Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.201384 | 1.5469 | 0.063623 |
2 | 0.019253 | 0.1479 | 0.44147 |
3 | -0.045883 | -0.3524 | 0.362885 |
4 | -0.023484 | -0.1804 | 0.428734 |
5 | 0.296769 | 2.2795 | 0.013134 |
6 | 0.108166 | 0.8308 | 0.204707 |
7 | -0.070389 | -0.5407 | 0.295387 |
8 | -0.014952 | -0.1148 | 0.454478 |
9 | 0.017495 | 0.1344 | 0.44678 |
10 | 0.022693 | 0.1743 | 0.43111 |
11 | 0.031468 | 0.2417 | 0.404922 |
12 | -0.10332 | -0.7936 | 0.2153 |
13 | 0.005932 | 0.0456 | 0.481907 |
14 | 0.014706 | 0.113 | 0.455222 |
15 | 0.036424 | 0.2798 | 0.390313 |
16 | 0.048094 | 0.3694 | 0.35657 |
17 | -0.110366 | -0.8477 | 0.200006 |
18 | -0.259459 | -1.9929 | 0.02545 |
19 | -0.160255 | -1.2309 | 0.111615 |
20 | -0.228967 | -1.7587 | 0.041905 |
21 | -0.045124 | -0.3466 | 0.365062 |
22 | -0.085225 | -0.6546 | 0.257627 |
23 | -0.052778 | -0.4054 | 0.343325 |
24 | -0.090666 | -0.6964 | 0.244451 |
25 | -0.114929 | -0.8828 | 0.190467 |
26 | -0.015044 | -0.1156 | 0.454198 |
27 | -0.055145 | -0.4236 | 0.336706 |
28 | 0.038268 | 0.2939 | 0.384916 |
29 | -3e-04 | -0.0023 | 0.499084 |
30 | -0.044659 | -0.343 | 0.366397 |
31 | -0.053084 | -0.4077 | 0.342467 |
32 | -0.009909 | -0.0761 | 0.469793 |
33 | -0.019867 | -0.1526 | 0.439616 |
34 | -0.010411 | -0.08 | 0.468265 |
35 | -0.064818 | -0.4979 | 0.310211 |
36 | -0.022324 | -0.1715 | 0.43222 |
37 | 0.030218 | 0.2321 | 0.408628 |
38 | 0.010212 | 0.0784 | 0.468871 |
39 | 0.053388 | 0.4101 | 0.341617 |
40 | -0.005276 | -0.0405 | 0.483904 |
41 | 0.033641 | 0.2584 | 0.398497 |
42 | 0.065407 | 0.5024 | 0.308629 |
43 | -0.002624 | -0.0202 | 0.491994 |
44 | 0.039189 | 0.301 | 0.38223 |
45 | 0.010668 | 0.0819 | 0.467484 |
46 | 0.019443 | 0.1493 | 0.440895 |
47 | 0.038265 | 0.2939 | 0.384924 |
48 | 0.003954 | 0.0304 | 0.487935 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.201384 | 1.5469 | 0.063623 |
2 | -0.022203 | -0.1705 | 0.432582 |
3 | -0.047316 | -0.3634 | 0.358787 |
4 | -0.004513 | -0.0347 | 0.486231 |
5 | 0.316471 | 2.4309 | 0.00906 |
6 | -0.020057 | -0.1541 | 0.439044 |
7 | -0.116095 | -0.8917 | 0.188078 |
8 | 0.055609 | 0.4271 | 0.335416 |
9 | 0.059839 | 0.4596 | 0.323734 |
10 | -0.108497 | -0.8334 | 0.203996 |
11 | -0.001275 | -0.0098 | 0.496109 |
12 | -0.044708 | -0.3434 | 0.366255 |
13 | 0.050157 | 0.3853 | 0.350715 |
14 | -0.037367 | -0.287 | 0.387552 |
15 | 0.053978 | 0.4146 | 0.339966 |
16 | 0.036839 | 0.283 | 0.389097 |
17 | -0.100998 | -0.7758 | 0.220488 |
18 | -0.279649 | -2.148 | 0.017915 |
19 | -0.063931 | -0.4911 | 0.312603 |
20 | -0.227825 | -1.75 | 0.042663 |
21 | -0.037086 | -0.2849 | 0.388372 |
22 | -0.091796 | -0.7051 | 0.241762 |
23 | 0.162607 | 1.249 | 0.108298 |
24 | -0.087583 | -0.6727 | 0.25187 |
25 | 0.017788 | 0.1366 | 0.445893 |
26 | 0.035452 | 0.2723 | 0.393165 |
27 | -0.014212 | -0.1092 | 0.456721 |
28 | -0.017758 | -0.1364 | 0.445983 |
29 | 0.016329 | 0.1254 | 0.450305 |
30 | -0.068578 | -0.5268 | 0.300167 |
31 | -0.045942 | -0.3529 | 0.362715 |
32 | -0.009252 | -0.0711 | 0.471792 |
33 | 0.054809 | 0.421 | 0.337643 |
34 | -0.027852 | -0.2139 | 0.415668 |
35 | -0.036385 | -0.2795 | 0.390429 |
36 | -0.038492 | -0.2957 | 0.384262 |
37 | -0.042878 | -0.3294 | 0.371527 |
38 | -0.176416 | -1.3551 | 0.090279 |
39 | -0.002034 | -0.0156 | 0.493793 |
40 | -0.074409 | -0.5715 | 0.2849 |
41 | 0.051936 | 0.3989 | 0.345694 |
42 | -0.058469 | -0.4491 | 0.3275 |
43 | 0.028623 | 0.2199 | 0.413369 |
44 | -0.007603 | -0.0584 | 0.476815 |
45 | -0.01586 | -0.1218 | 0.451728 |
46 | 0.005644 | 0.0434 | 0.482783 |
47 | 0.008736 | 0.0671 | 0.473364 |
48 | -0.021826 | -0.1676 | 0.433717 |