Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.107332 | 0.9778 | 0.165497 |
2 | -0.077785 | -0.7087 | 0.240263 |
3 | 0.117103 | 1.0669 | 0.144565 |
4 | 0.094076 | 0.8571 | 0.196936 |
5 | -0.097668 | -0.8898 | 0.188074 |
6 | 0.015318 | 0.1396 | 0.444676 |
7 | 0.18452 | 1.6811 | 0.048256 |
8 | -0.165691 | -1.5095 | 0.067482 |
9 | -0.16184 | -1.4744 | 0.072074 |
10 | 0.048249 | 0.4396 | 0.330696 |
11 | -0.075277 | -0.6858 | 0.247372 |
12 | 0.083969 | 0.765 | 0.223222 |
13 | 0.143569 | 1.308 | 0.097247 |
14 | -0.002511 | -0.0229 | 0.490903 |
15 | -0.18611 | -1.6955 | 0.04686 |
16 | -0.05855 | -0.5334 | 0.297586 |
17 | -0.083818 | -0.7636 | 0.223629 |
18 | -0.15106 | -1.3762 | 0.086227 |
19 | -0.029998 | -0.2733 | 0.392652 |
20 | -0.038752 | -0.353 | 0.362474 |
21 | -0.206954 | -1.8854 | 0.031434 |
22 | -0.102445 | -0.9333 | 0.176682 |
23 | -0.032723 | -0.2981 | 0.383177 |
24 | -0.041711 | -0.38 | 0.352456 |
25 | -0.005653 | -0.0515 | 0.479524 |
26 | 0.134958 | 1.2295 | 0.111175 |
27 | 0.028112 | 0.2561 | 0.399249 |
28 | -0.071178 | -0.6485 | 0.259237 |
29 | 0.098915 | 0.9012 | 0.185057 |
30 | 0.109091 | 0.9939 | 0.161589 |
31 | -0.025546 | -0.2327 | 0.40827 |
32 | 0.017139 | 0.1561 | 0.438149 |
33 | 0.154685 | 1.4093 | 0.081248 |
34 | 0.088462 | 0.8059 | 0.211293 |
35 | -0.101832 | -0.9277 | 0.178117 |
36 | 0.057376 | 0.5227 | 0.30128 |
37 | 0.20755 | 1.8909 | 0.031065 |
38 | -0.071734 | -0.6535 | 0.257612 |
39 | -0.029705 | -0.2706 | 0.393674 |
40 | 0.066464 | 0.6055 | 0.273245 |
41 | -0.048685 | -0.4435 | 0.329266 |
42 | -0.071447 | -0.6509 | 0.25845 |
43 | -0.027471 | -0.2503 | 0.401496 |
44 | 0.014195 | 0.1293 | 0.448709 |
45 | -0.038374 | -0.3496 | 0.363759 |
46 | -0.051408 | -0.4683 | 0.320382 |
47 | 0.026095 | 0.2377 | 0.406334 |
48 | -0.14422 | -1.3139 | 0.096249 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.107332 | 0.9778 | 0.165497 |
2 | -0.090346 | -0.8231 | 0.206409 |
3 | 0.138618 | 1.2629 | 0.105086 |
4 | 0.057965 | 0.5281 | 0.299424 |
5 | -0.097425 | -0.8876 | 0.188664 |
6 | 0.039673 | 0.3614 | 0.359346 |
7 | 0.149737 | 1.3642 | 0.088101 |
8 | -0.201473 | -1.8355 | 0.035006 |
9 | -0.086381 | -0.787 | 0.216772 |
10 | 0.01334 | 0.1215 | 0.451781 |
11 | -0.099454 | -0.9061 | 0.183761 |
12 | 0.217286 | 1.9796 | 0.025533 |
13 | 0.087142 | 0.7939 | 0.214758 |
14 | -0.070538 | -0.6426 | 0.261118 |
15 | -0.120981 | -1.1022 | 0.136783 |
16 | -0.083678 | -0.7623 | 0.224008 |
17 | -0.169655 | -1.5456 | 0.062999 |
18 | -0.056315 | -0.5131 | 0.304637 |
19 | -0.053082 | -0.4836 | 0.31497 |
20 | -0.063678 | -0.5801 | 0.281698 |
21 | -0.081717 | -0.7445 | 0.229345 |
22 | -0.004588 | -0.0418 | 0.483381 |
23 | -0.079 | -0.7197 | 0.236858 |
24 | -0.036701 | -0.3344 | 0.369475 |
25 | -0.026994 | -0.2459 | 0.403172 |
26 | 0.043364 | 0.3951 | 0.346904 |
27 | 0.039923 | 0.3637 | 0.358497 |
28 | -0.004681 | -0.0426 | 0.483042 |
29 | 0.086928 | 0.792 | 0.215322 |
30 | 0.068508 | 0.6241 | 0.267124 |
31 | -0.029161 | -0.2657 | 0.395577 |
32 | -0.037225 | -0.3391 | 0.367683 |
33 | 0.109918 | 1.0014 | 0.159771 |
34 | 0.108157 | 0.9854 | 0.163656 |
35 | -0.076834 | -0.7 | 0.242944 |
36 | -0.00396 | -0.0361 | 0.485654 |
37 | 0.161668 | 1.4729 | 0.072285 |
38 | -0.170227 | -1.5508 | 0.062372 |
39 | -0.048218 | -0.4393 | 0.330797 |
40 | -0.043416 | -0.3955 | 0.34673 |
41 | -0.149132 | -1.3587 | 0.088968 |
42 | 0.022472 | 0.2047 | 0.419141 |
43 | -0.07092 | -0.6461 | 0.259996 |
44 | -0.055536 | -0.506 | 0.307113 |
45 | 0.110009 | 1.0022 | 0.159572 |
46 | -0.116165 | -1.0583 | 0.146491 |
47 | 0.031801 | 0.2897 | 0.386375 |
48 | -0.048535 | -0.4422 | 0.329756 |