Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.152601 | 1.3903 | 0.084083 |
2 | -0.011123 | -0.1013 | 0.459764 |
3 | -0.043048 | -0.3922 | 0.347965 |
4 | -0.018444 | -0.168 | 0.433483 |
5 | -0.071258 | -0.6492 | 0.259002 |
6 | -0.060955 | -0.5553 | 0.290083 |
7 | -0.092819 | -0.8456 | 0.200098 |
8 | -0.053607 | -0.4884 | 0.313284 |
9 | -0.066384 | -0.6048 | 0.273485 |
10 | -0.117246 | -1.0682 | 0.144272 |
11 | 0.015685 | 0.1429 | 0.443358 |
12 | 0.236497 | 2.1546 | 0.017046 |
13 | 0.016219 | 0.1478 | 0.441444 |
14 | -0.175877 | -1.6023 | 0.056443 |
15 | 0.017032 | 0.1552 | 0.438532 |
16 | -0.085295 | -0.7771 | 0.219662 |
17 | -0.047413 | -0.432 | 0.333449 |
18 | -0.057992 | -0.5283 | 0.29934 |
19 | -0.038816 | -0.3536 | 0.362258 |
20 | -0.01402 | -0.1277 | 0.449335 |
21 | 0.023788 | 0.2167 | 0.414479 |
22 | -0.033559 | -0.3057 | 0.380286 |
23 | 0.026135 | 0.2381 | 0.406196 |
24 | 0.349096 | 3.1804 | 0.001034 |
25 | 0.1321 | 1.2035 | 0.116105 |
26 | 0.07823 | 0.7127 | 0.239011 |
27 | 0.0069 | 0.0629 | 0.475014 |
28 | 0.008838 | 0.0805 | 0.468011 |
29 | -0.051068 | -0.4652 | 0.321486 |
30 | -0.041211 | -0.3754 | 0.354143 |
31 | -0.044241 | -0.4031 | 0.343971 |
32 | -0.088635 | -0.8075 | 0.210843 |
33 | -0.054953 | -0.5006 | 0.308972 |
34 | -0.032114 | -0.2926 | 0.385291 |
35 | 0.005338 | 0.0486 | 0.480667 |
36 | 0.206647 | 1.8826 | 0.031626 |
37 | -0.001017 | -0.0093 | 0.496314 |
38 | -0.211514 | -1.927 | 0.028702 |
39 | -0.026737 | -0.2436 | 0.404075 |
40 | -0.077772 | -0.7085 | 0.240299 |
41 | -0.033668 | -0.3067 | 0.379909 |
42 | -0.055191 | -0.5028 | 0.308215 |
43 | -0.031949 | -0.2911 | 0.385863 |
44 | -0.076769 | -0.6994 | 0.24313 |
45 | -0.03658 | -0.3333 | 0.369891 |
46 | 0.015344 | 0.1398 | 0.444581 |
47 | 0.056657 | 0.5162 | 0.303554 |
48 | 0.132799 | 1.2099 | 0.114884 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.152601 | 1.3903 | 0.084083 |
2 | -0.035231 | -0.321 | 0.374521 |
3 | -0.036816 | -0.3354 | 0.369081 |
4 | -0.006578 | -0.0599 | 0.476178 |
5 | -0.070875 | -0.6457 | 0.260127 |
6 | -0.042506 | -0.3872 | 0.349783 |
7 | -0.083301 | -0.7589 | 0.225028 |
8 | -0.036751 | -0.3348 | 0.369304 |
9 | -0.065153 | -0.5936 | 0.277208 |
10 | -0.118977 | -1.0839 | 0.140768 |
11 | 0.034436 | 0.3137 | 0.377259 |
12 | 0.213715 | 1.947 | 0.027456 |
13 | -0.07756 | -0.7066 | 0.240894 |
14 | -0.19928 | -1.8155 | 0.036527 |
15 | 0.072341 | 0.6591 | 0.255843 |
16 | -0.127517 | -1.1617 | 0.124336 |
17 | -0.039818 | -0.3628 | 0.358855 |
18 | -0.044246 | -0.4031 | 0.343957 |
19 | -0.040518 | -0.3691 | 0.356483 |
20 | -0.024277 | -0.2212 | 0.412751 |
21 | 0.006088 | 0.0555 | 0.477951 |
22 | -0.021259 | -0.1937 | 0.423451 |
23 | -0.026802 | -0.2442 | 0.403847 |
24 | 0.281225 | 2.5621 | 0.006106 |
25 | 0.040915 | 0.3728 | 0.355141 |
26 | 0.120115 | 1.0943 | 0.138494 |
27 | -0.036159 | -0.3294 | 0.371333 |
28 | 0.033228 | 0.3027 | 0.381429 |
29 | 0.013848 | 0.1262 | 0.449955 |
30 | -0.031378 | -0.2859 | 0.387845 |
31 | 0.055013 | 0.5012 | 0.308783 |
32 | -0.100651 | -0.917 | 0.180907 |
33 | 0.007808 | 0.0711 | 0.471731 |
34 | 0.054968 | 0.5008 | 0.308926 |
35 | 0.032633 | 0.2973 | 0.383491 |
36 | 0.091946 | 0.8377 | 0.20231 |
37 | -0.088627 | -0.8074 | 0.210862 |
38 | -0.170712 | -1.5553 | 0.061844 |
39 | 0.02307 | 0.2102 | 0.417021 |
40 | -0.025232 | -0.2299 | 0.409376 |
41 | -0.030309 | -0.2761 | 0.391568 |
42 | -0.007043 | -0.0642 | 0.474497 |
43 | -0.037449 | -0.3412 | 0.366918 |
44 | -0.059627 | -0.5432 | 0.294216 |
45 | -0.056244 | -0.5124 | 0.304865 |
46 | -0.001045 | -0.0095 | 0.496214 |
47 | 0.003251 | 0.0296 | 0.488221 |
48 | -0.09005 | -0.8204 | 0.207171 |