Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.147852 | 1.347 | 0.090824 |
2 | 0.047636 | 0.434 | 0.332714 |
3 | -0.012986 | -0.1183 | 0.453054 |
4 | -0.092681 | -0.8444 | 0.200446 |
5 | -0.142801 | -1.301 | 0.098433 |
6 | -0.252554 | -2.3009 | 0.011953 |
7 | 0.038466 | 0.3504 | 0.363448 |
8 | -0.002118 | -0.0193 | 0.492327 |
9 | -0.003107 | -0.0283 | 0.488744 |
10 | 0.006889 | 0.0628 | 0.475052 |
11 | -0.04323 | -0.3938 | 0.347352 |
12 | -0.053273 | -0.4853 | 0.314357 |
13 | -0.10291 | -0.9376 | 0.175597 |
14 | -0.072875 | -0.6639 | 0.254289 |
15 | 0.04685 | 0.4268 | 0.335305 |
16 | -0.042864 | -0.3905 | 0.348581 |
17 | -0.002327 | -0.0212 | 0.491568 |
18 | 0.067302 | 0.6132 | 0.270727 |
19 | -0.001891 | -0.0172 | 0.493149 |
20 | -0.152687 | -1.391 | 0.083965 |
21 | 0.068198 | 0.6213 | 0.268048 |
22 | -0.012946 | -0.1179 | 0.4532 |
23 | -0.052563 | -0.4789 | 0.316644 |
24 | 0.009944 | 0.0906 | 0.464018 |
25 | 0.042393 | 0.3862 | 0.350163 |
26 | 0.03235 | 0.2947 | 0.384471 |
27 | 0.081941 | 0.7465 | 0.228733 |
28 | 0.022284 | 0.203 | 0.419809 |
29 | -0.097971 | -0.8926 | 0.187338 |
30 | -0.030273 | -0.2758 | 0.391693 |
31 | -0.010741 | -0.0979 | 0.461143 |
32 | 0.069391 | 0.6322 | 0.264504 |
33 | -0.101444 | -0.9242 | 0.179031 |
34 | 0.009711 | 0.0885 | 0.464858 |
35 | 0.039746 | 0.3621 | 0.359099 |
36 | 0.019201 | 0.1749 | 0.430781 |
37 | 0.028714 | 0.2616 | 0.39714 |
38 | -0.061483 | -0.5601 | 0.288447 |
39 | 0.108822 | 0.9914 | 0.162182 |
40 | 0.038664 | 0.3522 | 0.362775 |
41 | -0.071089 | -0.6477 | 0.259498 |
42 | 0.0391 | 0.3562 | 0.361291 |
43 | -0.030576 | -0.2786 | 0.390638 |
44 | 0.019498 | 0.1776 | 0.429723 |
45 | -0.000564 | -0.0051 | 0.497955 |
46 | 0.079567 | 0.7249 | 0.235279 |
47 | -0.011113 | -0.1012 | 0.4598 |
48 | 0.028458 | 0.2593 | 0.398036 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.147852 | 1.347 | 0.090824 |
2 | 0.026352 | 0.2401 | 0.405432 |
3 | -0.024287 | -0.2213 | 0.412714 |
4 | -0.090732 | -0.8266 | 0.205415 |
5 | -0.11894 | -1.0836 | 0.140841 |
6 | -0.219718 | -2.0017 | 0.02429 |
7 | 0.112567 | 1.0255 | 0.154046 |
8 | -0.015468 | -0.1409 | 0.444137 |
9 | -0.031869 | -0.2903 | 0.386139 |
10 | -0.042394 | -0.3862 | 0.350158 |
11 | -0.090669 | -0.826 | 0.205576 |
12 | -0.085672 | -0.7805 | 0.218655 |
13 | -0.056687 | -0.5164 | 0.303459 |
14 | -0.074932 | -0.6827 | 0.24836 |
15 | 0.050722 | 0.4621 | 0.322609 |
16 | -0.096105 | -0.8756 | 0.191898 |
17 | -0.059198 | -0.5393 | 0.295555 |
18 | 0.022859 | 0.2083 | 0.417769 |
19 | -0.066878 | -0.6093 | 0.271998 |
20 | -0.207085 | -1.8866 | 0.031353 |
21 | 0.137344 | 1.2513 | 0.107176 |
22 | -0.105893 | -0.9647 | 0.168741 |
23 | -0.085921 | -0.7828 | 0.217993 |
24 | 0.005433 | 0.0495 | 0.48032 |
25 | -0.045591 | -0.4154 | 0.339478 |
26 | -0.081529 | -0.7428 | 0.229861 |
27 | 0.156683 | 1.4274 | 0.078601 |
28 | -0.112369 | -1.0237 | 0.154468 |
29 | -0.164556 | -1.4992 | 0.06881 |
30 | 0.005661 | 0.0516 | 0.479498 |
31 | -0.02923 | -0.2663 | 0.395334 |
32 | 0.06254 | 0.5698 | 0.285188 |
33 | -0.151517 | -1.3804 | 0.085587 |
34 | -0.078637 | -0.7164 | 0.237872 |
35 | 0.027242 | 0.2482 | 0.402303 |
36 | -0.063744 | -0.5807 | 0.281497 |
37 | -0.000395 | -0.0036 | 0.498568 |
38 | -0.019109 | -0.1741 | 0.431109 |
39 | -0.015357 | -0.1399 | 0.444537 |
40 | -0.006721 | -0.0612 | 0.475663 |
41 | -0.023425 | -0.2134 | 0.415764 |
42 | -0.063841 | -0.5816 | 0.281198 |
43 | -0.056312 | -0.513 | 0.304648 |
44 | 0.05926 | 0.5399 | 0.295362 |
45 | -0.015669 | -0.1428 | 0.443415 |
46 | 0.065544 | 0.5971 | 0.276021 |
47 | -0.070895 | -0.6459 | 0.260069 |
48 | 0.050898 | 0.4637 | 0.322038 |