Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.050358 | 0.4243 | 0.336307 |
2 | -0.051063 | -0.4303 | 0.334152 |
3 | -0.192021 | -1.618 | 0.055049 |
4 | 0.064957 | 0.5473 | 0.292932 |
5 | 0.095551 | 0.8051 | 0.211718 |
6 | 0.018003 | 0.1517 | 0.439928 |
7 | -0.017823 | -0.1502 | 0.440523 |
8 | -0.017871 | -0.1506 | 0.440367 |
9 | -0.008578 | -0.0723 | 0.471293 |
10 | 0.072144 | 0.6079 | 0.272598 |
11 | -0.063092 | -0.5316 | 0.298323 |
12 | -0.039545 | -0.3332 | 0.369979 |
13 | -0.169953 | -1.432 | 0.078259 |
14 | 0.102576 | 0.8643 | 0.195162 |
15 | -0.171489 | -1.445 | 0.076429 |
16 | -0.040919 | -0.3448 | 0.365635 |
17 | 0.02843 | 0.2396 | 0.405683 |
18 | 0.053278 | 0.4489 | 0.327425 |
19 | -0.028729 | -0.2421 | 0.40471 |
20 | -0.106477 | -0.8972 | 0.186324 |
21 | 0.007761 | 0.0654 | 0.474021 |
22 | 0.069202 | 0.5831 | 0.280835 |
23 | -0.003865 | -0.0326 | 0.487056 |
24 | 0.047692 | 0.4019 | 0.344497 |
25 | -0.019295 | -0.1626 | 0.435654 |
26 | -0.054158 | -0.4563 | 0.324769 |
27 | -0.181543 | -1.5297 | 0.065266 |
28 | -0.045311 | -0.3818 | 0.351875 |
29 | -0.051994 | -0.4381 | 0.331317 |
30 | 0.049646 | 0.4183 | 0.338486 |
31 | 0.022747 | 0.1917 | 0.424275 |
32 | 0.011455 | 0.0965 | 0.461689 |
33 | -0.03175 | -0.2675 | 0.39492 |
34 | 0.035238 | 0.2969 | 0.383698 |
35 | 0.06975 | 0.5877 | 0.279291 |
36 | 0.062505 | 0.5267 | 0.300029 |
37 | -0.091816 | -0.7737 | 0.220851 |
38 | -0.03466 | -0.2921 | 0.385549 |
39 | -0.086398 | -0.728 | 0.234504 |
40 | 0.127316 | 1.0728 | 0.143501 |
41 | 0.039389 | 0.3319 | 0.370473 |
42 | 0.099479 | 0.8382 | 0.20236 |
43 | -0.050221 | -0.4232 | 0.336725 |
44 | -0.074628 | -0.6288 | 0.26574 |
45 | -0.06957 | -0.5862 | 0.279798 |
46 | 0.056206 | 0.4736 | 0.318619 |
47 | -0.033968 | -0.2862 | 0.387771 |
48 | -0.006711 | -0.0565 | 0.477532 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.050358 | 0.4243 | 0.336307 |
2 | -0.053736 | -0.4528 | 0.326042 |
3 | -0.187622 | -1.5809 | 0.05917 |
4 | 0.083811 | 0.7062 | 0.241185 |
5 | 0.073518 | 0.6195 | 0.268795 |
6 | -0.022287 | -0.1878 | 0.425787 |
7 | 0.017011 | 0.1433 | 0.443215 |
8 | 0.009633 | 0.0812 | 0.467769 |
9 | -0.022585 | -0.1903 | 0.424808 |
10 | 0.069939 | 0.5893 | 0.27876 |
11 | -0.076323 | -0.6431 | 0.261113 |
12 | -0.035378 | -0.2981 | 0.38325 |
13 | -0.149655 | -1.261 | 0.105715 |
14 | 0.091619 | 0.772 | 0.22134 |
15 | -0.228339 | -1.924 | 0.02918 |
16 | -0.054456 | -0.4589 | 0.323869 |
17 | 0.092367 | 0.7783 | 0.21949 |
18 | -0.022297 | -0.1879 | 0.425755 |
19 | -0.042242 | -0.3559 | 0.361473 |
20 | -0.044736 | -0.377 | 0.353666 |
21 | 0.034065 | 0.287 | 0.38746 |
22 | 0.035641 | 0.3003 | 0.382406 |
23 | -0.023716 | -0.1998 | 0.421091 |
24 | 0.044711 | 0.3767 | 0.353745 |
25 | 0.023219 | 0.1956 | 0.422723 |
26 | -0.116865 | -0.9847 | 0.164052 |
27 | -0.181955 | -1.5332 | 0.064837 |
28 | -0.132072 | -1.1129 | 0.134762 |
29 | -0.08135 | -0.6855 | 0.24764 |
30 | -0.016662 | -0.1404 | 0.444374 |
31 | -0.029925 | -0.2521 | 0.400827 |
32 | 0.022221 | 0.1872 | 0.426004 |
33 | 0.004912 | 0.0414 | 0.483551 |
34 | 0.082135 | 0.6921 | 0.245573 |
35 | 0.059427 | 0.5007 | 0.309052 |
36 | 0.06647 | 0.5601 | 0.288591 |
37 | -0.006165 | -0.0519 | 0.479359 |
38 | -0.040504 | -0.3413 | 0.366944 |
39 | -0.184069 | -1.551 | 0.062674 |
40 | 0.011872 | 0.1 | 0.460298 |
41 | -0.050075 | -0.4219 | 0.337173 |
42 | -0.016584 | -0.1397 | 0.444631 |
43 | -0.052631 | -0.4435 | 0.329386 |
44 | -0.0864 | -0.728 | 0.234498 |
45 | -0.056375 | -0.475 | 0.318113 |
46 | 0.030618 | 0.258 | 0.398579 |
47 | -0.06046 | -0.5094 | 0.306009 |
48 | 0.021994 | 0.1853 | 0.426751 |