Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.24286 | 1.8654 | 0.033547 |
2 | -0.019833 | -0.1523 | 0.43972 |
3 | -0.07978 | -0.6128 | 0.27118 |
4 | -0.081801 | -0.6283 | 0.266107 |
5 | -0.084512 | -0.6491 | 0.259381 |
6 | -0.004469 | -0.0343 | 0.486365 |
7 | 0.006998 | 0.0538 | 0.478657 |
8 | -0.072376 | -0.5559 | 0.290181 |
9 | -0.07913 | -0.6078 | 0.272822 |
10 | -0.081151 | -0.6233 | 0.267733 |
11 | -0.055097 | -0.4232 | 0.336841 |
12 | -0.008658 | -0.0665 | 0.4736 |
13 | 0.109219 | 0.8389 | 0.202449 |
14 | 0.177479 | 1.3632 | 0.088993 |
15 | 0.014862 | 0.1142 | 0.454751 |
16 | -0.050708 | -0.3895 | 0.349156 |
17 | -0.030661 | -0.2355 | 0.407312 |
18 | -0.07268 | -0.5583 | 0.289389 |
19 | -0.057858 | -0.4444 | 0.329185 |
20 | 0.005926 | 0.0455 | 0.481923 |
21 | -0.004674 | -0.0359 | 0.485742 |
22 | -0.047089 | -0.3617 | 0.359435 |
23 | -0.015319 | -0.1177 | 0.453364 |
24 | 0.066102 | 0.5077 | 0.306764 |
25 | 0.093734 | 0.72 | 0.237188 |
26 | -0.011727 | -0.0901 | 0.464264 |
27 | -0.043016 | -0.3304 | 0.37113 |
28 | -0.057859 | -0.4444 | 0.329182 |
29 | -0.044813 | -0.3442 | 0.365953 |
30 | -0.025456 | -0.1955 | 0.422823 |
31 | -0.041375 | -0.3178 | 0.375878 |
32 | -0.041736 | -0.3206 | 0.374831 |
33 | -0.086816 | -0.6668 | 0.253735 |
34 | 0.098046 | 0.7531 | 0.22719 |
35 | -0.040517 | -0.3112 | 0.378367 |
36 | -0.024608 | -0.189 | 0.425365 |
37 | 0.04509 | 0.3463 | 0.365157 |
38 | 0.097151 | 0.7462 | 0.229245 |
39 | -0.030682 | -0.2357 | 0.407251 |
40 | -0.037238 | -0.286 | 0.387928 |
41 | -0.027933 | -0.2146 | 0.415426 |
42 | -0.048573 | -0.3731 | 0.355206 |
43 | -0.041629 | -0.3198 | 0.37514 |
44 | -0.023067 | -0.1772 | 0.429986 |
45 | -0.020179 | -0.155 | 0.438676 |
46 | 0.001878 | 0.0144 | 0.49427 |
47 | -0.006443 | -0.0495 | 0.480349 |
48 | -0.001381 | -0.0106 | 0.495787 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.24286 | 1.8654 | 0.033547 |
2 | -0.083753 | -0.6433 | 0.261254 |
3 | -0.058026 | -0.4457 | 0.328721 |
4 | -0.052033 | -0.3997 | 0.34542 |
5 | -0.062042 | -0.4766 | 0.317721 |
6 | 0.022863 | 0.1756 | 0.4306 |
7 | -0.012643 | -0.0971 | 0.461484 |
8 | -0.090143 | -0.6924 | 0.245701 |
9 | -0.050332 | -0.3866 | 0.350218 |
10 | -0.065933 | -0.5064 | 0.307216 |
11 | -0.038484 | -0.2956 | 0.384285 |
12 | -0.010949 | -0.0841 | 0.466631 |
13 | 0.088405 | 0.679 | 0.249881 |
14 | 0.119194 | 0.9155 | 0.181816 |
15 | -0.067142 | -0.5157 | 0.303985 |
16 | -0.030102 | -0.2312 | 0.408973 |
17 | 0.005937 | 0.0456 | 0.48189 |
18 | -0.065145 | -0.5004 | 0.309332 |
19 | -0.031679 | -0.2433 | 0.404298 |
20 | -0.000621 | -0.0048 | 0.498105 |
21 | -0.022149 | -0.1701 | 0.432746 |
22 | -0.028934 | -0.2222 | 0.412445 |
23 | 0.009726 | 0.0747 | 0.470351 |
24 | 0.08176 | 0.628 | 0.26621 |
25 | 0.070362 | 0.5405 | 0.295458 |
26 | -0.076709 | -0.5892 | 0.278984 |
27 | -0.063826 | -0.4903 | 0.312885 |
28 | -0.059084 | -0.4538 | 0.325807 |
29 | -0.010342 | -0.0794 | 0.468475 |
30 | -0.017889 | -0.1374 | 0.445588 |
31 | -0.05978 | -0.4592 | 0.323896 |
32 | -0.011771 | -0.0904 | 0.464133 |
33 | -0.076942 | -0.591 | 0.278387 |
34 | 0.142073 | 1.0913 | 0.139793 |
35 | -0.114321 | -0.8781 | 0.191722 |
36 | -0.000609 | -0.0047 | 0.498142 |
37 | 0.020035 | 0.1539 | 0.43911 |
38 | 0.017363 | 0.1334 | 0.447178 |
39 | -0.10119 | -0.7773 | 0.220056 |
40 | -0.005664 | -0.0435 | 0.482724 |
41 | -0.013496 | -0.1037 | 0.458892 |
42 | -0.017977 | -0.1381 | 0.445323 |
43 | -0.034877 | -0.2679 | 0.394856 |
44 | -0.026646 | -0.2047 | 0.419267 |
45 | -0.017589 | -0.1351 | 0.446494 |
46 | 0.02145 | 0.1648 | 0.434847 |
47 | -0.030773 | -0.2364 | 0.406981 |
48 | -0.054759 | -0.4206 | 0.337784 |