Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.062314 | 0.5677 | 0.285884 |
2 | 0.017358 | 0.1581 | 0.437366 |
3 | 0.077448 | 0.7056 | 0.24121 |
4 | -0.034315 | -0.3126 | 0.377675 |
5 | -0.140673 | -1.2816 | 0.101778 |
6 | -0.077453 | -0.7056 | 0.241197 |
7 | -0.129722 | -1.1818 | 0.120326 |
8 | -0.024898 | -0.2268 | 0.410557 |
9 | 0.016173 | 0.1473 | 0.44161 |
10 | -0.020981 | -0.1911 | 0.424438 |
11 | -0.132966 | -1.2114 | 0.114595 |
12 | 0.38345 | 3.4934 | 0.000384 |
13 | -0.043626 | -0.3975 | 0.346026 |
14 | -0.130491 | -1.1888 | 0.118948 |
15 | -0.007434 | -0.0677 | 0.473082 |
16 | 0.089588 | 0.8162 | 0.208365 |
17 | -0.096943 | -0.8832 | 0.18984 |
18 | -0.09279 | -0.8454 | 0.200172 |
19 | -0.110562 | -1.0073 | 0.158368 |
20 | -0.163493 | -1.4895 | 0.070074 |
21 | -0.094306 | -0.8592 | 0.19636 |
22 | -0.029153 | -0.2656 | 0.395604 |
23 | 0.002993 | 0.0273 | 0.489154 |
24 | 0.361151 | 3.2902 | 0.000735 |
25 | 0.033592 | 0.306 | 0.380172 |
26 | -0.017552 | -0.1599 | 0.436672 |
27 | -0.021677 | -0.1975 | 0.421965 |
28 | 0.030183 | 0.275 | 0.392007 |
29 | -0.125114 | -1.1398 | 0.128815 |
30 | -0.046777 | -0.4262 | 0.335546 |
31 | -0.044701 | -0.4072 | 0.342438 |
32 | -0.062875 | -0.5728 | 0.284157 |
33 | 0.036934 | 0.3365 | 0.368677 |
34 | -0.004892 | -0.0446 | 0.482279 |
35 | 0.005976 | 0.0544 | 0.478356 |
36 | 0.229323 | 2.0892 | 0.019875 |
37 | -0.073935 | -0.6736 | 0.251225 |
38 | -0.067626 | -0.6161 | 0.269756 |
39 | 0.033529 | 0.3055 | 0.380389 |
40 | 0.020502 | 0.1868 | 0.426144 |
41 | -0.093891 | -0.8554 | 0.197399 |
42 | -0.077153 | -0.7029 | 0.242042 |
43 | -0.110285 | -1.0047 | 0.158969 |
44 | -0.150828 | -1.3741 | 0.086554 |
45 | -0.019039 | -0.1735 | 0.43136 |
46 | -0.025754 | -0.2346 | 0.407537 |
47 | -0.004883 | -0.0445 | 0.482311 |
48 | 0.208008 | 1.895 | 0.030784 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.062314 | 0.5677 | 0.285884 |
2 | 0.013527 | 0.1232 | 0.451107 |
3 | 0.075847 | 0.691 | 0.245748 |
4 | -0.044311 | -0.4037 | 0.34374 |
5 | -0.139439 | -1.2703 | 0.103755 |
6 | -0.067624 | -0.6161 | 0.269762 |
7 | -0.11544 | -1.0517 | 0.147993 |
8 | 0.010215 | 0.0931 | 0.463039 |
9 | 0.023301 | 0.2123 | 0.416203 |
10 | -0.027194 | -0.2477 | 0.402471 |
11 | -0.164317 | -1.497 | 0.069094 |
12 | 0.38196 | 3.4798 | 0.000401 |
13 | -0.133333 | -1.2147 | 0.113958 |
14 | -0.138363 | -1.2606 | 0.105502 |
15 | -0.057907 | -0.5276 | 0.299607 |
16 | 0.142201 | 1.2955 | 0.099368 |
17 | -0.055443 | -0.5051 | 0.307409 |
18 | -0.124919 | -1.1381 | 0.129183 |
19 | -0.084086 | -0.7661 | 0.222907 |
20 | -0.195391 | -1.7801 | 0.03936 |
21 | -0.08634 | -0.7866 | 0.21688 |
22 | -0.016647 | -0.1517 | 0.43991 |
23 | 0.186282 | 1.6971 | 0.046712 |
24 | 0.170732 | 1.5554 | 0.061823 |
25 | -0.108973 | -0.9928 | 0.161849 |
26 | -0.037124 | -0.3382 | 0.368027 |
27 | -0.084536 | -0.7702 | 0.221697 |
28 | -0.079092 | -0.7206 | 0.236603 |
29 | -0.082362 | -0.7503 | 0.227583 |
30 | 0.126294 | 1.1506 | 0.126602 |
31 | 0.000162 | 0.0015 | 0.499414 |
32 | -0.068554 | -0.6246 | 0.266988 |
33 | 0.042989 | 0.3916 | 0.348162 |
34 | -0.053189 | -0.4846 | 0.314628 |
35 | -0.015508 | -0.1413 | 0.443994 |
36 | 0.019181 | 0.1748 | 0.430851 |
37 | -0.022301 | -0.2032 | 0.41975 |
38 | -0.057155 | -0.5207 | 0.30198 |
39 | 0.001741 | 0.0159 | 0.493693 |
40 | -0.115139 | -1.049 | 0.148618 |
41 | -0.061186 | -0.5574 | 0.289368 |
42 | -0.118294 | -1.0777 | 0.142143 |
43 | -0.081102 | -0.7389 | 0.231035 |
44 | -0.009521 | -0.0867 | 0.465544 |
45 | 0.020584 | 0.1875 | 0.425851 |
46 | -0.041115 | -0.3746 | 0.354465 |
47 | -0.099885 | -0.91 | 0.18273 |
48 | -0.047271 | -0.4307 | 0.333918 |