Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.006277 | 0.0612 | 0.475671 |
2 | 0.129214 | 1.2594 | 0.105481 |
3 | 0.151837 | 1.4799 | 0.071101 |
4 | 0.058609 | 0.5713 | 0.284588 |
5 | -0.177612 | -1.7311 | 0.043336 |
6 | 0.190352 | 1.8553 | 0.033325 |
7 | -0.269809 | -2.6298 | 0.004984 |
8 | 0.034534 | 0.3366 | 0.368582 |
9 | 0.02224 | 0.2168 | 0.414426 |
10 | -0.051535 | -0.5023 | 0.308307 |
11 | 0.041457 | 0.4041 | 0.343534 |
12 | 0.380437 | 3.708 | 0.000176 |
13 | -0.089146 | -0.8689 | 0.193548 |
14 | 0.128755 | 1.2549 | 0.106288 |
15 | 0.070432 | 0.6865 | 0.24704 |
16 | -0.090193 | -0.8791 | 0.190785 |
17 | -0.103587 | -1.0096 | 0.157616 |
18 | -0.029664 | -0.2891 | 0.386557 |
19 | -0.203644 | -1.9849 | 0.025021 |
20 | -0.016617 | -0.162 | 0.435839 |
21 | 0.003866 | 0.0377 | 0.485009 |
22 | -0.040457 | -0.3943 | 0.347112 |
23 | 0.069678 | 0.6791 | 0.249352 |
24 | 0.211915 | 2.0655 | 0.0208 |
25 | 0.047035 | 0.4584 | 0.32384 |
26 | 0.095999 | 0.9357 | 0.175906 |
27 | 0.009646 | 0.094 | 0.462647 |
28 | -0.022058 | -0.215 | 0.415117 |
29 | -0.045184 | -0.4404 | 0.330323 |
30 | -0.104875 | -1.0222 | 0.154642 |
31 | -0.106987 | -1.0428 | 0.149849 |
32 | -0.062291 | -0.6071 | 0.272604 |
33 | 0.043224 | 0.4213 | 0.337246 |
34 | -0.032327 | -0.3151 | 0.376695 |
35 | 0.021396 | 0.2085 | 0.417626 |
36 | 0.193663 | 1.8876 | 0.031066 |
37 | 0.10776 | 1.0503 | 0.148119 |
38 | -0.042694 | -0.4161 | 0.339125 |
39 | 0.027058 | 0.2637 | 0.396278 |
40 | 0.092106 | 0.8977 | 0.185797 |
41 | -0.117958 | -1.1497 | 0.126575 |
42 | 0.026784 | 0.2611 | 0.397306 |
43 | -0.098741 | -0.9624 | 0.169144 |
44 | -0.012241 | -0.1193 | 0.452641 |
45 | -0.045902 | -0.4474 | 0.327804 |
46 | 0.023808 | 0.2321 | 0.408497 |
47 | -0.053572 | -0.5222 | 0.301389 |
48 | 0.248546 | 2.4225 | 0.008655 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.006277 | 0.0612 | 0.475671 |
2 | 0.12918 | 1.2591 | 0.105542 |
3 | 0.152877 | 1.4901 | 0.06976 |
4 | 0.045022 | 0.4388 | 0.330893 |
5 | -0.22445 | -2.1877 | 0.015573 |
6 | 0.162519 | 1.584 | 0.058254 |
7 | -0.261048 | -2.5444 | 0.00628 |
8 | 0.081523 | 0.7946 | 0.214416 |
9 | 0.045928 | 0.4477 | 0.327712 |
10 | -0.045596 | -0.4444 | 0.328876 |
11 | 0.147638 | 1.439 | 0.076719 |
12 | 0.282658 | 2.755 | 0.003517 |
13 | -0.036833 | -0.359 | 0.360193 |
14 | -0.02517 | -0.2453 | 0.403368 |
15 | -0.047853 | -0.4664 | 0.320992 |
16 | -0.114705 | -1.118 | 0.133191 |
17 | -0.073124 | -0.7127 | 0.238883 |
18 | -0.125454 | -1.2228 | 0.112219 |
19 | 0.038199 | 0.3723 | 0.355244 |
20 | -0.014064 | -0.1371 | 0.445628 |
21 | 0.093273 | 0.9091 | 0.182795 |
22 | 0.07363 | 0.7177 | 0.237365 |
23 | -0.011049 | -0.1077 | 0.457235 |
24 | 0.11248 | 1.0963 | 0.137856 |
25 | 0.045684 | 0.4453 | 0.328567 |
26 | -0.048802 | -0.4757 | 0.317705 |
27 | -0.112653 | -1.098 | 0.137489 |
28 | 0.001378 | 0.0134 | 0.494658 |
29 | 0.004185 | 0.0408 | 0.483775 |
30 | -0.070047 | -0.6827 | 0.248218 |
31 | 0.048166 | 0.4695 | 0.319907 |
32 | -0.022141 | -0.2158 | 0.414802 |
33 | 0.134979 | 1.3156 | 0.095735 |
34 | -0.014401 | -0.1404 | 0.444336 |
35 | -0.068451 | -0.6672 | 0.253137 |
36 | 0.110472 | 1.0767 | 0.14216 |
37 | -0.00116 | -0.0113 | 0.495502 |
38 | -0.118443 | -1.1544 | 0.125607 |
39 | -0.083808 | -0.8169 | 0.208026 |
40 | 0.164856 | 1.6068 | 0.055706 |
41 | -0.036376 | -0.3546 | 0.361855 |
42 | 0.150026 | 1.4623 | 0.073484 |
43 | -0.054115 | -0.5274 | 0.299556 |
44 | 0.105175 | 1.0251 | 0.153956 |
45 | -0.153597 | -1.4971 | 0.068844 |
46 | -0.012314 | -0.12 | 0.45236 |
47 | -0.035454 | -0.3456 | 0.365216 |
48 | 0.020166 | 0.1966 | 0.422297 |