Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.201881 | 1.5507 | 0.063164 |
2 | 0.192117 | 1.4757 | 0.072673 |
3 | -0.0197 | -0.1513 | 0.440119 |
4 | 0.091769 | 0.7049 | 0.241825 |
5 | -0.039227 | -0.3013 | 0.38212 |
6 | -0.170223 | -1.3075 | 0.098056 |
7 | -0.079301 | -0.6091 | 0.27239 |
8 | 0.011621 | 0.0893 | 0.464589 |
9 | -0.038554 | -0.2961 | 0.384083 |
10 | -0.049002 | -0.3764 | 0.353989 |
11 | -0.26082 | -2.0034 | 0.024867 |
12 | -0.048665 | -0.3738 | 0.354946 |
13 | 0.021709 | 0.1667 | 0.434069 |
14 | -0.089424 | -0.6869 | 0.247425 |
15 | -0.059461 | -0.4567 | 0.324771 |
16 | -0.069909 | -0.537 | 0.296649 |
17 | 0.020327 | 0.1561 | 0.438229 |
18 | 0.009879 | 0.0759 | 0.469884 |
19 | -0.081391 | -0.6252 | 0.267134 |
20 | -0.031565 | -0.2425 | 0.404634 |
21 | -0.000917 | -0.007 | 0.497202 |
22 | 0.029731 | 0.2284 | 0.410076 |
23 | 0.100789 | 0.7742 | 0.220958 |
24 | -0.070618 | -0.5424 | 0.294785 |
25 | 0.060715 | 0.4664 | 0.321337 |
26 | 0.050952 | 0.3914 | 0.348467 |
27 | 0.202148 | 1.5527 | 0.062918 |
28 | 0.070467 | 0.5413 | 0.295182 |
29 | -0.040666 | -0.3124 | 0.377933 |
30 | 0.070803 | 0.5439 | 0.294297 |
31 | 0.040492 | 0.311 | 0.378438 |
32 | -0.010367 | -0.0796 | 0.468401 |
33 | 0.060007 | 0.4609 | 0.323274 |
34 | -0.030578 | -0.2349 | 0.407559 |
35 | 0.100755 | 0.7739 | 0.221037 |
36 | -0.111063 | -0.8531 | 0.198529 |
37 | -0.040005 | -0.3073 | 0.379856 |
38 | -0.251823 | -1.9343 | 0.028939 |
39 | -0.099942 | -0.7677 | 0.222873 |
40 | -0.130938 | -1.0058 | 0.159321 |
41 | -0.141386 | -1.086 | 0.140947 |
42 | -0.111423 | -0.8559 | 0.197769 |
43 | 0.019225 | 0.1477 | 0.441555 |
44 | 0.008776 | 0.0674 | 0.47324 |
45 | -0.001672 | -0.0128 | 0.494899 |
46 | 0.008428 | 0.0647 | 0.474301 |
47 | -0.00202 | -0.0155 | 0.493837 |
48 | 0.00808 | 0.0621 | 0.475361 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.201881 | 1.5507 | 0.063164 |
2 | 0.157793 | 1.212 | 0.115167 |
3 | -0.090041 | -0.6916 | 0.245945 |
4 | 0.086573 | 0.665 | 0.254328 |
5 | -0.055221 | -0.4242 | 0.336495 |
6 | -0.202516 | -1.5556 | 0.062581 |
7 | 0.018324 | 0.1408 | 0.444273 |
8 | 0.085021 | 0.6531 | 0.258129 |
9 | -0.071221 | -0.5471 | 0.2932 |
10 | -0.019956 | -0.1533 | 0.439349 |
11 | -0.258364 | -1.9845 | 0.025927 |
12 | 0.001957 | 0.015 | 0.49403 |
13 | 0.147709 | 1.1346 | 0.130571 |
14 | -0.155268 | -1.1926 | 0.118894 |
15 | -0.012484 | -0.0959 | 0.461966 |
16 | -0.033975 | -0.261 | 0.397514 |
17 | -0.105247 | -0.8084 | 0.211049 |
18 | 0.073896 | 0.5676 | 0.286229 |
19 | -0.05502 | -0.4226 | 0.337054 |
20 | -0.090996 | -0.699 | 0.243664 |
21 | 0.044405 | 0.3411 | 0.367128 |
22 | -0.084966 | -0.6526 | 0.258264 |
23 | 0.122625 | 0.9419 | 0.175042 |
24 | -0.050736 | -0.3897 | 0.349078 |
25 | -0.084906 | -0.6522 | 0.258412 |
26 | 0.097257 | 0.747 | 0.229001 |
27 | 0.172532 | 1.3252 | 0.095099 |
28 | -0.035993 | -0.2765 | 0.391576 |
29 | -0.079477 | -0.6105 | 0.271947 |
30 | 0.032118 | 0.2467 | 0.402997 |
31 | -0.014795 | -0.1136 | 0.454953 |
32 | 0.034454 | 0.2646 | 0.396102 |
33 | 0.176752 | 1.3577 | 0.089871 |
34 | -0.064775 | -0.4975 | 0.310327 |
35 | -0.011154 | -0.0857 | 0.466008 |
36 | -0.130773 | -1.0045 | 0.159623 |
37 | 0.030034 | 0.2307 | 0.409176 |
38 | -0.119483 | -0.9178 | 0.181239 |
39 | -0.016048 | -0.1233 | 0.451159 |
40 | -0.121613 | -0.9341 | 0.177022 |
41 | -0.085278 | -0.655 | 0.257497 |
42 | 0.03144 | 0.2415 | 0.405003 |
43 | 0.020862 | 0.1602 | 0.436619 |
44 | 0.003524 | 0.0271 | 0.489248 |
45 | -0.070644 | -0.5426 | 0.294716 |
46 | 0.000311 | 0.0024 | 0.49905 |
47 | -0.04574 | -0.3513 | 0.363294 |
48 | -0.036904 | -0.2835 | 0.388906 |