Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.227081 | 1.6841 | 0.048917 |
2 | 0.064755 | 0.4802 | 0.316481 |
3 | 0.09296 | 0.6894 | 0.246732 |
4 | -0.120291 | -0.8921 | 0.188113 |
5 | -0.052912 | -0.3924 | 0.348136 |
6 | -0.019485 | -0.1445 | 0.442817 |
7 | -0.150585 | -1.1168 | 0.134475 |
8 | -0.098138 | -0.7278 | 0.234909 |
9 | -0.039389 | -0.2921 | 0.385648 |
10 | -0.08533 | -0.6328 | 0.264736 |
11 | 0.008448 | 0.0627 | 0.475136 |
12 | 0.067878 | 0.5034 | 0.308348 |
13 | 0.094493 | 0.7008 | 0.243198 |
14 | 0.016135 | 0.1197 | 0.452594 |
15 | -0.056546 | -0.4194 | 0.338295 |
16 | -0.051277 | -0.3803 | 0.3526 |
17 | -0.06253 | -0.4637 | 0.322334 |
18 | -0.0974 | -0.7223 | 0.236574 |
19 | -0.073339 | -0.5439 | 0.294354 |
20 | -0.067162 | -0.4981 | 0.310203 |
21 | -0.120824 | -0.8961 | 0.187064 |
22 | -0.043057 | -0.3193 | 0.375348 |
23 | -0.002135 | -0.0158 | 0.493713 |
24 | -0.00805 | -0.0597 | 0.476304 |
25 | 0.19371 | 1.4366 | 0.07825 |
26 | 0.217145 | 1.6104 | 0.056518 |
27 | 0.095356 | 0.7072 | 0.241221 |
28 | 0.013591 | 0.1008 | 0.460039 |
29 | -0.043761 | -0.3245 | 0.373381 |
30 | 0.004372 | 0.0324 | 0.487127 |
31 | -0.118894 | -0.8817 | 0.190877 |
32 | -0.114023 | -0.8456 | 0.200715 |
33 | 0.021142 | 0.1568 | 0.43799 |
34 | -0.06999 | -0.5191 | 0.302901 |
35 | -0.082491 | -0.6118 | 0.271605 |
36 | -0.023515 | -0.1744 | 0.431098 |
37 | -0.090008 | -0.6675 | 0.253617 |
38 | 0.034938 | 0.2591 | 0.39826 |
39 | 0.113387 | 0.8409 | 0.202022 |
40 | 0.0176 | 0.1305 | 0.448315 |
41 | -0.06672 | -0.4948 | 0.311354 |
42 | -0.021596 | -0.1602 | 0.436669 |
43 | -0.105973 | -0.7859 | 0.217646 |
44 | -0.133689 | -0.9915 | 0.1629 |
45 | -0.070001 | -0.5191 | 0.302872 |
46 | -0.035608 | -0.2641 | 0.396354 |
47 | -0.125037 | -0.9273 | 0.178912 |
48 | -0.040513 | -0.3005 | 0.382482 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.227081 | 1.6841 | 0.048917 |
2 | 0.013907 | 0.1031 | 0.459115 |
3 | 0.079411 | 0.5889 | 0.279159 |
4 | -0.168514 | -1.2497 | 0.108345 |
5 | 0.007224 | 0.0536 | 0.478734 |
6 | -0.009899 | -0.0734 | 0.470873 |
7 | -0.125262 | -0.929 | 0.178482 |
8 | -0.055387 | -0.4108 | 0.341423 |
9 | -0.0052 | -0.0386 | 0.484687 |
10 | -0.052473 | -0.3892 | 0.349333 |
11 | 0.018552 | 0.1376 | 0.445536 |
12 | 0.046794 | 0.347 | 0.364946 |
13 | 0.082676 | 0.6131 | 0.271156 |
14 | -0.069134 | -0.5127 | 0.305104 |
15 | -0.085967 | -0.6376 | 0.263206 |
16 | -0.030512 | -0.2263 | 0.410909 |
17 | -0.034352 | -0.2548 | 0.399928 |
18 | -0.082389 | -0.611 | 0.271854 |
19 | -0.04098 | -0.3039 | 0.38117 |
20 | -0.022474 | -0.1667 | 0.434121 |
21 | -0.100165 | -0.7428 | 0.230368 |
22 | -0.026785 | -0.1986 | 0.421637 |
23 | -0.001049 | -0.0078 | 0.496911 |
24 | -0.027539 | -0.2042 | 0.419463 |
25 | 0.150069 | 1.1129 | 0.135287 |
26 | 0.120241 | 0.8917 | 0.188211 |
27 | 0.017387 | 0.1289 | 0.448934 |
28 | -0.091054 | -0.6753 | 0.251165 |
29 | -0.050841 | -0.377 | 0.353794 |
30 | 0.068696 | 0.5095 | 0.306232 |
31 | -0.152358 | -1.1299 | 0.131707 |
32 | -0.054359 | -0.4031 | 0.344205 |
33 | 0.12011 | 0.8908 | 0.18847 |
34 | -0.032936 | -0.2443 | 0.40397 |
35 | -0.09922 | -0.7358 | 0.23248 |
36 | -0.045694 | -0.3389 | 0.367996 |
37 | -0.067307 | -0.4992 | 0.309828 |
38 | -0.020195 | -0.1498 | 0.440747 |
39 | 0.013368 | 0.0991 | 0.460693 |
40 | 0.040804 | 0.3026 | 0.381664 |
41 | -0.110782 | -0.8216 | 0.207431 |
42 | -0.034007 | -0.2522 | 0.400913 |
43 | -0.071889 | -0.5331 | 0.298042 |
44 | -0.092228 | -0.684 | 0.248429 |
45 | -0.081605 | -0.6052 | 0.273768 |
46 | 0.027644 | 0.205 | 0.419159 |
47 | -0.111286 | -0.8253 | 0.206378 |
48 | -0.040722 | -0.302 | 0.381896 |