Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.225847 | 2.2013 | 0.015069 |
2 | -0.091652 | -0.8933 | 0.186973 |
3 | 0.055143 | 0.5375 | 0.296102 |
4 | 0.152792 | 1.4892 | 0.069869 |
5 | -0.038655 | -0.3768 | 0.353596 |
6 | 0.00949 | 0.0925 | 0.463249 |
7 | -0.111417 | -1.086 | 0.140123 |
8 | -0.064443 | -0.6281 | 0.265718 |
9 | -0.049881 | -0.4862 | 0.313979 |
10 | -0.02501 | -0.2438 | 0.403967 |
11 | -0.020329 | -0.1981 | 0.42168 |
12 | 0.076359 | 0.7443 | 0.22928 |
13 | 0.043549 | 0.4245 | 0.336092 |
14 | 0.03878 | 0.378 | 0.353144 |
15 | 0.124984 | 1.2182 | 0.113083 |
16 | 0.008449 | 0.0824 | 0.467269 |
17 | 0.058902 | 0.5741 | 0.283627 |
18 | 0.058145 | 0.5667 | 0.286118 |
19 | 0.042429 | 0.4135 | 0.34007 |
20 | 0.010756 | 0.1048 | 0.458364 |
21 | -0.046788 | -0.456 | 0.324702 |
22 | -0.201278 | -1.9618 | 0.026355 |
23 | 0.073807 | 0.7194 | 0.236835 |
24 | 0.120387 | 1.1734 | 0.121787 |
25 | -0.064451 | -0.6282 | 0.265694 |
26 | -0.189265 | -1.8447 | 0.034096 |
27 | 0.065457 | 0.638 | 0.262506 |
28 | 0.044267 | 0.4315 | 0.333555 |
29 | -0.052403 | -0.5108 | 0.305351 |
30 | -0.074126 | -0.7225 | 0.235883 |
31 | -0.051888 | -0.5057 | 0.307106 |
32 | -0.150158 | -1.4636 | 0.073307 |
33 | 0.021476 | 0.2093 | 0.417322 |
34 | 0.019513 | 0.1902 | 0.424783 |
35 | -0.094645 | -0.9225 | 0.179307 |
36 | -0.010296 | -0.1004 | 0.460138 |
37 | 0.026937 | 0.2625 | 0.396734 |
38 | 0.005179 | 0.0505 | 0.479924 |
39 | 0.020309 | 0.1979 | 0.421754 |
40 | -0.006922 | -0.0675 | 0.473174 |
41 | -0.001139 | -0.0111 | 0.495583 |
42 | 0.0867 | 0.845 | 0.200103 |
43 | 0.035198 | 0.3431 | 0.366154 |
44 | -0.04111 | -0.4007 | 0.344775 |
45 | -0.066103 | -0.6443 | 0.26047 |
46 | -0.010745 | -0.1047 | 0.458405 |
47 | -0.049631 | -0.4837 | 0.314841 |
48 | -0.078463 | -0.7648 | 0.223156 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.225847 | 2.2013 | 0.015069 |
2 | -0.150327 | -1.4652 | 0.073083 |
3 | 0.121724 | 1.1864 | 0.119208 |
4 | 0.10209 | 0.995 | 0.16112 |
5 | -0.093711 | -0.9134 | 0.181677 |
6 | 0.080612 | 0.7857 | 0.216996 |
7 | -0.188601 | -1.8383 | 0.034575 |
8 | 0.016211 | 0.158 | 0.437393 |
9 | -0.061614 | -0.6005 | 0.274787 |
10 | -0.012798 | -0.1247 | 0.450496 |
11 | 0.039634 | 0.3863 | 0.350068 |
12 | 0.063116 | 0.6152 | 0.269953 |
13 | 0.0394 | 0.384 | 0.350908 |
14 | 0.024777 | 0.2415 | 0.404845 |
15 | 0.118428 | 1.1543 | 0.125637 |
16 | -0.104868 | -1.0221 | 0.154658 |
17 | 0.129803 | 1.2652 | 0.104453 |
18 | -0.045226 | -0.4408 | 0.330176 |
19 | 0.052804 | 0.5147 | 0.30399 |
20 | 0.035847 | 0.3494 | 0.363782 |
21 | -0.110805 | -1.08 | 0.14144 |
22 | -0.12081 | -1.1775 | 0.120967 |
23 | 0.153936 | 1.5004 | 0.068415 |
24 | 0.039046 | 0.3806 | 0.352184 |
25 | -0.052449 | -0.5112 | 0.305195 |
26 | -0.099107 | -0.966 | 0.168253 |
27 | 0.059713 | 0.582 | 0.28097 |
28 | -0.017992 | -0.1754 | 0.430585 |
29 | -0.082291 | -0.8021 | 0.212256 |
30 | -0.035836 | -0.3493 | 0.363822 |
31 | -0.079828 | -0.7781 | 0.219231 |
32 | -0.154697 | -1.5078 | 0.067462 |
33 | 0.10727 | 1.0455 | 0.149214 |
34 | -0.014299 | -0.1394 | 0.444725 |
35 | -0.099119 | -0.9661 | 0.168225 |
36 | 0.094143 | 0.9176 | 0.180577 |
37 | -0.047889 | -0.4668 | 0.320868 |
38 | 0.016797 | 0.1637 | 0.435152 |
39 | 0.024726 | 0.241 | 0.405037 |
40 | -0.055698 | -0.5429 | 0.294243 |
41 | 0.066427 | 0.6475 | 0.25945 |
42 | 0.040718 | 0.3969 | 0.346178 |
43 | 0.015422 | 0.1503 | 0.440417 |
44 | -0.013895 | -0.1354 | 0.446279 |
45 | -0.005724 | -0.0558 | 0.477814 |
46 | 0.017267 | 0.1683 | 0.433351 |
47 | -0.050894 | -0.4961 | 0.3105 |
48 | -0.134424 | -1.3102 | 0.096643 |