Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.131116 | 1.5007 | 0.067922 |
2 | -0.001006 | -0.0115 | 0.495415 |
3 | 0.023484 | 0.2688 | 0.39426 |
4 | -0.022026 | -0.2521 | 0.400681 |
5 | 0.036759 | 0.4207 | 0.337321 |
6 | 0.016704 | 0.1912 | 0.424338 |
7 | 0.009376 | 0.1073 | 0.457352 |
8 | 0.046593 | 0.5333 | 0.297372 |
9 | -0.047347 | -0.5419 | 0.294398 |
10 | -0.003767 | -0.0431 | 0.482837 |
11 | 0.020723 | 0.2372 | 0.406443 |
12 | 0.031076 | 0.3557 | 0.361324 |
13 | -0.011955 | -0.1368 | 0.445685 |
14 | -0.04226 | -0.4837 | 0.314706 |
15 | -0.065133 | -0.7455 | 0.228659 |
16 | -0.052302 | -0.5986 | 0.275231 |
17 | -0.044425 | -0.5085 | 0.30599 |
18 | -0.019935 | -0.2282 | 0.409935 |
19 | 0.036372 | 0.4163 | 0.338937 |
20 | 0.107884 | 1.2348 | 0.10956 |
21 | -0.064896 | -0.7428 | 0.229475 |
22 | -0.07611 | -0.8711 | 0.19264 |
23 | -0.030393 | -0.3479 | 0.364252 |
24 | 0.002938 | 0.0336 | 0.486613 |
25 | -0.027367 | -0.3132 | 0.377303 |
26 | 0.00985 | 0.1127 | 0.455206 |
27 | -0.007728 | -0.0884 | 0.464828 |
28 | -0.044396 | -0.5081 | 0.306106 |
29 | -0.051724 | -0.592 | 0.277432 |
30 | 0.201853 | 2.3103 | 0.011217 |
31 | 0.111799 | 1.2796 | 0.101474 |
32 | 0.024222 | 0.2772 | 0.391017 |
33 | -0.025173 | -0.2881 | 0.386855 |
34 | -0.007047 | -0.0807 | 0.467919 |
35 | 0.045374 | 0.5193 | 0.302202 |
36 | 0.057137 | 0.654 | 0.257141 |
37 | 0.005264 | 0.0603 | 0.476024 |
38 | 0.0043 | 0.0492 | 0.480413 |
39 | 0.016062 | 0.1838 | 0.427211 |
40 | -0.071515 | -0.8185 | 0.207273 |
41 | -0.040661 | -0.4654 | 0.321213 |
42 | 0.043578 | 0.4988 | 0.309389 |
43 | 0.135249 | 1.548 | 0.062018 |
44 | 0.178829 | 2.0468 | 0.021339 |
45 | 0.002163 | 0.0248 | 0.490144 |
46 | -0.005165 | -0.0591 | 0.476475 |
47 | 0.028166 | 0.3224 | 0.373843 |
48 | -0.072138 | -0.8257 | 0.205249 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.131116 | 1.5007 | 0.067922 |
2 | -0.018516 | -0.2119 | 0.416249 |
3 | 0.02651 | 0.3034 | 0.381024 |
4 | -0.029203 | -0.3342 | 0.369363 |
5 | 0.044978 | 0.5148 | 0.30378 |
6 | 0.004596 | 0.0526 | 0.479066 |
7 | 0.009134 | 0.1045 | 0.458449 |
8 | 0.042438 | 0.4857 | 0.313986 |
9 | -0.058737 | -0.6723 | 0.251296 |
10 | 0.010748 | 0.123 | 0.451143 |
11 | 0.015844 | 0.1813 | 0.428188 |
12 | 0.031695 | 0.3628 | 0.358681 |
13 | -0.027492 | -0.3147 | 0.376759 |
14 | -0.03491 | -0.3996 | 0.345066 |
15 | -0.056884 | -0.6511 | 0.25807 |
16 | -0.038546 | -0.4412 | 0.329905 |
17 | -0.031556 | -0.3612 | 0.359274 |
18 | -0.013094 | -0.1499 | 0.440552 |
19 | 0.0416 | 0.4761 | 0.317384 |
20 | 0.104662 | 1.1979 | 0.116556 |
21 | -0.08604 | -0.9848 | 0.163274 |
22 | -0.053566 | -0.6131 | 0.27044 |
23 | -0.017209 | -0.197 | 0.422079 |
24 | 0.014352 | 0.1643 | 0.434889 |
25 | -0.039148 | -0.4481 | 0.327423 |
26 | 0.023322 | 0.2669 | 0.394972 |
27 | -0.009397 | -0.1076 | 0.457257 |
28 | -0.044338 | -0.5075 | 0.306337 |
29 | -0.029987 | -0.3432 | 0.365993 |
30 | 0.21854 | 2.5013 | 0.006803 |
31 | 0.04462 | 0.5107 | 0.305211 |
32 | -0.007269 | -0.0832 | 0.466911 |
33 | -0.031621 | -0.3619 | 0.358996 |
34 | 0.019956 | 0.2284 | 0.409842 |
35 | 0.04503 | 0.5154 | 0.303575 |
36 | 0.04562 | 0.5221 | 0.301225 |
37 | -0.015192 | -0.1739 | 0.431116 |
38 | -0.035549 | -0.4069 | 0.342379 |
39 | 0.013951 | 0.1597 | 0.436693 |
40 | -0.087914 | -1.0062 | 0.158082 |
41 | -0.007755 | -0.0888 | 0.464703 |
42 | 0.04488 | 0.5137 | 0.304172 |
43 | 0.133443 | 1.5273 | 0.064546 |
44 | 0.159924 | 1.8304 | 0.03473 |
45 | -0.005562 | -0.0637 | 0.474668 |
46 | -0.003118 | -0.0357 | 0.485794 |
47 | 0.035179 | 0.4026 | 0.343935 |
48 | -0.057088 | -0.6534 | 0.257321 |