Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.150396 | 1.2673 | 0.104602 |
2 | -0.054878 | -0.4624 | 0.322601 |
3 | -0.023898 | -0.2014 | 0.420494 |
4 | 0.035147 | 0.2962 | 0.383989 |
5 | -0.204492 | -1.7231 | 0.044614 |
6 | -0.037486 | -0.3159 | 0.376516 |
7 | -0.100435 | -0.8463 | 0.20012 |
8 | -0.197748 | -1.6663 | 0.050035 |
9 | 0.016222 | 0.1367 | 0.445831 |
10 | 0.01427 | 0.1202 | 0.452316 |
11 | -0.014314 | -0.1206 | 0.452168 |
12 | -0.064663 | -0.5449 | 0.293779 |
13 | 0.130407 | 1.0988 | 0.137778 |
14 | -0.012439 | -0.1048 | 0.45841 |
15 | 0.08097 | 0.6823 | 0.248646 |
16 | 0.024321 | 0.2049 | 0.419105 |
17 | -0.046359 | -0.3906 | 0.348619 |
18 | -0.062344 | -0.5253 | 0.3005 |
19 | 0.104662 | 0.8819 | 0.190405 |
20 | -0.059948 | -0.5051 | 0.307516 |
21 | -0.096264 | -0.8111 | 0.209999 |
22 | -0.010588 | -0.0892 | 0.464582 |
23 | -0.00624 | -0.0526 | 0.479109 |
24 | -0.001892 | -0.0159 | 0.493664 |
25 | -0.078872 | -0.6646 | 0.254232 |
26 | 0.020836 | 0.1756 | 0.430566 |
27 | -0.096809 | -0.8157 | 0.208693 |
28 | 0.070197 | 0.5915 | 0.278036 |
29 | 0.007248 | 0.0611 | 0.475737 |
30 | -0.116697 | -0.9833 | 0.164397 |
31 | -0.106049 | -0.8936 | 0.187281 |
32 | 0.040624 | 0.3423 | 0.366567 |
33 | 0.01834 | 0.1545 | 0.438814 |
34 | -0.072673 | -0.6124 | 0.27113 |
35 | 0.053668 | 0.4522 | 0.326247 |
36 | 0.09238 | 0.7784 | 0.219457 |
37 | 0.137393 | 1.1577 | 0.125435 |
38 | -0.014617 | -0.1232 | 0.451162 |
39 | 0.044428 | 0.3744 | 0.354629 |
40 | -0.113882 | -0.9596 | 0.17026 |
41 | -0.06257 | -0.5272 | 0.299842 |
42 | -0.064522 | -0.5437 | 0.294186 |
43 | 0.014855 | 0.1252 | 0.450372 |
44 | -0.082458 | -0.6948 | 0.244723 |
45 | 0.003219 | 0.0271 | 0.48922 |
46 | 0.041931 | 0.3533 | 0.362449 |
47 | 0.168272 | 1.4179 | 0.080299 |
48 | 0.070959 | 0.5979 | 0.275901 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.150396 | 1.2673 | 0.104602 |
2 | -0.07929 | -0.6681 | 0.253114 |
3 | -0.003156 | -0.0266 | 0.489431 |
4 | 0.036213 | 0.3051 | 0.380577 |
5 | -0.224699 | -1.8934 | 0.031193 |
6 | 0.040436 | 0.3407 | 0.36716 |
7 | -0.137416 | -1.1579 | 0.125396 |
8 | -0.188989 | -1.5924 | 0.057863 |
9 | 0.098151 | 0.827 | 0.205494 |
10 | -0.105312 | -0.8874 | 0.188936 |
11 | 0.005068 | 0.0427 | 0.48303 |
12 | -0.092551 | -0.7798 | 0.219036 |
13 | 0.061494 | 0.5182 | 0.30298 |
14 | -0.044181 | -0.3723 | 0.355397 |
15 | 0.051932 | 0.4376 | 0.331507 |
16 | -0.016869 | -0.1421 | 0.443686 |
17 | -0.089465 | -0.7538 | 0.226718 |
18 | 0.006486 | 0.0546 | 0.478286 |
19 | 0.070071 | 0.5904 | 0.278388 |
20 | -0.103497 | -0.8721 | 0.193053 |
21 | -0.006047 | -0.051 | 0.479753 |
22 | -0.04294 | -0.3618 | 0.359281 |
23 | -0.013231 | -0.1115 | 0.455772 |
24 | 0.025317 | 0.2133 | 0.415841 |
25 | -0.153019 | -1.2894 | 0.100729 |
26 | 0.045254 | 0.3813 | 0.352052 |
27 | -0.119419 | -1.0062 | 0.158858 |
28 | 0.039036 | 0.3289 | 0.37159 |
29 | -0.033968 | -0.2862 | 0.387773 |
30 | -0.226623 | -1.9096 | 0.030115 |
31 | 0.006106 | 0.0514 | 0.479556 |
32 | -0.101589 | -0.856 | 0.197437 |
33 | -0.005948 | -0.0501 | 0.480085 |
34 | -0.120281 | -1.0135 | 0.15713 |
35 | -0.04356 | -0.367 | 0.357339 |
36 | 0.122071 | 1.0286 | 0.153583 |
37 | -0.003242 | -0.0273 | 0.489143 |
38 | -0.088292 | -0.744 | 0.229677 |
39 | 0.013736 | 0.1157 | 0.454091 |
40 | -0.159207 | -1.3415 | 0.092016 |
41 | -0.017917 | -0.151 | 0.440212 |
42 | -0.132741 | -1.1185 | 0.133563 |
43 | -0.005866 | -0.0494 | 0.480357 |
44 | -0.05315 | -0.4479 | 0.327812 |
45 | -0.075759 | -0.6384 | 0.262648 |
46 | 0.042046 | 0.3543 | 0.362089 |
47 | 0.059447 | 0.5009 | 0.308991 |
48 | -0.056282 | -0.4742 | 0.318392 |