Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.042868 | 0.3612 | 0.359508 |
2 | -0.112467 | -0.9477 | 0.173257 |
3 | -0.172952 | -1.4573 | 0.074719 |
4 | 0.009216 | 0.0777 | 0.469159 |
5 | 0.043461 | 0.3662 | 0.357649 |
6 | 0.134118 | 1.1301 | 0.131118 |
7 | -0.034151 | -0.2878 | 0.387185 |
8 | -0.060265 | -0.5078 | 0.306582 |
9 | -0.043145 | -0.3635 | 0.358639 |
10 | -0.051528 | -0.4342 | 0.332736 |
11 | -0.150815 | -1.2708 | 0.103976 |
12 | -0.046616 | -0.3928 | 0.347824 |
13 | 0.04392 | 0.3701 | 0.356215 |
14 | 0.061162 | 0.5154 | 0.303952 |
15 | -0.133219 | -1.1225 | 0.132711 |
16 | -0.077417 | -0.6523 | 0.258149 |
17 | -0.103289 | -0.8703 | 0.193528 |
18 | 0.008926 | 0.0752 | 0.47013 |
19 | 0.025925 | 0.2184 | 0.413854 |
20 | 0.025678 | 0.2164 | 0.41466 |
21 | -0.056363 | -0.4749 | 0.31815 |
22 | 0.017049 | 0.1437 | 0.443089 |
23 | 0.176445 | 1.4868 | 0.070753 |
24 | 0.059913 | 0.5048 | 0.307619 |
25 | -0.082245 | -0.693 | 0.245283 |
26 | -0.004036 | -0.034 | 0.486483 |
27 | -0.012298 | -0.1036 | 0.45888 |
28 | 0.039435 | 0.3323 | 0.370325 |
29 | 0.013321 | 0.1122 | 0.455474 |
30 | -0.01243 | -0.1047 | 0.458441 |
31 | -0.051478 | -0.4338 | 0.332887 |
32 | -0.025735 | -0.2168 | 0.414475 |
33 | 0.168274 | 1.4179 | 0.080296 |
34 | 0.034618 | 0.2917 | 0.385686 |
35 | -0.086105 | -0.7255 | 0.235256 |
36 | 0.025502 | 0.2149 | 0.415236 |
37 | 0.034122 | 0.2875 | 0.387278 |
38 | 0.051364 | 0.4328 | 0.333236 |
39 | -0.164209 | -1.3837 | 0.0854 |
40 | -0.052238 | -0.4402 | 0.330578 |
41 | -0.026616 | -0.2243 | 0.411596 |
42 | 0.081287 | 0.6849 | 0.247807 |
43 | 0.050861 | 0.4286 | 0.33477 |
44 | -0.03537 | -0.298 | 0.383273 |
45 | -0.09968 | -0.8399 | 0.201886 |
46 | -0.008537 | -0.0719 | 0.471427 |
47 | 0.026072 | 0.2197 | 0.413373 |
48 | -0.021478 | -0.181 | 0.42845 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.042868 | 0.3612 | 0.359508 |
2 | -0.114515 | -0.9649 | 0.168929 |
3 | -0.165134 | -1.3914 | 0.084217 |
4 | 0.009701 | 0.0817 | 0.46754 |
5 | 0.006156 | 0.0519 | 0.479387 |
6 | 0.110711 | 0.9329 | 0.177025 |
7 | -0.034851 | -0.2937 | 0.384937 |
8 | -0.026311 | -0.2217 | 0.412593 |
9 | -0.010205 | -0.086 | 0.46586 |
10 | -0.077084 | -0.6495 | 0.259048 |
11 | -0.179825 | -1.5152 | 0.067077 |
12 | -0.07878 | -0.6638 | 0.254481 |
13 | 0.002465 | 0.0208 | 0.491744 |
14 | 0.010691 | 0.0901 | 0.464238 |
15 | -0.150661 | -1.2695 | 0.104206 |
16 | -0.045682 | -0.3849 | 0.350722 |
17 | -0.098318 | -0.8284 | 0.205098 |
18 | -0.063136 | -0.532 | 0.298196 |
19 | -0.059526 | -0.5016 | 0.308759 |
20 | -0.045608 | -0.3843 | 0.350952 |
21 | -0.066201 | -0.5578 | 0.289361 |
22 | -0.023177 | -0.1953 | 0.422862 |
23 | 0.158826 | 1.3383 | 0.092535 |
24 | 0.031738 | 0.2674 | 0.394958 |
25 | -0.077524 | -0.6532 | 0.25786 |
26 | -0.000844 | -0.0071 | 0.497175 |
27 | -0.068882 | -0.5804 | 0.281738 |
28 | -0.046309 | -0.3902 | 0.348777 |
29 | -0.068288 | -0.5754 | 0.283419 |
30 | -0.052074 | -0.4388 | 0.331076 |
31 | -0.039669 | -0.3343 | 0.369586 |
32 | -0.087267 | -0.7353 | 0.232283 |
33 | 0.179431 | 1.5119 | 0.067498 |
34 | 0.056351 | 0.4748 | 0.318187 |
35 | -0.059144 | -0.4984 | 0.309887 |
36 | 0.061759 | 0.5204 | 0.302206 |
37 | 0.016674 | 0.1405 | 0.444331 |
38 | 0.082995 | 0.6993 | 0.243315 |
39 | -0.217085 | -1.8292 | 0.035785 |
40 | -0.029992 | -0.2527 | 0.400607 |
41 | -0.00588 | -0.0495 | 0.480311 |
42 | -0.032302 | -0.2722 | 0.393135 |
43 | 0.046545 | 0.3922 | 0.348045 |
44 | 0.00904 | 0.0762 | 0.469749 |
45 | -0.005605 | -0.0472 | 0.481231 |
46 | -0.07886 | -0.6645 | 0.254266 |
47 | -0.048855 | -0.4117 | 0.340913 |
48 | 0.011225 | 0.0946 | 0.462456 |