Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.146615 | 1.1262 | 0.132327 |
2 | -0.038356 | -0.2946 | 0.384661 |
3 | -0.110191 | -0.8464 | 0.200378 |
4 | -0.10364 | -0.7961 | 0.214591 |
5 | -0.126328 | -0.9703 | 0.167919 |
6 | 0.024553 | 0.1886 | 0.425528 |
7 | -0.285995 | -2.1968 | 0.015989 |
8 | -0.051751 | -0.3975 | 0.346213 |
9 | 0.05416 | 0.416 | 0.339456 |
10 | 0.191799 | 1.4732 | 0.073002 |
11 | 0.05402 | 0.4149 | 0.339848 |
12 | -0.00404 | -0.031 | 0.487675 |
13 | -0.144574 | -1.1105 | 0.135646 |
14 | 0.097935 | 0.7523 | 0.227445 |
15 | 0.256281 | 1.9685 | 0.026855 |
16 | -0.044313 | -0.3404 | 0.367392 |
17 | -0.137389 | -1.0553 | 0.147795 |
18 | -0.057429 | -0.4411 | 0.33037 |
19 | -0.203739 | -1.565 | 0.061471 |
20 | -0.103072 | -0.7917 | 0.215851 |
21 | 0.08478 | 0.6512 | 0.258719 |
22 | -0.081171 | -0.6235 | 0.267683 |
23 | -0.050891 | -0.3909 | 0.348639 |
24 | 0.013872 | 0.1066 | 0.457753 |
25 | 0.023178 | 0.178 | 0.429654 |
26 | -0.025461 | -0.1956 | 0.422808 |
27 | 0.028814 | 0.2213 | 0.412801 |
28 | -0.029779 | -0.2287 | 0.409934 |
29 | -0.007764 | -0.0596 | 0.476325 |
30 | 0.006253 | 0.048 | 0.480928 |
31 | 0.028268 | 0.2171 | 0.414429 |
32 | 0.006379 | 0.049 | 0.480542 |
33 | 0.055412 | 0.4256 | 0.335965 |
34 | -0.082367 | -0.6327 | 0.264695 |
35 | -0.015383 | -0.1182 | 0.453173 |
36 | 0.133276 | 1.0237 | 0.155074 |
37 | 0.016738 | 0.1286 | 0.449068 |
38 | -0.044343 | -0.3406 | 0.367305 |
39 | 0.028152 | 0.2162 | 0.414774 |
40 | -0.059947 | -0.4605 | 0.323438 |
41 | -0.001761 | -0.0135 | 0.494627 |
42 | 0.046738 | 0.359 | 0.360437 |
43 | -0.004389 | -0.0337 | 0.486609 |
44 | -0.016591 | -0.1274 | 0.449515 |
45 | 0.063103 | 0.4847 | 0.314841 |
46 | -0.014242 | -0.1094 | 0.456629 |
47 | 0.03399 | 0.2611 | 0.397469 |
48 | 0.002148 | 0.0165 | 0.493446 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.146615 | 1.1262 | 0.132327 |
2 | -0.061166 | -0.4698 | 0.320105 |
3 | -0.097713 | -0.7506 | 0.227953 |
4 | -0.077254 | -0.5934 | 0.277592 |
5 | -0.113609 | -0.8726 | 0.193196 |
6 | 0.041634 | 0.3198 | 0.375126 |
7 | -0.341326 | -2.6218 | 0.005555 |
8 | 0.011403 | 0.0876 | 0.465251 |
9 | 0.007738 | 0.0594 | 0.476403 |
10 | 0.123972 | 0.9522 | 0.172429 |
11 | -0.044169 | -0.3393 | 0.367806 |
12 | -0.075584 | -0.5806 | 0.28187 |
13 | -0.082553 | -0.6341 | 0.264233 |
14 | 0.091125 | 0.6999 | 0.243357 |
15 | 0.285196 | 2.1906 | 0.016221 |
16 | -0.177467 | -1.3631 | 0.089008 |
17 | -0.011249 | -0.0864 | 0.465719 |
18 | -0.008675 | -0.0666 | 0.473549 |
19 | -0.18956 | -1.456 | 0.075341 |
20 | -0.147403 | -1.1322 | 0.13106 |
21 | 0.10147 | 0.7794 | 0.219428 |
22 | 0.008486 | 0.0652 | 0.474124 |
23 | -0.154457 | -1.1864 | 0.120109 |
24 | -0.145109 | -1.1146 | 0.13477 |
25 | -0.110727 | -0.8505 | 0.19924 |
26 | -0.135681 | -1.0422 | 0.150789 |
27 | 0.003503 | 0.0269 | 0.489312 |
28 | 0.059843 | 0.4597 | 0.323723 |
29 | -0.124219 | -0.9541 | 0.171951 |
30 | -0.123111 | -0.9456 | 0.174096 |
31 | 0.004735 | 0.0364 | 0.485556 |
32 | -0.048245 | -0.3706 | 0.356141 |
33 | 0.024129 | 0.1853 | 0.4268 |
34 | 0.091181 | 0.7004 | 0.243224 |
35 | 0.009473 | 0.0728 | 0.471122 |
36 | 0.023289 | 0.1789 | 0.42932 |
37 | -0.044062 | -0.3384 | 0.368115 |
38 | -0.048514 | -0.3726 | 0.355374 |
39 | -0.000785 | -0.006 | 0.497606 |
40 | 0.047313 | 0.3634 | 0.358795 |
41 | 0.041712 | 0.3204 | 0.374901 |
42 | -0.146086 | -1.1221 | 0.133182 |
43 | -0.084485 | -0.6489 | 0.259446 |
44 | -0.021905 | -0.1683 | 0.433478 |
45 | 0.007801 | 0.0599 | 0.476211 |
46 | -0.142075 | -1.0913 | 0.139788 |
47 | 0.030018 | 0.2306 | 0.409222 |
48 | -0.052273 | -0.4015 | 0.344744 |