Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.025997 | -0.2964 | 0.383693 |
2 | 0.226464 | 2.5821 | 0.005464 |
3 | 0.015892 | 0.1812 | 0.428249 |
4 | 0.165699 | 1.8893 | 0.030542 |
5 | 0.129585 | 1.4775 | 0.070981 |
6 | 0.038005 | 0.4333 | 0.33275 |
7 | 0.096292 | 1.0979 | 0.13714 |
8 | -0.000309 | -0.0035 | 0.498598 |
9 | 0.162435 | 1.852 | 0.033144 |
10 | -0.002752 | -0.0314 | 0.487507 |
11 | 0.104969 | 1.1968 | 0.116776 |
12 | -0.275431 | -3.1404 | 0.001045 |
13 | 0.055059 | 0.6278 | 0.265628 |
14 | 0.084149 | 0.9594 | 0.169559 |
15 | -0.041229 | -0.4701 | 0.319543 |
16 | -0.055564 | -0.6335 | 0.263751 |
17 | -0.103555 | -1.1807 | 0.119938 |
18 | 0.05618 | 0.6405 | 0.261471 |
19 | -0.018641 | -0.2125 | 0.416009 |
20 | 0.014444 | 0.1647 | 0.434725 |
21 | -0.038242 | -0.436 | 0.331771 |
22 | -0.07331 | -0.8359 | 0.202382 |
23 | -0.093117 | -1.0617 | 0.145172 |
24 | -0.148312 | -1.691 | 0.046615 |
25 | -0.025843 | -0.2947 | 0.384363 |
26 | -0.195339 | -2.2272 | 0.013827 |
27 | -0.077996 | -0.8893 | 0.187745 |
28 | -0.068761 | -0.784 | 0.217235 |
29 | -0.071968 | -0.8206 | 0.206698 |
30 | -0.159171 | -1.8148 | 0.035928 |
31 | -0.123897 | -1.4126 | 0.080076 |
32 | -0.063795 | -0.7274 | 0.234153 |
33 | 0.028018 | 0.3195 | 0.374946 |
34 | -0.046966 | -0.5355 | 0.296612 |
35 | 0.080756 | 0.9208 | 0.17944 |
36 | -0.021862 | -0.2493 | 0.401774 |
37 | 0.008385 | 0.0956 | 0.46199 |
38 | -0.087389 | -0.9964 | 0.160457 |
39 | 0.022747 | 0.2594 | 0.397887 |
40 | -0.087291 | -0.9953 | 0.160727 |
41 | 0.050013 | 0.5702 | 0.284751 |
42 | 0.008686 | 0.099 | 0.460631 |
43 | 0.039845 | 0.4543 | 0.325186 |
44 | -0.031583 | -0.3601 | 0.359677 |
45 | -0.063797 | -0.7274 | 0.234146 |
46 | 0.034832 | 0.3972 | 0.345954 |
47 | -0.106806 | -1.2178 | 0.112758 |
48 | -0.008885 | -0.1013 | 0.459731 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.025997 | -0.2964 | 0.383693 |
2 | 0.225941 | 2.5761 | 0.005554 |
3 | 0.027758 | 0.3165 | 0.376071 |
4 | 0.121938 | 1.3903 | 0.083405 |
5 | 0.136599 | 1.5575 | 0.060895 |
6 | -0.014493 | -0.1652 | 0.434505 |
7 | 0.042226 | 0.4815 | 0.315501 |
8 | -0.024637 | -0.2809 | 0.389613 |
9 | 0.105033 | 1.1976 | 0.116633 |
10 | -0.008122 | -0.0926 | 0.463181 |
11 | 0.03618 | 0.4125 | 0.340321 |
12 | -0.310453 | -3.5397 | 0.000278 |
13 | -0.028368 | -0.3234 | 0.373438 |
14 | 0.189975 | 2.1661 | 0.016066 |
15 | -0.062509 | -0.7127 | 0.23865 |
16 | -0.083488 | -0.9519 | 0.171455 |
17 | -0.032328 | -0.3686 | 0.356515 |
18 | 0.037746 | 0.4304 | 0.333819 |
19 | 0.044503 | 0.5074 | 0.306363 |
20 | 0.011221 | 0.1279 | 0.449196 |
21 | 0.045845 | 0.5227 | 0.30103 |
22 | -0.084 | -0.9578 | 0.169983 |
23 | -0.121266 | -1.3826 | 0.084573 |
24 | -0.259604 | -2.9599 | 0.001829 |
25 | 0.012246 | 0.1396 | 0.444585 |
26 | 0.016614 | 0.1894 | 0.425026 |
27 | -0.110376 | -1.2585 | 0.105237 |
28 | -0.041531 | -0.4735 | 0.318314 |
29 | -0.031713 | -0.3616 | 0.359127 |
30 | -0.07849 | -0.8949 | 0.186241 |
31 | -0.015488 | -0.1766 | 0.430052 |
32 | 0.042194 | 0.4811 | 0.315634 |
33 | 0.216184 | 2.4649 | 0.007505 |
34 | 0.004625 | 0.0527 | 0.479013 |
35 | 0.098384 | 1.1217 | 0.132019 |
36 | -0.061732 | -0.7039 | 0.24139 |
37 | 0.040337 | 0.4599 | 0.323172 |
38 | -0.133387 | -1.5208 | 0.065364 |
39 | -0.109979 | -1.254 | 0.106054 |
40 | -0.103939 | -1.1851 | 0.119072 |
41 | 0.034265 | 0.3907 | 0.348337 |
42 | -0.048607 | -0.5542 | 0.290196 |
43 | 0.000531 | 0.0061 | 0.497589 |
44 | -0.00977 | -0.1114 | 0.455736 |
45 | 0.060087 | 0.6851 | 0.247249 |
46 | -0.02749 | -0.3134 | 0.377227 |
47 | -0.055133 | -0.6286 | 0.265351 |
48 | -0.0551 | -0.6282 | 0.265475 |