Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.088135 | 0.677 | 0.250533 |
2 | -0.148841 | -1.1433 | 0.128772 |
3 | 0.201962 | 1.5513 | 0.063089 |
4 | 0.046839 | 0.3598 | 0.360148 |
5 | -0.1094 | -0.8403 | 0.202062 |
6 | 0.066308 | 0.5093 | 0.306213 |
7 | 0.248389 | 1.9079 | 0.030636 |
8 | -0.215851 | -1.658 | 0.051314 |
9 | -0.062492 | -0.48 | 0.316498 |
10 | 0.091452 | 0.7025 | 0.242579 |
11 | -0.145713 | -1.1192 | 0.133786 |
12 | -0.020388 | -0.1566 | 0.438046 |
13 | 0.133229 | 1.0234 | 0.155159 |
14 | 0.025982 | 0.1996 | 0.421252 |
15 | -0.142317 | -1.0932 | 0.139384 |
16 | 0.003708 | 0.0285 | 0.488688 |
17 | -0.180858 | -1.3892 | 0.084997 |
18 | -0.233377 | -1.7926 | 0.039082 |
19 | 0.085527 | 0.6569 | 0.256885 |
20 | -0.053277 | -0.4092 | 0.341928 |
21 | -0.211543 | -1.6249 | 0.054758 |
22 | -0.050024 | -0.3842 | 0.351091 |
23 | -0.037283 | -0.2864 | 0.387796 |
24 | -0.16128 | -1.2388 | 0.110161 |
25 | 0.013415 | 0.103 | 0.459139 |
26 | 0.111822 | 0.8589 | 0.196929 |
27 | -0.059551 | -0.4574 | 0.324525 |
28 | -0.133353 | -1.0243 | 0.154936 |
29 | 0.145011 | 1.1138 | 0.13493 |
30 | 0.014796 | 0.1137 | 0.45495 |
31 | -0.1092 | -0.8388 | 0.202488 |
32 | 0.09267 | 0.7118 | 0.239693 |
33 | 0.070282 | 0.5398 | 0.295668 |
34 | 0.055177 | 0.4238 | 0.336619 |
35 | 0.025144 | 0.1931 | 0.423759 |
36 | 0.122091 | 0.9378 | 0.176085 |
37 | -0.010099 | -0.0776 | 0.469215 |
38 | -0.035064 | -0.2693 | 0.394306 |
39 | 0.098558 | 0.757 | 0.22602 |
40 | -0.043287 | -0.3325 | 0.370349 |
41 | -0.00715 | -0.0549 | 0.478195 |
42 | 0.001142 | 0.0088 | 0.496516 |
43 | -0.013156 | -0.1011 | 0.459926 |
44 | -0.003954 | -0.0304 | 0.487937 |
45 | 0.030448 | 0.2339 | 0.407945 |
46 | 0.015429 | 0.1185 | 0.453032 |
47 | -0.028587 | -0.2196 | 0.413479 |
48 | 0.064307 | 0.4939 | 0.311588 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.088135 | 0.677 | 0.250533 |
2 | -0.157835 | -1.2124 | 0.115105 |
3 | 0.23882 | 1.8344 | 0.035818 |
4 | -0.03239 | -0.2488 | 0.402192 |
5 | -0.043058 | -0.3307 | 0.371007 |
6 | 0.047288 | 0.3632 | 0.358866 |
7 | 0.221154 | 1.6987 | 0.047321 |
8 | -0.261918 | -2.0118 | 0.024406 |
9 | 0.075291 | 0.5783 | 0.282623 |
10 | -0.098537 | -0.7569 | 0.226067 |
11 | -0.053449 | -0.4105 | 0.341446 |
12 | 0.045872 | 0.3524 | 0.362915 |
13 | 0.06914 | 0.5311 | 0.298679 |
14 | -0.009826 | -0.0755 | 0.470047 |
15 | -0.016623 | -0.1277 | 0.449417 |
16 | -0.067968 | -0.5221 | 0.301786 |
17 | -0.261786 | -2.0108 | 0.024461 |
18 | -0.0855 | -0.6567 | 0.256951 |
19 | 0.020196 | 0.1551 | 0.438626 |
20 | -0.10403 | -0.7991 | 0.213727 |
21 | -0.10129 | -0.778 | 0.219833 |
22 | -0.015487 | -0.119 | 0.452857 |
23 | -0.1122 | -0.8618 | 0.196136 |
24 | 0.004559 | 0.035 | 0.486092 |
25 | 0.020758 | 0.1594 | 0.436931 |
26 | -0.055247 | -0.4244 | 0.336422 |
27 | 0.019997 | 0.1536 | 0.439225 |
28 | -0.160926 | -1.2361 | 0.110661 |
29 | 0.129141 | 0.992 | 0.162636 |
30 | -0.013544 | -0.104 | 0.458747 |
31 | 0.01458 | 0.112 | 0.455604 |
32 | -0.060459 | -0.4644 | 0.322038 |
33 | 0.033604 | 0.2581 | 0.398608 |
34 | 0.08685 | 0.6671 | 0.253653 |
35 | -0.016522 | -0.1269 | 0.449722 |
36 | 0.060839 | 0.4673 | 0.320998 |
37 | -0.058741 | -0.4512 | 0.32675 |
38 | -0.076192 | -0.5852 | 0.280308 |
39 | -0.056865 | -0.4368 | 0.331928 |
40 | -0.081293 | -0.6244 | 0.267378 |
41 | -0.069744 | -0.5357 | 0.297085 |
42 | -0.015651 | -0.1202 | 0.452359 |
43 | -0.091153 | -0.7002 | 0.243291 |
44 | 0.024755 | 0.1901 | 0.424922 |
45 | -0.013005 | -0.0999 | 0.460384 |
46 | -0.035089 | -0.2695 | 0.394233 |
47 | 0.064526 | 0.4956 | 0.310998 |
48 | -0.050611 | -0.3887 | 0.34943 |