Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.038046 | 0.2947 | 0.38462 |
2 | 0.077345 | 0.5991 | 0.275678 |
3 | -0.135035 | -1.046 | 0.149883 |
4 | -0.021363 | -0.1655 | 0.434562 |
5 | -0.070203 | -0.5438 | 0.2943 |
6 | -0.093403 | -0.7235 | 0.236092 |
7 | 0.014133 | 0.1095 | 0.456596 |
8 | 0.009144 | 0.0708 | 0.471884 |
9 | 0.025168 | 0.1949 | 0.423046 |
10 | 0.036933 | 0.2861 | 0.3879 |
11 | 0.126052 | 0.9764 | 0.166395 |
12 | -0.365775 | -2.8333 | 0.003133 |
13 | -0.041683 | -0.3229 | 0.373957 |
14 | -0.029192 | -0.2261 | 0.410939 |
15 | 0.032234 | 0.2497 | 0.401843 |
16 | -0.098345 | -0.7618 | 0.22459 |
17 | -0.053649 | -0.4156 | 0.339606 |
18 | 0.073551 | 0.5697 | 0.285495 |
19 | -0.004636 | -0.0359 | 0.485738 |
20 | 0.054413 | 0.4215 | 0.337455 |
21 | 0.120586 | 0.9341 | 0.17701 |
22 | 0.149004 | 1.1542 | 0.126501 |
23 | -0.031735 | -0.2458 | 0.403331 |
24 | -0.04141 | -0.3208 | 0.374753 |
25 | 0.06229 | 0.4825 | 0.315603 |
26 | -0.160243 | -1.2412 | 0.109675 |
27 | 0.039546 | 0.3063 | 0.380211 |
28 | 0.007776 | 0.0602 | 0.476084 |
29 | 0.172214 | 1.334 | 0.093628 |
30 | -0.030152 | -0.2336 | 0.408063 |
31 | -0.014135 | -0.1095 | 0.456589 |
32 | 0.048496 | 0.3756 | 0.354253 |
33 | 0.004313 | 0.0334 | 0.486731 |
34 | -0.088898 | -0.6886 | 0.246864 |
35 | -0.121788 | -0.9434 | 0.174639 |
36 | -0.10166 | -0.7875 | 0.217059 |
37 | -0.143062 | -1.1082 | 0.136109 |
38 | 0.102946 | 0.7974 | 0.214178 |
39 | -0.029392 | -0.2277 | 0.41034 |
40 | 0.085203 | 0.66 | 0.255896 |
41 | -0.122082 | -0.9456 | 0.174061 |
42 | 0.09968 | 0.7721 | 0.221537 |
43 | 0.041545 | 0.3218 | 0.374358 |
44 | -0.038926 | -0.3015 | 0.38203 |
45 | -0.085232 | -0.6602 | 0.255825 |
46 | -0.019822 | -0.1535 | 0.439243 |
47 | 0.088188 | 0.6831 | 0.248585 |
48 | 0.078758 | 0.6101 | 0.272065 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.038046 | 0.2947 | 0.38462 |
2 | 0.076007 | 0.5887 | 0.27912 |
3 | -0.141668 | -1.0974 | 0.138434 |
4 | -0.016484 | -0.1277 | 0.449414 |
5 | -0.047944 | -0.3714 | 0.355835 |
6 | -0.10753 | -0.8329 | 0.204096 |
7 | 0.027318 | 0.2116 | 0.416568 |
8 | 0.00641 | 0.0497 | 0.480282 |
9 | -0.008929 | -0.0692 | 0.472545 |
10 | 0.036753 | 0.2847 | 0.388433 |
11 | 0.118004 | 0.9141 | 0.182173 |
12 | -0.408521 | -3.1644 | 0.00122 |
13 | 0.001881 | 0.0146 | 0.494211 |
14 | 0.096521 | 0.7477 | 0.228795 |
15 | -0.102532 | -0.7942 | 0.215101 |
16 | -0.117771 | -0.9123 | 0.182644 |
17 | -0.030877 | -0.2392 | 0.405892 |
18 | -0.000746 | -0.0058 | 0.497704 |
19 | -0.040584 | -0.3144 | 0.377169 |
20 | 0.067399 | 0.5221 | 0.301771 |
21 | 0.113681 | 0.8806 | 0.191032 |
22 | 0.131489 | 1.0185 | 0.156262 |
23 | 0.050968 | 0.3948 | 0.347197 |
24 | -0.219515 | -1.7004 | 0.047121 |
25 | 0.127982 | 0.9913 | 0.16275 |
26 | -0.119224 | -0.9235 | 0.179721 |
27 | 0.083601 | 0.6476 | 0.259867 |
28 | 0.009724 | 0.0753 | 0.470104 |
29 | 0.07833 | 0.6067 | 0.273155 |
30 | -0.030603 | -0.2371 | 0.406712 |
31 | -0.070847 | -0.5488 | 0.292597 |
32 | 0.084284 | 0.6529 | 0.258169 |
33 | 0.071618 | 0.5548 | 0.290563 |
34 | 0.063282 | 0.4902 | 0.312896 |
35 | -0.134158 | -1.0392 | 0.151445 |
36 | -0.235443 | -1.8237 | 0.036587 |
37 | 0.01493 | 0.1157 | 0.454158 |
38 | 0.046804 | 0.3625 | 0.35911 |
39 | -0.021154 | -0.1639 | 0.435195 |
40 | -0.028454 | -0.2204 | 0.413153 |
41 | -0.014394 | -0.1115 | 0.455798 |
42 | 0.013562 | 0.105 | 0.458343 |
43 | -0.089503 | -0.6933 | 0.245401 |
44 | -0.010572 | -0.0819 | 0.467503 |
45 | 0.029171 | 0.226 | 0.411003 |
46 | 0.102138 | 0.7912 | 0.215983 |
47 | -0.007935 | -0.0615 | 0.475595 |
48 | -0.053957 | -0.418 | 0.338738 |