Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.050847 | 0.3906 | 0.348764 |
2 | -0.038869 | -0.2986 | 0.383162 |
3 | -0.066338 | -0.5095 | 0.306134 |
4 | 0.102981 | 0.791 | 0.216052 |
5 | -0.011015 | -0.0846 | 0.466431 |
6 | -0.002941 | -0.0226 | 0.491028 |
7 | -0.010092 | -0.0775 | 0.469238 |
8 | -0.048265 | -0.3707 | 0.356084 |
9 | -0.108088 | -0.8302 | 0.204874 |
10 | -0.182267 | -1.4 | 0.083372 |
11 | 0.011978 | 0.092 | 0.463504 |
12 | 0.032724 | 0.2514 | 0.401207 |
13 | 0.00943 | 0.0724 | 0.471251 |
14 | -0.011887 | -0.0913 | 0.463779 |
15 | -0.087898 | -0.6752 | 0.251108 |
16 | -0.013729 | -0.1055 | 0.458187 |
17 | 0.040186 | 0.3087 | 0.379328 |
18 | 0.145044 | 1.1141 | 0.134877 |
19 | -0.034446 | -0.2646 | 0.396126 |
20 | 0.039054 | 0.3 | 0.382623 |
21 | -0.050515 | -0.388 | 0.349701 |
22 | 0.026679 | 0.2049 | 0.419168 |
23 | -0.023091 | -0.1774 | 0.429914 |
24 | 0.173841 | 1.3353 | 0.093454 |
25 | 0.104252 | 0.8008 | 0.213237 |
26 | -0.103149 | -0.7923 | 0.215679 |
27 | -0.134638 | -1.0342 | 0.152638 |
28 | 0.004227 | 0.0325 | 0.487103 |
29 | 0.122212 | 0.9387 | 0.175849 |
30 | -0.017736 | -0.1362 | 0.44605 |
31 | 0.009663 | 0.0742 | 0.470541 |
32 | -0.041412 | -0.3181 | 0.375769 |
33 | -0.039844 | -0.306 | 0.380324 |
34 | -0.082832 | -0.6362 | 0.263539 |
35 | -0.132357 | -1.0167 | 0.156734 |
36 | 0.028258 | 0.2171 | 0.414456 |
37 | -0.042632 | -0.3275 | 0.372239 |
38 | -0.068144 | -0.5234 | 0.30132 |
39 | -0.067174 | -0.516 | 0.303901 |
40 | -0.005014 | -0.0385 | 0.484704 |
41 | -0.051679 | -0.397 | 0.346418 |
42 | 0.155794 | 1.1967 | 0.11811 |
43 | 0.065405 | 0.5024 | 0.308632 |
44 | 0.082459 | 0.6334 | 0.264467 |
45 | 0.027293 | 0.2096 | 0.417336 |
46 | 0.071768 | 0.5513 | 0.291768 |
47 | 0.074783 | 0.5744 | 0.283935 |
48 | 0.008432 | 0.0648 | 0.474288 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.050847 | 0.3906 | 0.348764 |
2 | -0.041562 | -0.3192 | 0.375335 |
3 | -0.062435 | -0.4796 | 0.316653 |
4 | 0.108902 | 0.8365 | 0.203127 |
5 | -0.027897 | -0.2143 | 0.415534 |
6 | 0.002627 | 0.0202 | 0.491984 |
7 | 0.002933 | 0.0225 | 0.491051 |
8 | -0.06315 | -0.4851 | 0.314714 |
9 | -0.1001 | -0.7689 | 0.222515 |
10 | -0.181169 | -1.3916 | 0.084636 |
11 | 0.014907 | 0.1145 | 0.454613 |
12 | 0.015531 | 0.1193 | 0.452722 |
13 | 0.004043 | 0.0311 | 0.487666 |
14 | 0.029571 | 0.2271 | 0.410552 |
15 | -0.100672 | -0.7733 | 0.221224 |
16 | -0.014103 | -0.1083 | 0.457051 |
17 | 0.020832 | 0.16 | 0.436708 |
18 | 0.105595 | 0.8111 | 0.210287 |
19 | -0.060989 | -0.4685 | 0.320588 |
20 | 0.030587 | 0.2349 | 0.407532 |
21 | -0.040755 | -0.313 | 0.377676 |
22 | 0.008771 | 0.0674 | 0.473256 |
23 | -0.015507 | -0.1191 | 0.452796 |
24 | 0.160889 | 1.2358 | 0.110713 |
25 | 0.082037 | 0.6301 | 0.265519 |
26 | -0.10577 | -0.8124 | 0.209904 |
27 | -0.071728 | -0.551 | 0.291874 |
28 | 0.019376 | 0.1488 | 0.441096 |
29 | 0.087155 | 0.6695 | 0.252909 |
30 | -0.013297 | -0.1021 | 0.459498 |
31 | 0.029305 | 0.2251 | 0.411342 |
32 | -0.026165 | -0.201 | 0.420702 |
33 | -0.020253 | -0.1556 | 0.438454 |
34 | -0.020161 | -0.1549 | 0.438731 |
35 | -0.151265 | -1.1619 | 0.12498 |
36 | -0.035919 | -0.2759 | 0.391796 |
37 | -0.075848 | -0.5826 | 0.28119 |
38 | -0.06611 | -0.5078 | 0.306744 |
39 | 0.027556 | 0.2117 | 0.416551 |
40 | -0.020041 | -0.1539 | 0.439092 |
41 | -0.071471 | -0.549 | 0.292545 |
42 | 0.088808 | 0.6821 | 0.248908 |
43 | 0.024807 | 0.1905 | 0.424767 |
44 | 0.097663 | 0.7502 | 0.228069 |
45 | 0.026908 | 0.2067 | 0.418483 |
46 | 0.039836 | 0.306 | 0.380347 |
47 | 0.035271 | 0.2709 | 0.393698 |
48 | -0.051594 | -0.3963 | 0.346657 |