Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.223948 | 1.7202 | 0.045321 |
2 | 0.066721 | 0.5125 | 0.30511 |
3 | -0.075982 | -0.5836 | 0.280846 |
4 | -0.238528 | -1.8322 | 0.035988 |
5 | -0.055522 | -0.4265 | 0.335658 |
6 | -0.094668 | -0.7272 | 0.235001 |
7 | -0.060622 | -0.4656 | 0.321592 |
8 | -0.163469 | -1.2556 | 0.1071 |
9 | -0.12319 | -0.9462 | 0.173944 |
10 | -0.031389 | -0.2411 | 0.405155 |
11 | 0.003172 | 0.0244 | 0.490322 |
12 | 0.003081 | 0.0237 | 0.490599 |
13 | 0.103688 | 0.7964 | 0.214485 |
14 | -0.148005 | -1.1368 | 0.1301 |
15 | -0.046883 | -0.3601 | 0.360022 |
16 | -0.009463 | -0.0727 | 0.47115 |
17 | 0.136432 | 1.048 | 0.149468 |
18 | 0.193694 | 1.4878 | 0.071066 |
19 | 0.107315 | 0.8243 | 0.206543 |
20 | -0.034473 | -0.2648 | 0.396046 |
21 | 0.010209 | 0.0784 | 0.46888 |
22 | -0.015442 | -0.1186 | 0.452993 |
23 | -0.074431 | -0.5717 | 0.284844 |
24 | 0.225227 | 1.73 | 0.044429 |
25 | -0.0144 | -0.1106 | 0.456151 |
26 | -0.018494 | -0.1421 | 0.44376 |
27 | -0.119397 | -0.9171 | 0.18141 |
28 | -0.124406 | -0.9556 | 0.171592 |
29 | -0.070117 | -0.5386 | 0.296102 |
30 | -0.087077 | -0.6688 | 0.2531 |
31 | -0.036161 | -0.2778 | 0.391084 |
32 | -0.037796 | -0.2903 | 0.386295 |
33 | 0.040109 | 0.3081 | 0.379553 |
34 | 0.073126 | 0.5617 | 0.288226 |
35 | 0.00556 | 0.0427 | 0.483039 |
36 | -0.032157 | -0.247 | 0.402883 |
37 | -0.02367 | -0.1818 | 0.428175 |
38 | -0.069564 | -0.5343 | 0.297559 |
39 | -0.001266 | -0.0097 | 0.496138 |
40 | -0.045216 | -0.3473 | 0.364798 |
41 | 0.053961 | 0.4145 | 0.340011 |
42 | 0.08086 | 0.6211 | 0.268463 |
43 | 0.118795 | 0.9125 | 0.182614 |
44 | 0.058377 | 0.4484 | 0.327752 |
45 | 0.017801 | 0.1367 | 0.445854 |
46 | 0.01914 | 0.147 | 0.441811 |
47 | -0.11979 | -0.9201 | 0.180628 |
48 | -0.049032 | -0.3766 | 0.353902 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.223948 | 1.7202 | 0.045321 |
2 | 0.017443 | 0.134 | 0.446937 |
3 | -0.099594 | -0.765 | 0.223662 |
4 | -0.21486 | -1.6504 | 0.05209 |
5 | 0.052959 | 0.4068 | 0.342818 |
6 | -0.080299 | -0.6168 | 0.269873 |
7 | -0.062936 | -0.4834 | 0.315294 |
8 | -0.204434 | -1.5703 | 0.060848 |
9 | -0.063347 | -0.4866 | 0.31418 |
10 | -0.025148 | -0.1932 | 0.423745 |
11 | -0.029819 | -0.229 | 0.409814 |
12 | -0.115801 | -0.8895 | 0.188678 |
13 | 0.072951 | 0.5603 | 0.288682 |
14 | -0.264131 | -2.0288 | 0.023498 |
15 | -0.026279 | -0.2019 | 0.420362 |
16 | -0.067847 | -0.5211 | 0.30211 |
17 | 0.163272 | 1.2541 | 0.107374 |
18 | -0.009666 | -0.0742 | 0.470533 |
19 | 0.054774 | 0.4207 | 0.337743 |
20 | -0.172061 | -1.3216 | 0.095698 |
21 | 0.19785 | 1.5197 | 0.066962 |
22 | -0.098641 | -0.7577 | 0.225831 |
23 | -0.019446 | -0.1494 | 0.440887 |
24 | 0.262877 | 2.0192 | 0.024009 |
25 | 0.012955 | 0.0995 | 0.460536 |
26 | -0.053838 | -0.4135 | 0.340357 |
27 | -0.016091 | -0.1236 | 0.451026 |
28 | -0.003966 | -0.0305 | 0.487901 |
29 | -0.025819 | -0.1983 | 0.421738 |
30 | -0.090049 | -0.6917 | 0.245926 |
31 | -0.054411 | -0.4179 | 0.338754 |
32 | 0.092839 | 0.7131 | 0.239294 |
33 | 0.107027 | 0.8221 | 0.207168 |
34 | -0.145032 | -1.114 | 0.134896 |
35 | -0.092949 | -0.714 | 0.239035 |
36 | -0.046658 | -0.3584 | 0.360666 |
37 | -0.156322 | -1.2007 | 0.117326 |
38 | -0.020009 | -0.1537 | 0.439188 |
39 | -0.070614 | -0.5424 | 0.294794 |
40 | -0.045717 | -0.3512 | 0.363359 |
41 | -0.026959 | -0.2071 | 0.418332 |
42 | -0.075835 | -0.5825 | 0.281224 |
43 | 0.001672 | 0.0128 | 0.494898 |
44 | 0.059845 | 0.4597 | 0.323717 |
45 | -0.114171 | -0.877 | 0.192032 |
46 | 0.005492 | 0.0422 | 0.483247 |
47 | 0.008673 | 0.0666 | 0.473554 |
48 | -0.045537 | -0.3498 | 0.363877 |