Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.019244 | -0.1622 | 0.435823 |
2 | 0.031588 | 0.2662 | 0.395442 |
3 | 0.023517 | 0.1982 | 0.421744 |
4 | 0.063866 | 0.5381 | 0.296081 |
5 | 0.039536 | 0.3331 | 0.370008 |
6 | 0.044236 | 0.3727 | 0.355227 |
7 | 0.044002 | 0.3708 | 0.355959 |
8 | -0.047909 | -0.4037 | 0.343828 |
9 | 0.01003 | 0.0845 | 0.466443 |
10 | 0.123234 | 1.0384 | 0.151307 |
11 | 0.06947 | 0.5854 | 0.280081 |
12 | -0.003879 | -0.0327 | 0.48701 |
13 | 0.032217 | 0.2715 | 0.39341 |
14 | 0.127516 | 1.0745 | 0.143125 |
15 | -0.027151 | -0.2288 | 0.40985 |
16 | 0.036343 | 0.3062 | 0.380162 |
17 | -0.067933 | -0.5724 | 0.284425 |
18 | -0.021336 | -0.1798 | 0.428919 |
19 | -0.053906 | -0.4542 | 0.325528 |
20 | -0.023366 | -0.1969 | 0.422241 |
21 | -0.029531 | -0.2488 | 0.402104 |
22 | -0.152945 | -1.2887 | 0.100836 |
23 | -0.027585 | -0.2324 | 0.408433 |
24 | -0.046338 | -0.3905 | 0.348685 |
25 | -0.066068 | -0.5567 | 0.289742 |
26 | -0.119257 | -1.0049 | 0.159184 |
27 | -0.027701 | -0.2334 | 0.408056 |
28 | -0.034209 | -0.2882 | 0.386999 |
29 | 0.025287 | 0.2131 | 0.415942 |
30 | -0.05075 | -0.4276 | 0.335108 |
31 | -0.005217 | -0.044 | 0.48253 |
32 | -0.113427 | -0.9558 | 0.17122 |
33 | -0.009456 | -0.0797 | 0.46836 |
34 | -0.175227 | -1.4765 | 0.072117 |
35 | -0.000443 | -0.0037 | 0.498515 |
36 | -0.107235 | -0.9036 | 0.184638 |
37 | -0.010837 | -0.0913 | 0.463749 |
38 | 0.009255 | 0.078 | 0.469029 |
39 | -0.070916 | -0.5976 | 0.27602 |
40 | -0.003133 | -0.0264 | 0.489508 |
41 | -0.064602 | -0.5443 | 0.293954 |
42 | -0.038517 | -0.3245 | 0.373239 |
43 | 0.184802 | 1.5572 | 0.061938 |
44 | -0.000704 | -0.0059 | 0.497641 |
45 | -0.05948 | -0.5012 | 0.308895 |
46 | -0.063676 | -0.5365 | 0.29663 |
47 | 0.016282 | 0.1372 | 0.445631 |
48 | -0.02243 | -0.189 | 0.425317 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.019244 | -0.1622 | 0.435823 |
2 | 0.031229 | 0.2631 | 0.396601 |
3 | 0.02474 | 0.2085 | 0.417731 |
4 | 0.063922 | 0.5386 | 0.295917 |
5 | 0.040835 | 0.3441 | 0.365901 |
6 | 0.041821 | 0.3524 | 0.362795 |
7 | 0.040956 | 0.3451 | 0.365518 |
8 | -0.054755 | -0.4614 | 0.322971 |
9 | -0.002014 | -0.017 | 0.493253 |
10 | 0.118746 | 1.0006 | 0.160216 |
11 | 0.070563 | 0.5946 | 0.277008 |
12 | -0.00622 | -0.0524 | 0.479174 |
13 | 0.023056 | 0.1943 | 0.423257 |
14 | 0.117965 | 0.994 | 0.161802 |
15 | -0.035969 | -0.3031 | 0.381357 |
16 | 0.008378 | 0.0706 | 0.471961 |
17 | -0.089483 | -0.754 | 0.226673 |
18 | -0.035011 | -0.295 | 0.384425 |
19 | -0.055565 | -0.4682 | 0.320538 |
20 | -0.053052 | -0.447 | 0.328108 |
21 | -0.044182 | -0.3723 | 0.355394 |
22 | -0.141868 | -1.1954 | 0.117954 |
23 | -0.037105 | -0.3126 | 0.377732 |
24 | -0.062706 | -0.5284 | 0.299445 |
25 | -0.079084 | -0.6664 | 0.253666 |
26 | -0.116933 | -0.9853 | 0.163912 |
27 | -0.021893 | -0.1845 | 0.427082 |
28 | -0.015026 | -0.1266 | 0.449803 |
29 | 0.069617 | 0.5866 | 0.279666 |
30 | -0.025787 | -0.2173 | 0.414306 |
31 | 0.049933 | 0.4207 | 0.337608 |
32 | -0.052937 | -0.4461 | 0.328456 |
33 | 0.04189 | 0.353 | 0.362579 |
34 | -0.170732 | -1.4386 | 0.077327 |
35 | 0.032069 | 0.2702 | 0.393889 |
36 | -0.040231 | -0.339 | 0.367809 |
37 | 0.028505 | 0.2402 | 0.40544 |
38 | 0.053834 | 0.4536 | 0.325747 |
39 | -0.062522 | -0.5268 | 0.299981 |
40 | 0.020695 | 0.1744 | 0.431031 |
41 | -0.079807 | -0.6725 | 0.251735 |
42 | -0.065849 | -0.5549 | 0.290368 |
43 | 0.177004 | 1.4915 | 0.070135 |
44 | 0.021726 | 0.1831 | 0.427633 |
45 | -0.06585 | -0.5549 | 0.290365 |
46 | -0.042961 | -0.362 | 0.359216 |
47 | -0.028492 | -0.2401 | 0.405482 |
48 | -0.017545 | -0.1478 | 0.441445 |