 0.168241 | 1.8276 | 0.035071 |
10 | 0.0021 | 0.0228 | 0.490919 |
11 | 0.085382 | 0.9275 | 0.177784 |
12 | -0.28083 | -3.0506 | 0.001411 |
13 | 0.057645 | 0.6262 | 0.266201 |
14 | 0.076172 | 0.8274 | 0.204828 |
15 | -0.042385 | -0.4604 | 0.32303 |
16 | -0.059148 | -0.6425 | 0.260894 |
17 | -0.135974 | -1.4771 | 0.071162 |
18 | 0.071137 | 0.7727 | 0.220609 |
19 | -0.003854 | -0.0419 | 0.483337 |
20 | 0.009574 | 0.104 | 0.458673 |
21 | -0.044385 | -0.4821 | 0.3153 |
22 | -0.079362 | -0.8621 | 0.195193 |
23 | -0.080586 | -0.8754 | 0.191571 |
24 | -0.154194 | -1.675 | 0.048294 |
25 | -0.036218 | -0.3934 | 0.347357 |
26 | -0.192691 | -2.0932 | 0.019238 |
27 | -0.094731 | -1.029 | 0.152783 |
28 | -0.046991 | -0.5105 | 0.305344 |
29 | -0.079968 | -0.8687 | 0.193395 |
30 | -0.172892 | -1.8781 | 0.031419 |
31 | -0.134155 | -1.4573 | 0.073845 |
32 | -0.052151 | -0.5665 | 0.286065 |
33 | 0.018136 | 0.197 | 0.422082 |
34 | -0.041284 | -0.4485 | 0.327323 |
35 | 0.072827 | 0.7911 | 0.215234 |
36 | -0.026691 | -0.2899 | 0.386188 |
37 | 0.014666 | 0.1593 | 0.436847 |
38 | -0.096612 | -1.0495 | 0.148052 |
39 | 0.031323 | 0.3403 | 0.367136 |
40 | -0.092034 | -0.9997 | 0.159741 |
41 | 0.059157 | 0.6426 | 0.26086 |
42 | 0.012052 | 0.1309 | 0.448033 |
43 | 0.035136 | 0.3817 | 0.351696 |
44 | -0.03557 | -0.3864 | 0.349951 |
45 | -0.068363 | -0.7426 | 0.229597 |
46 | 0.03914 | 0.4252 | 0.335746 |
47 | -0.10792 | -1.1723 | 0.121718 |
48 | -0.004202 | -0.0456 | 0.481834 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.018777 | -0.204 | 0.419364 |
2 | 0.226757 | 2.4632 | 0.007606 |
3 | 0.022622 | 0.2457 | 0.403155 |
4 | 0.123241 | 1.3387 | 0.091615 |
5 | 0.134713 | 1.4634 | 0.073015 |
6 | -0.019228 | -0.2089 | 0.417454 |
7 | 0.048344 | 0.5252 | 0.300232 |
8 | -0.049164 | -0.5341 | 0.297151 |
9 | 0.108202 | 1.1754 | 0.121105 |
10 | 0.006888 | 0.0748 | 0.470241 |
11 | 0.01188 | 0.1291 | 0.448768 |
12 | -0.315743 | -3.4298 | 0.000416 |
13 | -0.007171 | -0.0779 | 0.46902 |
14 | 0.183142 | 1.9894 | 0.024483 |
15 | -0.064016 | -0.6954 | 0.244087 |
16 | -0.081447 | -0.8847 | 0.189048 |
17 | -0.070065 | -0.7611 | 0.224057 |
18 | 0.062363 | 0.6774 | 0.249727 |
19 | 0.092236 | 1.0019 | 0.159211 |
20 | -0.022403 | -0.2434 | 0.404074 |
21 | 0.031505 | 0.3422 | 0.366395 |
22 | -0.064998 | -0.7061 | 0.240771 |
23 | -0.125592 | -1.3643 | 0.087538 |
24 | -0.276791 | -3.0067 | 0.001614 |
25 | 0.012169 | 0.1322 | 0.447529 |
26 | 0.03641 | 0.3955 | 0.346587 |
27 | -0.133774 | -1.4532 | 0.074418 |
28 | -0.033174 | -0.3604 | 0.35961 |
29 | -0.052626 | -0.5717 | 0.284317 |
30 | -0.081002 | -0.8799 | 0.19035 |
31 | 0.010379 | 0.1127 | 0.455212 |
32 | 0.026611 | 0.2891 | 0.386519 |
33 | 0.196737 | 2.1371 | 0.017326 |
34 | 0.02135 | 0.2319 | 0.4085 |
35 | 0.095968 | 1.0425 | 0.149661 |
36 | -0.075547 | -0.8206 | 0.206751 |
37 | 0.037123 | 0.4033 | 0.343742 |
38 | -0.141811 | -1.5405 | 0.063063 |
39 | -0.126523 | -1.3744 | 0.085962 |
40 | -0.089064 | -0.9675 | 0.16764 |
41 | 0.026764 | 0.2907 | 0.385882 |
42 | -0.043134 | -0.4686 | 0.320127 |
43 | 0.004324 | 0.047 | 0.481309 |
44 | -0.024556 | -0.2667 | 0.395065 |
45 | 0.052805 | 0.5736 | 0.283661 |
46 | -0.013611 | -0.1479 | 0.441356 |
47 | -0.062663 | -0.6807 | 0.2487 |
48 | -0.059794 | -0.6495 | 0.258629 |