Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.155033 | 1.1908 | 0.119245 |
2 | 0.110292 | 0.8472 | 0.200162 |
3 | 0.154522 | 1.1869 | 0.12001 |
4 | 0.072719 | 0.5586 | 0.289286 |
5 | 0.060601 | 0.4655 | 0.321648 |
6 | 0.099416 | 0.7636 | 0.224066 |
7 | 0.145189 | 1.1152 | 0.134639 |
8 | 0.006682 | 0.0513 | 0.479619 |
9 | -0.057995 | -0.4455 | 0.328806 |
10 | -0.034018 | -0.2613 | 0.397388 |
11 | -0.078665 | -0.6042 | 0.274001 |
12 | -0.122391 | -0.9401 | 0.175499 |
13 | -0.040078 | -0.3078 | 0.379642 |
14 | -0.09601 | -0.7375 | 0.23188 |
15 | -0.320029 | -2.4582 | 0.00846 |
16 | -0.076376 | -0.5867 | 0.279838 |
17 | -0.132217 | -1.0156 | 0.156989 |
18 | -0.161957 | -1.244 | 0.109207 |
19 | -0.160141 | -1.2301 | 0.111777 |
20 | -0.120192 | -0.9232 | 0.179828 |
21 | -0.164801 | -1.2659 | 0.105269 |
22 | -0.205293 | -1.5769 | 0.060085 |
23 | -0.011133 | -0.0855 | 0.466071 |
24 | -0.090692 | -0.6966 | 0.244389 |
25 | -0.036548 | -0.2807 | 0.389949 |
26 | 0.045255 | 0.3476 | 0.364685 |
27 | 0.087645 | 0.6732 | 0.25172 |
28 | 0.006543 | 0.0503 | 0.480043 |
29 | 0.020868 | 0.1603 | 0.436601 |
30 | 0.066604 | 0.5116 | 0.305422 |
31 | 0.087402 | 0.6714 | 0.252308 |
32 | 0.05314 | 0.4082 | 0.34231 |
33 | 0.141546 | 1.0872 | 0.140677 |
34 | 0.134634 | 1.0341 | 0.152645 |
35 | -0.008799 | -0.0676 | 0.473172 |
36 | 0.037407 | 0.2873 | 0.387434 |
37 | 0.003264 | 0.0251 | 0.490043 |
38 | -0.03015 | -0.2316 | 0.408829 |
39 | 0.110408 | 0.8481 | 0.199916 |
40 | -0.008508 | -0.0653 | 0.474058 |
41 | -0.006915 | -0.0531 | 0.478909 |
42 | -0.04014 | -0.3083 | 0.379461 |
43 | -0.00886 | -0.0681 | 0.472985 |
44 | 0.027706 | 0.2128 | 0.416103 |
45 | -0.017583 | -0.1351 | 0.446514 |
46 | -0.0218 | -0.1674 | 0.433794 |
47 | -0.011383 | -0.0874 | 0.465311 |
48 | -0.035891 | -0.2757 | 0.391877 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.155033 | 1.1908 | 0.119245 |
2 | 0.088381 | 0.6789 | 0.249938 |
3 | 0.129327 | 0.9934 | 0.162291 |
4 | 0.026115 | 0.2006 | 0.420855 |
5 | 0.024081 | 0.185 | 0.426944 |
6 | 0.064735 | 0.4972 | 0.310435 |
7 | 0.111734 | 0.8582 | 0.197116 |
8 | -0.051451 | -0.3952 | 0.347058 |
9 | -0.101201 | -0.7773 | 0.220033 |
10 | -0.055043 | -0.4228 | 0.336992 |
11 | -0.069314 | -0.5324 | 0.298221 |
12 | -0.098766 | -0.7586 | 0.225544 |
13 | -0.007553 | -0.058 | 0.476965 |
14 | -0.068156 | -0.5235 | 0.301287 |
15 | -0.274605 | -2.1093 | 0.019587 |
16 | 0.039322 | 0.302 | 0.381844 |
17 | -0.050324 | -0.3865 | 0.350243 |
18 | -0.052873 | -0.4061 | 0.343059 |
19 | -0.096372 | -0.7402 | 0.231043 |
20 | -0.053856 | -0.4137 | 0.340307 |
21 | -0.08635 | -0.6633 | 0.254872 |
22 | -0.095615 | -0.7344 | 0.232798 |
23 | 0.052192 | 0.4009 | 0.344973 |
24 | -0.087969 | -0.6757 | 0.250934 |
25 | 0.01442 | 0.1108 | 0.456089 |
26 | 0.048958 | 0.3761 | 0.354114 |
27 | 0.080364 | 0.6173 | 0.26971 |
28 | -0.00072 | -0.0055 | 0.497802 |
29 | -0.03008 | -0.2311 | 0.409037 |
30 | -0.078663 | -0.6042 | 0.274007 |
31 | 0.05398 | 0.4146 | 0.339958 |
32 | -0.04584 | -0.3521 | 0.363007 |
33 | 0.023471 | 0.1803 | 0.428774 |
34 | -0.007196 | -0.0553 | 0.478054 |
35 | -0.113389 | -0.871 | 0.193655 |
36 | -0.080993 | -0.6221 | 0.268129 |
37 | -0.123677 | -0.95 | 0.172999 |
38 | -0.058611 | -0.4502 | 0.327107 |
39 | 0.021817 | 0.1676 | 0.433745 |
40 | -0.096592 | -0.7419 | 0.230535 |
41 | -0.046863 | -0.36 | 0.360082 |
42 | -0.028745 | -0.2208 | 0.413008 |
43 | -0.009543 | -0.0733 | 0.470907 |
44 | 0.046396 | 0.3564 | 0.361415 |
45 | 0.006943 | 0.0533 | 0.478823 |
46 | -0.017025 | -0.1308 | 0.4482 |
47 | -0.001517 | -0.0117 | 0.49537 |
48 | 0.059545 | 0.4574 | 0.324542 |