Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.134989 | 1.4726 | 0.071755 |
2 | 0.127225 | 1.3879 | 0.083886 |
3 | 0.214898 | 2.3443 | 0.010361 |
4 | -0.043386 | -0.4733 | 0.318438 |
5 | 0.021147 | 0.2307 | 0.408975 |
6 | -0.022826 | -0.249 | 0.401895 |
7 | -0.055253 | -0.6027 | 0.273915 |
8 | 0.023181 | 0.2529 | 0.4004 |
9 | 0.14249 | 1.5544 | 0.061375 |
10 | 0.087271 | 0.952 | 0.17151 |
11 | 0.058586 | 0.6391 | 0.261993 |
12 | 0.03427 | 0.3738 | 0.354593 |
13 | 0.094486 | 1.0307 | 0.152381 |
14 | 0.152395 | 1.6624 | 0.049529 |
15 | -0.033335 | -0.3636 | 0.358385 |
16 | 0.052811 | 0.5761 | 0.282818 |
17 | 0.08501 | 0.9273 | 0.177812 |
18 | -0.073791 | -0.805 | 0.211223 |
19 | -0.030654 | -0.3344 | 0.369335 |
20 | -0.045647 | -0.4979 | 0.30972 |
21 | -0.131194 | -1.4312 | 0.077503 |
22 | -0.095421 | -1.0409 | 0.150011 |
23 | 0.055526 | 0.6057 | 0.272926 |
24 | -0.001344 | -0.0147 | 0.494163 |
25 | -0.076345 | -0.8328 | 0.203306 |
26 | 0.03791 | 0.4136 | 0.339973 |
27 | -0.081583 | -0.89 | 0.18764 |
28 | -0.086905 | -0.948 | 0.172521 |
29 | -0.105299 | -1.1487 | 0.126496 |
30 | -0.045863 | -0.5003 | 0.308891 |
31 | 0.000936 | 0.0102 | 0.495937 |
32 | -0.061296 | -0.6687 | 0.252503 |
33 | 0.144518 | 1.5765 | 0.058782 |
34 | -0.025392 | -0.277 | 0.391131 |
35 | -0.011145 | -0.1216 | 0.451721 |
36 | 0.098101 | 1.0702 | 0.143357 |
37 | -0.051156 | -0.558 | 0.288929 |
38 | -0.127333 | -1.389 | 0.083708 |
39 | -0.048283 | -0.5267 | 0.299688 |
40 | -0.113653 | -1.2398 | 0.108743 |
41 | -0.068078 | -0.7426 | 0.229582 |
42 | -0.049432 | -0.5392 | 0.295365 |
43 | -0.153109 | -1.6702 | 0.048752 |
44 | -0.062345 | -0.6801 | 0.248879 |
45 | -0.12632 | -1.378 | 0.085396 |
46 | -0.010933 | -0.1193 | 0.452632 |
47 | 0.048587 | 0.53 | 0.298542 |
48 | -0.041402 | -0.4516 | 0.326174 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.134989 | 1.4726 | 0.071755 |
2 | 0.111026 | 1.2112 | 0.114119 |
3 | 0.190418 | 2.0772 | 0.019967 |
4 | -0.108669 | -1.1854 | 0.119102 |
5 | -0.006061 | -0.0661 | 0.473698 |
6 | -0.053984 | -0.5889 | 0.278525 |
7 | -0.017377 | -0.1896 | 0.424988 |
8 | 0.034312 | 0.3743 | 0.354423 |
9 | 0.175698 | 1.9166 | 0.028841 |
10 | 0.064559 | 0.7043 | 0.241323 |
11 | -0.006888 | -0.0751 | 0.470116 |
12 | -0.060449 | -0.6594 | 0.255451 |
13 | 0.081062 | 0.8843 | 0.189165 |
14 | 0.149396 | 1.6297 | 0.052903 |
15 | -0.061683 | -0.6729 | 0.251163 |
16 | 0.019287 | 0.2104 | 0.416857 |
17 | 0.049364 | 0.5385 | 0.295618 |
18 | -0.092288 | -1.0067 | 0.158051 |
19 | -0.084763 | -0.9247 | 0.178509 |
20 | -0.027707 | -0.3023 | 0.381494 |
21 | -0.062772 | -0.6848 | 0.247411 |
22 | -0.100104 | -1.092 | 0.138519 |
23 | 0.075051 | 0.8187 | 0.207294 |
24 | 0.046804 | 0.5106 | 0.305299 |
25 | -0.109426 | -1.1937 | 0.117485 |
26 | -0.034948 | -0.3812 | 0.351852 |
27 | -0.096828 | -1.0563 | 0.146492 |
28 | -0.048451 | -0.5285 | 0.299055 |
29 | -0.07509 | -0.8191 | 0.207173 |
30 | 0.067284 | 0.734 | 0.232202 |
31 | 0.090164 | 0.9836 | 0.163661 |
32 | -0.035232 | -0.3843 | 0.350708 |
33 | 0.132224 | 1.4424 | 0.075908 |
34 | -0.038177 | -0.4165 | 0.338912 |
35 | 0.032659 | 0.3563 | 0.361134 |
36 | 0.081074 | 0.8844 | 0.189127 |
37 | -0.0114 | -0.1244 | 0.450618 |
38 | -0.096626 | -1.0541 | 0.146995 |
39 | -0.02335 | -0.2547 | 0.399691 |
40 | -0.109541 | -1.1949 | 0.117242 |
41 | 0.021375 | 0.2332 | 0.408013 |
42 | -0.037562 | -0.4098 | 0.34136 |
43 | -0.142446 | -1.5539 | 0.061432 |
44 | -0.067854 | -0.7402 | 0.23032 |
45 | -0.134597 | -1.4683 | 0.072333 |
46 | 0.033592 | 0.3664 | 0.357343 |
47 | 0.026128 | 0.285 | 0.388059 |
48 | 0.024839 | 0.271 | 0.393446 |