Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.175832 | 1.6115 | 0.055408 |
2 | 0.166739 | 1.5282 | 0.065111 |
3 | 0.007081 | 0.0649 | 0.474204 |
4 | 0.178537 | 1.6363 | 0.052758 |
5 | -0.063432 | -0.5814 | 0.281275 |
6 | -0.095866 | -0.8786 | 0.191056 |
7 | -0.04219 | -0.3867 | 0.349988 |
8 | -0.020958 | -0.1921 | 0.42407 |
9 | -0.179475 | -1.6449 | 0.051862 |
10 | -0.073355 | -0.6723 | 0.251616 |
11 | 0.021724 | 0.1991 | 0.421331 |
12 | -0.011041 | -0.1012 | 0.459821 |
13 | 0.042091 | 0.3858 | 0.350321 |
14 | 0.222748 | 2.0415 | 0.022169 |
15 | 0.222926 | 2.0432 | 0.022086 |
16 | -0.06169 | -0.5654 | 0.286654 |
17 | -0.091793 | -0.8413 | 0.201286 |
18 | -0.063073 | -0.5781 | 0.282381 |
19 | 0.011524 | 0.1056 | 0.458069 |
20 | -0.029982 | -0.2748 | 0.392077 |
21 | -0.052451 | -0.4807 | 0.315982 |
22 | -0.023116 | -0.2119 | 0.416366 |
23 | -0.046363 | -0.4249 | 0.335988 |
24 | -0.138504 | -1.2694 | 0.103901 |
25 | 0.020243 | 0.1855 | 0.42663 |
26 | 0.044518 | 0.408 | 0.342151 |
27 | -0.017878 | -0.1639 | 0.43512 |
28 | 0.170822 | 1.5656 | 0.0606 |
29 | 0.089319 | 0.8186 | 0.20766 |
30 | 0.095087 | 0.8715 | 0.192987 |
31 | -0.097771 | -0.8961 | 0.186385 |
32 | -0.019944 | -0.1828 | 0.4277 |
33 | -0.042718 | -0.3915 | 0.348202 |
34 | -0.024799 | -0.2273 | 0.410376 |
35 | -0.024526 | -0.2248 | 0.411346 |
36 | -0.018287 | -0.1676 | 0.433649 |
37 | -0.06816 | -0.6247 | 0.266931 |
38 | -0.108873 | -0.9978 | 0.160611 |
39 | -0.037271 | -0.3416 | 0.366755 |
40 | 0.012877 | 0.118 | 0.453169 |
41 | -0.050611 | -0.4639 | 0.321976 |
42 | -0.022379 | -0.2051 | 0.418992 |
43 | 0.018292 | 0.1677 | 0.43363 |
44 | -0.069157 | -0.6338 | 0.263957 |
45 | -0.087842 | -0.8051 | 0.211523 |
46 | -0.148215 | -1.3584 | 0.088985 |
47 | -0.088354 | -0.8098 | 0.210179 |
48 | -0.014384 | -0.1318 | 0.447717 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.175832 | 1.6115 | 0.055408 |
2 | 0.140155 | 1.2845 | 0.101241 |
3 | -0.045021 | -0.4126 | 0.340468 |
4 | 0.169634 | 1.5547 | 0.061887 |
5 | -0.121242 | -1.1112 | 0.134825 |
6 | -0.125892 | -1.1538 | 0.125924 |
7 | 0.035063 | 0.3214 | 0.374367 |
8 | -0.027896 | -0.2557 | 0.399415 |
9 | -0.163655 | -1.4999 | 0.068692 |
10 | 0.027455 | 0.2516 | 0.40097 |
11 | 0.072279 | 0.6624 | 0.254749 |
12 | -0.050988 | -0.4673 | 0.320744 |
13 | 0.109176 | 1.0006 | 0.159942 |
14 | 0.234188 | 2.1464 | 0.017364 |
15 | 0.078151 | 0.7163 | 0.237908 |
16 | -0.201435 | -1.8462 | 0.034194 |
17 | -0.115565 | -1.0592 | 0.146279 |
18 | -0.11037 | -1.0116 | 0.157328 |
19 | 0.007357 | 0.0674 | 0.4732 |
20 | 0.147943 | 1.3559 | 0.089379 |
21 | 0.002158 | 0.0198 | 0.492133 |
22 | -0.030631 | -0.2807 | 0.389799 |
23 | 0.021506 | 0.1971 | 0.422112 |
24 | -0.124651 | -1.1424 | 0.128258 |
25 | 0.029161 | 0.2673 | 0.394961 |
26 | 0.075004 | 0.6874 | 0.246854 |
27 | -0.118873 | -1.0895 | 0.139526 |
28 | 0.185909 | 1.7039 | 0.04605 |
29 | 0.00192 | 0.0176 | 0.493003 |
30 | -0.01205 | -0.1104 | 0.45616 |
31 | 0.018801 | 0.1723 | 0.431803 |
32 | -0.027202 | -0.2493 | 0.401864 |
33 | -0.123838 | -1.135 | 0.129802 |
34 | -0.053962 | -0.4946 | 0.311098 |
35 | 0.077765 | 0.7127 | 0.238995 |
36 | -0.01821 | -0.1669 | 0.433927 |
37 | 0.024068 | 0.2206 | 0.412976 |
38 | 0.020095 | 0.1842 | 0.427161 |
39 | -0.049163 | -0.4506 | 0.326724 |
40 | -0.051984 | -0.4764 | 0.317499 |
41 | -0.06499 | -0.5956 | 0.276509 |
42 | -0.103946 | -0.9527 | 0.171742 |
43 | -0.046043 | -0.422 | 0.337055 |
44 | -0.036868 | -0.3379 | 0.368139 |
45 | -0.029501 | -0.2704 | 0.393766 |
46 | -0.019035 | -0.1745 | 0.430962 |
47 | -0.038637 | -0.3541 | 0.36207 |
48 | 0.031817 | 0.2916 | 0.385651 |