Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.122497 | 1.2188 | 0.112902 |
2 | 0.079609 | 0.7921 | 0.215097 |
3 | 0.192558 | 1.9159 | 0.02913 |
4 | -0.008418 | -0.0838 | 0.466709 |
5 | 0.034204 | 0.3403 | 0.367166 |
6 | 0.292244 | 2.9078 | 0.002247 |
7 | 0.126084 | 1.2545 | 0.106303 |
8 | 0.034611 | 0.3444 | 0.365647 |
9 | 0.053594 | 0.5332 | 0.297528 |
10 | -0.00924 | -0.0919 | 0.463466 |
11 | -0.026891 | -0.2676 | 0.394797 |
12 | 0.061131 | 0.6082 | 0.272208 |
13 | -0.013836 | -0.1377 | 0.445393 |
14 | 0.045513 | 0.4529 | 0.325823 |
15 | -0.056862 | -0.5658 | 0.286414 |
16 | 0.045063 | 0.4484 | 0.327431 |
17 | -0.065134 | -0.6481 | 0.259219 |
18 | -0.111242 | -1.1068 | 0.135522 |
19 | -0.052822 | -0.5256 | 0.300182 |
20 | -0.05094 | -0.5068 | 0.306696 |
21 | -0.057245 | -0.5696 | 0.285127 |
22 | 0.023811 | 0.2369 | 0.406605 |
23 | -0.093588 | -0.9312 | 0.177012 |
24 | -0.025523 | -0.2539 | 0.400031 |
25 | -0.04563 | -0.454 | 0.325406 |
26 | -0.065944 | -0.6561 | 0.256629 |
27 | -0.132849 | -1.3218 | 0.094635 |
28 | -0.07874 | -0.7835 | 0.217615 |
29 | -0.123943 | -1.2332 | 0.110207 |
30 | -0.091255 | -0.908 | 0.183048 |
31 | -0.118068 | -1.1748 | 0.121453 |
32 | -0.122233 | -1.2162 | 0.113401 |
33 | -0.019623 | -0.1952 | 0.422799 |
34 | -0.063334 | -0.6302 | 0.265018 |
35 | -0.033812 | -0.3364 | 0.36863 |
36 | 0.102358 | 1.0185 | 0.155473 |
37 | -0.023853 | -0.2373 | 0.406445 |
38 | 0.01268 | 0.1262 | 0.449928 |
39 | 0.030654 | 0.305 | 0.380503 |
40 | -0.057297 | -0.5701 | 0.284952 |
41 | -0.011278 | -0.1122 | 0.455439 |
42 | 0.130189 | 1.2954 | 0.099103 |
43 | 0.020989 | 0.2088 | 0.417503 |
44 | 0.068116 | 0.6777 | 0.249758 |
45 | 0.077042 | 0.7666 | 0.222586 |
46 | -0.005325 | -0.053 | 0.478927 |
47 | 0.154525 | 1.5375 | 0.06368 |
48 | 0.079816 | 0.7942 | 0.214502 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.122497 | 1.2188 | 0.112902 |
2 | 0.065588 | 0.6526 | 0.257765 |
3 | 0.178853 | 1.7796 | 0.039108 |
4 | -0.056563 | -0.5628 | 0.287422 |
5 | 0.019235 | 0.1914 | 0.424307 |
6 | 0.270251 | 2.689 | 0.004206 |
7 | 0.085304 | 0.8488 | 0.19903 |
8 | -0.031602 | -0.3144 | 0.376924 |
9 | -0.05744 | -0.5715 | 0.284472 |
10 | -0.019264 | -0.1917 | 0.424194 |
11 | -0.01967 | -0.1957 | 0.422617 |
12 | -0.008926 | -0.0888 | 0.464704 |
13 | -0.076578 | -0.7619 | 0.223952 |
14 | 0.050418 | 0.5017 | 0.308513 |
15 | -0.078428 | -0.7803 | 0.218525 |
16 | 0.091198 | 0.9074 | 0.183196 |
17 | -0.079229 | -0.7883 | 0.216198 |
18 | -0.102135 | -1.0162 | 0.155999 |
19 | -0.04033 | -0.4013 | 0.344539 |
20 | -0.017249 | -0.1716 | 0.432043 |
21 | 0.011081 | 0.1103 | 0.456216 |
22 | 0.018061 | 0.1797 | 0.428876 |
23 | -0.083014 | -0.826 | 0.205402 |
24 | 0.071938 | 0.7158 | 0.237908 |
25 | 0.001816 | 0.0181 | 0.49281 |
26 | -0.015552 | -0.1547 | 0.438669 |
27 | -0.132101 | -1.3144 | 0.095876 |
28 | -0.092417 | -0.9195 | 0.180026 |
29 | -0.041817 | -0.4161 | 0.339129 |
30 | -0.045016 | -0.4479 | 0.327601 |
31 | -0.096792 | -0.9631 | 0.16893 |
32 | -0.084313 | -0.8389 | 0.201772 |
33 | 0.09648 | 0.96 | 0.169705 |
34 | 0.04569 | 0.4546 | 0.325194 |
35 | 0.055542 | 0.5526 | 0.290878 |
36 | 0.121106 | 1.205 | 0.115541 |
37 | 0.038835 | 0.3864 | 0.350012 |
38 | 0.046899 | 0.4666 | 0.320892 |
39 | 0.016475 | 0.1639 | 0.435062 |
40 | -0.09438 | -0.9391 | 0.174991 |
41 | -0.037594 | -0.3741 | 0.354582 |
42 | 0.065027 | 0.647 | 0.259561 |
43 | 0.018876 | 0.1878 | 0.425702 |
44 | 0.033323 | 0.3316 | 0.370462 |
45 | -0.013564 | -0.135 | 0.446459 |
46 | -0.003722 | -0.037 | 0.485266 |
47 | 0.192132 | 1.9117 | 0.029404 |
48 | -0.016048 | -0.1597 | 0.436731 |