Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.081288 | 0.6849 | 0.247804 |
2 | 0.09186 | 0.774 | 0.220743 |
3 | 0.16918 | 1.4255 | 0.079192 |
4 | -0.096851 | -0.8161 | 0.208591 |
5 | 0.083048 | 0.6998 | 0.243178 |
6 | 0.090196 | 0.76 | 0.224884 |
7 | -0.070157 | -0.5912 | 0.278149 |
8 | 0.005047 | 0.0425 | 0.483098 |
9 | 0.060253 | 0.5077 | 0.306619 |
10 | -0.065217 | -0.5495 | 0.292184 |
11 | -0.106975 | -0.9014 | 0.185214 |
12 | -0.050253 | -0.4234 | 0.336628 |
13 | -0.15321 | -1.291 | 0.100451 |
14 | -0.174571 | -1.471 | 0.07286 |
15 | 0.189647 | 1.598 | 0.057243 |
16 | 0.026204 | 0.2208 | 0.41294 |
17 | -0.046202 | -0.3893 | 0.349109 |
18 | -0.011148 | -0.0939 | 0.462712 |
19 | -0.309955 | -2.6117 | 0.005493 |
20 | -0.127718 | -1.0762 | 0.142748 |
21 | -0.046137 | -0.3888 | 0.349309 |
22 | -0.155251 | -1.3082 | 0.097518 |
23 | 0.014427 | 0.1216 | 0.451794 |
24 | -0.093943 | -0.7916 | 0.215623 |
25 | 0.010337 | 0.0871 | 0.465419 |
26 | -0.084378 | -0.711 | 0.239713 |
27 | 0.027128 | 0.2286 | 0.409925 |
28 | -0.097077 | -0.818 | 0.208051 |
29 | -0.154026 | -1.2978 | 0.099271 |
30 | 0.14028 | 1.182 | 0.12057 |
31 | 0.064425 | 0.5429 | 0.294466 |
32 | 0.081945 | 0.6905 | 0.24607 |
33 | 0.144649 | 1.2188 | 0.11347 |
34 | -0.034351 | -0.2895 | 0.38654 |
35 | -0.051154 | -0.431 | 0.333876 |
36 | 0.035812 | 0.3018 | 0.381858 |
37 | -0.16666 | -1.4043 | 0.082294 |
38 | 0.044075 | 0.3714 | 0.355728 |
39 | 0.019478 | 0.1641 | 0.435049 |
40 | -0.027074 | -0.2281 | 0.410102 |
41 | 0.028957 | 0.244 | 0.403967 |
42 | -0.002868 | -0.0242 | 0.490394 |
43 | 0.069576 | 0.5863 | 0.279781 |
44 | -0.070374 | -0.593 | 0.277538 |
45 | 0.021644 | 0.1824 | 0.427903 |
46 | 0.041668 | 0.3511 | 0.363275 |
47 | 0.049137 | 0.414 | 0.340048 |
48 | 0.090894 | 0.7659 | 0.223141 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.081288 | 0.6849 | 0.247804 |
2 | 0.085819 | 0.7231 | 0.23599 |
3 | 0.157572 | 1.3277 | 0.094261 |
4 | -0.131815 | -1.1107 | 0.135224 |
5 | 0.076476 | 0.6444 | 0.260697 |
6 | 0.073475 | 0.6191 | 0.268913 |
7 | -0.062644 | -0.5278 | 0.299627 |
8 | -0.038281 | -0.3226 | 0.373987 |
9 | 0.072373 | 0.6098 | 0.271961 |
10 | -0.043057 | -0.3628 | 0.358914 |
11 | -0.144481 | -1.2174 | 0.113738 |
12 | -0.041009 | -0.3455 | 0.365354 |
13 | -0.084837 | -0.7149 | 0.238523 |
14 | -0.155086 | -1.3068 | 0.097753 |
15 | 0.243181 | 2.0491 | 0.022076 |
16 | 0.098717 | 0.8318 | 0.204153 |
17 | -0.07855 | -0.6619 | 0.255096 |
18 | -0.123011 | -1.0365 | 0.151741 |
19 | -0.253392 | -2.1351 | 0.018102 |
20 | -0.101782 | -0.8576 | 0.196991 |
21 | -0.049018 | -0.413 | 0.340414 |
22 | -0.022741 | -0.1916 | 0.424294 |
23 | 0.062956 | 0.5305 | 0.298718 |
24 | -0.138711 | -1.1688 | 0.123196 |
25 | 0.051315 | 0.4324 | 0.333385 |
26 | -0.131949 | -1.1118 | 0.134983 |
27 | 0.075363 | 0.635 | 0.263729 |
28 | -0.08443 | -0.7114 | 0.239578 |
29 | -0.089484 | -0.754 | 0.226669 |
30 | 0.084162 | 0.7092 | 0.240273 |
31 | -0.005399 | -0.0455 | 0.481922 |
32 | -0.023904 | -0.2014 | 0.420474 |
33 | -0.025312 | -0.2133 | 0.41586 |
34 | 0.050502 | 0.4255 | 0.335865 |
35 | -0.051389 | -0.433 | 0.33316 |
36 | -0.066396 | -0.5595 | 0.288803 |
37 | -0.183326 | -1.5447 | 0.063429 |
38 | -0.058726 | -0.4948 | 0.311121 |
39 | -0.05609 | -0.4726 | 0.318965 |
40 | -0.047936 | -0.4039 | 0.343745 |
41 | -0.015623 | -0.1316 | 0.447821 |
42 | -0.051718 | -0.4358 | 0.332157 |
43 | 0.07332 | 0.6178 | 0.269341 |
44 | -0.025586 | -0.2156 | 0.414963 |
45 | -0.036474 | -0.3073 | 0.379745 |
46 | -0.02634 | -0.2219 | 0.412497 |
47 | -0.016698 | -0.1407 | 0.444253 |
48 | -0.142802 | -1.2033 | 0.116435 |