Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.12475 | 1.1018 | 0.136976 |
2 | 0.160189 | 1.4148 | 0.08056 |
3 | -0.127656 | -1.1274 | 0.131509 |
4 | 0.080912 | 0.7146 | 0.238495 |
5 | 0.026847 | 0.2371 | 0.4066 |
6 | 0.167979 | 1.4836 | 0.070979 |
7 | -0.078797 | -0.6959 | 0.244274 |
8 | -0.057931 | -0.5116 | 0.305177 |
9 | -0.039133 | -0.3456 | 0.365283 |
10 | 0.028877 | 0.255 | 0.399683 |
11 | 0.186909 | 1.6507 | 0.051407 |
12 | 0.036553 | 0.3228 | 0.373846 |
13 | 0.043912 | 0.3878 | 0.349601 |
14 | -0.02017 | -0.1781 | 0.429538 |
15 | 0.078052 | 0.6893 | 0.24633 |
16 | -0.155024 | -1.3691 | 0.087443 |
17 | -0.093768 | -0.8281 | 0.205061 |
18 | -0.229907 | -2.0305 | 0.022858 |
19 | -0.097337 | -0.8597 | 0.196306 |
20 | -0.229275 | -2.0249 | 0.023149 |
21 | 0.057812 | 0.5106 | 0.305544 |
22 | -0.158397 | -1.3989 | 0.082899 |
23 | -0.042177 | -0.3725 | 0.355265 |
24 | -0.111107 | -0.9813 | 0.164747 |
25 | 0.049639 | 0.4384 | 0.331154 |
26 | -0.067113 | -0.5927 | 0.277541 |
27 | -0.069059 | -0.6099 | 0.271847 |
28 | -0.129102 | -1.1402 | 0.128846 |
29 | -0.064841 | -0.5727 | 0.284262 |
30 | -0.135644 | -1.198 | 0.117276 |
31 | -0.035258 | -0.3114 | 0.378169 |
32 | -0.05042 | -0.4453 | 0.328671 |
33 | -0.024513 | -0.2165 | 0.414586 |
34 | 0.004206 | 0.0371 | 0.485233 |
35 | -0.036935 | -0.3262 | 0.372572 |
36 | 0.090949 | 0.8032 | 0.212138 |
37 | 0.054041 | 0.4773 | 0.31725 |
38 | 0.074875 | 0.6613 | 0.255191 |
39 | -0.014573 | -0.1287 | 0.448962 |
40 | 0.11105 | 0.9808 | 0.16487 |
41 | -0.101669 | -0.8979 | 0.185996 |
42 | 0.148323 | 1.31 | 0.097028 |
43 | -0.06404 | -0.5656 | 0.286648 |
44 | -0.002267 | -0.02 | 0.492039 |
45 | -0.104187 | -0.9202 | 0.180164 |
46 | 0.117047 | 1.0337 | 0.152227 |
47 | 0.082143 | 0.7255 | 0.235169 |
48 | 0.165727 | 1.4637 | 0.073652 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.12475 | 1.1018 | 0.136976 |
2 | 0.146913 | 1.2975 | 0.099142 |
3 | -0.169262 | -1.4949 | 0.069491 |
4 | 0.098727 | 0.8719 | 0.192961 |
5 | 0.054746 | 0.4835 | 0.315047 |
6 | 0.114398 | 1.0103 | 0.157729 |
7 | -0.113221 | -0.9999 | 0.160216 |
8 | -0.079386 | -0.7011 | 0.242659 |
9 | 0.052908 | 0.4673 | 0.320805 |
10 | 0.002407 | 0.0213 | 0.491548 |
11 | 0.182327 | 1.6103 | 0.05569 |
12 | -0.032112 | -0.2836 | 0.388731 |
13 | 0.023051 | 0.2036 | 0.419605 |
14 | 0.033184 | 0.2931 | 0.385122 |
15 | 0.035716 | 0.3154 | 0.376635 |
16 | -0.208343 | -1.84 | 0.034784 |
17 | -0.149259 | -1.3182 | 0.095644 |
18 | -0.112608 | -0.9945 | 0.16152 |
19 | -0.067226 | -0.5937 | 0.277209 |
20 | -0.199339 | -1.7605 | 0.04112 |
21 | 0.102243 | 0.903 | 0.184657 |
22 | -0.097609 | -0.8621 | 0.19565 |
23 | -0.066851 | -0.5904 | 0.27831 |
24 | -0.015079 | -0.1332 | 0.4472 |
25 | 0.027788 | 0.2454 | 0.403389 |
26 | -0.088006 | -0.7772 | 0.219682 |
27 | -0.113251 | -1.0002 | 0.160152 |
28 | -0.004655 | -0.0411 | 0.483656 |
29 | 0.01645 | 0.1453 | 0.442432 |
30 | -0.134331 | -1.1864 | 0.119536 |
31 | 0.089528 | 0.7907 | 0.215762 |
32 | -0.029649 | -0.2619 | 0.397062 |
33 | 0.011489 | 0.1015 | 0.459721 |
34 | 0.012287 | 0.1085 | 0.456932 |
35 | -0.078292 | -0.6915 | 0.245666 |
36 | 0.000932 | 0.0082 | 0.496728 |
37 | 0.033885 | 0.2993 | 0.382766 |
38 | 0.006423 | 0.0567 | 0.477455 |
39 | -0.05973 | -0.5275 | 0.299664 |
40 | 0.044534 | 0.3933 | 0.34758 |
41 | -0.036482 | -0.3222 | 0.374081 |
42 | 0.055315 | 0.4885 | 0.313274 |
43 | -0.101809 | -0.8992 | 0.185669 |
44 | -0.133822 | -1.1819 | 0.120421 |
45 | -0.086705 | -0.7658 | 0.223065 |
46 | 0.023155 | 0.2045 | 0.419249 |
47 | 0.041511 | 0.3666 | 0.357449 |
48 | 0.009161 | 0.0809 | 0.46786 |