Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.091672 | 0.8402 | 0.201594 |
2 | 0.050593 | 0.4637 | 0.322035 |
3 | 0.143138 | 1.3119 | 0.096567 |
4 | -0.021959 | -0.2013 | 0.420492 |
5 | 0.021678 | 0.1987 | 0.421495 |
6 | -0.009794 | -0.0898 | 0.464344 |
7 | -0.065721 | -0.6023 | 0.274286 |
8 | 0.013724 | 0.1258 | 0.450101 |
9 | 0.055614 | 0.5097 | 0.305794 |
10 | -0.060574 | -0.5552 | 0.290127 |
11 | -0.067592 | -0.6195 | 0.268635 |
12 | 0.109669 | 1.0051 | 0.158859 |
13 | -0.006519 | -0.0597 | 0.476249 |
14 | -0.171616 | -1.5729 | 0.059752 |
15 | 0.054554 | 0.5 | 0.309193 |
16 | -0.099189 | -0.9091 | 0.182954 |
17 | -0.190923 | -1.7498 | 0.041899 |
18 | 0.119963 | 1.0995 | 0.137351 |
19 | -0.118497 | -1.086 | 0.140284 |
20 | -0.08796 | -0.8062 | 0.211211 |
21 | -0.081878 | -0.7504 | 0.227549 |
22 | -0.088896 | -0.8147 | 0.208761 |
23 | -0.069713 | -0.6389 | 0.262303 |
24 | -0.101185 | -0.9274 | 0.178194 |
25 | -0.034841 | -0.3193 | 0.375137 |
26 | -0.090767 | -0.8319 | 0.203913 |
27 | 0.135402 | 1.241 | 0.109033 |
28 | -0.041048 | -0.3762 | 0.353854 |
29 | -0.108328 | -0.9928 | 0.161819 |
30 | -0.004429 | -0.0406 | 0.483858 |
31 | -0.071709 | -0.6572 | 0.256416 |
32 | -0.103182 | -0.9457 | 0.173514 |
33 | 0.07408 | 0.679 | 0.249517 |
34 | 0.0068 | 0.0623 | 0.475228 |
35 | -0.009825 | -0.0901 | 0.464231 |
36 | 0.17879 | 1.6386 | 0.052515 |
37 | 0.075702 | 0.6938 | 0.244855 |
38 | 0.106238 | 0.9737 | 0.166503 |
39 | 0.016251 | 0.1489 | 0.440979 |
40 | -0.013475 | -0.1235 | 0.451004 |
41 | 0.028415 | 0.2604 | 0.397584 |
42 | 0.047598 | 0.4362 | 0.331889 |
43 | -0.006581 | -0.0603 | 0.476022 |
44 | 0.010855 | 0.0995 | 0.460495 |
45 | 0.1034 | 0.9477 | 0.173007 |
46 | -0.05995 | -0.5495 | 0.292077 |
47 | -0.078322 | -0.7178 | 0.237426 |
48 | 0.038677 | 0.3545 | 0.361932 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.091672 | 0.8402 | 0.201594 |
2 | 0.042546 | 0.3899 | 0.348782 |
3 | 0.136186 | 1.2482 | 0.107719 |
4 | -0.049128 | -0.4503 | 0.326839 |
5 | 0.016965 | 0.1555 | 0.438405 |
6 | -0.031035 | -0.2844 | 0.388387 |
7 | -0.055094 | -0.5049 | 0.307458 |
8 | 0.019853 | 0.182 | 0.428028 |
9 | 0.066234 | 0.607 | 0.272729 |
10 | -0.058918 | -0.54 | 0.295315 |
11 | -0.072405 | -0.6636 | 0.254381 |
12 | 0.117874 | 1.0803 | 0.141543 |
13 | -0.004391 | -0.0402 | 0.483997 |
14 | -0.181916 | -1.6673 | 0.049591 |
15 | 0.065591 | 0.6011 | 0.27468 |
16 | -0.080749 | -0.7401 | 0.230659 |
17 | -0.171957 | -1.576 | 0.059391 |
18 | 0.154194 | 1.4132 | 0.080645 |
19 | -0.075978 | -0.6963 | 0.244067 |
20 | -0.082049 | -0.752 | 0.22708 |
21 | -0.138957 | -1.2736 | 0.103166 |
22 | 0.009911 | 0.0908 | 0.463918 |
23 | -0.053774 | -0.4929 | 0.311702 |
24 | -0.14005 | -1.2836 | 0.10141 |
25 | 0.034445 | 0.3157 | 0.376509 |
26 | -0.046638 | -0.4274 | 0.335073 |
27 | 0.102938 | 0.9434 | 0.17408 |
28 | -0.095187 | -0.8724 | 0.192737 |
29 | -0.024546 | -0.225 | 0.411276 |
30 | -0.119614 | -1.0963 | 0.138045 |
31 | -0.123703 | -1.1338 | 0.130061 |
32 | -0.013058 | -0.1197 | 0.45251 |
33 | 0.057525 | 0.5272 | 0.299712 |
34 | -0.006711 | -0.0615 | 0.475551 |
35 | -0.034118 | -0.3127 | 0.377644 |
36 | 0.134403 | 1.2318 | 0.110725 |
37 | 0.035239 | 0.323 | 0.373761 |
38 | 0.01731 | 0.1586 | 0.437165 |
39 | -0.082821 | -0.7591 | 0.224968 |
40 | -0.076685 | -0.7028 | 0.242052 |
41 | 0.020209 | 0.1852 | 0.426751 |
42 | 0.019554 | 0.1792 | 0.429101 |
43 | -0.008921 | -0.0818 | 0.467514 |
44 | 0.071368 | 0.6541 | 0.257417 |
45 | -0.066774 | -0.612 | 0.271099 |
46 | -0.131307 | -1.2035 | 0.116091 |
47 | -0.073391 | -0.6726 | 0.25151 |
48 | 0.022019 | 0.2018 | 0.420277 |