Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.153973 | 1.3065 | 0.097769 |
2 | -0.028867 | -0.2449 | 0.403597 |
3 | -0.055017 | -0.4668 | 0.321013 |
4 | -0.1155 | -0.9801 | 0.165171 |
5 | -0.082611 | -0.701 | 0.242788 |
6 | -0.162757 | -1.381 | 0.085769 |
7 | 0.03584 | 0.3041 | 0.380961 |
8 | -0.042625 | -0.3617 | 0.359322 |
9 | 0.042019 | 0.3565 | 0.361238 |
10 | -0.080458 | -0.6827 | 0.248491 |
11 | 0.000773 | 0.0066 | 0.497391 |
12 | 0.148023 | 1.256 | 0.106586 |
13 | -0.077506 | -0.6577 | 0.256428 |
14 | -0.034275 | -0.2908 | 0.386006 |
15 | -0.099089 | -0.8408 | 0.201623 |
16 | -0.074859 | -0.6352 | 0.263656 |
17 | 0.027716 | 0.2352 | 0.407368 |
18 | -0.016415 | -0.1393 | 0.444805 |
19 | 0.087484 | 0.7423 | 0.230152 |
20 | 0.006676 | 0.0566 | 0.477492 |
21 | -0.023447 | -0.199 | 0.421429 |
22 | -0.03457 | -0.2933 | 0.385055 |
23 | -0.000356 | -0.003 | 0.4988 |
24 | 0.044861 | 0.3807 | 0.352289 |
25 | -0.078635 | -0.6672 | 0.253376 |
26 | -0.023077 | -0.1958 | 0.422653 |
27 | -0.02554 | -0.2167 | 0.414522 |
28 | -0.032638 | -0.2769 | 0.391308 |
29 | 0.044263 | 0.3756 | 0.354165 |
30 | -0.035221 | -0.2989 | 0.382955 |
31 | -0.038346 | -0.3254 | 0.372921 |
32 | -0.08482 | -0.7197 | 0.237012 |
33 | 0.007414 | 0.0629 | 0.475007 |
34 | -0.07207 | -0.6115 | 0.271386 |
35 | 0.075179 | 0.6379 | 0.262775 |
36 | 0.248765 | 2.1108 | 0.01913 |
37 | -0.039776 | -0.3375 | 0.368356 |
38 | -0.024563 | -0.2084 | 0.417744 |
39 | -0.071038 | -0.6028 | 0.274276 |
40 | -0.06316 | -0.5359 | 0.29683 |
41 | -0.032614 | -0.2767 | 0.391388 |
42 | 0.019276 | 0.1636 | 0.435265 |
43 | 0.035152 | 0.2983 | 0.383176 |
44 | -0.038321 | -0.3252 | 0.373 |
45 | -0.001407 | -0.0119 | 0.495253 |
46 | -0.025876 | -0.2196 | 0.413415 |
47 | 0.070026 | 0.5942 | 0.277124 |
48 | 0.045557 | 0.3866 | 0.350109 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.153973 | 1.3065 | 0.097769 |
2 | -0.053852 | -0.4569 | 0.324542 |
3 | -0.043187 | -0.3665 | 0.357549 |
4 | -0.104363 | -0.8855 | 0.189405 |
5 | -0.054315 | -0.4609 | 0.323137 |
6 | -0.159194 | -1.3508 | 0.090493 |
7 | 0.071866 | 0.6098 | 0.271956 |
8 | -0.097078 | -0.8237 | 0.206406 |
9 | 0.046028 | 0.3906 | 0.348637 |
10 | -0.147491 | -1.2515 | 0.107402 |
11 | 0.035287 | 0.2994 | 0.382741 |
12 | 0.102299 | 0.868 | 0.19413 |
13 | -0.114091 | -0.9681 | 0.16812 |
14 | -0.036462 | -0.3094 | 0.37896 |
15 | -0.088191 | -0.7483 | 0.228352 |
16 | -0.080662 | -0.6844 | 0.247948 |
17 | 0.058435 | 0.4958 | 0.310761 |
18 | -0.04883 | -0.4143 | 0.33993 |
19 | 0.043446 | 0.3687 | 0.356734 |
20 | -0.043493 | -0.3691 | 0.356586 |
21 | -0.073465 | -0.6234 | 0.267506 |
22 | 0.004242 | 0.036 | 0.485692 |
23 | -0.005471 | -0.0464 | 0.481551 |
24 | 0.002113 | 0.0179 | 0.492872 |
25 | -0.071201 | -0.6042 | 0.273818 |
26 | -0.057542 | -0.4883 | 0.313423 |
27 | 0.001455 | 0.0123 | 0.495092 |
28 | -0.056589 | -0.4802 | 0.316279 |
29 | 0.026978 | 0.2289 | 0.409791 |
30 | -0.0742 | -0.6296 | 0.265472 |
31 | -0.11809 | -1.002 | 0.159844 |
32 | -0.08239 | -0.6991 | 0.243371 |
33 | 0.016134 | 0.1369 | 0.445745 |
34 | -0.128551 | -1.0908 | 0.1395 |
35 | 0.091094 | 0.773 | 0.22104 |
36 | 0.139301 | 1.182 | 0.120545 |
37 | -0.137544 | -1.1671 | 0.123511 |
38 | -0.040799 | -0.3462 | 0.365104 |
39 | -0.054774 | -0.4648 | 0.321749 |
40 | -0.070123 | -0.595 | 0.27685 |
41 | -0.031722 | -0.2692 | 0.394283 |
42 | 0.025743 | 0.2184 | 0.413855 |
43 | -0.041992 | -0.3563 | 0.361323 |
44 | -0.076578 | -0.6498 | 0.258948 |
45 | -0.065158 | -0.5529 | 0.291028 |
46 | 0.005926 | 0.0503 | 0.480016 |
47 | -0.027151 | -0.2304 | 0.409223 |
48 | -0.055745 | -0.473 | 0.318819 |