Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.094501 | 0.7963 | 0.214262 |
2 | 0.157115 | 1.3239 | 0.094896 |
3 | 0.173991 | 1.4661 | 0.073522 |
4 | 0.066538 | 0.5607 | 0.288398 |
5 | -0.023307 | -0.1964 | 0.422433 |
6 | 0.105014 | 0.8849 | 0.189609 |
7 | -0.038192 | -0.3218 | 0.374271 |
8 | 0.093028 | 0.7839 | 0.217862 |
9 | -0.223143 | -1.8802 | 0.032089 |
10 | 0.078681 | 0.663 | 0.254747 |
11 | 0.022226 | 0.1873 | 0.425987 |
12 | 0.006248 | 0.0526 | 0.479079 |
13 | -0.00157 | -0.0132 | 0.494742 |
14 | -0.043315 | -0.365 | 0.358106 |
15 | -0.221736 | -1.8684 | 0.032917 |
16 | -0.047141 | -0.3972 | 0.3462 |
17 | -0.06838 | -0.5762 | 0.283159 |
18 | -0.066749 | -0.5624 | 0.287794 |
19 | -0.131364 | -1.1069 | 0.136039 |
20 | -0.121574 | -1.0244 | 0.154562 |
21 | -0.098363 | -0.8288 | 0.204991 |
22 | -0.14537 | -1.2249 | 0.11233 |
23 | -0.049365 | -0.416 | 0.339347 |
24 | 0.003263 | 0.0275 | 0.48907 |
25 | -0.048467 | -0.4084 | 0.342108 |
26 | -0.113081 | -0.9528 | 0.171952 |
27 | -0.055192 | -0.4651 | 0.321658 |
28 | 0.030291 | 0.2552 | 0.39964 |
29 | -0.092945 | -0.7832 | 0.218066 |
30 | -0.094214 | -0.7939 | 0.214961 |
31 | 0.059875 | 0.5045 | 0.307731 |
32 | -0.126706 | -1.0676 | 0.144649 |
33 | -0.010732 | -0.0904 | 0.4641 |
34 | 0.067127 | 0.5656 | 0.286716 |
35 | 0.099249 | 0.8363 | 0.202899 |
36 | 0.14608 | 1.2309 | 0.111212 |
37 | 0.071481 | 0.6023 | 0.274443 |
38 | 0.057865 | 0.4876 | 0.313674 |
39 | 0.112856 | 0.9509 | 0.17243 |
40 | 0.055865 | 0.4707 | 0.31964 |
41 | 0.118478 | 0.9983 | 0.160758 |
42 | -0.080987 | -0.6824 | 0.248601 |
43 | -0.089878 | -0.7573 | 0.22568 |
44 | 0.026096 | 0.2199 | 0.413295 |
45 | -0.114211 | -0.9624 | 0.169568 |
46 | -0.033989 | -0.2864 | 0.387703 |
47 | 0.089608 | 0.755 | 0.226359 |
48 | -0.033091 | -0.2788 | 0.390592 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.094501 | 0.7963 | 0.214262 |
2 | 0.14952 | 1.2599 | 0.10592 |
3 | 0.151957 | 1.2804 | 0.102283 |
4 | 0.021736 | 0.1832 | 0.427601 |
5 | -0.080358 | -0.6771 | 0.250268 |
6 | 0.076567 | 0.6452 | 0.26045 |
7 | -0.051164 | -0.4311 | 0.333845 |
8 | 0.095046 | 0.8009 | 0.212938 |
9 | -0.266511 | -2.2457 | 0.01392 |
10 | 0.114562 | 0.9653 | 0.16883 |
11 | 0.055481 | 0.4675 | 0.32079 |
12 | 0.046182 | 0.3891 | 0.349171 |
13 | -0.019473 | -0.1641 | 0.435067 |
14 | -0.134283 | -1.1315 | 0.130828 |
15 | -0.172781 | -1.4559 | 0.074917 |
16 | -0.038467 | -0.3241 | 0.373396 |
17 | 0.083125 | 0.7004 | 0.242977 |
18 | -0.073178 | -0.6166 | 0.269733 |
19 | -0.082187 | -0.6925 | 0.245434 |
20 | -0.114793 | -0.9673 | 0.168347 |
21 | 0.006616 | 0.0557 | 0.47785 |
22 | -0.08282 | -0.6979 | 0.243774 |
23 | 0.013215 | 0.1113 | 0.455827 |
24 | -0.042791 | -0.3606 | 0.359748 |
25 | 0.014224 | 0.1199 | 0.452469 |
26 | -0.069636 | -0.5868 | 0.279612 |
27 | -0.044853 | -0.3779 | 0.353303 |
28 | 0.078324 | 0.66 | 0.255704 |
29 | -0.153641 | -1.2946 | 0.099826 |
30 | -0.110507 | -0.9312 | 0.177466 |
31 | 0.032594 | 0.2746 | 0.392195 |
32 | -0.049705 | -0.4188 | 0.338305 |
33 | 0.027468 | 0.2314 | 0.408816 |
34 | 0.024157 | 0.2035 | 0.419645 |
35 | 0.056113 | 0.4728 | 0.318897 |
36 | 0.102208 | 0.8612 | 0.196007 |
37 | -0.004703 | -0.0396 | 0.48425 |
38 | -0.045722 | -0.3853 | 0.350598 |
39 | -0.007066 | -0.0595 | 0.476346 |
40 | 0.073767 | 0.6216 | 0.268107 |
41 | 0.0048 | 0.0404 | 0.483925 |
42 | -0.19706 | -1.6605 | 0.050616 |
43 | -0.128738 | -1.0848 | 0.140848 |
44 | 0.01481 | 0.1248 | 0.450521 |
45 | -0.077699 | -0.6547 | 0.257386 |
46 | -0.016915 | -0.1425 | 0.443533 |
47 | 0.001339 | 0.0113 | 0.495515 |
48 | -0.039923 | -0.3364 | 0.368782 |