Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.130762 | 1.1018 | 0.13713 |
2 | 0.030481 | 0.2568 | 0.399023 |
3 | -0.259556 | -2.1871 | 0.016017 |
4 | -0.12334 | -1.0393 | 0.1511 |
5 | 0.00032 | 0.0027 | 0.498927 |
6 | 0.00983 | 0.0828 | 0.467111 |
7 | -0.024396 | -0.2056 | 0.418861 |
8 | -0.159674 | -1.3454 | 0.091383 |
9 | -0.229713 | -1.9356 | 0.02845 |
10 | -0.037144 | -0.313 | 0.377606 |
11 | 0.144476 | 1.2174 | 0.113746 |
12 | 0.23963 | 2.0192 | 0.023624 |
13 | 0.088391 | 0.7448 | 0.229426 |
14 | 0.004637 | 0.0391 | 0.484471 |
15 | -0.2228 | -1.8773 | 0.03229 |
16 | -0.115812 | -0.9758 | 0.166227 |
17 | -0.000517 | -0.0044 | 0.498268 |
18 | 0.076213 | 0.6422 | 0.26141 |
19 | -0.022407 | -0.1888 | 0.425394 |
20 | -0.104365 | -0.8794 | 0.191077 |
21 | -0.073984 | -0.6234 | 0.267509 |
22 | -0.079598 | -0.6707 | 0.252293 |
23 | 0.168032 | 1.4159 | 0.080594 |
24 | 0.187815 | 1.5826 | 0.058983 |
25 | 0.217395 | 1.8318 | 0.035588 |
26 | 0.060746 | 0.5119 | 0.305171 |
27 | -0.086078 | -0.7253 | 0.235324 |
28 | -0.144917 | -1.2211 | 0.113045 |
29 | -0.06245 | -0.5262 | 0.30019 |
30 | 0.043877 | 0.3697 | 0.356349 |
31 | -0.01993 | -0.1679 | 0.433558 |
32 | -0.119191 | -1.0043 | 0.159316 |
33 | -0.193375 | -1.6294 | 0.053828 |
34 | -0.137489 | -1.1585 | 0.12527 |
35 | 0.062082 | 0.5231 | 0.301263 |
36 | 0.072992 | 0.615 | 0.270247 |
37 | 0.240531 | 2.0268 | 0.023222 |
38 | 0.068733 | 0.5792 | 0.28216 |
39 | -0.103359 | -0.8709 | 0.193367 |
40 | -0.082771 | -0.6974 | 0.243904 |
41 | -0.055765 | -0.4699 | 0.31994 |
42 | 0.015573 | 0.1312 | 0.447988 |
43 | 0.048423 | 0.408 | 0.342242 |
44 | -0.062011 | -0.5225 | 0.301469 |
45 | -0.073028 | -0.6153 | 0.270148 |
46 | -0.024558 | -0.2069 | 0.418329 |
47 | 0.062565 | 0.5272 | 0.299855 |
48 | 0.182103 | 1.5344 | 0.064684 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.130762 | 1.1018 | 0.13713 |
2 | 0.013615 | 0.1147 | 0.454494 |
3 | -0.269932 | -2.2745 | 0.01298 |
4 | -0.060462 | -0.5095 | 0.306005 |
5 | 0.048348 | 0.4074 | 0.342475 |
6 | -0.060999 | -0.514 | 0.304428 |
7 | -0.077662 | -0.6544 | 0.257486 |
8 | -0.156474 | -1.3185 | 0.095792 |
9 | -0.223276 | -1.8814 | 0.032012 |
10 | -0.014112 | -0.1189 | 0.452841 |
11 | 0.092126 | 0.7763 | 0.220084 |
12 | 0.088176 | 0.743 | 0.229971 |
13 | -0.011917 | -0.1004 | 0.46015 |
14 | 0.026127 | 0.2202 | 0.413192 |
15 | -0.186029 | -1.5675 | 0.060721 |
16 | -0.098954 | -0.8338 | 0.203594 |
17 | 0.001416 | 0.0119 | 0.495256 |
18 | -0.033377 | -0.2812 | 0.389673 |
19 | -0.089546 | -0.7545 | 0.226513 |
20 | -0.039538 | -0.3332 | 0.370001 |
21 | 0.001649 | 0.0139 | 0.494478 |
22 | -0.135824 | -1.1445 | 0.128135 |
23 | 0.080792 | 0.6808 | 0.249118 |
24 | 0.048804 | 0.4112 | 0.34107 |
25 | 0.093217 | 0.7855 | 0.2174 |
26 | 0.115763 | 0.9754 | 0.166328 |
27 | 0.019501 | 0.1643 | 0.434973 |
28 | -0.11181 | -0.9421 | 0.174662 |
29 | -0.006557 | -0.0552 | 0.478047 |
30 | 0.046439 | 0.3913 | 0.348374 |
31 | -0.084773 | -0.7143 | 0.23869 |
32 | -0.063096 | -0.5317 | 0.298313 |
33 | -0.067537 | -0.5691 | 0.28555 |
34 | -0.128716 | -1.0846 | 0.140888 |
35 | -0.030349 | -0.2557 | 0.39945 |
36 | -0.095775 | -0.807 | 0.211177 |
37 | 0.040541 | 0.3416 | 0.366829 |
38 | 0.041205 | 0.3472 | 0.364734 |
39 | -0.112967 | -0.9519 | 0.172194 |
40 | -0.000787 | -0.0066 | 0.497363 |
41 | -0.044432 | -0.3744 | 0.354616 |
42 | -0.115019 | -0.9692 | 0.167876 |
43 | -0.001065 | -0.009 | 0.496434 |
44 | -0.065935 | -0.5556 | 0.290124 |
45 | -0.014961 | -0.1261 | 0.450019 |
46 | 0.070279 | 0.5922 | 0.277805 |
47 | -0.017343 | -0.1461 | 0.442115 |
48 | -0.011454 | -0.0965 | 0.461694 |