Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.05748 | 0.4843 | 0.314819 |
2 | -0.241994 | -2.0391 | 0.022583 |
3 | -0.124767 | -1.0513 | 0.148342 |
4 | -0.071961 | -0.6064 | 0.273107 |
5 | 0.012819 | 0.108 | 0.457145 |
6 | 0.316045 | 2.663 | 0.004787 |
7 | -0.028735 | -0.2421 | 0.40469 |
8 | -0.047961 | -0.4041 | 0.343666 |
9 | -0.078942 | -0.6652 | 0.254045 |
10 | -0.054014 | -0.4551 | 0.325201 |
11 | 0.086141 | 0.7258 | 0.235162 |
12 | 0.123629 | 1.0417 | 0.150539 |
13 | -0.003827 | -0.0322 | 0.487182 |
14 | 0.060928 | 0.5134 | 0.304637 |
15 | -0.096099 | -0.8097 | 0.210395 |
16 | -0.151461 | -1.2762 | 0.103016 |
17 | 0.040348 | 0.34 | 0.367439 |
18 | 0.274788 | 2.3154 | 0.011742 |
19 | -0.00658 | -0.0554 | 0.477971 |
20 | -0.104038 | -0.8766 | 0.19182 |
21 | -0.13317 | -1.1221 | 0.132798 |
22 | -0.120763 | -1.0176 | 0.15617 |
23 | -0.030105 | -0.2537 | 0.400242 |
24 | 0.122942 | 1.0359 | 0.151876 |
25 | 0.078776 | 0.6638 | 0.254491 |
26 | 0.024834 | 0.2093 | 0.417423 |
27 | -0.113073 | -0.9528 | 0.17197 |
28 | -0.089119 | -0.7509 | 0.227588 |
29 | 0.082518 | 0.6953 | 0.244567 |
30 | 0.007429 | 0.0626 | 0.475131 |
31 | -0.030106 | -0.2537 | 0.40024 |
32 | -0.060943 | -0.5135 | 0.304592 |
33 | -0.095115 | -0.8015 | 0.212771 |
34 | -0.060646 | -0.511 | 0.305464 |
35 | 0.057388 | 0.4836 | 0.315092 |
36 | -0.028493 | -0.2401 | 0.405477 |
37 | 0.050969 | 0.4295 | 0.33444 |
38 | -0.013998 | -0.1179 | 0.453222 |
39 | -0.071416 | -0.6018 | 0.274626 |
40 | -0.069348 | -0.5843 | 0.280422 |
41 | 0.072842 | 0.6138 | 0.270661 |
42 | -0.000791 | -0.0067 | 0.49735 |
43 | 0.141951 | 1.1961 | 0.117818 |
44 | 0.020083 | 0.1692 | 0.433051 |
45 | -0.090876 | -0.7657 | 0.223186 |
46 | -0.055083 | -0.4641 | 0.321984 |
47 | -0.008944 | -0.0754 | 0.470068 |
48 | -0.031536 | -0.2657 | 0.39561 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.05748 | 0.4843 | 0.314819 |
2 | -0.246111 | -2.0738 | 0.020865 |
3 | -0.099631 | -0.8395 | 0.202001 |
4 | -0.12749 | -1.0743 | 0.143174 |
5 | -0.0369 | -0.3109 | 0.378384 |
6 | 0.279648 | 2.3564 | 0.01061 |
7 | -0.091657 | -0.7723 | 0.221245 |
8 | 0.111395 | 0.9386 | 0.175551 |
9 | -0.067722 | -0.5706 | 0.285025 |
10 | -0.006031 | -0.0508 | 0.479808 |
11 | 0.085787 | 0.7229 | 0.236071 |
12 | -0.011464 | -0.0966 | 0.461659 |
13 | 0.072041 | 0.607 | 0.272884 |
14 | 0.083933 | 0.7072 | 0.24087 |
15 | -0.054599 | -0.4601 | 0.32344 |
16 | -0.087419 | -0.7366 | 0.231895 |
17 | -0.015607 | -0.1315 | 0.447874 |
18 | 0.231498 | 1.9506 | 0.027524 |
19 | -0.079672 | -0.6713 | 0.252094 |
20 | -0.048685 | -0.4102 | 0.341439 |
21 | -0.064075 | -0.5399 | 0.295477 |
22 | -0.113736 | -0.9584 | 0.170567 |
23 | -0.081808 | -0.6893 | 0.246433 |
24 | -0.105221 | -0.8866 | 0.189141 |
25 | 0.070904 | 0.5975 | 0.276053 |
26 | 0.041872 | 0.3528 | 0.362636 |
27 | -0.036404 | -0.3067 | 0.379967 |
28 | 0.005106 | 0.043 | 0.4829 |
29 | 0.073444 | 0.6188 | 0.268998 |
30 | -0.050671 | -0.427 | 0.33535 |
31 | -0.053228 | -0.4485 | 0.327576 |
32 | -0.159791 | -1.3464 | 0.091224 |
33 | -0.003321 | -0.028 | 0.488878 |
34 | -0.023192 | -0.1954 | 0.422811 |
35 | -0.034459 | -0.2904 | 0.386195 |
36 | -0.125648 | -1.0587 | 0.146657 |
37 | 0.080351 | 0.677 | 0.250288 |
38 | 0.018324 | 0.1544 | 0.438865 |
39 | -0.039318 | -0.3313 | 0.370699 |
40 | -0.047611 | -0.4012 | 0.344747 |
41 | 0.120265 | 1.0134 | 0.157161 |
42 | -0.017355 | -0.1462 | 0.442076 |
43 | 0.082733 | 0.6971 | 0.244001 |
44 | -0.006987 | -0.0589 | 0.476608 |
45 | 0.053323 | 0.4493 | 0.327288 |
46 | 0.063113 | 0.5318 | 0.298264 |
47 | -0.135644 | -1.143 | 0.128449 |
48 | 0.013963 | 0.1177 | 0.453338 |