Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.085004 | 0.7163 | 0.238092 |
2 | 0.125844 | 1.0604 | 0.146283 |
3 | 0.164114 | 1.3829 | 0.085522 |
4 | -0.173939 | -1.4656 | 0.073581 |
5 | -0.041476 | -0.3495 | 0.36388 |
6 | -0.11216 | -0.9451 | 0.173913 |
7 | -0.219855 | -1.8525 | 0.034053 |
8 | -0.036299 | -0.3059 | 0.380304 |
9 | 0.109051 | 0.9189 | 0.180634 |
10 | 0.006817 | 0.0574 | 0.477179 |
11 | 0.006074 | 0.0512 | 0.479664 |
12 | 0.042255 | 0.356 | 0.361431 |
13 | 0.018323 | 0.1544 | 0.43887 |
14 | -0.003981 | -0.0335 | 0.486667 |
15 | 0.062836 | 0.5295 | 0.299066 |
16 | -0.032888 | -0.2771 | 0.391248 |
17 | -0.029617 | -0.2496 | 0.401826 |
18 | 0.029987 | 0.2527 | 0.400623 |
19 | -0.025209 | -0.2124 | 0.416195 |
20 | -0.020099 | -0.1694 | 0.433 |
21 | 0.014608 | 0.1231 | 0.451192 |
22 | 0.071026 | 0.5985 | 0.275712 |
23 | 0.011918 | 0.1004 | 0.460146 |
24 | 0.037458 | 0.3156 | 0.376604 |
25 | 0.011292 | 0.0952 | 0.462231 |
26 | -0.031465 | -0.2651 | 0.395839 |
27 | -0.041187 | -0.347 | 0.364792 |
28 | -0.016236 | -0.1368 | 0.445786 |
29 | -0.08376 | -0.7058 | 0.24132 |
30 | 0.022913 | 0.1931 | 0.423729 |
31 | 0.01696 | 0.1429 | 0.443382 |
32 | -0.076146 | -0.6416 | 0.261593 |
33 | 0.05877 | 0.4952 | 0.310994 |
34 | -0.061402 | -0.5174 | 0.303248 |
35 | -0.042786 | -0.3605 | 0.359762 |
36 | 0.028714 | 0.2419 | 0.404759 |
37 | -0.044368 | -0.3739 | 0.354814 |
38 | 0.029903 | 0.252 | 0.400898 |
39 | 0.030079 | 0.2535 | 0.400326 |
40 | 0.018363 | 0.1547 | 0.438738 |
41 | 0.002509 | 0.0211 | 0.491596 |
42 | 0.004183 | 0.0352 | 0.48599 |
43 | 0.007299 | 0.0615 | 0.475567 |
44 | -0.120667 | -1.0168 | 0.156361 |
45 | -0.072938 | -0.6146 | 0.270395 |
46 | 0.000977 | 0.0082 | 0.496727 |
47 | -0.100927 | -0.8504 | 0.198974 |
48 | -0.005634 | -0.0475 | 0.481136 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.085004 | 0.7163 | 0.238092 |
2 | 0.119482 | 1.0068 | 0.158732 |
3 | 0.1477 | 1.2445 | 0.108697 |
4 | -0.218883 | -1.8443 | 0.034653 |
5 | -0.053928 | -0.4544 | 0.325461 |
6 | -0.088461 | -0.7454 | 0.22925 |
7 | -0.142418 | -1.2 | 0.117057 |
8 | -0.008488 | -0.0715 | 0.471593 |
9 | 0.195293 | 1.6456 | 0.052136 |
10 | 0.020732 | 0.1747 | 0.43091 |
11 | -0.11313 | -0.9533 | 0.171848 |
12 | -0.040469 | -0.341 | 0.367056 |
13 | 0.045988 | 0.3875 | 0.349772 |
14 | -0.02471 | -0.2082 | 0.41783 |
15 | 0.076444 | 0.6441 | 0.260783 |
16 | 0.02641 | 0.2225 | 0.412268 |
17 | -0.038544 | -0.3248 | 0.373151 |
18 | -0.046784 | -0.3942 | 0.347305 |
19 | 0.007256 | 0.0611 | 0.475711 |
20 | 0.011371 | 0.0958 | 0.461971 |
21 | 0.019329 | 0.1629 | 0.435543 |
22 | 0.114214 | 0.9624 | 0.16956 |
23 | -0.00065 | -0.0055 | 0.497821 |
24 | -0.042845 | -0.361 | 0.35958 |
25 | -0.028458 | -0.2398 | 0.405592 |
26 | 0.005714 | 0.0481 | 0.480868 |
27 | -0.049882 | -0.4203 | 0.337764 |
28 | 0.029679 | 0.2501 | 0.401622 |
29 | -0.014594 | -0.123 | 0.451237 |
30 | 0.039138 | 0.3298 | 0.371268 |
31 | -0.0272 | -0.2292 | 0.409689 |
32 | -0.088187 | -0.7431 | 0.229942 |
33 | 0.026348 | 0.222 | 0.412471 |
34 | -0.060898 | -0.5131 | 0.304725 |
35 | -0.02255 | -0.19 | 0.424922 |
36 | 0.029846 | 0.2515 | 0.401082 |
37 | -0.002933 | -0.0247 | 0.490178 |
38 | 0.015573 | 0.1312 | 0.447987 |
39 | -0.01942 | -0.1636 | 0.435241 |
40 | 0.015211 | 0.1282 | 0.449187 |
41 | -0.029437 | -0.248 | 0.40241 |
42 | -0.001084 | -0.0091 | 0.496368 |
43 | 0.033488 | 0.2822 | 0.389316 |
44 | -0.125133 | -1.0544 | 0.147639 |
45 | -0.090652 | -0.7638 | 0.223745 |
46 | 0.05436 | 0.458 | 0.324158 |
47 | -0.031766 | -0.2677 | 0.394866 |
48 | -0.046888 | -0.3951 | 0.346984 |