Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.099692 | 0.7189 | 0.237714 |
2 | 0.054348 | 0.3919 | 0.348364 |
3 | 0.008872 | 0.064 | 0.474617 |
4 | -0.409445 | -2.9526 | 0.00236 |
5 | 0.070786 | 0.5104 | 0.305951 |
6 | 0.184967 | 1.3338 | 0.094038 |
7 | -0.112717 | -0.8128 | 0.210014 |
8 | -0.027142 | -0.1957 | 0.422794 |
9 | -0.058572 | -0.4224 | 0.337249 |
10 | -0.225243 | -1.6243 | 0.055185 |
11 | 0.108288 | 0.7809 | 0.219208 |
12 | 0.036553 | 0.2636 | 0.396569 |
13 | -0.104261 | -0.7518 | 0.22777 |
14 | 0.008141 | 0.0587 | 0.476705 |
15 | -0.067909 | -0.4897 | 0.313203 |
16 | 0.017511 | 0.1263 | 0.450002 |
17 | 0.087905 | 0.6339 | 0.264464 |
18 | 0.190761 | 1.3756 | 0.087422 |
19 | -0.023117 | -0.1667 | 0.434127 |
20 | 0.042036 | 0.3031 | 0.381503 |
21 | -0.110119 | -0.7941 | 0.215378 |
22 | -0.150125 | -1.0826 | 0.141998 |
23 | -0.024853 | -0.1792 | 0.429231 |
24 | -0.013321 | -0.0961 | 0.461922 |
25 | 0.015029 | 0.1084 | 0.457057 |
26 | 0.056938 | 0.4106 | 0.341533 |
27 | -0.007758 | -0.0559 | 0.4778 |
28 | -0.052525 | -0.3788 | 0.353204 |
29 | 0.02847 | 0.2053 | 0.41907 |
30 | -0.048251 | -0.3479 | 0.364643 |
31 | 0.01258 | 0.0907 | 0.464033 |
32 | 0.0247 | 0.1781 | 0.429662 |
33 | 0.015327 | 0.1105 | 0.456209 |
34 | 0.059145 | 0.4265 | 0.335752 |
35 | 0.027994 | 0.2019 | 0.420404 |
36 | 0.006475 | 0.0467 | 0.481469 |
37 | -0.049862 | -0.3596 | 0.360317 |
38 | -0.021419 | -0.1545 | 0.438925 |
39 | -0.056847 | -0.4099 | 0.341771 |
40 | 0.008057 | 0.0581 | 0.476946 |
41 | 0.009683 | 0.0698 | 0.472301 |
42 | 0.009684 | 0.0698 | 0.472298 |
43 | 0.028657 | 0.2066 | 0.418545 |
44 | -0.013718 | -0.0989 | 0.460791 |
45 | -0.01603 | -0.1156 | 0.454211 |
46 | -0.049534 | -0.3572 | 0.361195 |
47 | -0.036461 | -0.2629 | 0.396825 |
48 | -0.034055 | -0.2456 | 0.403488 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.099692 | 0.7189 | 0.237714 |
2 | 0.044855 | 0.3235 | 0.373824 |
3 | -0.000784 | -0.0057 | 0.497755 |
4 | -0.417637 | -3.0116 | 0.002003 |
5 | 0.182173 | 1.3137 | 0.097362 |
6 | 0.255201 | 1.8403 | 0.035719 |
7 | -0.228187 | -1.6455 | 0.052951 |
8 | -0.306042 | -2.2069 | 0.01588 |
9 | 0.192487 | 1.388 | 0.085521 |
10 | 0.034375 | 0.2479 | 0.402602 |
11 | -0.136598 | -0.985 | 0.164587 |
12 | -0.135523 | -0.9773 | 0.16648 |
13 | 0.056038 | 0.4041 | 0.343899 |
14 | -0.044542 | -0.3212 | 0.374675 |
15 | -0.039501 | -0.2848 | 0.388448 |
16 | 0.100402 | 0.724 | 0.236152 |
17 | -0.071169 | -0.5132 | 0.30499 |
18 | 0.183484 | 1.3231 | 0.095792 |
19 | -0.014446 | -0.1042 | 0.458717 |
20 | -0.02213 | -0.1596 | 0.436916 |
21 | -0.220159 | -1.5876 | 0.059221 |
22 | 0.065716 | 0.4739 | 0.318783 |
23 | -0.03676 | -0.2651 | 0.395997 |
24 | -0.038314 | -0.2763 | 0.391713 |
25 | -0.058572 | -0.4224 | 0.337248 |
26 | 0.108845 | 0.7849 | 0.218038 |
27 | -0.039064 | -0.2817 | 0.389647 |
28 | -0.013134 | -0.0947 | 0.462455 |
29 | 0.000391 | 0.0028 | 0.49888 |
30 | -0.048098 | -0.3468 | 0.365055 |
31 | -0.012909 | -0.0931 | 0.463095 |
32 | 0.016562 | 0.1194 | 0.452699 |
33 | 0.093963 | 0.6776 | 0.250521 |
34 | -0.080982 | -0.584 | 0.280883 |
35 | 0.011473 | 0.0827 | 0.467191 |
36 | -0.045489 | -0.328 | 0.372104 |
37 | 0.016444 | 0.1186 | 0.453033 |
38 | -0.049989 | -0.3605 | 0.359975 |
39 | 0.032203 | 0.2322 | 0.408638 |
40 | -0.025843 | -0.1864 | 0.426444 |
41 | 0.042923 | 0.3095 | 0.37908 |
42 | 0.013778 | 0.0994 | 0.460619 |
43 | 0.014339 | 0.1034 | 0.459022 |
44 | -0.102692 | -0.7405 | 0.231157 |
45 | -0.020031 | -0.1444 | 0.442854 |
46 | -0.007563 | -0.0545 | 0.478357 |
47 | -0.034369 | -0.2478 | 0.402617 |
48 | -0.031273 | -0.2255 | 0.411232 |