Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.011411 | 0.0876 | 0.465226 |
2 | -0.176572 | -1.3563 | 0.09009 |
3 | -0.008911 | -0.0684 | 0.47283 |
4 | 0.118597 | 0.911 | 0.183011 |
5 | -0.026748 | -0.2055 | 0.418962 |
6 | -0.05799 | -0.4454 | 0.328819 |
7 | -0.274096 | -2.1054 | 0.019763 |
8 | -0.04756 | -0.3653 | 0.358091 |
9 | 0.139018 | 1.0678 | 0.144976 |
10 | -0.018357 | -0.141 | 0.444174 |
11 | -0.171115 | -1.3144 | 0.096906 |
12 | -0.077467 | -0.595 | 0.277049 |
13 | -0.004096 | -0.0315 | 0.487505 |
14 | 0.040531 | 0.3113 | 0.378327 |
15 | -0.053668 | -0.4122 | 0.340833 |
16 | -0.053793 | -0.4132 | 0.340483 |
17 | 0.153106 | 1.176 | 0.122154 |
18 | 0.028541 | 0.2192 | 0.413613 |
19 | 0.02716 | 0.2086 | 0.417732 |
20 | 0.052194 | 0.4009 | 0.344967 |
21 | -0.033021 | -0.2536 | 0.400328 |
22 | 0.076897 | 0.5907 | 0.278503 |
23 | -0.04441 | -0.3411 | 0.367113 |
24 | -0.090043 | -0.6916 | 0.24594 |
25 | -0.056444 | -0.4336 | 0.333097 |
26 | -0.020526 | -0.1577 | 0.43763 |
27 | -0.035574 | -0.2732 | 0.392808 |
28 | 0.010243 | 0.0787 | 0.468778 |
29 | 0.023658 | 0.1817 | 0.428212 |
30 | -0.095871 | -0.7364 | 0.232203 |
31 | 0.109541 | 0.8414 | 0.201762 |
32 | 0.068733 | 0.528 | 0.299757 |
33 | 0.017527 | 0.1346 | 0.446683 |
34 | -0.051675 | -0.3969 | 0.346427 |
35 | -0.010576 | -0.0812 | 0.467763 |
36 | 0.076296 | 0.586 | 0.280042 |
37 | 0.153245 | 1.1771 | 0.121941 |
38 | -0.05876 | -0.4513 | 0.326698 |
39 | 0.066696 | 0.5123 | 0.305177 |
40 | 0.024967 | 0.1918 | 0.424287 |
41 | 0.03393 | 0.2606 | 0.397647 |
42 | -0.094691 | -0.7273 | 0.234947 |
43 | -0.066921 | -0.514 | 0.304575 |
44 | -0.123998 | -0.9524 | 0.172379 |
45 | 0.003624 | 0.0278 | 0.488944 |
46 | 0.015936 | 0.1224 | 0.451495 |
47 | -0.103697 | -0.7965 | 0.214464 |
48 | -0.030583 | -0.2349 | 0.407545 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.011411 | 0.0876 | 0.465226 |
2 | -0.176725 | -1.3575 | 0.089904 |
3 | -0.00467 | -0.0359 | 0.485753 |
4 | 0.090406 | 0.6944 | 0.245071 |
5 | -0.033082 | -0.2541 | 0.400149 |
6 | -0.023096 | -0.1774 | 0.4299 |
7 | -0.292809 | -2.2491 | 0.014126 |
8 | -0.074364 | -0.5712 | 0.285016 |
9 | 0.060768 | 0.4668 | 0.321192 |
10 | -0.035416 | -0.272 | 0.393271 |
11 | -0.099205 | -0.762 | 0.224544 |
12 | -0.124686 | -0.9577 | 0.171053 |
13 | -0.115202 | -0.8849 | 0.189905 |
14 | -0.067325 | -0.5171 | 0.303499 |
15 | -0.097088 | -0.7457 | 0.229391 |
16 | -0.030409 | -0.2336 | 0.408061 |
17 | 0.121893 | 0.9363 | 0.176473 |
18 | -0.100999 | -0.7758 | 0.220488 |
19 | -0.000807 | -0.0062 | 0.497539 |
20 | 0.013313 | 0.1023 | 0.459448 |
21 | -0.082225 | -0.6316 | 0.26505 |
22 | 0.086049 | 0.661 | 0.255608 |
23 | -0.131472 | -1.0099 | 0.158344 |
24 | -0.032463 | -0.2494 | 0.401978 |
25 | -0.091215 | -0.7006 | 0.243142 |
26 | -0.142405 | -1.0938 | 0.139238 |
27 | -0.025695 | -0.1974 | 0.422109 |
28 | -0.031212 | -0.2397 | 0.40568 |
29 | 0.035393 | 0.2719 | 0.39334 |
30 | -0.146803 | -1.1276 | 0.132024 |
31 | 0.048058 | 0.3691 | 0.356672 |
32 | -0.000413 | -0.0032 | 0.498738 |
33 | 0.026628 | 0.2045 | 0.419322 |
34 | -0.087475 | -0.6719 | 0.252133 |
35 | -0.053995 | -0.4147 | 0.339916 |
36 | 0.040035 | 0.3075 | 0.379768 |
37 | 0.058775 | 0.4515 | 0.326658 |
38 | -0.006346 | -0.0487 | 0.480643 |
39 | 0.131195 | 1.0077 | 0.15885 |
40 | 0.044946 | 0.3452 | 0.365572 |
41 | 0.015124 | 0.1162 | 0.453955 |
42 | -0.083484 | -0.6413 | 0.261921 |
43 | 0.018351 | 0.141 | 0.444193 |
44 | -0.039048 | -0.2999 | 0.382642 |
45 | 0.005911 | 0.0454 | 0.481968 |
46 | 0.021857 | 0.1679 | 0.433625 |
47 | -0.041571 | -0.3193 | 0.375307 |
48 | -0.031961 | -0.2455 | 0.403462 |