Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.126404 | 1.0651 | 0.14522 |
2 | -0.05682 | -0.4788 | 0.316786 |
3 | 0.069447 | 0.5852 | 0.280145 |
4 | -0.071768 | -0.6047 | 0.273643 |
5 | 0.131634 | 1.1092 | 0.135551 |
6 | 0.060662 | 0.5111 | 0.305418 |
7 | -0.108565 | -0.9148 | 0.181701 |
8 | 0.019139 | 0.1613 | 0.436169 |
9 | -0.026358 | -0.2221 | 0.412438 |
10 | 0.054718 | 0.4611 | 0.323082 |
11 | 0.166662 | 1.4043 | 0.082292 |
12 | 0.053992 | 0.4549 | 0.32527 |
13 | 0.064739 | 0.5455 | 0.293558 |
14 | -0.093022 | -0.7838 | 0.217877 |
15 | -0.000214 | -0.0018 | 0.499282 |
16 | 0.088461 | 0.7454 | 0.22925 |
17 | -0.085582 | -0.7211 | 0.236599 |
18 | -0.07153 | -0.6027 | 0.274306 |
19 | 0.089055 | 0.7504 | 0.227751 |
20 | 0.07825 | 0.6593 | 0.255903 |
21 | -0.025106 | -0.2116 | 0.416532 |
22 | 0.096999 | 0.8173 | 0.208238 |
23 | -0.003501 | -0.0295 | 0.488274 |
24 | -0.051972 | -0.4379 | 0.331386 |
25 | 0.095532 | 0.805 | 0.211762 |
26 | 0.072137 | 0.6078 | 0.272617 |
27 | -0.014812 | -0.1248 | 0.450513 |
28 | 0.002645 | 0.0223 | 0.49114 |
29 | -0.044491 | -0.3749 | 0.354431 |
30 | -0.01805 | -0.1521 | 0.439774 |
31 | 0.076861 | 0.6476 | 0.259653 |
32 | -0.00789 | -0.0665 | 0.473592 |
33 | -0.023637 | -0.1992 | 0.421351 |
34 | -0.032806 | -0.2764 | 0.39151 |
35 | -0.129675 | -1.0927 | 0.139117 |
36 | -0.021864 | -0.1842 | 0.427178 |
37 | 0.03432 | 0.2892 | 0.386642 |
38 | 0.01694 | 0.1427 | 0.443449 |
39 | -0.010821 | -0.0912 | 0.463805 |
40 | -0.146981 | -1.2385 | 0.109808 |
41 | 0.023367 | 0.1969 | 0.422235 |
42 | 0.052963 | 0.4463 | 0.32838 |
43 | -0.096568 | -0.8137 | 0.20927 |
44 | -0.097782 | -0.8239 | 0.206371 |
45 | -0.026497 | -0.2233 | 0.411983 |
46 | 0.002343 | 0.0197 | 0.492152 |
47 | 0.107948 | 0.9096 | 0.183058 |
48 | 0.011847 | 0.0998 | 0.460381 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.126404 | 1.0651 | 0.14522 |
2 | -0.07398 | -0.6234 | 0.267522 |
3 | 0.0884 | 0.7449 | 0.229403 |
4 | -0.100629 | -0.8479 | 0.199667 |
5 | 0.174386 | 1.4694 | 0.07307 |
6 | -0.007689 | -0.0648 | 0.474262 |
7 | -0.081002 | -0.6825 | 0.248562 |
8 | 0.02123 | 0.1789 | 0.429269 |
9 | -0.030185 | -0.2543 | 0.399982 |
10 | 0.076302 | 0.6429 | 0.261169 |
11 | 0.116585 | 0.9824 | 0.164629 |
12 | 0.061083 | 0.5147 | 0.304182 |
13 | 0.061076 | 0.5146 | 0.304203 |
14 | -0.13485 | -1.1363 | 0.129833 |
15 | 0.056653 | 0.4774 | 0.317283 |
16 | 0.009536 | 0.0804 | 0.468091 |
17 | -0.0865 | -0.7289 | 0.234243 |
18 | -0.058361 | -0.4918 | 0.312205 |
19 | 0.135328 | 1.1403 | 0.128997 |
20 | 0.09137 | 0.7699 | 0.221958 |
21 | -0.109623 | -0.9237 | 0.179385 |
22 | 0.125518 | 1.0576 | 0.146903 |
23 | -0.040755 | -0.3434 | 0.366154 |
24 | -0.076213 | -0.6422 | 0.261412 |
25 | 0.084103 | 0.7087 | 0.240426 |
26 | 0.099223 | 0.8361 | 0.202961 |
27 | -0.033305 | -0.2806 | 0.389905 |
28 | -0.025615 | -0.2158 | 0.414866 |
29 | 0.037961 | 0.3199 | 0.375006 |
30 | -0.039757 | -0.335 | 0.369308 |
31 | -0.015963 | -0.1345 | 0.446691 |
32 | -0.022981 | -0.1936 | 0.423505 |
33 | 0.013754 | 0.1159 | 0.454034 |
34 | -0.028066 | -0.2365 | 0.406867 |
35 | -0.185228 | -1.5608 | 0.061514 |
36 | 0.045033 | 0.3795 | 0.352741 |
37 | 0.036818 | 0.3102 | 0.378644 |
38 | -0.041983 | -0.3538 | 0.362286 |
39 | -0.016915 | -0.1425 | 0.443532 |
40 | -0.059395 | -0.5005 | 0.309146 |
41 | 0.046034 | 0.3879 | 0.34963 |
42 | -0.066808 | -0.5629 | 0.287626 |
43 | -0.014442 | -0.1217 | 0.451744 |
44 | -0.130597 | -1.1004 | 0.137432 |
45 | 0.027616 | 0.2327 | 0.408333 |
46 | 0.07005 | 0.5903 | 0.278447 |
47 | 0.09679 | 0.8156 | 0.208739 |
48 | 0.003228 | 0.0272 | 0.489188 |