Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.243228 | 1.8683 | 0.033346 |
2 | 0.044695 | 0.3433 | 0.366294 |
3 | 0.095327 | 0.7322 | 0.233467 |
4 | 0.228549 | 1.7555 | 0.042181 |
5 | 0.169413 | 1.3013 | 0.09911 |
6 | 0.121414 | 0.9326 | 0.177413 |
7 | 0.010579 | 0.0813 | 0.467755 |
8 | 0.000384 | 0.003 | 0.498827 |
9 | -0.163785 | -1.2581 | 0.106664 |
10 | 0.042865 | 0.3293 | 0.371565 |
11 | 0.189574 | 1.4561 | 0.075327 |
12 | -0.104491 | -0.8026 | 0.21271 |
13 | -0.133315 | -1.024 | 0.155004 |
14 | -0.095114 | -0.7306 | 0.233961 |
15 | 0.046111 | 0.3542 | 0.362231 |
16 | -0.048853 | -0.3752 | 0.354411 |
17 | -0.030201 | -0.232 | 0.408679 |
18 | -0.195665 | -1.5029 | 0.069096 |
19 | -0.144113 | -1.107 | 0.136404 |
20 | -0.225556 | -1.7325 | 0.044202 |
21 | -0.091994 | -0.7066 | 0.241293 |
22 | -0.058901 | -0.4524 | 0.32631 |
23 | -0.201342 | -1.5465 | 0.063661 |
24 | -0.19948 | -1.5322 | 0.065405 |
25 | -0.077259 | -0.5934 | 0.277579 |
26 | -0.11814 | -0.9074 | 0.183931 |
27 | -0.076669 | -0.5889 | 0.279087 |
28 | -0.090167 | -0.6926 | 0.245643 |
29 | -0.098727 | -0.7583 | 0.225633 |
30 | 0.047811 | 0.3672 | 0.357375 |
31 | -0.075285 | -0.5783 | 0.28264 |
32 | 0.10211 | 0.7843 | 0.217995 |
33 | 0.101383 | 0.7787 | 0.219623 |
34 | -0.019873 | -0.1527 | 0.439597 |
35 | -0.094573 | -0.7264 | 0.235223 |
36 | -0.006308 | -0.0484 | 0.480761 |
37 | 0.09238 | 0.7096 | 0.240379 |
38 | 0.045096 | 0.3464 | 0.36514 |
39 | -0.096629 | -0.7422 | 0.230449 |
40 | 0.018849 | 0.1448 | 0.442689 |
41 | 0.050307 | 0.3864 | 0.350291 |
42 | -0.042819 | -0.3289 | 0.3717 |
43 | 0.014012 | 0.1076 | 0.457328 |
44 | 0.0798 | 0.613 | 0.271131 |
45 | 0.048217 | 0.3704 | 0.35622 |
46 | 0.018098 | 0.139 | 0.444955 |
47 | 0.089744 | 0.6893 | 0.246656 |
48 | 0.056901 | 0.4371 | 0.33183 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.243228 | 1.8683 | 0.033346 |
2 | -0.015375 | -0.1181 | 0.453196 |
3 | 0.093586 | 0.7188 | 0.237537 |
4 | 0.197158 | 1.5144 | 0.067632 |
5 | 0.077951 | 0.5987 | 0.275816 |
6 | 0.069008 | 0.5301 | 0.29903 |
7 | -0.06072 | -0.4664 | 0.321323 |
8 | -0.048339 | -0.3713 | 0.355873 |
9 | -0.239645 | -1.8408 | 0.035344 |
10 | 0.088355 | 0.6787 | 0.25 |
11 | 0.181274 | 1.3924 | 0.084515 |
12 | -0.176873 | -1.3586 | 0.089725 |
13 | 0.013741 | 0.1055 | 0.45815 |
14 | -0.074456 | -0.5719 | 0.284778 |
15 | 0.05422 | 0.4165 | 0.339289 |
16 | -0.092189 | -0.7081 | 0.240829 |
17 | 0.048095 | 0.3694 | 0.356566 |
18 | -0.206831 | -1.5887 | 0.058737 |
19 | -0.053187 | -0.4085 | 0.34218 |
20 | -0.112639 | -0.8652 | 0.195218 |
21 | -0.09698 | -0.7449 | 0.22964 |
22 | 0.032534 | 0.2499 | 0.401767 |
23 | -0.122129 | -0.9381 | 0.176011 |
24 | 0.038954 | 0.2992 | 0.382916 |
25 | -0.012505 | -0.0961 | 0.461901 |
26 | -0.095124 | -0.7307 | 0.233938 |
27 | -0.018788 | -0.1443 | 0.442874 |
28 | -0.078537 | -0.6033 | 0.274326 |
29 | 0.00696 | 0.0535 | 0.478774 |
30 | 0.083265 | 0.6396 | 0.262463 |
31 | -0.044722 | -0.3435 | 0.366216 |
32 | 0.106931 | 0.8214 | 0.207376 |
33 | 0.062162 | 0.4775 | 0.317395 |
34 | -0.056495 | -0.4339 | 0.332954 |
35 | -0.151276 | -1.162 | 0.124962 |
36 | -0.09494 | -0.7292 | 0.234368 |
37 | 0.066909 | 0.5139 | 0.304607 |
38 | -0.108496 | -0.8334 | 0.203998 |
39 | -0.050643 | -0.389 | 0.349339 |
40 | 0.024509 | 0.1883 | 0.425659 |
41 | -0.020984 | -0.1612 | 0.436252 |
42 | -0.071291 | -0.5476 | 0.293018 |
43 | -0.066075 | -0.5075 | 0.306836 |
44 | 0.006482 | 0.0498 | 0.48023 |
45 | -0.023674 | -0.1818 | 0.428164 |
46 | 0.078908 | 0.6061 | 0.273384 |
47 | -0.023437 | -0.18 | 0.428876 |
48 | -0.078577 | -0.6036 | 0.274225 |