Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.001016 | 0.0086 | 0.496597 |
2 | 0.058919 | 0.4965 | 0.310553 |
3 | -0.245319 | -2.0671 | 0.021186 |
4 | 0.00022 | 0.0019 | 0.499263 |
5 | -0.201647 | -1.6991 | 0.046839 |
6 | -0.166486 | -1.4028 | 0.082512 |
7 | -0.073285 | -0.6175 | 0.269436 |
8 | 0.052843 | 0.4453 | 0.328743 |
9 | -0.177467 | -1.4954 | 0.069625 |
10 | -0.024626 | -0.2075 | 0.418106 |
11 | 0.123668 | 1.042 | 0.150464 |
12 | 0.318598 | 2.6846 | 0.004517 |
13 | 0.035373 | 0.2981 | 0.383265 |
14 | 0.10692 | 0.9009 | 0.185336 |
15 | -0.155805 | -1.3128 | 0.096733 |
16 | -0.097326 | -0.8201 | 0.207457 |
17 | -0.099641 | -0.8396 | 0.201979 |
18 | 0.033342 | 0.2809 | 0.389786 |
19 | 0.031603 | 0.2663 | 0.395393 |
20 | -0.062256 | -0.5246 | 0.300755 |
21 | -0.1442 | -1.215 | 0.114186 |
22 | 0.080839 | 0.6812 | 0.248992 |
23 | 0.011964 | 0.1008 | 0.459992 |
24 | 0.047701 | 0.4019 | 0.344468 |
25 | 0.119249 | 1.0048 | 0.1592 |
26 | 0.178305 | 1.5024 | 0.068711 |
27 | -0.079872 | -0.673 | 0.251562 |
28 | -0.019663 | -0.1657 | 0.434438 |
29 | -0.156764 | -1.3209 | 0.095385 |
30 | 0.084226 | 0.7097 | 0.240106 |
31 | -0.132439 | -1.1159 | 0.134104 |
32 | 0.014189 | 0.1196 | 0.452585 |
33 | -0.13598 | -1.1458 | 0.127865 |
34 | 0.070866 | 0.5971 | 0.276162 |
35 | -0.055409 | -0.4669 | 0.321007 |
36 | 0.232154 | 1.9562 | 0.02719 |
37 | 0.096783 | 0.8155 | 0.208754 |
38 | 0.044372 | 0.3739 | 0.354802 |
39 | -0.055765 | -0.4699 | 0.319939 |
40 | -0.031943 | -0.2692 | 0.394294 |
41 | -0.062125 | -0.5235 | 0.301136 |
42 | -0.121327 | -1.0223 | 0.15505 |
43 | -0.049203 | -0.4146 | 0.339846 |
44 | 0.061038 | 0.5143 | 0.304314 |
45 | -0.069785 | -0.588 | 0.279194 |
46 | -0.033471 | -0.282 | 0.389371 |
47 | -0.034697 | -0.2924 | 0.385431 |
48 | 0.219362 | 1.8484 | 0.034356 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.001016 | 0.0086 | 0.496597 |
2 | 0.058918 | 0.4964 | 0.310556 |
3 | -0.24629 | -2.0753 | 0.020793 |
4 | 0.000833 | 0.007 | 0.497211 |
5 | -0.184429 | -1.554 | 0.062313 |
6 | -0.244491 | -2.0601 | 0.021527 |
7 | -0.07355 | -0.6197 | 0.268706 |
8 | -0.045876 | -0.3866 | 0.350119 |
9 | -0.337254 | -2.8418 | 0.002926 |
10 | -0.175389 | -1.4779 | 0.071935 |
11 | 0.020722 | 0.1746 | 0.430944 |
12 | 0.123618 | 1.0416 | 0.15056 |
13 | -0.053497 | -0.4508 | 0.326764 |
14 | 0.081845 | 0.6896 | 0.246335 |
15 | -0.16719 | -1.4088 | 0.081634 |
16 | -0.184937 | -1.5583 | 0.061804 |
17 | 0.087855 | 0.7403 | 0.230787 |
18 | 0.056298 | 0.4744 | 0.318343 |
19 | -0.027663 | -0.2331 | 0.40818 |
20 | -0.074164 | -0.6249 | 0.267016 |
21 | -0.157823 | -1.3298 | 0.093914 |
22 | 0.034005 | 0.2865 | 0.387652 |
23 | -0.002162 | -0.0182 | 0.492759 |
24 | -0.140358 | -1.1827 | 0.120441 |
25 | 0.032986 | 0.2779 | 0.39093 |
26 | 0.11003 | 0.9271 | 0.178501 |
27 | -0.067402 | -0.5679 | 0.285935 |
28 | 0.143699 | 1.2108 | 0.114988 |
29 | -0.079673 | -0.6713 | 0.252092 |
30 | -0.076227 | -0.6423 | 0.261374 |
31 | -0.056509 | -0.4762 | 0.317712 |
32 | 0.097495 | 0.8215 | 0.207053 |
33 | -0.141375 | -1.1913 | 0.118761 |
34 | 0.002462 | 0.0207 | 0.491755 |
35 | 0.029545 | 0.249 | 0.402059 |
36 | 0.103025 | 0.8681 | 0.194132 |
37 | 0.080661 | 0.6797 | 0.249464 |
38 | -0.068764 | -0.5794 | 0.282071 |
39 | -0.053081 | -0.4473 | 0.328022 |
40 | -0.003084 | -0.026 | 0.489671 |
41 | 0.114835 | 0.9676 | 0.168261 |
42 | -0.115937 | -0.9769 | 0.165967 |
43 | 0.048353 | 0.4074 | 0.34246 |
44 | -0.012936 | -0.109 | 0.456755 |
45 | -0.129375 | -1.0901 | 0.13967 |
46 | 0.067063 | 0.5651 | 0.286901 |
47 | -0.082318 | -0.6936 | 0.24509 |
48 | -0.078518 | -0.6616 | 0.255184 |