Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.096645 | 0.8143 | 0.209084 |
2 | -0.112682 | -0.9495 | 0.172801 |
3 | 0.171304 | 1.4434 | 0.076648 |
4 | 0.019725 | 0.1662 | 0.434235 |
5 | -0.076883 | -0.6478 | 0.259593 |
6 | 0.038805 | 0.327 | 0.372324 |
7 | 0.230405 | 1.9414 | 0.028088 |
8 | -0.218329 | -1.8397 | 0.034998 |
9 | -0.082282 | -0.6933 | 0.245186 |
10 | 0.061292 | 0.5165 | 0.30357 |
11 | -0.126901 | -1.0693 | 0.144282 |
12 | 0.052086 | 0.4389 | 0.331038 |
13 | 0.093773 | 0.7901 | 0.216038 |
14 | 0.091216 | 0.7686 | 0.22234 |
15 | -0.088417 | -0.745 | 0.22936 |
16 | 0.035159 | 0.2963 | 0.383951 |
17 | -0.131474 | -1.1078 | 0.135839 |
18 | -0.194696 | -1.6405 | 0.052658 |
19 | 0.111818 | 0.9422 | 0.174644 |
20 | -0.030402 | -0.2562 | 0.399281 |
21 | -0.132703 | -1.1182 | 0.133631 |
22 | -0.049845 | -0.42 | 0.337875 |
23 | -0.044295 | -0.3732 | 0.355044 |
24 | -0.084265 | -0.71 | 0.240005 |
25 | -0.016384 | -0.1381 | 0.445295 |
26 | 0.096077 | 0.8096 | 0.21045 |
27 | -0.029424 | -0.2479 | 0.402451 |
28 | -0.093369 | -0.7867 | 0.217026 |
29 | 0.076955 | 0.6484 | 0.259398 |
30 | 0.003314 | 0.0279 | 0.488899 |
31 | -0.082242 | -0.693 | 0.24529 |
32 | -0.003723 | -0.0314 | 0.487532 |
33 | 0.019076 | 0.1607 | 0.436378 |
34 | 0.077624 | 0.6541 | 0.257591 |
35 | 0.057535 | 0.4848 | 0.314657 |
36 | 0.055172 | 0.4649 | 0.321719 |
37 | -0.066663 | -0.5617 | 0.288041 |
38 | -0.063113 | -0.5318 | 0.298262 |
39 | 0.001851 | 0.0156 | 0.493801 |
40 | -0.082789 | -0.6976 | 0.243854 |
41 | 0.005813 | 0.049 | 0.480536 |
42 | -0.056828 | -0.4788 | 0.316762 |
43 | -0.041414 | -0.349 | 0.364077 |
44 | -0.035695 | -0.3008 | 0.382234 |
45 | 0.00013 | 0.0011 | 0.499563 |
46 | 0.042011 | 0.354 | 0.362199 |
47 | -0.021185 | -0.1785 | 0.429415 |
48 | 0.145085 | 1.2225 | 0.11278 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.096645 | 0.8143 | 0.209084 |
2 | -0.123172 | -1.0379 | 0.151427 |
3 | 0.200321 | 1.6879 | 0.047906 |
4 | -0.041418 | -0.349 | 0.364065 |
5 | -0.028479 | -0.24 | 0.405523 |
6 | 0.017632 | 0.1486 | 0.441156 |
7 | 0.225639 | 1.9013 | 0.030663 |
8 | -0.282999 | -2.3846 | 0.009886 |
9 | 0.053135 | 0.4477 | 0.327858 |
10 | -0.095347 | -0.8034 | 0.21221 |
11 | -0.027842 | -0.2346 | 0.407596 |
12 | 0.102901 | 0.8671 | 0.194415 |
13 | 0.033706 | 0.284 | 0.388613 |
14 | 0.083658 | 0.7049 | 0.241585 |
15 | -0.033834 | -0.2851 | 0.388204 |
16 | 0.023795 | 0.2005 | 0.420833 |
17 | -0.256922 | -2.1649 | 0.016881 |
18 | -0.046876 | -0.395 | 0.347021 |
19 | 0.003287 | 0.0277 | 0.488992 |
20 | -0.008691 | -0.0732 | 0.470915 |
21 | -0.093995 | -0.792 | 0.215496 |
22 | 0.024082 | 0.2029 | 0.41989 |
23 | -0.095045 | -0.8009 | 0.212942 |
24 | 0.071963 | 0.6064 | 0.2731 |
25 | -0.036443 | -0.3071 | 0.379844 |
26 | -0.033702 | -0.284 | 0.388628 |
27 | 0.011808 | 0.0995 | 0.460513 |
28 | -0.123183 | -1.038 | 0.151406 |
29 | 0.116207 | 0.9792 | 0.165408 |
30 | -0.028759 | -0.2423 | 0.404611 |
31 | 0.005181 | 0.0437 | 0.482651 |
32 | -0.074717 | -0.6296 | 0.265496 |
33 | 0.023432 | 0.1974 | 0.422024 |
34 | 0.110628 | 0.9322 | 0.177203 |
35 | 0.067651 | 0.57 | 0.285225 |
36 | 0.005573 | 0.047 | 0.48134 |
37 | -0.086054 | -0.7251 | 0.235387 |
38 | -0.085663 | -0.7218 | 0.236392 |
39 | -0.085913 | -0.7239 | 0.235748 |
40 | -0.079994 | -0.674 | 0.251237 |
41 | -0.051327 | -0.4325 | 0.333347 |
42 | -0.041751 | -0.3518 | 0.363016 |
43 | -0.006567 | -0.0553 | 0.478014 |
44 | 0.028613 | 0.2411 | 0.405087 |
45 | 0.021146 | 0.1782 | 0.429543 |
46 | 0.01068 | 0.09 | 0.464275 |
47 | 0.022166 | 0.1868 | 0.426185 |
48 | 0.044055 | 0.3712 | 0.355791 |