Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.169155 | 1.6487 | 0.051255 |
2 | 0.00354 | 0.0345 | 0.486275 |
3 | 0.034554 | 0.3368 | 0.368507 |
4 | -0.060795 | -0.5926 | 0.277444 |
5 | -0.052045 | -0.5073 | 0.306571 |
6 | -0.007028 | -0.0685 | 0.472764 |
7 | -0.143644 | -1.4001 | 0.082374 |
8 | 0.006365 | 0.062 | 0.475333 |
9 | -0.041544 | -0.4049 | 0.343223 |
10 | -0.132262 | -1.2891 | 0.100241 |
11 | 0.063806 | 0.6219 | 0.267747 |
12 | 0.089493 | 0.8723 | 0.192631 |
13 | 0.152637 | 1.4877 | 0.070068 |
14 | 0.073664 | 0.718 | 0.237264 |
15 | -0.094944 | -0.9254 | 0.17855 |
16 | -0.10382 | -1.0119 | 0.157074 |
17 | -0.008523 | -0.0831 | 0.466986 |
18 | -0.125202 | -1.2203 | 0.112682 |
19 | -0.089339 | -0.8708 | 0.193039 |
20 | -0.017991 | -0.1754 | 0.430587 |
21 | -0.123747 | -1.2061 | 0.11538 |
22 | -0.034275 | -0.3341 | 0.369532 |
23 | 0.055658 | 0.5425 | 0.294377 |
24 | -0.020857 | -0.2033 | 0.419672 |
25 | 0.18004 | 1.7548 | 0.041257 |
26 | 0.151382 | 1.4755 | 0.071694 |
27 | 0.017934 | 0.1748 | 0.430804 |
28 | -0.086907 | -0.8471 | 0.199543 |
29 | -0.09238 | -0.9004 | 0.18509 |
30 | -0.00442 | -0.0431 | 0.482865 |
31 | -0.04712 | -0.4593 | 0.323544 |
32 | -0.110018 | -1.0723 | 0.143147 |
33 | 0.050025 | 0.4876 | 0.313484 |
34 | -0.00188 | -0.0183 | 0.492711 |
35 | -0.084961 | -0.8281 | 0.204846 |
36 | 0.000747 | 0.0073 | 0.497102 |
37 | -0.00427 | -0.0416 | 0.483443 |
38 | 0.068521 | 0.6679 | 0.252922 |
39 | 0.10956 | 1.0679 | 0.144145 |
40 | 0.036419 | 0.355 | 0.361701 |
41 | -0.043899 | -0.4279 | 0.334854 |
42 | 0.006298 | 0.0614 | 0.47559 |
43 | -0.076136 | -0.7421 | 0.229935 |
44 | -0.039427 | -0.3843 | 0.350814 |
45 | -0.033422 | -0.3258 | 0.372663 |
46 | -0.032595 | -0.3177 | 0.375707 |
47 | -0.004773 | -0.0465 | 0.481496 |
48 | -0.009934 | -0.0968 | 0.461534 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.169155 | 1.6487 | 0.051255 |
2 | -0.025812 | -0.2516 | 0.400952 |
3 | 0.039461 | 0.3846 | 0.35069 |
4 | -0.075715 | -0.738 | 0.231173 |
5 | -0.02845 | -0.2773 | 0.391077 |
6 | 0.003459 | 0.0337 | 0.486586 |
7 | -0.144424 | -1.4077 | 0.081247 |
8 | 0.058538 | 0.5706 | 0.284823 |
9 | -0.067882 | -0.6616 | 0.254906 |
10 | -0.10842 | -1.0567 | 0.146653 |
11 | 0.092546 | 0.902 | 0.184661 |
12 | 0.053945 | 0.5258 | 0.30013 |
13 | 0.151324 | 1.4749 | 0.07177 |
14 | -0.021723 | -0.2117 | 0.416385 |
15 | -0.10687 | -1.0416 | 0.15011 |
16 | -0.081198 | -0.7914 | 0.215336 |
17 | 7.2e-05 | 7e-04 | 0.49972 |
18 | -0.084632 | -0.8249 | 0.20575 |
19 | -0.062768 | -0.6118 | 0.271071 |
20 | 0.011416 | 0.1113 | 0.455819 |
21 | -0.113318 | -1.1045 | 0.136086 |
22 | -0.001281 | -0.0125 | 0.495032 |
23 | 0.065966 | 0.643 | 0.2609 |
24 | -0.059019 | -0.5753 | 0.283241 |
25 | 0.130877 | 1.2756 | 0.102599 |
26 | 0.041647 | 0.4059 | 0.342854 |
27 | 0.014326 | 0.1396 | 0.444624 |
28 | -0.136912 | -1.3345 | 0.092623 |
29 | -0.042341 | -0.4127 | 0.340383 |
30 | 0.068181 | 0.6645 | 0.253976 |
31 | -0.096903 | -0.9445 | 0.173656 |
32 | -0.025993 | -0.2533 | 0.400273 |
33 | 0.093191 | 0.9083 | 0.183007 |
34 | -0.036344 | -0.3542 | 0.361973 |
35 | -0.064418 | -0.6279 | 0.265798 |
36 | -0.03857 | -0.3759 | 0.353903 |
37 | -0.040132 | -0.3912 | 0.348277 |
38 | -0.00561 | -0.0547 | 0.478253 |
39 | 0.030749 | 0.2997 | 0.382527 |
40 | 0.059511 | 0.58 | 0.28163 |
41 | -0.014119 | -0.1376 | 0.445418 |
42 | 0.015505 | 0.1511 | 0.440098 |
43 | -0.069026 | -0.6728 | 0.251358 |
44 | 0.009588 | 0.0935 | 0.46287 |
45 | -0.031349 | -0.3056 | 0.380308 |
46 | -0.032407 | -0.3159 | 0.3764 |
47 | 0.004665 | 0.0455 | 0.481914 |
48 | -0.009107 | -0.0888 | 0.464726 |