Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.138635 | 1.263 | 0.105058 |
2 | -0.126881 | -1.1559 | 0.125512 |
3 | -0.079505 | -0.7243 | 0.23545 |
4 | -0.026826 | -0.2444 | 0.403764 |
5 | -0.044878 | -0.4089 | 0.34185 |
6 | -0.089311 | -0.8137 | 0.209084 |
7 | -0.052298 | -0.4765 | 0.3175 |
8 | -0.031698 | -0.2888 | 0.386734 |
9 | 0.047918 | 0.4366 | 0.331785 |
10 | -0.050255 | -0.4578 | 0.32413 |
11 | 0.040966 | 0.3732 | 0.354968 |
12 | 0.108267 | 0.9864 | 0.163412 |
13 | 0.05583 | 0.5086 | 0.306179 |
14 | 0.133209 | 1.2136 | 0.114173 |
15 | 0.051371 | 0.468 | 0.3205 |
16 | -0.071116 | -0.6479 | 0.25942 |
17 | -0.088678 | -0.8079 | 0.210729 |
18 | -0.041193 | -0.3753 | 0.354202 |
19 | -0.128413 | -1.1699 | 0.122696 |
20 | 0.010612 | 0.0967 | 0.461607 |
21 | -0.008871 | -0.0808 | 0.46789 |
22 | 0.118144 | 1.0763 | 0.142446 |
23 | 0.04431 | 0.4037 | 0.343741 |
24 | -0.003868 | -0.0352 | 0.485987 |
25 | 0.006117 | 0.0557 | 0.477846 |
26 | 0.078379 | 0.7141 | 0.238593 |
27 | -0.011827 | -0.1077 | 0.457229 |
28 | -0.042885 | -0.3907 | 0.348511 |
29 | -0.065487 | -0.5966 | 0.276195 |
30 | -0.046089 | -0.4199 | 0.337824 |
31 | -0.042844 | -0.3903 | 0.348648 |
32 | 0.028819 | 0.2626 | 0.396772 |
33 | 0.037483 | 0.3415 | 0.366799 |
34 | 0.010184 | 0.0928 | 0.463149 |
35 | 0.016722 | 0.1523 | 0.439641 |
36 | 0.006682 | 0.0609 | 0.475801 |
37 | 0.056202 | 0.512 | 0.304997 |
38 | 0.060073 | 0.5473 | 0.292823 |
39 | -0.094243 | -0.8586 | 0.196519 |
40 | -0.03822 | -0.3482 | 0.364286 |
41 | -0.059472 | -0.5418 | 0.294698 |
42 | -0.02005 | -0.1827 | 0.427755 |
43 | -0.053316 | -0.4857 | 0.31422 |
44 | -0.042639 | -0.3885 | 0.349334 |
45 | -0.031474 | -0.2867 | 0.387513 |
46 | -0.02185 | -0.1991 | 0.421352 |
47 | -0.037304 | -0.3399 | 0.367411 |
48 | 0.00494 | 0.045 | 0.482106 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.138635 | 1.263 | 0.105058 |
2 | -0.148963 | -1.3571 | 0.089211 |
3 | -0.040295 | -0.3671 | 0.357238 |
4 | -0.028345 | -0.2582 | 0.398434 |
5 | -0.055485 | -0.5055 | 0.307275 |
6 | -0.088994 | -0.8108 | 0.209908 |
7 | -0.045406 | -0.4137 | 0.340093 |
8 | -0.052007 | -0.4738 | 0.318441 |
9 | 0.033611 | 0.3062 | 0.380106 |
10 | -0.092223 | -0.8402 | 0.201609 |
11 | 0.058975 | 0.5373 | 0.296254 |
12 | 0.069448 | 0.6327 | 0.264334 |
13 | 0.027192 | 0.2477 | 0.402477 |
14 | 0.155604 | 1.4176 | 0.080022 |
15 | 0.040829 | 0.372 | 0.355431 |
16 | -0.039195 | -0.3571 | 0.360967 |
17 | -0.023577 | -0.2148 | 0.415226 |
18 | -0.01573 | -0.1433 | 0.443199 |
19 | -0.119031 | -1.0844 | 0.140658 |
20 | 0.057467 | 0.5235 | 0.300995 |
21 | -0.055923 | -0.5095 | 0.305883 |
22 | 0.140954 | 1.2842 | 0.101331 |
23 | -0.034215 | -0.3117 | 0.378021 |
24 | 0.011604 | 0.1057 | 0.458031 |
25 | -0.005546 | -0.0505 | 0.479911 |
26 | 0.053586 | 0.4882 | 0.313351 |
27 | -0.062646 | -0.5707 | 0.284862 |
28 | 0.019732 | 0.1798 | 0.428888 |
29 | -0.092227 | -0.8402 | 0.201598 |
30 | 0.023042 | 0.2099 | 0.41712 |
31 | -0.043812 | -0.3991 | 0.345407 |
32 | 0.069142 | 0.6299 | 0.265241 |
33 | 0.031735 | 0.2891 | 0.386606 |
34 | -0.018385 | -0.1675 | 0.433693 |
35 | -0.007397 | -0.0674 | 0.473218 |
36 | -0.026721 | -0.2434 | 0.404132 |
37 | 0.02974 | 0.2709 | 0.393552 |
38 | 0.044816 | 0.4083 | 0.342056 |
39 | -0.082478 | -0.7514 | 0.227264 |
40 | -0.001856 | -0.0169 | 0.493275 |
41 | -0.033079 | -0.3014 | 0.381945 |
42 | -0.013505 | -0.123 | 0.451189 |
43 | -0.019262 | -0.1755 | 0.430563 |
44 | -0.069351 | -0.6318 | 0.264621 |
45 | -0.033887 | -0.3087 | 0.379153 |
46 | -0.087883 | -0.8007 | 0.212809 |
47 | -0.086252 | -0.7858 | 0.217112 |
48 | -0.030787 | -0.2805 | 0.389903 |