Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.051856 | 0.44 | 0.330624 |
2 | -0.135933 | -1.1534 | 0.126274 |
3 | 0.051663 | 0.4384 | 0.331214 |
4 | 0.087121 | 0.7392 | 0.23108 |
5 | -0.225065 | -1.9097 | 0.030075 |
6 | -0.233492 | -1.9812 | 0.025692 |
7 | -0.025023 | -0.2123 | 0.416225 |
8 | -0.081988 | -0.6957 | 0.24443 |
9 | 0.056641 | 0.4806 | 0.316124 |
10 | -0.065456 | -0.5554 | 0.290166 |
11 | 0.13502 | 1.1457 | 0.127859 |
12 | 0.109342 | 0.9278 | 0.178306 |
13 | 0.122732 | 1.0414 | 0.150583 |
14 | -0.048889 | -0.4148 | 0.339749 |
15 | -0.082075 | -0.6964 | 0.2442 |
16 | -0.046621 | -0.3956 | 0.346787 |
17 | -0.072058 | -0.6114 | 0.271419 |
18 | -0.07553 | -0.6409 | 0.261812 |
19 | -0.211239 | -1.7924 | 0.038633 |
20 | 0.031302 | 0.2656 | 0.39565 |
21 | 0.02971 | 0.2521 | 0.400841 |
22 | 0.178688 | 1.5162 | 0.066921 |
23 | 0.026413 | 0.2241 | 0.411647 |
24 | 0.082699 | 0.7017 | 0.242557 |
25 | 0.050142 | 0.4255 | 0.335881 |
26 | 0.064746 | 0.5494 | 0.292219 |
27 | 0.025602 | 0.2172 | 0.414317 |
28 | -0.128363 | -1.0892 | 0.13985 |
29 | -0.047466 | -0.4028 | 0.344157 |
30 | -0.049879 | -0.4232 | 0.336692 |
31 | 0.028165 | 0.239 | 0.405898 |
32 | -0.144379 | -1.2251 | 0.112265 |
33 | 0.119086 | 1.0105 | 0.157826 |
34 | 0.134767 | 1.1435 | 0.128302 |
35 | -0.094883 | -0.8051 | 0.211704 |
36 | 0.004789 | 0.0406 | 0.48385 |
37 | 0.074814 | 0.6348 | 0.263779 |
38 | -0.052366 | -0.4443 | 0.329064 |
39 | -0.035482 | -0.3011 | 0.382112 |
40 | 0.042593 | 0.3614 | 0.359425 |
41 | -0.074108 | -0.6288 | 0.265726 |
42 | -0.03993 | -0.3388 | 0.367866 |
43 | 0.022862 | 0.194 | 0.423365 |
44 | 0.013867 | 0.1177 | 0.45333 |
45 | -0.025794 | -0.2189 | 0.413686 |
46 | 0.018742 | 0.159 | 0.437045 |
47 | 0.064076 | 0.5437 | 0.294162 |
48 | 0.006125 | 0.052 | 0.479347 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.051856 | 0.44 | 0.330624 |
2 | -0.138996 | -1.1794 | 0.121056 |
3 | 0.068401 | 0.5804 | 0.281728 |
4 | 0.06224 | 0.5281 | 0.299519 |
5 | -0.225068 | -1.9098 | 0.030073 |
6 | -0.20106 | -1.706 | 0.046155 |
7 | -0.073662 | -0.625 | 0.26696 |
8 | -0.132315 | -1.1227 | 0.132641 |
9 | 0.113806 | 0.9657 | 0.168718 |
10 | -0.127043 | -1.078 | 0.142318 |
11 | 0.097167 | 0.8245 | 0.206193 |
12 | 0.021176 | 0.1797 | 0.428953 |
13 | 0.091728 | 0.7783 | 0.21946 |
14 | -0.052359 | -0.4443 | 0.329086 |
15 | -0.096165 | -0.816 | 0.2086 |
16 | -0.083983 | -0.7126 | 0.239191 |
17 | -0.019399 | -0.1646 | 0.434857 |
18 | -0.031153 | -0.2643 | 0.396136 |
19 | -0.165672 | -1.4058 | 0.082047 |
20 | -0.026822 | -0.2276 | 0.410303 |
21 | -0.053803 | -0.4565 | 0.32469 |
22 | 0.167193 | 1.4187 | 0.080154 |
23 | -0.009203 | -0.0781 | 0.468986 |
24 | 0.001786 | 0.0152 | 0.493976 |
25 | -0.072856 | -0.6182 | 0.269195 |
26 | 0.064199 | 0.5447 | 0.293806 |
27 | 0.088953 | 0.7548 | 0.226418 |
28 | -0.011809 | -0.1002 | 0.46023 |
29 | -0.056684 | -0.481 | 0.315995 |
30 | 0.000559 | 0.0047 | 0.498113 |
31 | 0.058386 | 0.4954 | 0.310905 |
32 | -0.042816 | -0.3633 | 0.358722 |
33 | 0.088147 | 0.7479 | 0.228463 |
34 | 0.017195 | 0.1459 | 0.442203 |
35 | -0.175137 | -1.4861 | 0.070811 |
36 | 0.062997 | 0.5345 | 0.297306 |
37 | -7.5e-05 | -6e-04 | 0.499746 |
38 | -0.113447 | -0.9626 | 0.169478 |
39 | 0.107792 | 0.9146 | 0.181714 |
40 | -0.022184 | -0.1882 | 0.425612 |
41 | 0.063146 | 0.5358 | 0.296869 |
42 | -0.016533 | -0.1403 | 0.444411 |
43 | -0.005536 | -0.047 | 0.481332 |
44 | -0.033326 | -0.2828 | 0.389079 |
45 | -0.000293 | -0.0025 | 0.499012 |
46 | -0.002811 | -0.0239 | 0.490517 |
47 | 0.053514 | 0.4541 | 0.325567 |
48 | -0.040757 | -0.3458 | 0.365237 |