Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.145263 | 1.578 | 0.058626 |
2 | 0.00896 | 0.0973 | 0.461315 |
3 | 0.170657 | 1.8538 | 0.033132 |
4 | 0.042817 | 0.4651 | 0.321356 |
5 | 0.062118 | 0.6748 | 0.250568 |
6 | 0.134507 | 1.4611 | 0.07332 |
7 | 0.067607 | 0.7344 | 0.232081 |
8 | 0.283285 | 3.0773 | 0.001299 |
9 | 0.145591 | 1.5815 | 0.058217 |
10 | 0.056389 | 0.6125 | 0.27068 |
11 | 0.101326 | 1.1007 | 0.136639 |
12 | -0.137321 | -1.4917 | 0.069225 |
13 | -0.070588 | -0.7668 | 0.222373 |
14 | 0.041013 | 0.4455 | 0.328381 |
15 | 0.067928 | 0.7379 | 0.231024 |
16 | 0.051962 | 0.5645 | 0.286759 |
17 | 0.071156 | 0.7729 | 0.220549 |
18 | 0.044104 | 0.4791 | 0.316379 |
19 | -0.059333 | -0.6445 | 0.260243 |
20 | -0.064991 | -0.706 | 0.240796 |
21 | -0.034288 | -0.3725 | 0.355109 |
22 | -0.130718 | -1.42 | 0.079128 |
23 | -0.048146 | -0.523 | 0.300978 |
24 | -0.120247 | -1.3062 | 0.097011 |
25 | -0.0368 | -0.3997 | 0.345032 |
26 | -0.067347 | -0.7316 | 0.23294 |
27 | -0.143162 | -1.5551 | 0.061296 |
28 | -0.021299 | -0.2314 | 0.408715 |
29 | -0.072092 | -0.7831 | 0.217564 |
30 | -0.166508 | -1.8087 | 0.036519 |
31 | -0.078442 | -0.8521 | 0.197943 |
32 | -0.168006 | -1.825 | 0.035265 |
33 | -0.16096 | -1.7485 | 0.041491 |
34 | -0.053609 | -0.5823 | 0.280724 |
35 | -0.068565 | -0.7448 | 0.228935 |
36 | 0.007197 | 0.0782 | 0.46891 |
37 | -0.032565 | -0.3537 | 0.36208 |
38 | -0.128174 | -1.3923 | 0.08322 |
39 | -0.066969 | -0.7275 | 0.234188 |
40 | -0.12762 | -1.3863 | 0.084134 |
41 | -0.078359 | -0.8512 | 0.198192 |
42 | -0.036429 | -0.3957 | 0.346512 |
43 | 0.005966 | 0.0648 | 0.474218 |
44 | 0.097768 | 1.062 | 0.145196 |
45 | 0.005667 | 0.0616 | 0.47551 |
46 | -0.016697 | -0.1814 | 0.42819 |
47 | -0.097212 | -1.056 | 0.146565 |
48 | -0.114156 | -1.2401 | 0.108708 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.145263 | 1.578 | 0.058626 |
2 | -0.012403 | -0.1347 | 0.446526 |
3 | 0.174858 | 1.8994 | 0.029974 |
4 | -0.008126 | -0.0883 | 0.464905 |
5 | 0.065168 | 0.7079 | 0.2402 |
6 | 0.092589 | 1.0058 | 0.158291 |
7 | 0.034707 | 0.377 | 0.353421 |
8 | 0.273958 | 2.9759 | 0.001772 |
9 | 0.042331 | 0.4598 | 0.323242 |
10 | 0.045031 | 0.4892 | 0.312819 |
11 | 0.008863 | 0.0963 | 0.461731 |
12 | -0.223291 | -2.4256 | 0.0084 |
13 | -0.074876 | -0.8134 | 0.208825 |
14 | -0.062592 | -0.6799 | 0.248944 |
15 | 0.081636 | 0.8868 | 0.188496 |
16 | -0.025116 | -0.2728 | 0.392731 |
17 | 0.031084 | 0.3377 | 0.368111 |
18 | 0.038824 | 0.4217 | 0.336993 |
19 | -0.105921 | -1.1506 | 0.126112 |
20 | 0.03737 | 0.4059 | 0.342759 |
21 | -0.001795 | -0.0195 | 0.492239 |
22 | -0.108314 | -1.1766 | 0.120863 |
23 | -0.028545 | -0.3101 | 0.378523 |
24 | -0.222332 | -2.4151 | 0.008632 |
25 | -0.007246 | -0.0787 | 0.468697 |
26 | -0.138999 | -1.5099 | 0.066868 |
27 | -0.028389 | -0.3084 | 0.379168 |
28 | 0.108416 | 1.1777 | 0.120642 |
29 | -0.035581 | -0.3865 | 0.349906 |
30 | 0.048981 | 0.5321 | 0.297838 |
31 | -0.061011 | -0.6627 | 0.254393 |
32 | -0.088206 | -0.9582 | 0.169969 |
33 | -0.060751 | -0.6599 | 0.255294 |
34 | -0.057124 | -0.6205 | 0.268053 |
35 | 0.07135 | 0.7751 | 0.219927 |
36 | -0.001024 | -0.0111 | 0.495572 |
37 | 0.046216 | 0.502 | 0.30829 |
38 | -0.05805 | -0.6306 | 0.264766 |
39 | -0.029877 | -0.3246 | 0.373048 |
40 | 0.009405 | 0.1022 | 0.459399 |
41 | 0.042315 | 0.4597 | 0.323305 |
42 | 0.038083 | 0.4137 | 0.339926 |
43 | 0.042263 | 0.4591 | 0.323504 |
44 | 0.076701 | 0.8332 | 0.203211 |
45 | -0.055632 | -0.6043 | 0.273396 |
46 | -0.03525 | -0.3829 | 0.351238 |
47 | -0.105732 | -1.1485 | 0.126534 |
48 | -0.070356 | -0.7643 | 0.223118 |