Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.099827 | 1.089 | 0.139182 |
2 | 0.084318 | 0.9198 | 0.17977 |
3 | -0.095272 | -1.0393 | 0.150388 |
4 | -0.211455 | -2.3067 | 0.0114 |
5 | -0.182368 | -1.9894 | 0.024475 |
6 | -0.075632 | -0.825 | 0.205498 |
7 | -0.240818 | -2.627 | 0.004874 |
8 | -0.183676 | -2.0037 | 0.023688 |
9 | 0.025913 | 0.2827 | 0.388956 |
10 | 0.131948 | 1.4394 | 0.076334 |
11 | 0.12916 | 1.409 | 0.080726 |
12 | 0.33991 | 3.708 | 0.000159 |
13 | 0.129821 | 1.4162 | 0.079668 |
14 | 0.023385 | 0.2551 | 0.399543 |
15 | 0.026882 | 0.2932 | 0.384923 |
16 | -0.276258 | -3.0136 | 0.001578 |
17 | -0.085808 | -0.936 | 0.175572 |
18 | -0.131398 | -1.4334 | 0.077186 |
19 | -0.127862 | -1.3948 | 0.082835 |
20 | -0.120418 | -1.3136 | 0.095753 |
21 | -0.057753 | -0.63 | 0.264946 |
22 | 0.033602 | 0.3666 | 0.3573 |
23 | 0.21208 | 2.3135 | 0.011205 |
24 | 0.293139 | 3.1978 | 0.000887 |
25 | 0.114051 | 1.2442 | 0.107945 |
26 | 0.013856 | 0.1512 | 0.440056 |
27 | -0.041812 | -0.4561 | 0.324568 |
28 | -0.151219 | -1.6496 | 0.050831 |
29 | 0.03338 | 0.3641 | 0.358203 |
30 | -0.131679 | -1.4364 | 0.07675 |
31 | -0.154173 | -1.6818 | 0.047613 |
32 | -0.068961 | -0.7523 | 0.226684 |
33 | -0.028877 | -0.315 | 0.376654 |
34 | 0.030545 | 0.3332 | 0.369782 |
35 | 0.210452 | 2.2958 | 0.01172 |
36 | 0.128458 | 1.4013 | 0.081862 |
37 | 0.016199 | 0.1767 | 0.43002 |
38 | 0.060386 | 0.6587 | 0.255669 |
39 | -0.031829 | -0.3472 | 0.364522 |
40 | -0.132669 | -1.4472 | 0.075229 |
41 | -0.108039 | -1.1786 | 0.120462 |
42 | -0.059215 | -0.646 | 0.259775 |
43 | -0.175852 | -1.9183 | 0.028734 |
44 | -0.044283 | -0.4831 | 0.314965 |
45 | 0.040634 | 0.4433 | 0.329191 |
46 | -0.058708 | -0.6404 | 0.261562 |
47 | 0.18452 | 2.0129 | 0.023193 |
48 | 0.104749 | 1.1427 | 0.127734 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.099827 | 1.089 | 0.139182 |
2 | 0.075101 | 0.8193 | 0.207141 |
3 | -0.1123 | -1.225 | 0.111488 |
4 | -0.203544 | -2.2204 | 0.014143 |
5 | -0.137412 | -1.499 | 0.068262 |
6 | -0.027196 | -0.2967 | 0.383615 |
7 | -0.265617 | -2.8975 | 0.002239 |
8 | -0.261633 | -2.8541 | 0.002546 |
9 | -0.016943 | -0.1848 | 0.426841 |
10 | 0.065973 | 0.7197 | 0.236567 |
11 | -0.062981 | -0.687 | 0.246697 |
12 | 0.18969 | 2.0693 | 0.020343 |
13 | 0.103259 | 1.1264 | 0.131126 |
14 | -0.016556 | -0.1806 | 0.428491 |
15 | 0.04483 | 0.489 | 0.312857 |
16 | -0.196045 | -2.1386 | 0.017256 |
17 | 0.08712 | 0.9504 | 0.171927 |
18 | -0.018553 | -0.2024 | 0.419978 |
19 | -0.066273 | -0.7229 | 0.235565 |
20 | -0.084606 | -0.9229 | 0.178952 |
21 | -0.130832 | -1.4272 | 0.078069 |
22 | -0.057123 | -0.6231 | 0.267193 |
23 | 0.047428 | 0.5174 | 0.302928 |
24 | 0.093792 | 1.0231 | 0.154156 |
25 | -0.019461 | -0.2123 | 0.416121 |
26 | -0.015688 | -0.1711 | 0.432203 |
27 | -0.036172 | -0.3946 | 0.346928 |
28 | -0.002563 | -0.028 | 0.488872 |
29 | 0.150373 | 1.6404 | 0.051783 |
30 | -0.052165 | -0.5691 | 0.285197 |
31 | -0.008504 | -0.0928 | 0.463123 |
32 | 0.006893 | 0.0752 | 0.470093 |
33 | 0.020086 | 0.2191 | 0.413471 |
34 | -0.063209 | -0.6895 | 0.245917 |
35 | 0.061244 | 0.6681 | 0.252685 |
36 | -0.003979 | -0.0434 | 0.482726 |
37 | -0.11717 | -1.2782 | 0.101837 |
38 | 0.000644 | 0.007 | 0.497201 |
39 | -0.004575 | -0.0499 | 0.48014 |
40 | -0.029088 | -0.3173 | 0.375781 |
41 | -0.199525 | -2.1766 | 0.015744 |
42 | 0.023291 | 0.2541 | 0.399938 |
43 | -0.076707 | -0.8368 | 0.202198 |
44 | -0.124033 | -1.353 | 0.089305 |
45 | 0.090666 | 0.989 | 0.162323 |
46 | -0.200668 | -2.189 | 0.015273 |
47 | 0.017114 | 0.1867 | 0.426111 |
48 | -0.119252 | -1.3009 | 0.097905 |