Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.168716 | 1.8327 | 0.034683 |
2 | 0.13251 | 1.4394 | 0.076339 |
3 | 0.139695 | 1.5175 | 0.06591 |
4 | 0.091131 | 0.9899 | 0.162116 |
5 | 0.179421 | 1.949 | 0.026834 |
6 | 0.103546 | 1.1248 | 0.131479 |
7 | 0.041907 | 0.4552 | 0.324892 |
8 | 0.150009 | 1.6295 | 0.052935 |
9 | 0.098817 | 1.0734 | 0.142634 |
10 | -0.121807 | -1.3232 | 0.09417 |
11 | -0.010324 | -0.1121 | 0.45545 |
12 | -0.238406 | -2.5897 | 0.005407 |
13 | -0.014541 | -0.158 | 0.43738 |
14 | 0.167842 | 1.8232 | 0.0354 |
15 | -0.016704 | -0.1815 | 0.428163 |
16 | 0.025699 | 0.2792 | 0.390303 |
17 | -0.10322 | -1.1213 | 0.132227 |
18 | 0.035429 | 0.3849 | 0.350516 |
19 | 0.045741 | 0.4969 | 0.310102 |
20 | -0.071196 | -0.7734 | 0.220422 |
21 | -0.112154 | -1.2183 | 0.11277 |
22 | -0.03838 | -0.4169 | 0.338751 |
23 | 0.063957 | 0.6948 | 0.244287 |
24 | -0.176771 | -1.9202 | 0.028621 |
25 | -0.165546 | -1.7983 | 0.037344 |
26 | -0.27971 | -3.0384 | 0.001464 |
27 | -0.067179 | -0.7297 | 0.233495 |
28 | -0.182789 | -1.9856 | 0.024699 |
29 | -0.030875 | -0.3354 | 0.368965 |
30 | -0.118338 | -1.2855 | 0.100571 |
31 | -0.109596 | -1.1905 | 0.118116 |
32 | -0.043172 | -0.469 | 0.319978 |
33 | -0.05348 | -0.5809 | 0.281193 |
34 | -0.050314 | -0.5465 | 0.292861 |
35 | -0.002808 | -0.0305 | 0.487857 |
36 | 0.052781 | 0.5733 | 0.283751 |
37 | 0.076653 | 0.8327 | 0.203359 |
38 | 0.103172 | 1.1207 | 0.132337 |
39 | -0.105015 | -1.1408 | 0.12814 |
40 | -0.051127 | -0.5554 | 0.289842 |
41 | 0.028647 | 0.3112 | 0.378103 |
42 | -0.031476 | -0.3419 | 0.366509 |
43 | 0.024512 | 0.2663 | 0.395248 |
44 | -0.057726 | -0.6271 | 0.265916 |
45 | -0.082105 | -0.8919 | 0.187135 |
46 | -0.020771 | -0.2256 | 0.41094 |
47 | -0.117331 | -1.2745 | 0.102488 |
48 | -0.088188 | -0.958 | 0.170019 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.168716 | 1.8327 | 0.034683 |
2 | 0.107093 | 1.1633 | 0.123522 |
3 | 0.105857 | 1.1499 | 0.126254 |
4 | 0.043946 | 0.4774 | 0.31699 |
5 | 0.141746 | 1.5398 | 0.063149 |
6 | 0.037076 | 0.4027 | 0.343932 |
7 | -0.020432 | -0.2219 | 0.41237 |
8 | 0.106319 | 1.1549 | 0.125228 |
9 | 0.039466 | 0.4287 | 0.334457 |
10 | -0.207523 | -2.2543 | 0.013012 |
11 | -0.026746 | -0.2905 | 0.385957 |
12 | -0.263042 | -2.8574 | 0.002525 |
13 | 0.037939 | 0.4121 | 0.340499 |
14 | 0.224388 | 2.4375 | 0.008141 |
15 | 0.031374 | 0.3408 | 0.366928 |
16 | 0.041236 | 0.4479 | 0.32751 |
17 | -0.107358 | -1.1662 | 0.122942 |
18 | 0.111586 | 1.2121 | 0.113942 |
19 | 0.030271 | 0.3288 | 0.371436 |
20 | -0.079929 | -0.8683 | 0.193508 |
21 | -0.114562 | -1.2445 | 0.107898 |
22 | -0.181229 | -1.9687 | 0.025669 |
23 | 0.087308 | 0.9484 | 0.17243 |
24 | -0.234597 | -2.5484 | 0.006053 |
25 | -0.090012 | -0.9778 | 0.165091 |
26 | -0.124699 | -1.3546 | 0.089071 |
27 | 0.020606 | 0.2238 | 0.411633 |
28 | -0.090704 | -0.9853 | 0.163247 |
29 | 0.150748 | 1.6375 | 0.052091 |
30 | 0.050949 | 0.5534 | 0.290503 |
31 | 0.049267 | 0.5352 | 0.296766 |
32 | -0.017072 | -0.1855 | 0.426597 |
33 | 0.049951 | 0.5426 | 0.294211 |
34 | -0.081979 | -0.8905 | 0.187498 |
35 | 0.142939 | 1.5527 | 0.061585 |
36 | -0.072554 | -0.7881 | 0.216098 |
37 | -0.052721 | -0.5727 | 0.283969 |
38 | -0.023746 | -0.258 | 0.398446 |
39 | -0.116175 | -1.262 | 0.104723 |
40 | -0.035413 | -0.3847 | 0.350582 |
41 | 0.011318 | 0.1229 | 0.45118 |
42 | -0.001601 | -0.0174 | 0.493075 |
43 | 0.000127 | 0.0014 | 0.499449 |
44 | 0.002011 | 0.0218 | 0.491304 |
45 | -0.050007 | -0.5432 | 0.294003 |
46 | -0.059382 | -0.6451 | 0.260073 |
47 | -0.025383 | -0.2757 | 0.391619 |
48 | -0.057184 | -0.6212 | 0.267839 |