Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.03833 | 0.323 | 0.373831 |
2 | -0.045734 | -0.3854 | 0.350561 |
3 | -0.119542 | -1.0073 | 0.158611 |
4 | 0.066044 | 0.5565 | 0.289811 |
5 | -0.025461 | -0.2145 | 0.415371 |
6 | -0.288206 | -2.4285 | 0.008849 |
7 | -0.079605 | -0.6708 | 0.252273 |
8 | -0.096896 | -0.8165 | 0.208483 |
9 | 0.034157 | 0.2878 | 0.387163 |
10 | -0.082301 | -0.6935 | 0.245135 |
11 | 0.112027 | 0.944 | 0.174196 |
12 | 0.018574 | 0.1565 | 0.438038 |
13 | 0.118443 | 0.998 | 0.16083 |
14 | -0.0101 | -0.0851 | 0.466211 |
15 | -0.052501 | -0.4424 | 0.329779 |
16 | -0.039881 | -0.336 | 0.368914 |
17 | -0.046565 | -0.3924 | 0.347983 |
18 | -0.07029 | -0.5923 | 0.277773 |
19 | -0.057264 | -0.4825 | 0.315461 |
20 | 0.115221 | 0.9709 | 0.167454 |
21 | -0.003693 | -0.0311 | 0.487632 |
22 | -0.044349 | -0.3737 | 0.354873 |
23 | -0.024215 | -0.204 | 0.419454 |
24 | 0.090083 | 0.7591 | 0.225166 |
25 | 0.043168 | 0.3637 | 0.358568 |
26 | -0.147726 | -1.2448 | 0.108656 |
27 | -0.03112 | -0.2622 | 0.396954 |
28 | -0.020799 | -0.1753 | 0.430689 |
29 | -0.01058 | -0.0891 | 0.464609 |
30 | -0.021113 | -0.1779 | 0.429654 |
31 | -0.009841 | -0.0829 | 0.467073 |
32 | 0.083243 | 0.7014 | 0.242669 |
33 | 0.201353 | 1.6966 | 0.047073 |
34 | 0.050931 | 0.4292 | 0.334554 |
35 | 0.024012 | 0.2023 | 0.42012 |
36 | 0.000868 | 0.0073 | 0.497093 |
37 | 0.043094 | 0.3631 | 0.358799 |
38 | -0.088135 | -0.7426 | 0.230074 |
39 | -0.135697 | -1.1434 | 0.128355 |
40 | -0.046473 | -0.3916 | 0.348269 |
41 | 0.007413 | 0.0625 | 0.475185 |
42 | 0.00408 | 0.0344 | 0.486334 |
43 | 0.019174 | 0.1616 | 0.436053 |
44 | 0.183333 | 1.5448 | 0.063421 |
45 | -0.013146 | -0.1108 | 0.456056 |
46 | -0.001403 | -0.0118 | 0.4953 |
47 | -0.021215 | -0.1788 | 0.429319 |
48 | 0.047636 | 0.4014 | 0.344671 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.03833 | 0.323 | 0.373831 |
2 | -0.047273 | -0.3983 | 0.345792 |
3 | -0.116324 | -0.9802 | 0.165166 |
4 | 0.073966 | 0.6233 | 0.267558 |
5 | -0.042259 | -0.3561 | 0.361418 |
6 | -0.300721 | -2.5339 | 0.006744 |
7 | -0.047783 | -0.4026 | 0.344217 |
8 | -0.141061 | -1.1886 | 0.119279 |
9 | -0.049753 | -0.4192 | 0.338158 |
10 | -0.088361 | -0.7445 | 0.229502 |
11 | 0.076041 | 0.6407 | 0.261879 |
12 | -0.085866 | -0.7235 | 0.235869 |
13 | 0.07018 | 0.5913 | 0.278084 |
14 | -0.063483 | -0.5349 | 0.297189 |
15 | -0.093146 | -0.7849 | 0.217573 |
16 | -0.085234 | -0.7182 | 0.237498 |
17 | -0.035343 | -0.2978 | 0.383361 |
18 | -0.143347 | -1.2079 | 0.115554 |
19 | -0.007736 | -0.0652 | 0.474105 |
20 | 0.083218 | 0.7012 | 0.242733 |
21 | -0.058658 | -0.4943 | 0.311323 |
22 | -0.119109 | -1.0036 | 0.159483 |
23 | -0.026266 | -0.2213 | 0.41274 |
24 | -0.053931 | -0.4544 | 0.325453 |
25 | -0.034134 | -0.2876 | 0.387239 |
26 | -0.15723 | -1.3248 | 0.094735 |
27 | -0.045224 | -0.3811 | 0.352148 |
28 | -0.109051 | -0.9189 | 0.180635 |
29 | -0.104081 | -0.877 | 0.191721 |
30 | -0.054596 | -0.46 | 0.323449 |
31 | -0.101682 | -0.8568 | 0.197223 |
32 | -0.063246 | -0.5329 | 0.297877 |
33 | 0.142643 | 1.2019 | 0.116692 |
34 | -0.062245 | -0.5245 | 0.300786 |
35 | 0.011016 | 0.0928 | 0.463154 |
36 | -0.005596 | -0.0472 | 0.481261 |
37 | 0.00542 | 0.0457 | 0.481852 |
38 | -0.133118 | -1.1217 | 0.13289 |
39 | -0.01873 | -0.1578 | 0.437524 |
40 | -0.056684 | -0.4776 | 0.317191 |
41 | -0.00267 | -0.0225 | 0.491058 |
42 | 0.002229 | 0.0188 | 0.492533 |
43 | 0.084189 | 0.7094 | 0.240203 |
44 | 0.099306 | 0.8368 | 0.202767 |
45 | -0.062066 | -0.523 | 0.30131 |
46 | -0.026082 | -0.2198 | 0.413341 |
47 | 0.006346 | 0.0535 | 0.478751 |
48 | -0.000528 | -0.0044 | 0.498231 |