Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.056758 | 0.436 | 0.332227 |
2 | 0.286993 | 2.2044 | 0.015703 |
3 | -0.120543 | -0.9259 | 0.179132 |
4 | 0.019847 | 0.1524 | 0.439677 |
5 | 0.048296 | 0.371 | 0.355996 |
6 | -0.094928 | -0.7292 | 0.234395 |
7 | -0.092952 | -0.714 | 0.239029 |
8 | -0.123433 | -0.9481 | 0.173471 |
9 | -0.048785 | -0.3747 | 0.354605 |
10 | -0.009824 | -0.0755 | 0.470051 |
11 | -0.031404 | -0.2412 | 0.405111 |
12 | 0.137927 | 1.0594 | 0.146859 |
13 | 0.007241 | 0.0556 | 0.477917 |
14 | 0.060661 | 0.4659 | 0.321486 |
15 | 0.028498 | 0.2189 | 0.413744 |
16 | -0.186398 | -1.4317 | 0.078746 |
17 | 0.015895 | 0.1221 | 0.451622 |
18 | -0.095702 | -0.7351 | 0.232596 |
19 | 0.026177 | 0.2011 | 0.420668 |
20 | -0.057875 | -0.4445 | 0.329137 |
21 | -0.142304 | -1.0931 | 0.139406 |
22 | -0.029463 | -0.2263 | 0.410873 |
23 | 0.099117 | 0.7613 | 0.224745 |
24 | 0.142148 | 1.0919 | 0.139666 |
25 | 0.034793 | 0.2673 | 0.395104 |
26 | -0.126775 | -0.9738 | 0.167071 |
27 | -0.119725 | -0.9196 | 0.180757 |
28 | -0.15299 | -1.1751 | 0.122331 |
29 | 0.015089 | 0.1159 | 0.454062 |
30 | -0.112647 | -0.8653 | 0.1952 |
31 | -0.009324 | -0.0716 | 0.471574 |
32 | 0.023232 | 0.1785 | 0.42949 |
33 | -0.055602 | -0.4271 | 0.335435 |
34 | 0.076538 | 0.5879 | 0.279422 |
35 | -0.014061 | -0.108 | 0.457179 |
36 | 0.00836 | 0.0642 | 0.474508 |
37 | 0.014099 | 0.1083 | 0.457065 |
38 | -0.143561 | -1.1027 | 0.137314 |
39 | -0.088093 | -0.6767 | 0.250636 |
40 | -0.124911 | -0.9595 | 0.170622 |
41 | -0.073145 | -0.5618 | 0.288178 |
42 | -0.037518 | -0.2882 | 0.387109 |
43 | 0.014244 | 0.1094 | 0.456625 |
44 | 0.049212 | 0.378 | 0.353392 |
45 | 0.001277 | 0.0098 | 0.496103 |
46 | 0.106304 | 0.8165 | 0.208738 |
47 | 0.128663 | 0.9883 | 0.163525 |
48 | 0.165423 | 1.2706 | 0.104423 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.056758 | 0.436 | 0.332227 |
2 | 0.284688 | 2.1867 | 0.01637 |
3 | -0.161959 | -1.244 | 0.109204 |
4 | -0.04944 | -0.3798 | 0.352744 |
5 | 0.147942 | 1.1364 | 0.1302 |
6 | -0.138957 | -1.0673 | 0.145081 |
7 | -0.156509 | -1.2022 | 0.11705 |
8 | -0.001384 | -0.0106 | 0.495778 |
9 | 0.000279 | 0.0021 | 0.499149 |
10 | -0.019013 | -0.146 | 0.442194 |
11 | -0.020809 | -0.1598 | 0.436777 |
12 | 0.178889 | 1.3741 | 0.087308 |
13 | -0.010356 | -0.0795 | 0.468435 |
14 | -0.086612 | -0.6653 | 0.254232 |
15 | 0.082351 | 0.6325 | 0.264737 |
16 | -0.2378 | -1.8266 | 0.036412 |
17 | -0.036995 | -0.2842 | 0.388641 |
18 | 0.106211 | 0.8158 | 0.208941 |
19 | -0.033863 | -0.2601 | 0.397844 |
20 | -0.057394 | -0.4409 | 0.330466 |
21 | -0.08809 | -0.6766 | 0.250643 |
22 | 0.008657 | 0.0665 | 0.473604 |
23 | 0.17606 | 1.3523 | 0.090713 |
24 | 0.025622 | 0.1968 | 0.422329 |
25 | -0.085406 | -0.656 | 0.257182 |
26 | -0.175291 | -1.3464 | 0.091656 |
27 | -0.145549 | -1.118 | 0.134053 |
28 | -0.058772 | -0.4514 | 0.326666 |
29 | 0.043826 | 0.3366 | 0.368792 |
30 | -0.031445 | -0.2415 | 0.40499 |
31 | 0.035543 | 0.273 | 0.3929 |
32 | 0.077084 | 0.5921 | 0.278024 |
33 | -0.096576 | -0.7418 | 0.230572 |
34 | -0.014192 | -0.109 | 0.456783 |
35 | -0.004562 | -0.035 | 0.486084 |
36 | -0.154754 | -1.1887 | 0.119663 |
37 | -0.094555 | -0.7263 | 0.235266 |
38 | -0.158257 | -1.2156 | 0.11449 |
39 | -0.047585 | -0.3655 | 0.358019 |
40 | 0.072507 | 0.5569 | 0.289838 |
41 | -0.070037 | -0.538 | 0.296314 |
42 | -0.061011 | -0.4686 | 0.320529 |
43 | 0.019675 | 0.1511 | 0.440195 |
44 | -0.004111 | -0.0316 | 0.487459 |
45 | 0.003161 | 0.0243 | 0.490356 |
46 | -0.041865 | -0.3216 | 0.374456 |
47 | 0.022155 | 0.1702 | 0.432727 |
48 | 0.051203 | 0.3933 | 0.347759 |