Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.129065 | 1.1758 | 0.12151 |
2 | 0.042123 | 0.3838 | 0.35107 |
3 | 0.010137 | 0.0924 | 0.463321 |
4 | -0.10393 | -0.9469 | 0.173232 |
5 | -0.11769 | -1.0722 | 0.143368 |
6 | -0.027111 | -0.247 | 0.402761 |
7 | -0.100704 | -0.9175 | 0.180781 |
8 | 0.051025 | 0.4649 | 0.321624 |
9 | -0.05229 | -0.4764 | 0.317526 |
10 | -0.135718 | -1.2365 | 0.109889 |
11 | 0.140751 | 1.2823 | 0.101653 |
12 | 0.158535 | 1.4443 | 0.076206 |
13 | 0.247809 | 2.2576 | 0.013297 |
14 | 0.168274 | 1.5331 | 0.064533 |
15 | -0.130069 | -1.185 | 0.119702 |
16 | -0.119132 | -1.0853 | 0.140456 |
17 | -0.013725 | -0.125 | 0.450395 |
18 | -0.144909 | -1.3202 | 0.095202 |
19 | -0.148065 | -1.3489 | 0.090514 |
20 | -0.006317 | -0.0576 | 0.477122 |
21 | -0.091199 | -0.8309 | 0.204218 |
22 | -0.016386 | -0.1493 | 0.440846 |
23 | 0.063878 | 0.582 | 0.281088 |
24 | 0.017649 | 0.1608 | 0.436324 |
25 | 0.188534 | 1.7176 | 0.044797 |
26 | 0.101136 | 0.9214 | 0.179758 |
27 | -0.035049 | -0.3193 | 0.375148 |
28 | -0.120686 | -1.0995 | 0.137364 |
29 | -0.128421 | -1.17 | 0.12268 |
30 | -0.075981 | -0.6922 | 0.245367 |
31 | -0.018809 | -0.1714 | 0.432181 |
32 | -0.111681 | -1.0175 | 0.155945 |
33 | 0.042488 | 0.3871 | 0.349843 |
34 | 0.040087 | 0.3652 | 0.35794 |
35 | -0.084088 | -0.7661 | 0.2229 |
36 | 0.043663 | 0.3978 | 0.345904 |
37 | 0.027913 | 0.2543 | 0.399948 |
38 | 0.064967 | 0.5919 | 0.27777 |
39 | 0.012697 | 0.1157 | 0.454095 |
40 | 0.031913 | 0.2907 | 0.385987 |
41 | -0.060926 | -0.5551 | 0.290173 |
42 | -0.006813 | -0.0621 | 0.475329 |
43 | -0.096629 | -0.8803 | 0.19061 |
44 | -0.042905 | -0.3909 | 0.348443 |
45 | -0.037997 | -0.3462 | 0.365044 |
46 | -0.075501 | -0.6878 | 0.246735 |
47 | 0.079779 | 0.7268 | 0.234691 |
48 | -0.002038 | -0.0186 | 0.492616 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.129065 | 1.1758 | 0.12151 |
2 | 0.025896 | 0.2359 | 0.407035 |
3 | 0.001525 | 0.0139 | 0.494474 |
4 | -0.108361 | -0.9872 | 0.163204 |
5 | -0.094272 | -0.8589 | 0.196446 |
6 | 0.005879 | 0.0536 | 0.478709 |
7 | -0.09133 | -0.8321 | 0.203883 |
8 | 0.069743 | 0.6354 | 0.263461 |
9 | -0.085373 | -0.7778 | 0.219454 |
10 | -0.140017 | -1.2756 | 0.102825 |
11 | 0.168363 | 1.5339 | 0.064434 |
12 | 0.134402 | 1.2245 | 0.112121 |
13 | 0.230674 | 2.1015 | 0.019313 |
14 | 0.069046 | 0.629 | 0.265527 |
15 | -0.201052 | -1.8317 | 0.035294 |
16 | -0.088245 | -0.804 | 0.21186 |
17 | 0.078221 | 0.7126 | 0.239037 |
18 | -0.010117 | -0.0922 | 0.463391 |
19 | -0.170289 | -1.5514 | 0.062304 |
20 | -0.042253 | -0.3849 | 0.350632 |
21 | -0.071462 | -0.6511 | 0.258405 |
22 | 0.023284 | 0.2121 | 0.416263 |
23 | 0.144883 | 1.32 | 0.09524 |
24 | -0.078063 | -0.7112 | 0.239482 |
25 | -0.00601 | -0.0548 | 0.478232 |
26 | -0.013023 | -0.1186 | 0.452923 |
27 | 0.004129 | 0.0376 | 0.48504 |
28 | -0.086774 | -0.7905 | 0.21573 |
29 | -0.063993 | -0.583 | 0.280736 |
30 | 0.004126 | 0.0376 | 0.485052 |
31 | -0.007419 | -0.0676 | 0.473138 |
32 | 0.014055 | 0.128 | 0.44921 |
33 | 0.089335 | 0.8139 | 0.20902 |
34 | -0.041152 | -0.3749 | 0.35434 |
35 | -0.104968 | -0.9563 | 0.170847 |
36 | -0.00038 | -0.0035 | 0.498623 |
37 | -0.062012 | -0.565 | 0.286814 |
38 | 0.02024 | 0.1844 | 0.427075 |
39 | -0.061805 | -0.5631 | 0.287453 |
40 | 0.077222 | 0.7035 | 0.241848 |
41 | 0.043804 | 0.3991 | 0.345434 |
42 | 0.063902 | 0.5822 | 0.281015 |
43 | -0.073005 | -0.6651 | 0.253914 |
44 | -0.068835 | -0.6271 | 0.266152 |
45 | -0.030068 | -0.2739 | 0.392409 |
46 | -0.106357 | -0.969 | 0.167691 |
47 | 0.078384 | 0.7141 | 0.238582 |
48 | -0.042457 | -0.3868 | 0.349946 |