Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.043835 | 0.5187 | 0.302406 |
2 | 0.097105 | 1.149 | 0.126266 |
3 | 0.054565 | 0.6456 | 0.259791 |
4 | 0.100281 | 1.1865 | 0.118709 |
5 | -0.00956 | -0.1131 | 0.455051 |
6 | 0.093642 | 1.108 | 0.134884 |
7 | 0.116699 | 1.3808 | 0.08477 |
8 | 0.018996 | 0.2248 | 0.411247 |
9 | 0.130779 | 1.5474 | 0.062012 |
10 | -0.018738 | -0.2217 | 0.412432 |
11 | 0.074178 | 0.8777 | 0.19081 |
12 | -0.095324 | -1.1279 | 0.130649 |
13 | -0.055221 | -0.6534 | 0.257291 |
14 | 0.018151 | 0.2148 | 0.415132 |
15 | -0.024154 | -0.2858 | 0.38773 |
16 | -0.144751 | -1.7127 | 0.044489 |
17 | -0.047721 | -0.5646 | 0.286608 |
18 | -0.121649 | -1.4394 | 0.076139 |
19 | -0.117107 | -1.3856 | 0.084032 |
20 | -0.050613 | -0.5989 | 0.275118 |
21 | -0.075195 | -0.8897 | 0.18757 |
22 | -0.047436 | -0.5613 | 0.287755 |
23 | -0.1278 | -1.5121 | 0.066375 |
24 | -0.15685 | -1.8559 | 0.032787 |
25 | -0.107724 | -1.2746 | 0.102279 |
26 | -0.026712 | -0.3161 | 0.376216 |
27 | -0.129587 | -1.5333 | 0.063729 |
28 | -0.010633 | -0.1258 | 0.450031 |
29 | 0.048455 | 0.5733 | 0.28367 |
30 | -0.174211 | -2.0613 | 0.020563 |
31 | 0.023477 | 0.2778 | 0.390794 |
32 | 0.06837 | 0.809 | 0.209953 |
33 | 0.029828 | 0.3529 | 0.362338 |
34 | -0.011331 | -0.1341 | 0.446771 |
35 | 0.141803 | 1.6778 | 0.047805 |
36 | -0.044744 | -0.5294 | 0.298677 |
37 | -0.002349 | -0.0278 | 0.488935 |
38 | 0.005867 | 0.0694 | 0.472378 |
39 | 0.024016 | 0.2842 | 0.388353 |
40 | 0.060122 | 0.7114 | 0.239018 |
41 | 0.032336 | 0.3826 | 0.351298 |
42 | 0.090719 | 1.0734 | 0.142469 |
43 | 0.115069 | 1.3615 | 0.087769 |
44 | -0.039796 | -0.4709 | 0.31923 |
45 | 0.008535 | 0.101 | 0.45985 |
46 | 0.032533 | 0.3849 | 0.350434 |
47 | -0.064965 | -0.7687 | 0.221692 |
48 | 0.03856 | 0.4563 | 0.324457 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.043835 | 0.5187 | 0.302406 |
2 | 0.095366 | 1.1284 | 0.130542 |
3 | 0.047051 | 0.5567 | 0.289304 |
4 | 0.088386 | 1.0458 | 0.148728 |
5 | -0.026005 | -0.3077 | 0.379384 |
6 | 0.076917 | 0.9101 | 0.18217 |
7 | 0.107724 | 1.2746 | 0.10228 |
8 | -0.009552 | -0.113 | 0.455086 |
9 | 0.112087 | 1.3262 | 0.093462 |
10 | -0.053853 | -0.6372 | 0.26252 |
11 | 0.0443 | 0.5242 | 0.300495 |
12 | -0.110426 | -1.3066 | 0.096749 |
13 | -0.098265 | -1.1627 | 0.123468 |
14 | 0.037485 | 0.4435 | 0.329033 |
15 | -0.045402 | -0.5372 | 0.29599 |
16 | -0.148288 | -1.7546 | 0.040761 |
17 | -0.036248 | -0.4289 | 0.334331 |
18 | -0.129489 | -1.5321 | 0.063872 |
19 | -0.052598 | -0.6223 | 0.267363 |
20 | -0.013475 | -0.1594 | 0.436778 |
21 | -0.036287 | -0.4294 | 0.334164 |
22 | 0.024882 | 0.2944 | 0.384441 |
23 | -0.086292 | -1.021 | 0.154502 |
24 | -0.123546 | -1.4618 | 0.073016 |
25 | -0.029119 | -0.3445 | 0.365476 |
26 | 0.025168 | 0.2978 | 0.38315 |
27 | -0.0423 | -0.5005 | 0.308754 |
28 | 0.013517 | 0.1599 | 0.436582 |
29 | 0.079571 | 0.9415 | 0.174037 |
30 | -0.151669 | -1.7946 | 0.03744 |
31 | 0.050825 | 0.6014 | 0.274283 |
32 | 0.112875 | 1.3356 | 0.091931 |
33 | 0.051835 | 0.6133 | 0.27033 |
34 | 0.016327 | 0.1932 | 0.42355 |
35 | 0.093818 | 1.1101 | 0.134435 |
36 | -0.096338 | -1.1399 | 0.12814 |
37 | -0.048511 | -0.574 | 0.283449 |
38 | -0.028019 | -0.3315 | 0.370371 |
39 | -0.022838 | -0.2702 | 0.393694 |
40 | -0.010383 | -0.1229 | 0.451201 |
41 | -0.023039 | -0.2726 | 0.392779 |
42 | -0.0229 | -0.271 | 0.393413 |
43 | 0.042014 | 0.4971 | 0.309943 |
44 | -0.089537 | -1.0594 | 0.145616 |
45 | 0.020156 | 0.2385 | 0.405924 |
46 | -0.044315 | -0.5243 | 0.300435 |
47 | -0.081255 | -0.9614 | 0.168997 |
48 | 0.019512 | 0.2309 | 0.408875 |