Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.107896 | 0.8288 | 0.20529 |
2 | 0.032295 | 0.2481 | 0.402474 |
3 | -0.241686 | -1.8564 | 0.034194 |
4 | -0.135271 | -1.039 | 0.151514 |
5 | 0.043384 | 0.3332 | 0.370068 |
6 | 0.161928 | 1.2438 | 0.109247 |
7 | -0.086356 | -0.6633 | 0.254858 |
8 | -0.249655 | -1.9176 | 0.030001 |
9 | -0.112773 | -0.8662 | 0.194938 |
10 | -0.166007 | -1.2751 | 0.103632 |
11 | 0.285692 | 2.1944 | 0.016076 |
12 | 0.131562 | 1.0105 | 0.15818 |
13 | 0.115084 | 0.884 | 0.190147 |
14 | -0.130856 | -1.0051 | 0.159471 |
15 | -0.281204 | -2.16 | 0.017425 |
16 | -0.109004 | -0.8373 | 0.202908 |
17 | 0.076928 | 0.5909 | 0.278425 |
18 | 0.075087 | 0.5768 | 0.283149 |
19 | 0.010176 | 0.0782 | 0.46898 |
20 | 0.077327 | 0.594 | 0.277405 |
21 | -0.206357 | -1.5851 | 0.059149 |
22 | 0.109951 | 0.8445 | 0.200888 |
23 | 0.043601 | 0.3349 | 0.369443 |
24 | 0.110669 | 0.8501 | 0.199362 |
25 | -0.035279 | -0.271 | 0.393673 |
26 | -0.105494 | -0.8103 | 0.210507 |
27 | -0.172461 | -1.3247 | 0.09519 |
28 | -0.033606 | -0.2581 | 0.398603 |
29 | -0.009749 | -0.0749 | 0.47028 |
30 | 0.146169 | 1.1227 | 0.133047 |
31 | 0.150619 | 1.1569 | 0.125983 |
32 | 0.008083 | 0.0621 | 0.475352 |
33 | 0.021167 | 0.1626 | 0.435699 |
34 | -0.02479 | -0.1904 | 0.42482 |
35 | 0.074266 | 0.5705 | 0.285269 |
36 | 0.058858 | 0.4521 | 0.326429 |
37 | -0.012344 | -0.0948 | 0.462392 |
38 | -0.147232 | -1.1309 | 0.131334 |
39 | -0.101009 | -0.7759 | 0.220463 |
40 | -0.009601 | -0.0737 | 0.470732 |
41 | -0.055105 | -0.4233 | 0.336818 |
42 | 0.013402 | 0.1029 | 0.459178 |
43 | -0.055374 | -0.4253 | 0.336071 |
44 | 0.027072 | 0.2079 | 0.417995 |
45 | -0.031096 | -0.2389 | 0.406023 |
46 | 0.023761 | 0.1825 | 0.427903 |
47 | 6e-06 | 0 | 0.499981 |
48 | 0.039939 | 0.3068 | 0.380047 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.107896 | 0.8288 | 0.20529 |
2 | 0.020897 | 0.1605 | 0.436514 |
3 | -0.250375 | -1.9232 | 0.029645 |
4 | -0.089621 | -0.6884 | 0.246952 |
5 | 0.092808 | 0.7129 | 0.239367 |
6 | 0.111576 | 0.857 | 0.197448 |
7 | -0.193282 | -1.4846 | 0.071484 |
8 | -0.260873 | -2.0038 | 0.024845 |
9 | 0.038983 | 0.2994 | 0.382829 |
10 | -0.159417 | -1.2245 | 0.112814 |
11 | 0.190314 | 1.4618 | 0.074547 |
12 | 0.025587 | 0.1965 | 0.422433 |
13 | 0.04833 | 0.3712 | 0.355898 |
14 | -0.069153 | -0.5312 | 0.298647 |
15 | -0.300105 | -2.3051 | 0.012347 |
16 | -0.043216 | -0.3319 | 0.370552 |
17 | -0.004816 | -0.037 | 0.485309 |
18 | -0.084162 | -0.6465 | 0.260243 |
19 | 0.018027 | 0.1385 | 0.445171 |
20 | 0.197468 | 1.5168 | 0.067331 |
21 | -0.099532 | -0.7645 | 0.223803 |
22 | -0.039771 | -0.3055 | 0.380536 |
23 | -0.07692 | -0.5908 | 0.278443 |
24 | -0.029308 | -0.2251 | 0.411333 |
25 | -0.14962 | -1.1493 | 0.127545 |
26 | -0.054669 | -0.4199 | 0.338033 |
27 | 0.040654 | 0.3123 | 0.377969 |
28 | 0.009914 | 0.0761 | 0.469779 |
29 | -0.15652 | -1.2023 | 0.117035 |
30 | 0.128379 | 0.9861 | 0.164056 |
31 | 0.059362 | 0.456 | 0.325043 |
32 | -0.004279 | -0.0329 | 0.486944 |
33 | -0.094207 | -0.7236 | 0.236081 |
34 | 0.054241 | 0.4166 | 0.339228 |
35 | 0.143338 | 1.101 | 0.137684 |
36 | -0.118338 | -0.909 | 0.183531 |
37 | -0.07284 | -0.5595 | 0.28897 |
38 | 0.083006 | 0.6376 | 0.263107 |
39 | -0.034796 | -0.2673 | 0.395096 |
40 | -0.015607 | -0.1199 | 0.452494 |
41 | -0.172597 | -1.3257 | 0.095017 |
42 | -0.070388 | -0.5407 | 0.29539 |
43 | -0.064271 | -0.4937 | 0.311684 |
44 | -0.090556 | -0.6956 | 0.244713 |
45 | 0.057982 | 0.4454 | 0.328842 |
46 | 0.015456 | 0.1187 | 0.45295 |
47 | -0.022156 | -0.1702 | 0.432723 |
48 | -0.00948 | -0.0728 | 0.471099 |