Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.095756 | 0.8069 | 0.211221 |
2 | -0.219408 | -1.8488 | 0.034328 |
3 | 0.064393 | 0.5426 | 0.294559 |
4 | 0.029372 | 0.2475 | 0.40262 |
5 | -0.170952 | -1.4405 | 0.077066 |
6 | 0.015915 | 0.1341 | 0.446851 |
7 | 0.092478 | 0.7792 | 0.219217 |
8 | -0.083551 | -0.704 | 0.241864 |
9 | 0.023694 | 0.1997 | 0.421162 |
10 | -0.089633 | -0.7553 | 0.226294 |
11 | 0.037029 | 0.312 | 0.377972 |
12 | 0.110053 | 0.9273 | 0.17845 |
13 | 0.085816 | 0.7231 | 0.235998 |
14 | -0.051707 | -0.4357 | 0.332192 |
15 | 0.150217 | 1.2658 | 0.104869 |
16 | 0.158489 | 1.3355 | 0.092997 |
17 | -0.163192 | -1.3751 | 0.086715 |
18 | -0.138248 | -1.1649 | 0.12398 |
19 | -0.091333 | -0.7696 | 0.22205 |
20 | 0.010524 | 0.0887 | 0.464793 |
21 | -0.085131 | -0.7173 | 0.237762 |
22 | 0.141296 | 1.1906 | 0.118892 |
23 | 0.10846 | 0.9139 | 0.181931 |
24 | -0.032253 | -0.2718 | 0.393293 |
25 | -0.110297 | -0.9294 | 0.177921 |
26 | 0.070698 | 0.5957 | 0.276631 |
27 | 0.111414 | 0.9388 | 0.17551 |
28 | -0.039152 | -0.3299 | 0.371222 |
29 | -0.036398 | -0.3067 | 0.379986 |
30 | -0.083572 | -0.7042 | 0.24181 |
31 | 0.003043 | 0.0256 | 0.489808 |
32 | -0.123891 | -1.0439 | 0.15003 |
33 | 0.04778 | 0.4026 | 0.344224 |
34 | 0.053707 | 0.4525 | 0.32613 |
35 | -0.073646 | -0.6206 | 0.268441 |
36 | -0.006171 | -0.052 | 0.47934 |
37 | 0.064549 | 0.5439 | 0.294106 |
38 | -0.023541 | -0.1984 | 0.421666 |
39 | -0.026871 | -0.2264 | 0.410763 |
40 | 0.039727 | 0.3347 | 0.369403 |
41 | -0.125872 | -1.0606 | 0.146229 |
42 | -0.067146 | -0.5658 | 0.286662 |
43 | 0.001356 | 0.0114 | 0.495457 |
44 | -0.101121 | -0.8521 | 0.198523 |
45 | -0.068563 | -0.5777 | 0.282639 |
46 | 0.058996 | 0.4971 | 0.310325 |
47 | -0.062821 | -0.5293 | 0.299112 |
48 | -0.044327 | -0.3735 | 0.354943 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.095756 | 0.8069 | 0.211221 |
2 | -0.230692 | -1.9438 | 0.027939 |
3 | 0.119752 | 1.009 | 0.158189 |
4 | -0.048856 | -0.4117 | 0.340912 |
5 | -0.136974 | -1.1542 | 0.126151 |
6 | 0.053817 | 0.4535 | 0.325796 |
7 | 0.012091 | 0.1019 | 0.459568 |
8 | -0.065456 | -0.5515 | 0.291498 |
9 | 0.073974 | 0.6233 | 0.267537 |
10 | -0.190415 | -1.6045 | 0.056525 |
11 | 0.139486 | 1.1753 | 0.121895 |
12 | 0.040519 | 0.3414 | 0.3669 |
13 | 0.088472 | 0.7455 | 0.229222 |
14 | -0.02862 | -0.2412 | 0.405064 |
15 | 0.180993 | 1.5251 | 0.065841 |
16 | 0.101913 | 0.8587 | 0.196688 |
17 | -0.088645 | -0.7469 | 0.228785 |
18 | -0.093445 | -0.7874 | 0.21684 |
19 | -0.159173 | -1.3412 | 0.092063 |
20 | 0.045037 | 0.3795 | 0.352728 |
21 | -0.087385 | -0.7363 | 0.23198 |
22 | 0.157263 | 1.3251 | 0.094689 |
23 | 0.036122 | 0.3044 | 0.380869 |
24 | -0.011233 | -0.0947 | 0.462429 |
25 | -0.085532 | -0.7207 | 0.236729 |
26 | 0.093615 | 0.7888 | 0.216424 |
27 | -0.001373 | -0.0116 | 0.4954 |
28 | -0.017549 | -0.1479 | 0.441432 |
29 | -0.092064 | -0.7757 | 0.220238 |
30 | -0.05272 | -0.4442 | 0.329116 |
31 | 0.004644 | 0.0391 | 0.484449 |
32 | -0.078995 | -0.6656 | 0.253905 |
33 | 0.15125 | 1.2745 | 0.103329 |
34 | 0.012226 | 0.103 | 0.45912 |
35 | -0.118517 | -0.9986 | 0.160679 |
36 | 0.035883 | 0.3024 | 0.381632 |
37 | -0.024119 | -0.2032 | 0.41977 |
38 | -0.130478 | -1.0994 | 0.137648 |
39 | 0.039866 | 0.3359 | 0.368963 |
40 | -0.036215 | -0.3052 | 0.380571 |
41 | -0.006702 | -0.0565 | 0.477563 |
42 | -0.112479 | -0.9478 | 0.173233 |
43 | 0.002449 | 0.0206 | 0.491796 |
44 | -0.1247 | -1.0507 | 0.14847 |
45 | 0.028668 | 0.2416 | 0.404909 |
46 | -0.046643 | -0.393 | 0.347741 |
47 | -0.040319 | -0.3397 | 0.367531 |
48 | -0.016746 | -0.1411 | 0.444094 |