Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.234229 | 1.9737 | 0.026157 |
2 | 0.106919 | 0.9009 | 0.18534 |
3 | 0.134652 | 1.1346 | 0.130181 |
4 | 0.139728 | 1.1774 | 0.12149 |
5 | -0.08776 | -0.7395 | 0.231028 |
6 | 0.102045 | 0.8598 | 0.196384 |
7 | -0.086068 | -0.7252 | 0.23535 |
8 | -0.013023 | -0.1097 | 0.456464 |
9 | 0.146141 | 1.2314 | 0.111117 |
10 | 0.144325 | 1.2161 | 0.113986 |
11 | 0.018107 | 0.1526 | 0.439585 |
12 | -0.016055 | -0.1353 | 0.446386 |
13 | -0.012548 | -0.1057 | 0.458048 |
14 | -0.072027 | -0.6069 | 0.272924 |
15 | -0.133075 | -1.1213 | 0.132967 |
16 | -0.168329 | -1.4184 | 0.08023 |
17 | -0.084025 | -0.708 | 0.24063 |
18 | -0.116003 | -0.9775 | 0.165831 |
19 | -0.02467 | -0.2079 | 0.417963 |
20 | -0.022732 | -0.1915 | 0.424324 |
21 | -0.063308 | -0.5334 | 0.297696 |
22 | -0.018857 | -0.1589 | 0.437104 |
23 | 0.138124 | 1.1639 | 0.12419 |
24 | 0.003307 | 0.0279 | 0.488923 |
25 | -0.153551 | -1.2938 | 0.099956 |
26 | -0.123635 | -1.0418 | 0.150527 |
27 | -0.144353 | -1.2163 | 0.113942 |
28 | 0.040606 | 0.3422 | 0.366623 |
29 | 0.057079 | 0.481 | 0.316013 |
30 | -0.063202 | -0.5326 | 0.298003 |
31 | -0.061265 | -0.5162 | 0.30365 |
32 | 0.200124 | 1.6863 | 0.048066 |
33 | 0.20677 | 1.7423 | 0.042895 |
34 | 0.062263 | 0.5246 | 0.300734 |
35 | 0.052805 | 0.4449 | 0.328858 |
36 | 0.002402 | 0.0202 | 0.491955 |
37 | 0.017169 | 0.1447 | 0.442692 |
38 | -0.025591 | -0.2156 | 0.414945 |
39 | -0.03348 | -0.2821 | 0.38934 |
40 | -0.057952 | -0.4883 | 0.313417 |
41 | 0.021507 | 0.1812 | 0.428354 |
42 | -0.060013 | -0.5057 | 0.307323 |
43 | 0.033981 | 0.2863 | 0.38773 |
44 | -0.042695 | -0.3598 | 0.36005 |
45 | -0.014962 | -0.1261 | 0.450016 |
46 | -0.033497 | -0.2822 | 0.389287 |
47 | -0.015932 | -0.1342 | 0.446795 |
48 | -0.145904 | -1.2294 | 0.111489 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.234229 | 1.9737 | 0.026157 |
2 | 0.055077 | 0.4641 | 0.322002 |
3 | 0.104096 | 0.8771 | 0.191687 |
4 | 0.088932 | 0.7494 | 0.228059 |
5 | -0.162684 | -1.3708 | 0.087378 |
6 | 0.142574 | 1.2013 | 0.116804 |
7 | -0.167559 | -1.4119 | 0.081177 |
8 | 0.05407 | 0.4556 | 0.325034 |
9 | 0.184221 | 1.5523 | 0.062522 |
10 | 0.041448 | 0.3492 | 0.363969 |
11 | 0.029535 | 0.2489 | 0.402091 |
12 | -0.142376 | -1.1997 | 0.117125 |
13 | -0.017128 | -0.1443 | 0.442827 |
14 | -0.06863 | -0.5783 | 0.282451 |
15 | -0.123548 | -1.041 | 0.150696 |
16 | -0.064205 | -0.541 | 0.295099 |
17 | 0.008678 | 0.0731 | 0.470956 |
18 | -0.061527 | -0.5184 | 0.302883 |
19 | 0.021477 | 0.181 | 0.428454 |
20 | -0.020568 | -0.1733 | 0.43145 |
21 | -0.052228 | -0.4401 | 0.330608 |
22 | 0.051444 | 0.4335 | 0.332993 |
23 | 0.133545 | 1.1253 | 0.132131 |
24 | 0.019559 | 0.1648 | 0.434781 |
25 | -0.153055 | -1.2897 | 0.100677 |
26 | -0.097413 | -0.8208 | 0.20725 |
27 | -0.124836 | -1.0519 | 0.148208 |
28 | 0.201588 | 1.6986 | 0.046885 |
29 | 0.06732 | 0.5673 | 0.286166 |
30 | -0.087844 | -0.7402 | 0.230813 |
31 | -0.041951 | -0.3535 | 0.362385 |
32 | 0.080048 | 0.6745 | 0.251092 |
33 | 0.192983 | 1.6261 | 0.054179 |
34 | -0.041401 | -0.3489 | 0.364116 |
35 | 0.060663 | 0.5112 | 0.305415 |
36 | -0.057136 | -0.4814 | 0.315844 |
37 | 0.003424 | 0.0289 | 0.488531 |
38 | -0.080446 | -0.6778 | 0.250035 |
39 | -0.054493 | -0.4592 | 0.323759 |
40 | 0.032991 | 0.278 | 0.390916 |
41 | -0.037891 | -0.3193 | 0.375228 |
42 | -0.161919 | -1.3644 | 0.088383 |
43 | 0.003818 | 0.0322 | 0.487212 |
44 | -0.01702 | -0.1434 | 0.443184 |
45 | 0.009177 | 0.0773 | 0.469291 |
46 | -0.026034 | -0.2194 | 0.413496 |
47 | -0.011359 | -0.0957 | 0.462011 |
48 | 0.024352 | 0.2052 | 0.419005 |