Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.144612 | 1.2271 | 0.111897 |
2 | 0.101424 | 0.8606 | 0.196153 |
3 | -0.01733 | -0.1471 | 0.441751 |
4 | -0.035526 | -0.3015 | 0.381969 |
5 | -0.077689 | -0.6592 | 0.255931 |
6 | -0.208738 | -1.7712 | 0.040379 |
7 | -0.04846 | -0.4112 | 0.341076 |
8 | -0.05616 | -0.4765 | 0.317568 |
9 | -0.058313 | -0.4948 | 0.311122 |
10 | 0.134064 | 1.1376 | 0.129536 |
11 | 0.067667 | 0.5742 | 0.283821 |
12 | 0.253921 | 2.1546 | 0.01727 |
13 | 0.160334 | 1.3605 | 0.088961 |
14 | 0.209376 | 1.7766 | 0.039928 |
15 | -0.026671 | -0.2263 | 0.410802 |
16 | 0.065049 | 0.552 | 0.291344 |
17 | -0.135524 | -1.15 | 0.126983 |
18 | -0.135575 | -1.1504 | 0.126895 |
19 | -0.064436 | -0.5468 | 0.293117 |
20 | -0.031097 | -0.2639 | 0.396318 |
21 | 0.02942 | 0.2496 | 0.401789 |
22 | 0.020369 | 0.1728 | 0.431633 |
23 | 0.10466 | 0.8881 | 0.188729 |
24 | 0.1297 | 1.1005 | 0.137382 |
25 | -0.000459 | -0.0039 | 0.49845 |
26 | -0.00321 | -0.0272 | 0.489174 |
27 | -0.060062 | -0.5096 | 0.305931 |
28 | 0.108046 | 0.9168 | 0.181155 |
29 | -0.13917 | -1.1809 | 0.120765 |
30 | 0.000988 | 0.0084 | 0.496668 |
31 | -0.08441 | -0.7162 | 0.238079 |
32 | -0.052776 | -0.4478 | 0.327813 |
33 | 0.014542 | 0.1234 | 0.45107 |
34 | -0.019977 | -0.1695 | 0.432934 |
35 | 0.097447 | 0.8269 | 0.205523 |
36 | 0.038122 | 0.3235 | 0.373637 |
37 | -0.008885 | -0.0754 | 0.470055 |
38 | -0.066784 | -0.5667 | 0.286345 |
39 | -0.145853 | -1.2376 | 0.109942 |
40 | -0.038991 | -0.3309 | 0.370858 |
41 | -0.117681 | -0.9986 | 0.160677 |
42 | -0.090087 | -0.7644 | 0.22356 |
43 | -0.017929 | -0.1521 | 0.439753 |
44 | 0.125771 | 1.0672 | 0.144722 |
45 | -0.100923 | -0.8564 | 0.197321 |
46 | -0.034234 | -0.2905 | 0.386141 |
47 | 0.0578 | 0.4905 | 0.312653 |
48 | 0.123178 | 1.0452 | 0.149713 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.144612 | 1.2271 | 0.111897 |
2 | 0.082232 | 0.6978 | 0.243788 |
3 | -0.043891 | -0.3724 | 0.355333 |
4 | -0.036831 | -0.3125 | 0.377774 |
5 | -0.064019 | -0.5432 | 0.294328 |
6 | -0.190359 | -1.6152 | 0.055315 |
7 | 0.013952 | 0.1184 | 0.453045 |
8 | -0.020787 | -0.1764 | 0.430244 |
9 | -0.064682 | -0.5488 | 0.292406 |
10 | 0.152609 | 1.2949 | 0.09974 |
11 | 0.019165 | 0.1626 | 0.435636 |
12 | 0.190557 | 1.6169 | 0.055134 |
13 | 0.114304 | 0.9699 | 0.167672 |
14 | 0.150762 | 1.2793 | 0.102456 |
15 | -0.08765 | -0.7437 | 0.229729 |
16 | 0.139642 | 1.1849 | 0.119976 |
17 | -0.13504 | -1.1459 | 0.127826 |
18 | -0.034398 | -0.2919 | 0.38561 |
19 | 0.050168 | 0.4257 | 0.335803 |
20 | 0.024483 | 0.2077 | 0.418006 |
21 | 0.035477 | 0.301 | 0.382129 |
22 | 0.016825 | 0.1428 | 0.443436 |
23 | 0.035014 | 0.2971 | 0.383622 |
24 | -0.008795 | -0.0746 | 0.47036 |
25 | -0.053808 | -0.4566 | 0.324676 |
26 | -0.159074 | -1.3498 | 0.090656 |
27 | -0.03625 | -0.3076 | 0.37964 |
28 | 0.118227 | 1.0032 | 0.159564 |
29 | -0.122397 | -1.0386 | 0.151239 |
30 | 0.08434 | 0.7156 | 0.238263 |
31 | -0.029754 | -0.2525 | 0.400697 |
32 | -0.08259 | -0.7008 | 0.242842 |
33 | 0.022283 | 0.1891 | 0.425283 |
34 | -0.032203 | -0.2732 | 0.392722 |
35 | -0.019256 | -0.1634 | 0.435333 |
36 | 0.033901 | 0.2877 | 0.387218 |
37 | -0.045313 | -0.3845 | 0.350874 |
38 | -0.130717 | -1.1092 | 0.135523 |
39 | -0.013208 | -0.1121 | 0.455539 |
40 | -0.069213 | -0.5873 | 0.279423 |
41 | -0.053813 | -0.4566 | 0.324659 |
42 | -0.075695 | -0.6423 | 0.261361 |
43 | 0.029776 | 0.2527 | 0.400627 |
44 | 0.084684 | 0.7186 | 0.237366 |
45 | -0.134034 | -1.1373 | 0.129589 |
46 | -0.055804 | -0.4735 | 0.318639 |
47 | 0.038356 | 0.3255 | 0.372889 |
48 | 0.140401 | 1.1913 | 0.118715 |