Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.000641 | -0.0054 | 0.497853 |
2 | 0.162247 | 1.3671 | 0.08795 |
3 | 0.231356 | 1.9494 | 0.027597 |
4 | -0.19996 | -1.6849 | 0.0482 |
5 | -0.124491 | -1.049 | 0.148872 |
6 | 0.06229 | 0.5249 | 0.300657 |
7 | -0.201189 | -1.6953 | 0.047205 |
8 | -0.10413 | -0.8774 | 0.191611 |
9 | 0.081497 | 0.6867 | 0.247252 |
10 | -0.083716 | -0.7054 | 0.241433 |
11 | -0.045422 | -0.3827 | 0.351532 |
12 | 0.252497 | 2.1276 | 0.018423 |
13 | -0.044478 | -0.3748 | 0.354473 |
14 | 0.015293 | 0.1289 | 0.448915 |
15 | 0.06791 | 0.5722 | 0.28449 |
16 | -0.183007 | -1.542 | 0.063754 |
17 | -0.128995 | -1.0869 | 0.140372 |
18 | 0.110928 | 0.9347 | 0.176557 |
19 | -0.273165 | -2.3017 | 0.012144 |
20 | 0.101079 | 0.8517 | 0.198621 |
21 | -0.054123 | -0.4561 | 0.324873 |
22 | 0.006674 | 0.0562 | 0.477655 |
23 | 0.107658 | 0.9071 | 0.183699 |
24 | 0.087326 | 0.7358 | 0.232131 |
25 | -0.014304 | -0.1205 | 0.452203 |
26 | 0.0249 | 0.2098 | 0.417207 |
27 | -0.126304 | -1.0643 | 0.145409 |
28 | -0.094683 | -0.7978 | 0.21382 |
29 | -0.108282 | -0.9124 | 0.182324 |
30 | -0.057412 | -0.4838 | 0.31502 |
31 | -0.149419 | -1.259 | 0.106072 |
32 | 0.024729 | 0.2084 | 0.417769 |
33 | 0.005064 | 0.0427 | 0.483043 |
34 | -0.089798 | -0.7567 | 0.225881 |
35 | 0.111145 | 0.9365 | 0.176089 |
36 | 0.059397 | 0.5005 | 0.30914 |
37 | -0.027404 | -0.2309 | 0.409023 |
38 | 0.153311 | 1.2918 | 0.100304 |
39 | -0.095343 | -0.8034 | 0.21222 |
40 | -0.044243 | -0.3728 | 0.355204 |
41 | -0.012449 | -0.1049 | 0.458376 |
42 | -0.021117 | -0.1779 | 0.42964 |
43 | -0.083237 | -0.7014 | 0.242684 |
44 | 0.101765 | 0.8575 | 0.197031 |
45 | 0.029061 | 0.2449 | 0.403631 |
46 | 0.104847 | 0.8835 | 0.189985 |
47 | 0.111271 | 0.9376 | 0.175818 |
48 | 0.087834 | 0.7401 | 0.230838 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.000641 | -0.0054 | 0.497853 |
2 | 0.162247 | 1.3671 | 0.087951 |
3 | 0.237808 | 2.0038 | 0.024454 |
4 | -0.236337 | -1.9914 | 0.025142 |
5 | -0.236083 | -1.9893 | 0.025262 |
6 | 0.100246 | 0.8447 | 0.200562 |
7 | -0.022947 | -0.1934 | 0.423615 |
8 | -0.133161 | -1.122 | 0.132815 |
9 | 0.028006 | 0.236 | 0.407063 |
10 | 0.048506 | 0.4087 | 0.341988 |
11 | -0.071275 | -0.6006 | 0.275019 |
12 | 0.171377 | 1.4441 | 0.076562 |
13 | 0.024225 | 0.2041 | 0.41942 |
14 | -0.077053 | -0.6493 | 0.259132 |
15 | -0.108037 | -0.9103 | 0.182863 |
16 | -0.096889 | -0.8164 | 0.2085 |
17 | -0.066962 | -0.5642 | 0.287188 |
18 | 0.151868 | 1.2797 | 0.102415 |
19 | -0.171448 | -1.4446 | 0.076478 |
20 | 0.087021 | 0.7332 | 0.23291 |
21 | -0.1455 | -1.226 | 0.112123 |
22 | 0.133878 | 1.1281 | 0.131542 |
23 | 0.086073 | 0.7253 | 0.235338 |
24 | -0.014975 | -0.1262 | 0.449971 |
25 | -0.10119 | -0.8526 | 0.198362 |
26 | -0.075188 | -0.6335 | 0.264205 |
27 | -0.169023 | -1.4242 | 0.079382 |
28 | 0.05824 | 0.4907 | 0.312562 |
29 | -0.019849 | -0.1673 | 0.433823 |
30 | -0.045685 | -0.385 | 0.350713 |
31 | -0.142045 | -1.1969 | 0.117664 |
32 | -0.038873 | -0.3275 | 0.372109 |
33 | 0.117865 | 0.9931 | 0.162006 |
34 | -0.118132 | -0.9954 | 0.161462 |
35 | -0.04348 | -0.3664 | 0.35759 |
36 | -0.017545 | -0.1478 | 0.441446 |
37 | 0.024292 | 0.2047 | 0.419201 |
38 | -0.004604 | -0.0388 | 0.484581 |
39 | 0.02577 | 0.2171 | 0.414359 |
40 | -0.119556 | -1.0074 | 0.158582 |
41 | -0.014305 | -0.1205 | 0.4522 |
42 | -0.00363 | -0.0306 | 0.487842 |
43 | -0.003955 | -0.0333 | 0.486754 |
44 | 0.049571 | 0.4177 | 0.338715 |
45 | 0.032954 | 0.2777 | 0.391035 |
46 | 0.079936 | 0.6735 | 0.251392 |
47 | -0.008388 | -0.0707 | 0.471926 |
48 | -0.033252 | -0.2802 | 0.390073 |