Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.110238 | 0.9289 | 0.178048 |
2 | -0.041956 | -0.3535 | 0.362371 |
3 | -0.074249 | -0.6256 | 0.266782 |
4 | -0.064774 | -0.5458 | 0.293459 |
5 | -0.120535 | -1.0156 | 0.156624 |
6 | -0.000751 | -0.0063 | 0.497485 |
7 | -0.194713 | -1.6407 | 0.052644 |
8 | 0.064809 | 0.5461 | 0.293359 |
9 | 0.045414 | 0.3827 | 0.351556 |
10 | 0.036263 | 0.3056 | 0.380417 |
11 | 0.043317 | 0.365 | 0.358101 |
12 | -0.043409 | -0.3658 | 0.357812 |
13 | -0.039336 | -0.3314 | 0.370641 |
14 | 0.068435 | 0.5766 | 0.283003 |
15 | 0.178301 | 1.5024 | 0.068716 |
16 | 0.044406 | 0.3742 | 0.354696 |
17 | -0.083761 | -0.7058 | 0.241315 |
18 | -0.038805 | -0.327 | 0.372323 |
19 | -0.039574 | -0.3335 | 0.369885 |
20 | -0.018086 | -0.1524 | 0.439653 |
21 | 0.02687 | 0.2264 | 0.410767 |
22 | -0.031545 | -0.2658 | 0.39558 |
23 | -0.124557 | -1.0495 | 0.148745 |
24 | -0.09371 | -0.7896 | 0.216192 |
25 | -0.062303 | -0.525 | 0.300617 |
26 | 0.028937 | 0.2438 | 0.404034 |
27 | 0.07543 | 0.6356 | 0.263546 |
28 | 0.012498 | 0.1053 | 0.458213 |
29 | 0.029795 | 0.2511 | 0.401246 |
30 | 0.057896 | 0.4878 | 0.313584 |
31 | 0.043902 | 0.3699 | 0.356269 |
32 | -0.106522 | -0.8976 | 0.186223 |
33 | -0.132203 | -1.114 | 0.134526 |
34 | -0.100797 | -0.8493 | 0.199276 |
35 | -0.009231 | -0.0778 | 0.469111 |
36 | -0.028858 | -0.2432 | 0.40429 |
37 | 0.039566 | 0.3334 | 0.369912 |
38 | -0.110859 | -0.9341 | 0.176706 |
39 | -0.063807 | -0.5376 | 0.29625 |
40 | -0.062155 | -0.5237 | 0.301049 |
41 | 0.06601 | 0.5562 | 0.289908 |
42 | 0.031296 | 0.2637 | 0.396386 |
43 | 0.094878 | 0.7995 | 0.213347 |
44 | 0.055088 | 0.4642 | 0.321969 |
45 | 0.091663 | 0.7724 | 0.221231 |
46 | -0.028682 | -0.2417 | 0.404863 |
47 | 0.015948 | 0.1344 | 0.44674 |
48 | -0.131729 | -1.11 | 0.135379 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.110238 | 0.9289 | 0.178048 |
2 | -0.054774 | -0.4615 | 0.322914 |
3 | -0.064304 | -0.5418 | 0.294814 |
4 | -0.052301 | -0.4407 | 0.330385 |
5 | -0.116375 | -0.9806 | 0.165062 |
6 | 0.014964 | 0.1261 | 0.450008 |
7 | -0.222823 | -1.8775 | 0.032276 |
8 | 0.098453 | 0.8296 | 0.204779 |
9 | -0.011845 | -0.0998 | 0.460391 |
10 | 0.00082 | 0.0069 | 0.497252 |
11 | 0.037321 | 0.3145 | 0.377042 |
12 | -0.100613 | -0.8478 | 0.199704 |
13 | 0.019414 | 0.1636 | 0.435261 |
14 | 0.026427 | 0.2227 | 0.412214 |
15 | 0.216651 | 1.8255 | 0.036063 |
16 | 0.006883 | 0.058 | 0.476957 |
17 | -0.085463 | -0.7201 | 0.236907 |
18 | 0.035741 | 0.3012 | 0.382088 |
19 | -0.062931 | -0.5303 | 0.298792 |
20 | 0.048406 | 0.4079 | 0.342297 |
21 | 0.034254 | 0.2886 | 0.386854 |
22 | 0.007361 | 0.062 | 0.475357 |
23 | -0.157917 | -1.3306 | 0.093784 |
24 | -0.154778 | -1.3042 | 0.098192 |
25 | -0.05287 | -0.4455 | 0.328659 |
26 | -0.010893 | -0.0918 | 0.463563 |
27 | 0.097934 | 0.8252 | 0.206009 |
28 | -0.027568 | -0.2323 | 0.408489 |
29 | -0.03684 | -0.3104 | 0.378576 |
30 | -0.061384 | -0.5172 | 0.303302 |
31 | 0.022143 | 0.1866 | 0.42626 |
32 | -0.057138 | -0.4815 | 0.315836 |
33 | -0.069946 | -0.5894 | 0.27874 |
34 | -0.022221 | -0.1872 | 0.426005 |
35 | -0.055944 | -0.4714 | 0.319402 |
36 | -0.096434 | -0.8126 | 0.20959 |
37 | 0.005778 | 0.0487 | 0.480654 |
38 | -0.103389 | -0.8712 | 0.193298 |
39 | -0.052942 | -0.4461 | 0.328443 |
40 | -0.116626 | -0.9827 | 0.164544 |
41 | 0.016475 | 0.1388 | 0.444992 |
42 | -0.053536 | -0.4511 | 0.326645 |
43 | 0.053424 | 0.4502 | 0.326983 |
44 | 0.086124 | 0.7257 | 0.235206 |
45 | 0.009776 | 0.0824 | 0.467291 |
46 | -0.044548 | -0.3754 | 0.354252 |
47 | 0.039082 | 0.3293 | 0.371445 |
48 | -0.074447 | -0.6273 | 0.266237 |