Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.126142 | 1.4271 | 0.077988 |
2 | 0.124802 | 1.412 | 0.080193 |
3 | -0.240118 | -2.7166 | 0.003754 |
4 | 0.139162 | 1.5744 | 0.058927 |
5 | 0.167213 | 1.8918 | 0.030388 |
6 | -0.011932 | -0.135 | 0.446414 |
7 | -0.145523 | -1.6464 | 0.051067 |
8 | -0.102305 | -1.1574 | 0.124623 |
9 | 0.058664 | 0.6637 | 0.254037 |
10 | -0.074778 | -0.846 | 0.199561 |
11 | -0.121823 | -1.3783 | 0.085262 |
12 | -0.372433 | -4.2136 | 2.4e-05 |
13 | -0.119522 | -1.3522 | 0.089342 |
14 | -0.021466 | -0.2429 | 0.404249 |
15 | 0.040326 | 0.4562 | 0.324497 |
16 | 0.015272 | 0.1728 | 0.431545 |
17 | -0.119015 | -1.3465 | 0.09026 |
18 | -0.074299 | -0.8406 | 0.201069 |
19 | -0.007253 | -0.0821 | 0.467365 |
20 | 0.016103 | 0.1822 | 0.427861 |
21 | 0.144054 | 1.6298 | 0.052803 |
22 | -0.065755 | -0.7439 | 0.229141 |
23 | 0.019519 | 0.2208 | 0.412788 |
24 | -0.102731 | -1.1623 | 0.123645 |
25 | 0.089673 | 1.0145 | 0.156122 |
26 | 0.090055 | 1.0189 | 0.155098 |
27 | -0.005899 | -0.0667 | 0.473448 |
28 | -0.026798 | -0.3032 | 0.381122 |
29 | -0.047794 | -0.5407 | 0.294817 |
30 | 0.146143 | 1.6534 | 0.050348 |
31 | 0.007824 | 0.0885 | 0.4648 |
32 | 0.012948 | 0.1465 | 0.441884 |
33 | -0.07736 | -0.8752 | 0.191546 |
34 | 0.034529 | 0.3907 | 0.348351 |
35 | 0.03073 | 0.3477 | 0.36433 |
36 | -0.024163 | -0.2734 | 0.392503 |
37 | 0.00196 | 0.0222 | 0.49117 |
38 | -0.082387 | -0.9321 | 0.176519 |
39 | 0.05772 | 0.653 | 0.257456 |
40 | -0.038305 | -0.4334 | 0.332737 |
41 | 0.090785 | 1.0271 | 0.153151 |
42 | 0.000946 | 0.0107 | 0.495738 |
43 | 0.057951 | 0.6556 | 0.256615 |
44 | 0.003722 | 0.0421 | 0.483238 |
45 | -0.042542 | -0.4813 | 0.315561 |
46 | 0.02707 | 0.3063 | 0.379953 |
47 | 0.029737 | 0.3364 | 0.368545 |
48 | 0.01767 | 0.1999 | 0.420931 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.126142 | 1.4271 | 0.077988 |
2 | 0.110651 | 1.2519 | 0.10645 |
3 | -0.275787 | -3.1202 | 0.001117 |
4 | 0.212163 | 2.4003 | 0.00891 |
5 | 0.206874 | 2.3405 | 0.010402 |
6 | -0.230194 | -2.6044 | 0.005147 |
7 | -0.094177 | -1.0655 | 0.144329 |
8 | 0.089495 | 1.0125 | 0.1566 |
9 | -0.013477 | -0.1525 | 0.439528 |
10 | -0.223282 | -2.5261 | 0.006376 |
11 | -0.036592 | -0.414 | 0.339788 |
12 | -0.260317 | -2.9451 | 0.001918 |
13 | -0.135893 | -1.5375 | 0.063325 |
14 | 0.097218 | 1.0999 | 0.136721 |
15 | -0.069802 | -0.7897 | 0.215575 |
16 | 0.049772 | 0.5631 | 0.287174 |
17 | 0.001891 | 0.0214 | 0.491483 |
18 | -0.183749 | -2.0789 | 0.019813 |
19 | -0.020817 | -0.2355 | 0.407093 |
20 | -0.01719 | -0.1945 | 0.423052 |
21 | 0.117579 | 1.3303 | 0.0929 |
22 | -0.191972 | -2.1719 | 0.015853 |
23 | -0.067561 | -0.7644 | 0.223029 |
24 | -0.145725 | -1.6487 | 0.050832 |
25 | -0.083164 | -0.9409 | 0.174266 |
26 | 0.160819 | 1.8195 | 0.035589 |
27 | -0.13941 | -1.5772 | 0.058604 |
28 | 0.004459 | 0.0505 | 0.47992 |
29 | -0.012565 | -0.1422 | 0.443588 |
30 | -0.048353 | -0.5471 | 0.292647 |
31 | -0.081639 | -0.9236 | 0.178707 |
32 | -0.018961 | -0.2145 | 0.415241 |
33 | 0.15444 | 1.7473 | 0.041493 |
34 | -0.202466 | -2.2906 | 0.01181 |
35 | -0.098628 | -1.1158 | 0.13329 |
36 | -0.076211 | -0.8622 | 0.195087 |
37 | -0.034593 | -0.3914 | 0.348087 |
38 | 0.025741 | 0.2912 | 0.385675 |
39 | -0.046584 | -0.527 | 0.29954 |
40 | 0.003615 | 0.0409 | 0.483719 |
41 | 0.003073 | 0.0348 | 0.486158 |
42 | -0.014664 | -0.1659 | 0.434246 |
43 | 0.060209 | 0.6812 | 0.248491 |
44 | -0.031188 | -0.3529 | 0.362388 |
45 | 0.011929 | 0.135 | 0.446428 |
46 | -0.084049 | -0.9509 | 0.171722 |
47 | -0.007483 | -0.0847 | 0.466332 |
48 | -0.114531 | -1.2958 | 0.098693 |