Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.046226 | 0.3895 | 0.349035 |
2 | 0.034263 | 0.2887 | 0.386825 |
3 | -0.022468 | -0.1893 | 0.425192 |
4 | 0.074109 | 0.6245 | 0.267165 |
5 | -0.100855 | -0.8498 | 0.199142 |
6 | -0.039111 | -0.3296 | 0.371352 |
7 | -0.078992 | -0.6656 | 0.253912 |
8 | -0.107309 | -0.9042 | 0.184474 |
9 | -0.073497 | -0.6193 | 0.268851 |
10 | -0.039048 | -0.329 | 0.371552 |
11 | -0.011898 | -0.1003 | 0.460213 |
12 | 0.002173 | 0.0183 | 0.492723 |
13 | 0.035247 | 0.297 | 0.383668 |
14 | 0.051585 | 0.4347 | 0.332563 |
15 | 0.048805 | 0.4112 | 0.341068 |
16 | 0.001244 | 0.0105 | 0.495835 |
17 | 0.053421 | 0.4501 | 0.326993 |
18 | 0.028506 | 0.2402 | 0.405437 |
19 | -0.044083 | -0.3715 | 0.355704 |
20 | -0.142832 | -1.2035 | 0.116385 |
21 | -0.109021 | -0.9186 | 0.1807 |
22 | -0.03244 | -0.2733 | 0.392691 |
23 | -0.034469 | -0.2904 | 0.386164 |
24 | -0.033096 | -0.2789 | 0.390577 |
25 | -0.080147 | -0.6753 | 0.250829 |
26 | -0.131847 | -1.111 | 0.135166 |
27 | -0.050986 | -0.4296 | 0.334387 |
28 | 0.038051 | 0.3206 | 0.374718 |
29 | -0.112637 | -0.9491 | 0.172897 |
30 | 0.018788 | 0.1583 | 0.43733 |
31 | -0.002103 | -0.0177 | 0.492957 |
32 | 0.319858 | 2.6952 | 0.004388 |
33 | -0.092478 | -0.7792 | 0.219215 |
34 | -0.093118 | -0.7846 | 0.217641 |
35 | 0.017545 | 0.1478 | 0.441444 |
36 | -0.041835 | -0.3525 | 0.36275 |
37 | -0.047889 | -0.4035 | 0.34389 |
38 | 0.023917 | 0.2015 | 0.420432 |
39 | 0.057317 | 0.483 | 0.315305 |
40 | -0.006089 | -0.0513 | 0.479614 |
41 | 0.046472 | 0.3916 | 0.348272 |
42 | 0.01892 | 0.1594 | 0.436894 |
43 | 0.013122 | 0.1106 | 0.456135 |
44 | 0.027703 | 0.2334 | 0.408051 |
45 | 0.023038 | 0.1941 | 0.423317 |
46 | 0.041771 | 0.352 | 0.362952 |
47 | 0.032954 | 0.2777 | 0.391034 |
48 | 0.001123 | 0.0095 | 0.496238 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.046226 | 0.3895 | 0.349035 |
2 | 0.032195 | 0.2713 | 0.393482 |
3 | -0.02557 | -0.2155 | 0.415015 |
4 | 0.075461 | 0.6358 | 0.263461 |
5 | -0.107194 | -0.9032 | 0.184729 |
6 | -0.034666 | -0.2921 | 0.385532 |
7 | -0.066338 | -0.559 | 0.288968 |
8 | -0.111646 | -0.9407 | 0.175012 |
9 | -0.047115 | -0.397 | 0.346281 |
10 | -0.038898 | -0.3278 | 0.372028 |
11 | -0.008719 | -0.0735 | 0.470821 |
12 | 0.002506 | 0.0211 | 0.491608 |
13 | 0.016384 | 0.1381 | 0.445294 |
14 | 0.032147 | 0.2709 | 0.393638 |
15 | 0.021039 | 0.1773 | 0.429898 |
16 | -0.026349 | -0.222 | 0.412469 |
17 | 0.035185 | 0.2965 | 0.383867 |
18 | 0.014471 | 0.1219 | 0.451646 |
19 | -0.052325 | -0.4409 | 0.330314 |
20 | -0.130995 | -1.1038 | 0.136708 |
21 | -0.101701 | -0.8569 | 0.19718 |
22 | -0.007273 | -0.0613 | 0.475654 |
23 | -0.01479 | -0.1246 | 0.450588 |
24 | -0.015611 | -0.1315 | 0.447861 |
25 | -0.08442 | -0.7113 | 0.239604 |
26 | -0.164329 | -1.3847 | 0.085247 |
27 | -0.085286 | -0.7186 | 0.237362 |
28 | -0.01575 | -0.1327 | 0.447398 |
29 | -0.181561 | -1.5299 | 0.065247 |
30 | -0.026353 | -0.2221 | 0.412455 |
31 | -0.07116 | -0.5996 | 0.275339 |
32 | 0.286894 | 2.4174 | 0.009101 |
33 | -0.140819 | -1.1866 | 0.119678 |
34 | -0.20246 | -1.706 | 0.046194 |
35 | 0.008021 | 0.0676 | 0.473153 |
36 | -0.166864 | -1.406 | 0.082039 |
37 | -0.012112 | -0.1021 | 0.4595 |
38 | 0.018488 | 0.1558 | 0.438323 |
39 | 0.027867 | 0.2348 | 0.407514 |
40 | 0.031285 | 0.2636 | 0.39642 |
41 | -0.01574 | -0.1326 | 0.447433 |
42 | -0.038252 | -0.3223 | 0.374081 |
43 | -0.035024 | -0.2951 | 0.384383 |
44 | -0.027586 | -0.2324 | 0.40843 |
45 | -0.055254 | -0.4656 | 0.321471 |
46 | -0.023404 | -0.1972 | 0.422114 |
47 | -0.015072 | -0.127 | 0.44965 |
48 | -0.000827 | -0.007 | 0.497229 |