Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.12811 | 0.984 | 0.164559 |
2 | -0.039347 | -0.3022 | 0.381769 |
3 | -0.039992 | -0.3072 | 0.379891 |
4 | -0.004428 | -0.034 | 0.486492 |
5 | -0.036265 | -0.2786 | 0.390778 |
6 | -0.03691 | -0.2835 | 0.388887 |
7 | -0.027205 | -0.209 | 0.417597 |
8 | -0.060515 | -0.4648 | 0.321885 |
9 | -0.013444 | -0.1033 | 0.459052 |
10 | -0.014089 | -0.1082 | 0.457094 |
11 | -0.095591 | -0.7342 | 0.232853 |
12 | -0.459369 | -3.5285 | 0.000408 |
13 | -0.016024 | -0.1231 | 0.45123 |
14 | -0.016669 | -0.128 | 0.449277 |
15 | -0.017314 | -0.133 | 0.447326 |
16 | -0.017959 | -0.1379 | 0.445376 |
17 | -0.02457 | -0.1887 | 0.425476 |
18 | -0.025215 | -0.1937 | 0.423544 |
19 | -0.030878 | -0.2372 | 0.406671 |
20 | 0.102878 | 0.7902 | 0.216283 |
21 | -0.032168 | -0.2471 | 0.40285 |
22 | -0.032813 | -0.252 | 0.400943 |
23 | 0.266659 | 2.0482 | 0.022497 |
24 | 0.455953 | 3.5022 | 0.000443 |
25 | -0.034748 | -0.2669 | 0.395237 |
26 | -0.035393 | -0.2719 | 0.39334 |
27 | -0.036038 | -0.2768 | 0.391446 |
28 | -0.036683 | -0.2818 | 0.389554 |
29 | -0.018706 | -0.1437 | 0.44312 |
30 | -0.019351 | -0.1486 | 0.441173 |
31 | -0.001374 | -0.0106 | 0.495806 |
32 | -0.038229 | -0.2936 | 0.38503 |
33 | -0.002664 | -0.0205 | 0.49187 |
34 | -0.003309 | -0.0254 | 0.489903 |
35 | -0.100108 | -0.7689 | 0.222496 |
36 | -0.139358 | -1.0704 | 0.144394 |
37 | -0.005245 | -0.0403 | 0.484001 |
38 | -0.00589 | -0.0452 | 0.482035 |
39 | -0.006535 | -0.0502 | 0.480069 |
40 | -0.00718 | -0.0551 | 0.478103 |
41 | -0.012842 | -0.0986 | 0.460879 |
42 | -0.013487 | -0.1036 | 0.458921 |
43 | 0.054931 | 0.4219 | 0.337303 |
44 | 0.05396 | 0.4145 | 0.340015 |
45 | -0.021388 | -0.1643 | 0.435034 |
46 | -0.022033 | -0.1692 | 0.433093 |
47 | 0.058179 | 0.4469 | 0.3283 |
48 | 0.057182 | 0.4392 | 0.331052 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.12811 | 0.984 | 0.164559 |
2 | -0.05669 | -0.4354 | 0.332415 |
3 | -0.02795 | -0.2147 | 0.415374 |
4 | 0.002472 | 0.019 | 0.492457 |
5 | -0.040027 | -0.3075 | 0.37979 |
6 | -0.0287 | -0.2204 | 0.413142 |
7 | -0.022393 | -0.172 | 0.432012 |
8 | -0.061091 | -0.4692 | 0.320311 |
9 | -0.002204 | -0.0169 | 0.493274 |
10 | -0.021233 | -0.1631 | 0.4355 |
11 | -0.101532 | -0.7799 | 0.219289 |
12 | -0.455961 | -3.5023 | 0.000443 |
13 | 0.081704 | 0.6276 | 0.26635 |
14 | -0.109258 | -0.8392 | 0.202365 |
15 | -0.064432 | -0.4949 | 0.31125 |
16 | -0.054601 | -0.4194 | 0.338223 |
17 | -0.104756 | -0.8046 | 0.212127 |
18 | -0.09825 | -0.7547 | 0.226723 |
19 | -0.11014 | -0.846 | 0.200485 |
20 | 0.026485 | 0.2034 | 0.419747 |
21 | -0.148597 | -1.1414 | 0.129159 |
22 | -0.107507 | -0.8258 | 0.206128 |
23 | 0.238567 | 1.8325 | 0.035965 |
24 | 0.217821 | 1.6731 | 0.0498 |
25 | -0.108769 | -0.8355 | 0.203412 |
26 | -0.027595 | -0.212 | 0.416435 |
27 | -0.03611 | -0.2774 | 0.391235 |
28 | -0.053109 | -0.4079 | 0.342398 |
29 | -0.036824 | -0.2829 | 0.389141 |
30 | -0.024055 | -0.1848 | 0.427022 |
31 | -0.032077 | -0.2464 | 0.403118 |
32 | 0.057502 | 0.4417 | 0.330166 |
33 | -0.067531 | -0.5187 | 0.302951 |
34 | -0.036042 | -0.2768 | 0.391435 |
35 | 0.131362 | 1.009 | 0.158545 |
36 | 0.150365 | 1.155 | 0.126379 |
37 | -0.10996 | -0.8446 | 0.200868 |
38 | 0.039594 | 0.3041 | 0.381052 |
39 | 0.016924 | 0.13 | 0.448507 |
40 | -0.047973 | -0.3685 | 0.356915 |
41 | 0.024589 | 0.1889 | 0.42542 |
42 | 0.043613 | 0.335 | 0.369408 |
43 | 0.03925 | 0.3015 | 0.382053 |
44 | -0.00734 | -0.0564 | 0.477616 |
45 | 0.058253 | 0.4474 | 0.328095 |
46 | -0.082884 | -0.6366 | 0.263408 |
47 | -0.183815 | -1.4119 | 0.081614 |
48 | -0.027688 | -0.2127 | 0.416157 |