Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.071404 | 0.6017 | 0.274659 |
2 | -0.070803 | -0.5966 | 0.276338 |
3 | -0.141334 | -1.1909 | 0.118829 |
4 | -0.049116 | -0.4139 | 0.340113 |
5 | -0.01552 | -0.1308 | 0.448161 |
6 | -0.04375 | -0.3686 | 0.356744 |
7 | -0.001383 | -0.0117 | 0.495368 |
8 | -0.054228 | -0.4569 | 0.324557 |
9 | -0.095206 | -0.8022 | 0.212552 |
10 | -0.112042 | -0.9441 | 0.174164 |
11 | -0.022403 | -0.1888 | 0.425405 |
12 | -0.08698 | -0.7329 | 0.233015 |
13 | 0.264155 | 2.2258 | 0.014602 |
14 | -0.013022 | -0.1097 | 0.456469 |
15 | -0.069051 | -0.5818 | 0.281262 |
16 | -0.069056 | -0.5819 | 0.281246 |
17 | 0.004817 | 0.0406 | 0.483869 |
18 | 0.052201 | 0.4399 | 0.330691 |
19 | -0.002227 | -0.0188 | 0.492541 |
20 | -0.079452 | -0.6695 | 0.252681 |
21 | -0.077818 | -0.6557 | 0.257066 |
22 | 0.016821 | 0.1417 | 0.443847 |
23 | 0.212113 | 1.7873 | 0.039079 |
24 | 0.148874 | 1.2544 | 0.1069 |
25 | -0.009072 | -0.0764 | 0.46964 |
26 | -0.037745 | -0.318 | 0.375693 |
27 | -0.04775 | -0.4023 | 0.344318 |
28 | -0.007707 | -0.0649 | 0.474201 |
29 | -0.055644 | -0.4689 | 0.320302 |
30 | -0.065039 | -0.548 | 0.292696 |
31 | -0.004215 | -0.0355 | 0.485882 |
32 | -0.005346 | -0.045 | 0.482097 |
33 | -0.051563 | -0.4345 | 0.332629 |
34 | -0.061383 | -0.5172 | 0.303305 |
35 | 0.020506 | 0.1728 | 0.431655 |
36 | 0.241612 | 2.0359 | 0.022748 |
37 | -0.01488 | -0.1254 | 0.450289 |
38 | -0.060157 | -0.5069 | 0.306901 |
39 | -0.045796 | -0.3859 | 0.350368 |
40 | -0.022429 | -0.189 | 0.42532 |
41 | -0.029097 | -0.2452 | 0.403514 |
42 | 0.072659 | 0.6122 | 0.271168 |
43 | 0.00017 | 0.0014 | 0.499431 |
44 | -0.056513 | -0.4762 | 0.3177 |
45 | -0.060817 | -0.5125 | 0.304962 |
46 | -0.099959 | -0.8423 | 0.201233 |
47 | 0.133646 | 1.1261 | 0.131953 |
48 | -0.002114 | -0.0178 | 0.49292 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.071404 | 0.6017 | 0.274659 |
2 | -0.07629 | -0.6428 | 0.261202 |
3 | -0.131881 | -1.1113 | 0.135105 |
4 | -0.035953 | -0.3029 | 0.381407 |
5 | -0.029629 | -0.2497 | 0.401787 |
6 | -0.067277 | -0.5669 | 0.28629 |
7 | -0.009703 | -0.0818 | 0.467533 |
8 | -0.071822 | -0.6052 | 0.273494 |
9 | -0.110729 | -0.933 | 0.176987 |
10 | -0.124031 | -1.0451 | 0.14976 |
11 | -0.052937 | -0.4461 | 0.328457 |
12 | -0.154863 | -1.3049 | 0.09807 |
13 | 0.233524 | 1.9677 | 0.026504 |
14 | -0.110297 | -0.9294 | 0.177921 |
15 | -0.088541 | -0.7461 | 0.229046 |
16 | -0.039848 | -0.3358 | 0.36902 |
17 | -0.027298 | -0.23 | 0.40937 |
18 | -0.017815 | -0.1501 | 0.440551 |
19 | -0.028408 | -0.2394 | 0.405754 |
20 | -0.147521 | -1.243 | 0.108973 |
21 | -0.097509 | -0.8216 | 0.20702 |
22 | 0.007484 | 0.0631 | 0.474946 |
23 | 0.220348 | 1.8567 | 0.033752 |
24 | 0.071908 | 0.6059 | 0.273255 |
25 | 0.042965 | 0.362 | 0.359203 |
26 | -0.098447 | -0.8295 | 0.204792 |
27 | 0.000207 | 0.0017 | 0.499305 |
28 | 0.042107 | 0.3548 | 0.361896 |
29 | -0.040272 | -0.3393 | 0.367679 |
30 | -0.112075 | -0.9444 | 0.174094 |
31 | -0.031086 | -0.2619 | 0.397064 |
32 | -0.004488 | -0.0378 | 0.484971 |
33 | 0.048383 | 0.4077 | 0.342367 |
34 | 0.001517 | 0.0128 | 0.494918 |
35 | 0.034538 | 0.291 | 0.38594 |
36 | 0.127715 | 1.0761 | 0.142753 |
37 | -0.113125 | -0.9532 | 0.17186 |
38 | -0.031314 | -0.2639 | 0.396327 |
39 | 0.023205 | 0.1955 | 0.42277 |
40 | -0.054275 | -0.4573 | 0.324414 |
41 | -0.114786 | -0.9672 | 0.168362 |
42 | 0.102401 | 0.8628 | 0.195563 |
43 | 0.033119 | 0.2791 | 0.390504 |
44 | -0.006881 | -0.058 | 0.476965 |
45 | -0.022303 | -0.1879 | 0.425736 |
46 | -0.191372 | -1.6125 | 0.055642 |
47 | 0.102668 | 0.8651 | 0.194949 |
48 | -0.029811 | -0.2512 | 0.401196 |