Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.175126 | 1.4756 | 0.072231 |
2 | 0.157028 | 1.3231 | 0.095017 |
3 | 0.096487 | 0.813 | 0.209464 |
4 | 0.185548 | 1.5635 | 0.061196 |
5 | 0.104361 | 0.8794 | 0.191086 |
6 | 0.176845 | 1.4901 | 0.070311 |
7 | 0.249136 | 2.0993 | 0.019675 |
8 | 0.048312 | 0.4071 | 0.342585 |
9 | 0.031544 | 0.2658 | 0.395585 |
10 | 0.065294 | 0.5502 | 0.291963 |
11 | 0.147123 | 1.2397 | 0.109588 |
12 | 0.201835 | 1.7007 | 0.046689 |
13 | -0.207716 | -1.7502 | 0.042198 |
14 | -0.120394 | -1.0145 | 0.156905 |
15 | -0.086473 | -0.7286 | 0.234312 |
16 | 0.022726 | 0.1915 | 0.424343 |
17 | -0.107836 | -0.9086 | 0.183308 |
18 | -0.067992 | -0.5729 | 0.284257 |
19 | -0.018637 | -0.157 | 0.43783 |
20 | -0.151579 | -1.2772 | 0.102841 |
21 | -0.087555 | -0.7377 | 0.23155 |
22 | -0.152793 | -1.2875 | 0.101058 |
23 | -0.028262 | -0.2381 | 0.406228 |
24 | -0.372466 | -3.1385 | 0.001237 |
25 | -0.202084 | -1.7028 | 0.046491 |
26 | -0.174812 | -1.473 | 0.072586 |
27 | -0.043713 | -0.3683 | 0.35686 |
28 | -0.108623 | -0.9153 | 0.181573 |
29 | -0.203865 | -1.7178 | 0.045096 |
30 | -0.088391 | -0.7448 | 0.229427 |
31 | -0.105564 | -0.8895 | 0.188371 |
32 | -0.125875 | -1.0606 | 0.146223 |
33 | -0.01935 | -0.163 | 0.435474 |
34 | -0.03035 | -0.2557 | 0.399449 |
35 | -0.067815 | -0.5714 | 0.28476 |
36 | -0.237055 | -1.9975 | 0.024804 |
37 | 0.169338 | 1.4269 | 0.079 |
38 | 0.002733 | 0.023 | 0.490846 |
39 | 0.071068 | 0.5988 | 0.275597 |
40 | -0.014889 | -0.1255 | 0.450257 |
41 | -0.018333 | -0.1545 | 0.438837 |
42 | -0.025915 | -0.2184 | 0.413885 |
43 | 0.017703 | 0.1492 | 0.440921 |
44 | 0.034556 | 0.2912 | 0.385884 |
45 | 0.042421 | 0.3574 | 0.360909 |
46 | 0.051008 | 0.4298 | 0.33432 |
47 | -0.010778 | -0.0908 | 0.463948 |
48 | 0.019195 | 0.1617 | 0.435984 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.175126 | 1.4756 | 0.072231 |
2 | 0.130357 | 1.0984 | 0.137869 |
3 | 0.052204 | 0.4399 | 0.33068 |
4 | 0.150639 | 1.2693 | 0.104239 |
5 | 0.040547 | 0.3417 | 0.366809 |
6 | 0.120432 | 1.0148 | 0.156828 |
7 | 0.192415 | 1.6213 | 0.054691 |
8 | -0.073663 | -0.6207 | 0.268394 |
9 | -0.045526 | -0.3836 | 0.351208 |
10 | 0.012068 | 0.1017 | 0.459647 |
11 | 0.072807 | 0.6135 | 0.270758 |
12 | 0.158513 | 1.3357 | 0.092965 |
13 | -0.375253 | -3.1619 | 0.001153 |
14 | -0.187575 | -1.5805 | 0.059215 |
15 | -0.015744 | -0.1327 | 0.447418 |
16 | 0.05952 | 0.5015 | 0.308777 |
17 | -0.079763 | -0.6721 | 0.251853 |
18 | -0.163191 | -1.3751 | 0.086717 |
19 | 0.04571 | 0.3852 | 0.350636 |
20 | 0.098076 | 0.8264 | 0.205673 |
21 | 0.046006 | 0.3877 | 0.349715 |
22 | -0.209913 | -1.7688 | 0.040614 |
23 | -0.044915 | -0.3785 | 0.353107 |
24 | -0.277223 | -2.3359 | 0.011162 |
25 | 0.130446 | 1.0992 | 0.137706 |
26 | -0.077725 | -0.6549 | 0.257317 |
27 | -0.048459 | -0.4083 | 0.342134 |
28 | -0.046854 | -0.3948 | 0.347087 |
29 | -0.079397 | -0.669 | 0.252829 |
30 | 0.14476 | 1.2198 | 0.113295 |
31 | 0.058205 | 0.4904 | 0.312665 |
32 | -0.109722 | -0.9245 | 0.179169 |
33 | 0.080717 | 0.6801 | 0.249316 |
34 | 0.099071 | 0.8348 | 0.20332 |
35 | -0.006341 | -0.0534 | 0.478771 |
36 | -0.082802 | -0.6977 | 0.243822 |
37 | 0.065341 | 0.5506 | 0.291826 |
38 | -0.039859 | -0.3359 | 0.368986 |
39 | 0.00441 | 0.0372 | 0.48523 |
40 | -0.03219 | -0.2712 | 0.393497 |
41 | -0.092823 | -0.7821 | 0.218367 |
42 | -0.104481 | -0.8804 | 0.190813 |
43 | 0.04809 | 0.4052 | 0.343268 |
44 | -0.073769 | -0.6216 | 0.268103 |
45 | -0.001917 | -0.0161 | 0.493581 |
46 | -0.068209 | -0.5747 | 0.283641 |
47 | 0.046078 | 0.3883 | 0.349494 |
48 | -0.010879 | -0.0917 | 0.463608 |