Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.153898 | 1.2968 | 0.099455 |
2 | 0.094201 | 0.7938 | 0.214991 |
3 | 0.149844 | 1.2626 | 0.105431 |
4 | -0.045424 | -0.3827 | 0.351525 |
5 | 0.03342 | 0.2816 | 0.389533 |
6 | 0.071231 | 0.6002 | 0.27514 |
7 | 0.071582 | 0.6032 | 0.274161 |
8 | 0.018027 | 0.1519 | 0.439851 |
9 | -0.023459 | -0.1977 | 0.421933 |
10 | -0.067335 | -0.5674 | 0.286125 |
11 | 0.010851 | 0.0914 | 0.463705 |
12 | 0.049064 | 0.4134 | 0.340273 |
13 | 0.166529 | 1.4032 | 0.082458 |
14 | 0.111779 | 0.9419 | 0.174728 |
15 | 0.12047 | 1.0151 | 0.156753 |
16 | 0.218552 | 1.8416 | 0.034859 |
17 | 0.06568 | 0.5534 | 0.290854 |
18 | 0.005782 | 0.0487 | 0.480639 |
19 | 0.07115 | 0.5995 | 0.275368 |
20 | 0.06795 | 0.5726 | 0.284377 |
21 | 0.026509 | 0.2234 | 0.411946 |
22 | 0.048856 | 0.4117 | 0.340913 |
23 | -0.054465 | -0.4589 | 0.323844 |
24 | -0.005566 | -0.0469 | 0.481362 |
25 | -0.147731 | -1.2448 | 0.108649 |
26 | -0.067748 | -0.5709 | 0.28495 |
27 | -0.069195 | -0.583 | 0.280855 |
28 | -0.037525 | -0.3162 | 0.376394 |
29 | -0.070871 | -0.5972 | 0.276147 |
30 | -0.063586 | -0.5358 | 0.29689 |
31 | -0.034707 | -0.2924 | 0.385398 |
32 | 0.005091 | 0.0429 | 0.482951 |
33 | -0.014778 | -0.1245 | 0.450625 |
34 | -0.141859 | -1.1953 | 0.117969 |
35 | 0.064606 | 0.5444 | 0.293942 |
36 | 0.036419 | 0.3069 | 0.379921 |
37 | 0.096226 | 0.8108 | 0.210092 |
38 | 0.079337 | 0.6685 | 0.252989 |
39 | -0.139512 | -1.1755 | 0.121851 |
40 | -0.083066 | -0.6999 | 0.243131 |
41 | -0.197674 | -1.6656 | 0.050097 |
42 | -0.195146 | -1.6443 | 0.052265 |
43 | -0.064394 | -0.5426 | 0.294555 |
44 | -0.049371 | -0.416 | 0.339329 |
45 | -0.101554 | -0.8557 | 0.197519 |
46 | -0.079441 | -0.6694 | 0.252711 |
47 | -0.158186 | -1.3329 | 0.093413 |
48 | -0.014158 | -0.1193 | 0.452687 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.153898 | 1.2968 | 0.099455 |
2 | 0.072227 | 0.6086 | 0.272366 |
3 | 0.12899 | 1.0869 | 0.140381 |
4 | -0.094594 | -0.7971 | 0.214036 |
5 | 0.034261 | 0.2887 | 0.38683 |
6 | 0.054898 | 0.4626 | 0.322542 |
7 | 0.073814 | 0.622 | 0.267977 |
8 | -0.02649 | -0.2232 | 0.412006 |
9 | -0.048371 | -0.4076 | 0.342404 |
10 | -0.072988 | -0.615 | 0.270257 |
11 | 0.048532 | 0.4089 | 0.341909 |
12 | 0.059111 | 0.4981 | 0.309984 |
13 | 0.16708 | 1.4078 | 0.08177 |
14 | 0.039739 | 0.3348 | 0.369365 |
15 | 0.079892 | 0.6732 | 0.251507 |
16 | 0.170732 | 1.4386 | 0.077327 |
17 | 0.023614 | 0.199 | 0.421424 |
18 | -0.065751 | -0.554 | 0.290651 |
19 | -0.000244 | -0.0021 | 0.499182 |
20 | 0.047541 | 0.4006 | 0.344962 |
21 | 0.004519 | 0.0381 | 0.484867 |
22 | 0.009195 | 0.0775 | 0.46923 |
23 | -0.0842 | -0.7095 | 0.240174 |
24 | 0.024187 | 0.2038 | 0.419544 |
25 | -0.153194 | -1.2908 | 0.100475 |
26 | -0.020625 | -0.1738 | 0.431263 |
27 | -0.115302 | -0.9716 | 0.167286 |
28 | -0.02868 | -0.2417 | 0.40487 |
29 | -0.157283 | -1.3253 | 0.094662 |
30 | -0.048519 | -0.4088 | 0.341947 |
31 | -0.054008 | -0.4551 | 0.325222 |
32 | 0.020293 | 0.171 | 0.432358 |
33 | -0.064071 | -0.5399 | 0.295488 |
34 | -0.163869 | -1.3808 | 0.085838 |
35 | 0.055409 | 0.4669 | 0.321005 |
36 | 0.057829 | 0.4873 | 0.313783 |
37 | 0.160113 | 1.3491 | 0.09079 |
38 | 0.068067 | 0.5735 | 0.284046 |
39 | -0.137246 | -1.1565 | 0.125685 |
40 | -0.027108 | -0.2284 | 0.409989 |
41 | -0.085092 | -0.717 | 0.237863 |
42 | -0.057801 | -0.487 | 0.313865 |
43 | -0.002032 | -0.0171 | 0.493193 |
44 | 0.00656 | 0.0553 | 0.478037 |
45 | 0.012467 | 0.105 | 0.458318 |
46 | 0.02776 | 0.2339 | 0.407863 |
47 | -0.03704 | -0.3121 | 0.377938 |
48 | 0.053189 | 0.4482 | 0.327693 |