Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.051586 | 0.4347 | 0.332558 |
2 | 0.212992 | 1.7947 | 0.038479 |
3 | -0.084476 | -0.7118 | 0.239458 |
4 | -0.117693 | -0.9917 | 0.162356 |
5 | 0.028547 | 0.2405 | 0.405301 |
6 | -0.121726 | -1.0257 | 0.154262 |
7 | -0.13135 | -1.1068 | 0.136063 |
8 | -0.060561 | -0.5103 | 0.305713 |
9 | -0.101462 | -0.8549 | 0.197732 |
10 | 0.030012 | 0.2529 | 0.400542 |
11 | 0.16047 | 1.3521 | 0.090311 |
12 | 0.202739 | 1.7083 | 0.045974 |
13 | 0.076515 | 0.6447 | 0.26059 |
14 | 0.04787 | 0.4034 | 0.343947 |
15 | 0.012619 | 0.1063 | 0.457809 |
16 | -0.126954 | -1.0697 | 0.144181 |
17 | -0.002104 | -0.0177 | 0.492952 |
18 | -0.089341 | -0.7528 | 0.227029 |
19 | -0.034418 | -0.29 | 0.386325 |
20 | -0.020984 | -0.1768 | 0.430078 |
21 | -0.126747 | -1.068 | 0.144572 |
22 | -0.093675 | -0.7893 | 0.216276 |
23 | 0.11429 | 0.963 | 0.169402 |
24 | 0.040134 | 0.3382 | 0.368114 |
25 | 0.118352 | 0.9973 | 0.161014 |
26 | -0.075834 | -0.639 | 0.262444 |
27 | -0.124133 | -1.046 | 0.149562 |
28 | -0.093557 | -0.7883 | 0.216566 |
29 | -0.050172 | -0.4228 | 0.336875 |
30 | -0.068032 | -0.5732 | 0.284145 |
31 | -0.034715 | -0.2925 | 0.385373 |
32 | -0.019078 | -0.1608 | 0.43637 |
33 | -0.072481 | -0.6107 | 0.271662 |
34 | 0.065546 | 0.5523 | 0.291238 |
35 | 0.09815 | 0.827 | 0.205496 |
36 | 0.020355 | 0.1715 | 0.432154 |
37 | 0.051632 | 0.4351 | 0.332419 |
38 | -0.22876 | -1.9276 | 0.028955 |
39 | -0.095038 | -0.8008 | 0.212958 |
40 | -0.123446 | -1.0402 | 0.150895 |
41 | -0.103267 | -0.8701 | 0.193578 |
42 | -0.011732 | -0.0989 | 0.460767 |
43 | 0.001441 | 0.0121 | 0.495173 |
44 | 0.04166 | 0.351 | 0.3633 |
45 | 0.001214 | 0.0102 | 0.495934 |
46 | 0.076198 | 0.6421 | 0.261451 |
47 | 0.147279 | 1.241 | 0.109346 |
48 | 0.163928 | 1.3813 | 0.085762 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.051586 | 0.4347 | 0.332558 |
2 | 0.210892 | 1.777 | 0.039925 |
3 | -0.109158 | -0.9198 | 0.180401 |
4 | -0.162 | -1.365 | 0.088276 |
5 | 0.09217 | 0.7766 | 0.219977 |
6 | -0.079845 | -0.6728 | 0.251635 |
7 | -0.193055 | -1.6267 | 0.054115 |
8 | -0.000658 | -0.0055 | 0.497795 |
9 | -0.029332 | -0.2472 | 0.402749 |
10 | -0.019742 | -0.1664 | 0.434177 |
11 | 0.181783 | 1.5317 | 0.065017 |
12 | 0.200433 | 1.6889 | 0.047816 |
13 | -0.078282 | -0.6596 | 0.255817 |
14 | -0.02176 | -0.1834 | 0.427521 |
15 | 0.100462 | 0.8465 | 0.200056 |
16 | -0.185634 | -1.5642 | 0.061111 |
17 | -0.023997 | -0.2022 | 0.420169 |
18 | 0.114008 | 0.9606 | 0.169995 |
19 | -0.02724 | -0.2295 | 0.40956 |
20 | -0.040134 | -0.3382 | 0.368114 |
21 | -0.018225 | -0.1536 | 0.439195 |
22 | -0.176426 | -1.4866 | 0.070775 |
23 | 0.075258 | 0.6341 | 0.264015 |
24 | 0.092504 | 0.7794 | 0.219153 |
25 | -0.058773 | -0.4952 | 0.310984 |
26 | -0.150821 | -1.2708 | 0.103967 |
27 | -0.045436 | -0.3828 | 0.351489 |
28 | -0.077675 | -0.6545 | 0.257451 |
29 | -0.050773 | -0.4278 | 0.335039 |
30 | -0.026394 | -0.2224 | 0.412319 |
31 | -0.051322 | -0.4325 | 0.333362 |
32 | 0.032194 | 0.2713 | 0.393483 |
33 | 0.001712 | 0.0144 | 0.494264 |
34 | 0.001319 | 0.0111 | 0.495583 |
35 | 0.05459 | 0.46 | 0.323468 |
36 | -0.068194 | -0.5746 | 0.283685 |
37 | -0.059279 | -0.4995 | 0.309487 |
38 | -0.214158 | -1.8045 | 0.037695 |
39 | -0.041194 | -0.3471 | 0.364768 |
40 | -0.030297 | -0.2553 | 0.399619 |
41 | -0.047986 | -0.4043 | 0.34359 |
42 | -0.006965 | -0.0587 | 0.476684 |
43 | 0.011144 | 0.0939 | 0.462727 |
44 | -0.015385 | -0.1296 | 0.448612 |
45 | -0.072468 | -0.6106 | 0.2717 |
46 | 0.007831 | 0.066 | 0.473786 |
47 | 0.102309 | 0.8621 | 0.195775 |
48 | 0.064498 | 0.5435 | 0.294253 |