Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.147113 | 1.2396 | 0.109603 |
2 | 0.009446 | 0.0796 | 0.468391 |
3 | 0.139486 | 1.1753 | 0.121895 |
4 | -0.072679 | -0.6124 | 0.271113 |
5 | -0.143454 | -1.2088 | 0.115381 |
6 | -0.096651 | -0.8144 | 0.20907 |
7 | -0.011457 | -0.0965 | 0.461681 |
8 | -0.047297 | -0.3985 | 0.345717 |
9 | -0.090532 | -0.7628 | 0.224044 |
10 | 0.045004 | 0.3792 | 0.352833 |
11 | -0.069386 | -0.5847 | 0.280317 |
12 | 0.023233 | 0.1958 | 0.422676 |
13 | -0.028809 | -0.2428 | 0.404449 |
14 | -0.168913 | -1.4233 | 0.079516 |
15 | -0.085566 | -0.721 | 0.23664 |
16 | -0.206324 | -1.7385 | 0.043228 |
17 | -0.012236 | -0.1031 | 0.459085 |
18 | -0.13014 | -1.0966 | 0.138265 |
19 | -0.028018 | -0.2361 | 0.407023 |
20 | 0.142685 | 1.2023 | 0.116624 |
21 | -0.023639 | -0.1992 | 0.421343 |
22 | 0.199443 | 1.6805 | 0.048624 |
23 | 0.098695 | 0.8316 | 0.204207 |
24 | -0.169417 | -1.4275 | 0.078905 |
25 | 0.054843 | 0.4621 | 0.322707 |
26 | -0.009215 | -0.0776 | 0.469163 |
27 | -0.102105 | -0.8604 | 0.196246 |
28 | 0.039339 | 0.3315 | 0.37063 |
29 | 0.087819 | 0.74 | 0.230877 |
30 | 0.101014 | 0.8512 | 0.19877 |
31 | -0.075189 | -0.6336 | 0.264203 |
32 | 0.063579 | 0.5357 | 0.29691 |
33 | -0.009259 | -0.078 | 0.469017 |
34 | 0.079202 | 0.6674 | 0.253351 |
35 | 0.05902 | 0.4973 | 0.310254 |
36 | -0.039258 | -0.3308 | 0.370888 |
37 | -0.002354 | -0.0198 | 0.492115 |
38 | -0.108677 | -0.9157 | 0.181456 |
39 | -0.004497 | -0.0379 | 0.48494 |
40 | 0.107997 | 0.91 | 0.182951 |
41 | -0.010652 | -0.0898 | 0.464369 |
42 | 0.071556 | 0.6029 | 0.274234 |
43 | 0.033291 | 0.2805 | 0.38995 |
44 | -0.071935 | -0.6061 | 0.273178 |
45 | -0.020469 | -0.1725 | 0.431777 |
46 | -0.076676 | -0.6461 | 0.260155 |
47 | -0.027325 | -0.2302 | 0.409283 |
48 | -0.02239 | -0.1887 | 0.425447 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.147113 | 1.2396 | 0.109603 |
2 | -0.012466 | -0.105 | 0.458321 |
3 | 0.14303 | 1.2052 | 0.116066 |
4 | -0.119419 | -1.0062 | 0.158859 |
5 | -0.116395 | -0.9808 | 0.165021 |
6 | -0.085581 | -0.7211 | 0.236603 |
7 | 0.04171 | 0.3515 | 0.363143 |
8 | -0.023597 | -0.1988 | 0.421483 |
9 | -0.080584 | -0.679 | 0.249669 |
10 | 0.035493 | 0.2991 | 0.38288 |
11 | -0.100973 | -0.8508 | 0.198867 |
12 | 0.072623 | 0.6119 | 0.271268 |
13 | -0.086405 | -0.7281 | 0.234485 |
14 | -0.158097 | -1.3321 | 0.093536 |
15 | -0.080818 | -0.681 | 0.249049 |
16 | -0.205588 | -1.7323 | 0.04378 |
17 | 0.083427 | 0.703 | 0.242186 |
18 | -0.205155 | -1.7287 | 0.044108 |
19 | 0.021869 | 0.1843 | 0.427162 |
20 | 0.017015 | 0.1434 | 0.443203 |
21 | -0.072614 | -0.6119 | 0.271293 |
22 | 0.191876 | 1.6168 | 0.055181 |
23 | -0.094364 | -0.7951 | 0.214597 |
24 | -0.206213 | -1.7376 | 0.043311 |
25 | 0.020071 | 0.1691 | 0.433092 |
26 | -0.021073 | -0.1776 | 0.429786 |
27 | -0.090942 | -0.7663 | 0.223022 |
28 | 0.071279 | 0.6006 | 0.275006 |
29 | -0.045515 | -0.3835 | 0.35124 |
30 | 0.04683 | 0.3946 | 0.34716 |
31 | -0.100973 | -0.8508 | 0.198866 |
32 | -0.078023 | -0.6574 | 0.256515 |
33 | -0.0414 | -0.3488 | 0.36412 |
34 | 0.121751 | 1.0259 | 0.154213 |
35 | 0.00185 | 0.0156 | 0.493804 |
36 | 0.03603 | 0.3036 | 0.381161 |
37 | -0.073875 | -0.6225 | 0.267809 |
38 | -0.099612 | -0.8393 | 0.202047 |
39 | 0.102218 | 0.8613 | 0.195986 |
40 | 0.060709 | 0.5115 | 0.305279 |
41 | 0.0547 | 0.4609 | 0.323137 |
42 | -0.078596 | -0.6623 | 0.254973 |
43 | 0.013596 | 0.1146 | 0.454559 |
44 | -0.000957 | -0.0081 | 0.496795 |
45 | -0.043174 | -0.3638 | 0.358547 |
46 | 0.041193 | 0.3471 | 0.364771 |
47 | -0.058476 | -0.4927 | 0.311861 |
48 | 0.04119 | 0.3471 | 0.364781 |