Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.003121 | -0.0339 | 0.486505 |
2 | 0.154939 | 1.6831 | 0.047503 |
3 | -0.059193 | -0.643 | 0.260734 |
4 | 0.040918 | 0.4445 | 0.328753 |
5 | -0.002457 | -0.0267 | 0.489378 |
6 | -0.034102 | -0.3704 | 0.35586 |
7 | 0.051546 | 0.5599 | 0.288292 |
8 | -0.036908 | -0.4009 | 0.3446 |
9 | 0.112334 | 1.2203 | 0.1124 |
10 | 0.144123 | 1.5656 | 0.060063 |
11 | 0.088674 | 0.9632 | 0.168698 |
12 | -0.088884 | -0.9655 | 0.168129 |
13 | 0.058302 | 0.6333 | 0.263875 |
14 | -0.024697 | -0.2683 | 0.394477 |
15 | -0.070803 | -0.7691 | 0.221679 |
16 | -0.182546 | -1.983 | 0.024848 |
17 | -0.126936 | -1.3789 | 0.08527 |
18 | 0.027556 | 0.2993 | 0.382606 |
19 | -0.016605 | -0.1804 | 0.428585 |
20 | 0.07977 | 0.8665 | 0.19398 |
21 | -0.006131 | -0.0666 | 0.473507 |
22 | 0.014577 | 0.1583 | 0.437227 |
23 | -0.016147 | -0.1754 | 0.430534 |
24 | -0.01066 | -0.1158 | 0.454006 |
25 | -0.066681 | -0.7243 | 0.235146 |
26 | -0.124542 | -1.3529 | 0.089342 |
27 | -0.116647 | -1.2671 | 0.103804 |
28 | 0.040206 | 0.4367 | 0.331546 |
29 | -0.018708 | -0.2032 | 0.419658 |
30 | -0.087138 | -0.9466 | 0.172899 |
31 | -0.082053 | -0.8913 | 0.187285 |
32 | 0.030886 | 0.3355 | 0.368917 |
33 | -0.076377 | -0.8297 | 0.204202 |
34 | 0.076992 | 0.8363 | 0.202325 |
35 | 0.052985 | 0.5756 | 0.283003 |
36 | -0.056175 | -0.6102 | 0.271445 |
37 | -0.07476 | -0.8121 | 0.209185 |
38 | -0.179934 | -1.9546 | 0.026499 |
39 | 0.050849 | 0.5524 | 0.290872 |
40 | -0.090285 | -0.9808 | 0.164361 |
41 | 0.047026 | 0.5108 | 0.305212 |
42 | -0.027254 | -0.2961 | 0.383854 |
43 | 0.065326 | 0.7096 | 0.23967 |
44 | -0.063186 | -0.6864 | 0.246912 |
45 | 0.058788 | 0.6386 | 0.26216 |
46 | 0.034004 | 0.3694 | 0.356255 |
47 | -0.068822 | -0.7476 | 0.228095 |
48 | -0.116051 | -1.2606 | 0.104963 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.003121 | -0.0339 | 0.486505 |
2 | 0.154931 | 1.683 | 0.047511 |
3 | -0.059736 | -0.6489 | 0.258834 |
4 | 0.017628 | 0.1915 | 0.424238 |
5 | 0.016003 | 0.1738 | 0.431146 |
6 | -0.048041 | -0.5219 | 0.301375 |
7 | 0.055337 | 0.6011 | 0.27446 |
8 | -0.026303 | -0.2857 | 0.387794 |
9 | 0.094396 | 1.0254 | 0.153635 |
10 | 0.167756 | 1.8223 | 0.035471 |
11 | 0.052206 | 0.5671 | 0.285861 |
12 | -0.130299 | -1.4154 | 0.079791 |
13 | 0.057483 | 0.6244 | 0.266776 |
14 | -0.000121 | -0.0013 | 0.499476 |
15 | -0.104911 | -1.1396 | 0.128376 |
16 | -0.18001 | -1.9554 | 0.026449 |
17 | -0.124708 | -1.3547 | 0.089055 |
18 | 0.067633 | 0.7347 | 0.231997 |
19 | -0.002905 | -0.0316 | 0.487441 |
20 | 0.006505 | 0.0707 | 0.471893 |
21 | 0.017485 | 0.1899 | 0.424845 |
22 | 0.027649 | 0.3003 | 0.382221 |
23 | -0.00313 | -0.034 | 0.486466 |
24 | -0.022138 | -0.2405 | 0.405189 |
25 | -0.011792 | -0.1281 | 0.449144 |
26 | -0.033241 | -0.3611 | 0.359338 |
27 | -0.089835 | -0.9759 | 0.165566 |
28 | 0.037443 | 0.4067 | 0.34247 |
29 | -0.010275 | -0.1116 | 0.45566 |
30 | -0.122251 | -1.328 | 0.093373 |
31 | -0.136634 | -1.4842 | 0.070208 |
32 | 0.018688 | 0.203 | 0.419741 |
33 | -0.102394 | -1.1123 | 0.134138 |
34 | 0.090313 | 0.9811 | 0.164287 |
35 | 0.14722 | 1.5992 | 0.056223 |
36 | -0.02131 | -0.2315 | 0.408668 |
37 | -0.042639 | -0.4632 | 0.322046 |
38 | -0.214008 | -2.3247 | 0.010898 |
39 | 0.042886 | 0.4659 | 0.321085 |
40 | 0.047427 | 0.5152 | 0.303693 |
41 | -0.006438 | -0.0699 | 0.47218 |
42 | -0.079737 | -0.8662 | 0.194079 |
43 | 0.035279 | 0.3832 | 0.351121 |
44 | -0.079558 | -0.8642 | 0.194611 |
45 | -0.001956 | -0.0213 | 0.49154 |
46 | 0.04215 | 0.4579 | 0.323944 |
47 | -0.073675 | -0.8003 | 0.212567 |
48 | -0.153594 | -1.6685 | 0.048938 |