Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.130126 | 1.008 | 0.158762 |
2 | -0.067332 | -0.5216 | 0.301952 |
3 | 0.101419 | 0.7856 | 0.2176 |
4 | 0.018788 | 0.1455 | 0.442389 |
5 | -0.004698 | -0.0364 | 0.485545 |
6 | -0.067293 | -0.5212 | 0.302057 |
7 | -0.031609 | -0.2448 | 0.403708 |
8 | -0.075481 | -0.5847 | 0.280481 |
9 | -0.124905 | -0.9675 | 0.168587 |
10 | 0.007635 | 0.0591 | 0.476517 |
11 | 0.077625 | 0.6013 | 0.274958 |
12 | -0.358929 | -2.7803 | 0.003623 |
13 | -0.223224 | -1.7291 | 0.044468 |
14 | 0.016607 | 0.1286 | 0.449038 |
15 | 0.061759 | 0.4784 | 0.317058 |
16 | -0.025244 | -0.1955 | 0.422817 |
17 | -0.129037 | -0.9995 | 0.160779 |
18 | 0.04937 | 0.3824 | 0.351752 |
19 | 0.055576 | 0.4305 | 0.334192 |
20 | -0.072412 | -0.5609 | 0.288477 |
21 | 0.019653 | 0.1522 | 0.439758 |
22 | 0.037688 | 0.2919 | 0.385675 |
23 | -0.093358 | -0.7231 | 0.2362 |
24 | -0.08337 | -0.6458 | 0.260442 |
25 | 0.145007 | 1.1232 | 0.132909 |
26 | 0.030324 | 0.2349 | 0.407548 |
27 | -0.046915 | -0.3634 | 0.35879 |
28 | 0.018515 | 0.1434 | 0.443222 |
29 | 0.036737 | 0.2846 | 0.388479 |
30 | 0.017193 | 0.1332 | 0.447249 |
31 | -0.025686 | -0.199 | 0.421482 |
32 | 0.057715 | 0.4471 | 0.328221 |
33 | 0.041873 | 0.3243 | 0.373402 |
34 | -0.017664 | -0.1368 | 0.445815 |
35 | -0.07441 | -0.5764 | 0.283257 |
36 | 0.090398 | 0.7002 | 0.243249 |
37 | 0.059347 | 0.4597 | 0.323697 |
38 | -0.035488 | -0.2749 | 0.392173 |
39 | 0.017952 | 0.1391 | 0.444935 |
40 | -0.001028 | -0.008 | 0.496836 |
41 | 0.006975 | 0.054 | 0.478547 |
42 | 0.013985 | 0.1083 | 0.457048 |
43 | 0.087784 | 0.68 | 0.249569 |
44 | -0.02647 | -0.205 | 0.419118 |
45 | -0.082895 | -0.6421 | 0.261626 |
46 | -0.004751 | -0.0368 | 0.485382 |
47 | 0.070121 | 0.5432 | 0.294519 |
48 | -0.005804 | -0.045 | 0.482144 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.130126 | 1.008 | 0.158762 |
2 | -0.085716 | -0.664 | 0.254632 |
3 | 0.125108 | 0.9691 | 0.168198 |
4 | -0.020685 | -0.1602 | 0.436622 |
5 | 0.015025 | 0.1164 | 0.453867 |
6 | -0.084607 | -0.6554 | 0.257369 |
7 | -0.008499 | -0.0658 | 0.473865 |
8 | -0.088071 | -0.6822 | 0.24887 |
9 | -0.091963 | -0.7123 | 0.239507 |
10 | 0.030551 | 0.2366 | 0.406868 |
11 | 0.075168 | 0.5823 | 0.28129 |
12 | -0.38259 | -2.9635 | 0.002178 |
13 | -0.12512 | -0.9692 | 0.168174 |
14 | -0.029621 | -0.2294 | 0.409652 |
15 | 0.11739 | 0.9093 | 0.183416 |
16 | -0.04457 | -0.3452 | 0.365562 |
17 | -0.142768 | -1.1059 | 0.136598 |
18 | -0.002504 | -0.0194 | 0.492294 |
19 | 0.02263 | 0.1753 | 0.430721 |
20 | -0.127032 | -0.984 | 0.164537 |
21 | -0.069946 | -0.5418 | 0.294981 |
22 | -0.016196 | -0.1255 | 0.450293 |
23 | -0.016576 | -0.1284 | 0.449132 |
24 | -0.226694 | -1.756 | 0.042099 |
25 | 0.010978 | 0.085 | 0.466259 |
26 | -0.092367 | -0.7155 | 0.238546 |
27 | 0.064079 | 0.4964 | 0.31073 |
28 | -0.023233 | -0.18 | 0.428893 |
29 | -0.137695 | -1.0666 | 0.145217 |
30 | -0.066871 | -0.518 | 0.303189 |
31 | 0.016582 | 0.1284 | 0.449115 |
32 | -0.019543 | -0.1514 | 0.440093 |
33 | -0.063367 | -0.4908 | 0.312665 |
34 | -0.058695 | -0.4546 | 0.325501 |
35 | -0.121283 | -0.9395 | 0.175632 |
36 | -0.043015 | -0.3332 | 0.370075 |
37 | 0.014249 | 0.1104 | 0.45624 |
38 | -0.055361 | -0.4288 | 0.334793 |
39 | 0.015231 | 0.118 | 0.45324 |
40 | -0.073823 | -0.5718 | 0.284787 |
41 | -0.08149 | -0.6312 | 0.265149 |
42 | 0.000803 | 0.0062 | 0.49753 |
43 | 0.06878 | 0.5328 | 0.298081 |
44 | -0.093402 | -0.7235 | 0.236094 |
45 | -0.06109 | -0.4732 | 0.318892 |
46 | -0.051138 | -0.3961 | 0.346713 |
47 | -0.038586 | -0.2989 | 0.383031 |
48 | -0.040791 | -0.316 | 0.376563 |