Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.002625 | 0.0286 | 0.4886 |
2 | -0.003594 | -0.0392 | 0.484397 |
3 | -0.129402 | -1.4116 | 0.080338 |
4 | -0.154044 | -1.6804 | 0.047749 |
5 | -0.039807 | -0.4342 | 0.332449 |
6 | -0.179286 | -1.9558 | 0.026418 |
7 | 0.074621 | 0.814 | 0.208629 |
8 | -0.099271 | -1.0829 | 0.140516 |
9 | 0.001928 | 0.021 | 0.491626 |
10 | -0.039932 | -0.4356 | 0.331957 |
11 | 0.086824 | 0.9471 | 0.172745 |
12 | 0.197732 | 2.157 | 0.016508 |
13 | 0.010011 | 0.1092 | 0.456613 |
14 | 0.103499 | 1.129 | 0.130575 |
15 | 0.080151 | 0.8743 | 0.191847 |
16 | -0.092293 | -1.0068 | 0.158037 |
17 | -0.091117 | -0.994 | 0.161127 |
18 | -0.090129 | -0.9832 | 0.163753 |
19 | -0.185334 | -2.0218 | 0.022722 |
20 | -0.061474 | -0.6706 | 0.251885 |
21 | -0.066023 | -0.7202 | 0.236399 |
22 | 0.134301 | 1.4651 | 0.072772 |
23 | 0.198362 | 2.1639 | 0.016236 |
24 | 0.157793 | 1.7213 | 0.043896 |
25 | -0.027464 | -0.2996 | 0.382503 |
26 | -0.03717 | -0.4055 | 0.342928 |
27 | 0.036886 | 0.4024 | 0.344065 |
28 | -0.106342 | -1.1601 | 0.124174 |
29 | -0.013561 | -0.1479 | 0.441324 |
30 | -0.101273 | -1.1048 | 0.135746 |
31 | -0.104615 | -1.1412 | 0.128037 |
32 | -0.124238 | -1.3553 | 0.088949 |
33 | -0.057229 | -0.6243 | 0.266815 |
34 | 0.096738 | 1.0553 | 0.146716 |
35 | 0.003228 | 0.0352 | 0.485983 |
36 | 0.193371 | 2.1094 | 0.018502 |
37 | -0.052319 | -0.5707 | 0.284628 |
38 | 0.085901 | 0.9371 | 0.175312 |
39 | 0.017671 | 0.1928 | 0.423733 |
40 | -0.120211 | -1.3114 | 0.096132 |
41 | 0.130397 | 1.4225 | 0.078754 |
42 | -0.180445 | -1.9684 | 0.025673 |
43 | -0.039199 | -0.4276 | 0.334855 |
44 | -0.183088 | -1.9973 | 0.02404 |
45 | 0.013569 | 0.148 | 0.441289 |
46 | 0.085101 | 0.9283 | 0.177554 |
47 | 0.071077 | 0.7754 | 0.219834 |
48 | 0.116117 | 1.2667 | 0.103871 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.002625 | 0.0286 | 0.4886 |
2 | -0.003601 | -0.0393 | 0.484367 |
3 | -0.129385 | -1.4114 | 0.080364 |
4 | -0.156051 | -1.7023 | 0.045654 |
5 | -0.044955 | -0.4904 | 0.312378 |
6 | -0.207783 | -2.2666 | 0.012609 |
7 | 0.024616 | 0.2685 | 0.394379 |
8 | -0.154592 | -1.6864 | 0.047169 |
9 | -0.077475 | -0.8452 | 0.199861 |
10 | -0.116613 | -1.2721 | 0.10291 |
11 | 0.038949 | 0.4249 | 0.335846 |
12 | 0.120322 | 1.3126 | 0.09593 |
13 | 0.001429 | 0.0156 | 0.493796 |
14 | 0.077037 | 0.8404 | 0.201192 |
15 | 0.178285 | 1.9449 | 0.027076 |
16 | -0.042222 | -0.4606 | 0.322968 |
17 | 0.002011 | 0.0219 | 0.491268 |
18 | 0.013635 | 0.1487 | 0.441004 |
19 | -0.194976 | -2.1269 | 0.017745 |
20 | -0.054363 | -0.593 | 0.277144 |
21 | -0.105939 | -1.1557 | 0.125067 |
22 | 0.032357 | 0.353 | 0.362366 |
23 | 0.129939 | 1.4175 | 0.079479 |
24 | 0.111731 | 1.2188 | 0.112658 |
25 | -0.072183 | -0.7874 | 0.216299 |
26 | -0.01328 | -0.1449 | 0.442529 |
27 | 0.037758 | 0.4119 | 0.340578 |
28 | -0.033998 | -0.3709 | 0.355696 |
29 | -0.034656 | -0.3781 | 0.353033 |
30 | -0.057092 | -0.6228 | 0.267303 |
31 | -0.06378 | -0.6958 | 0.243969 |
32 | -0.121051 | -1.3205 | 0.0946 |
33 | -0.048981 | -0.5343 | 0.297057 |
34 | 0.00435 | 0.0475 | 0.481115 |
35 | -0.167599 | -1.8283 | 0.035006 |
36 | 0.06745 | 0.7358 | 0.231651 |
37 | -0.159201 | -1.7367 | 0.042516 |
38 | -0.06712 | -0.7322 | 0.232746 |
39 | 0.014184 | 0.1547 | 0.438647 |
40 | -0.10598 | -1.1561 | 0.124977 |
41 | 0.157777 | 1.7211 | 0.043912 |
42 | -0.055348 | -0.6038 | 0.273572 |
43 | 0.006954 | 0.0759 | 0.469831 |
44 | -0.107448 | -1.1721 | 0.121746 |
45 | -0.042302 | -0.4615 | 0.322656 |
46 | -0.006268 | -0.0684 | 0.472803 |
47 | 0.029578 | 0.3227 | 0.37376 |
48 | -0.052274 | -0.5702 | 0.284795 |