Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.16081 | 1.355 | 0.089855 |
2 | 0.096736 | 0.8151 | 0.208868 |
3 | -0.064188 | -0.5409 | 0.29515 |
4 | -0.012386 | -0.1044 | 0.458585 |
5 | 0.159787 | 1.3464 | 0.091229 |
6 | 0.130655 | 1.1009 | 0.137326 |
7 | 0.12398 | 1.0447 | 0.149859 |
8 | 0.031385 | 0.2645 | 0.396099 |
9 | -0.084208 | -0.7096 | 0.240153 |
10 | -0.105686 | -0.8905 | 0.188096 |
11 | 0.120384 | 1.0144 | 0.156924 |
12 | 0.013157 | 0.1109 | 0.456019 |
13 | -0.013608 | -0.1147 | 0.454517 |
14 | -0.116245 | -0.9795 | 0.165329 |
15 | -0.155063 | -1.3066 | 0.097785 |
16 | -0.055901 | -0.471 | 0.319531 |
17 | -0.166724 | -1.4048 | 0.082214 |
18 | -0.006941 | -0.0585 | 0.476764 |
19 | -0.018633 | -0.157 | 0.437842 |
20 | 0.039826 | 0.3356 | 0.369088 |
21 | -0.044335 | -0.3736 | 0.354918 |
22 | -0.094581 | -0.797 | 0.214068 |
23 | 0.145352 | 1.2248 | 0.112357 |
24 | -0.042298 | -0.3564 | 0.361297 |
25 | 0.016703 | 0.1407 | 0.444238 |
26 | -0.190292 | -1.6034 | 0.05664 |
27 | -0.107483 | -0.9057 | 0.184088 |
28 | -0.114843 | -0.9677 | 0.168244 |
29 | -0.007932 | -0.0668 | 0.473449 |
30 | 0.052287 | 0.4406 | 0.330429 |
31 | 0.047252 | 0.3982 | 0.345855 |
32 | -0.101085 | -0.8518 | 0.198606 |
33 | -0.176571 | -1.4878 | 0.070614 |
34 | -0.065817 | -0.5546 | 0.29046 |
35 | -0.034203 | -0.2882 | 0.387018 |
36 | 0.035296 | 0.2974 | 0.38351 |
37 | -0.110535 | -0.9314 | 0.177404 |
38 | -0.124702 | -1.0508 | 0.148467 |
39 | -0.080749 | -0.6804 | 0.249232 |
40 | -0.174276 | -1.4685 | 0.073196 |
41 | 0.015035 | 0.1267 | 0.449773 |
42 | 0.0716 | 0.6033 | 0.274111 |
43 | 0.06204 | 0.5228 | 0.301384 |
44 | 0.043261 | 0.3645 | 0.358274 |
45 | -0.016892 | -0.1423 | 0.443611 |
46 | -0.011041 | -0.093 | 0.463068 |
47 | 0.065543 | 0.5523 | 0.291246 |
48 | 0.081831 | 0.6895 | 0.246371 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.16081 | 1.355 | 0.089855 |
2 | 0.072758 | 0.6131 | 0.270896 |
3 | -0.093203 | -0.7853 | 0.217433 |
4 | 0.004399 | 0.0371 | 0.485269 |
5 | 0.18285 | 1.5407 | 0.063915 |
6 | 0.078611 | 0.6624 | 0.254932 |
7 | 0.060948 | 0.5136 | 0.304579 |
8 | 0.012565 | 0.1059 | 0.457989 |
9 | -0.091466 | -0.7707 | 0.221719 |
10 | -0.101833 | -0.8581 | 0.196874 |
11 | 0.154993 | 1.306 | 0.097884 |
12 | -0.059731 | -0.5033 | 0.308156 |
13 | -0.092125 | -0.7763 | 0.220087 |
14 | -0.072943 | -0.6146 | 0.270383 |
15 | -0.081691 | -0.6883 | 0.24674 |
16 | -0.024836 | -0.2093 | 0.417416 |
17 | -0.159681 | -1.3455 | 0.091373 |
18 | 0.013734 | 0.1157 | 0.4541 |
19 | 0.01816 | 0.153 | 0.43941 |
20 | 0.099073 | 0.8348 | 0.203315 |
21 | 0.011031 | 0.093 | 0.463102 |
22 | -0.061279 | -0.5163 | 0.303609 |
23 | 0.241405 | 2.0341 | 0.022839 |
24 | -0.081955 | -0.6906 | 0.246046 |
25 | -0.026678 | -0.2248 | 0.411392 |
26 | -0.203044 | -1.7109 | 0.045734 |
27 | -0.104496 | -0.8805 | 0.190781 |
28 | -0.100257 | -0.8448 | 0.200535 |
29 | -0.028406 | -0.2394 | 0.405759 |
30 | 0.024561 | 0.207 | 0.418317 |
31 | -0.016712 | -0.1408 | 0.444205 |
32 | -0.070763 | -0.5963 | 0.276448 |
33 | -0.034831 | -0.2935 | 0.385002 |
34 | -0.04063 | -0.3424 | 0.366547 |
35 | 0.018587 | 0.1566 | 0.437997 |
36 | -0.032364 | -0.2727 | 0.392937 |
37 | -0.052621 | -0.4434 | 0.329414 |
38 | -0.063207 | -0.5326 | 0.29799 |
39 | -0.017048 | -0.1436 | 0.443094 |
40 | -0.151332 | -1.2751 | 0.103207 |
41 | -0.053213 | -0.4484 | 0.327621 |
42 | 0.058631 | 0.494 | 0.311404 |
43 | -0.073305 | -0.6177 | 0.269381 |
44 | 0.064343 | 0.5422 | 0.294701 |
45 | 0.063177 | 0.5323 | 0.298077 |
46 | -0.028349 | -0.2389 | 0.405947 |
47 | 0.094233 | 0.794 | 0.214914 |
48 | 0.056093 | 0.4727 | 0.318956 |