Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.094737 | 0.815 | 0.208855 |
2 | -0.025391 | -0.2184 | 0.413851 |
3 | 0.001465 | 0.0126 | 0.494989 |
4 | -0.020379 | -0.1753 | 0.430659 |
5 | -0.040505 | -0.3484 | 0.364249 |
6 | -0.040006 | -0.3441 | 0.365857 |
7 | -0.017802 | -0.1531 | 0.439352 |
8 | -0.009132 | -0.0786 | 0.468798 |
9 | 0.042671 | 0.3671 | 0.357307 |
10 | 0.013987 | 0.1203 | 0.452278 |
11 | -0.001021 | -0.0088 | 0.496508 |
12 | -0.047055 | -0.4048 | 0.343404 |
13 | -0.087193 | -0.7501 | 0.227798 |
14 | -0.0203 | -0.1746 | 0.430923 |
15 | -0.006964 | -0.0599 | 0.476195 |
16 | -0.000865 | -0.0074 | 0.497041 |
17 | -0.005724 | -0.0492 | 0.480432 |
18 | -0.013188 | -0.1134 | 0.454991 |
19 | -0.005001 | -0.043 | 0.482899 |
20 | -0.000272 | -0.0023 | 0.499071 |
21 | -0.00214 | -0.0184 | 0.492681 |
22 | 0.015413 | 0.1326 | 0.447439 |
23 | -0.012493 | -0.1075 | 0.457354 |
24 | -0.011405 | -0.0981 | 0.461054 |
25 | 0.006573 | 0.0565 | 0.47753 |
26 | -0.001476 | -0.0127 | 0.494951 |
27 | 0.007756 | 0.0667 | 0.473494 |
28 | 0.006594 | 0.0567 | 0.47746 |
29 | 0.010903 | 0.0938 | 0.462765 |
30 | -0.019345 | -0.1664 | 0.434142 |
31 | -0.015252 | -0.1312 | 0.447985 |
32 | -0.020953 | -0.1802 | 0.428728 |
33 | -0.003466 | -0.0298 | 0.488146 |
34 | 0.005193 | 0.0447 | 0.482244 |
35 | -0.004742 | -0.0408 | 0.483785 |
36 | -0.019255 | -0.1656 | 0.434446 |
37 | -0.037465 | -0.3223 | 0.374071 |
38 | -0.023104 | -0.1987 | 0.421502 |
39 | -0.053137 | -0.4571 | 0.32447 |
40 | 0.025878 | 0.2226 | 0.412227 |
41 | 0.005884 | 0.0506 | 0.479885 |
42 | -0.018892 | -0.1625 | 0.435671 |
43 | 0.005639 | 0.0485 | 0.480721 |
44 | 0.082969 | 0.7137 | 0.23882 |
45 | -0.012889 | -0.1109 | 0.456008 |
46 | -0.036181 | -0.3112 | 0.378245 |
47 | -0.021732 | -0.1869 | 0.426106 |
48 | -0.024276 | -0.2088 | 0.417576 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.094737 | 0.815 | 0.208855 |
2 | -0.034677 | -0.2983 | 0.383153 |
3 | 0.007313 | 0.0629 | 0.475003 |
4 | -0.022343 | -0.1922 | 0.424056 |
5 | -0.036479 | -0.3138 | 0.377276 |
6 | -0.034226 | -0.2944 | 0.38463 |
7 | -0.012993 | -0.1118 | 0.455655 |
8 | -0.008646 | -0.0744 | 0.470456 |
9 | 0.04284 | 0.3685 | 0.356768 |
10 | 0.002634 | 0.0227 | 0.490993 |
11 | -0.003123 | -0.0269 | 0.489321 |
12 | -0.050088 | -0.4309 | 0.333906 |
13 | -0.079784 | -0.6863 | 0.247325 |
14 | -0.005472 | -0.0471 | 0.481291 |
15 | -0.006031 | -0.0519 | 0.479383 |
16 | 0.000699 | 0.006 | 0.497609 |
17 | -0.011236 | -0.0967 | 0.461631 |
18 | -0.023718 | -0.204 | 0.419445 |
19 | -0.012115 | -0.1042 | 0.458639 |
20 | -0.00516 | -0.0444 | 0.482356 |
21 | -0.001495 | -0.0129 | 0.494887 |
22 | 0.02213 | 0.1904 | 0.424771 |
23 | -0.016642 | -0.1432 | 0.443277 |
24 | -0.011955 | -0.1028 | 0.459184 |
25 | -0.001922 | -0.0165 | 0.493427 |
26 | -0.010842 | -0.0933 | 0.462973 |
27 | 0.00892 | 0.0767 | 0.46952 |
28 | 0.004539 | 0.039 | 0.484481 |
29 | 0.008883 | 0.0764 | 0.469649 |
30 | -0.025203 | -0.2168 | 0.41448 |
31 | -0.017746 | -0.1527 | 0.439543 |
32 | -0.021632 | -0.1861 | 0.426443 |
33 | 0.001011 | 0.0087 | 0.496542 |
34 | 0.006043 | 0.052 | 0.47934 |
35 | -0.004409 | -0.0379 | 0.484924 |
36 | -0.025864 | -0.2225 | 0.412273 |
37 | -0.041406 | -0.3562 | 0.361357 |
38 | -0.022897 | -0.197 | 0.422197 |
39 | -0.052632 | -0.4528 | 0.326023 |
40 | 0.038089 | 0.3277 | 0.37205 |
41 | -0.002591 | -0.0223 | 0.491139 |
42 | -0.022816 | -0.1963 | 0.422467 |
43 | -0.004689 | -0.0403 | 0.483968 |
44 | 0.071004 | 0.6108 | 0.271602 |
45 | -0.033213 | -0.2857 | 0.387951 |
46 | -0.02459 | -0.2115 | 0.416527 |
47 | -0.019101 | -0.1643 | 0.434968 |
48 | -0.019971 | -0.1718 | 0.432033 |