Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.097206 | 0.8191 | 0.207742 |
2 | -0.113995 | -0.9605 | 0.170023 |
3 | -0.064735 | -0.5455 | 0.293571 |
4 | -0.089329 | -0.7527 | 0.22706 |
5 | -0.032337 | -0.2725 | 0.393025 |
6 | 0.099507 | 0.8385 | 0.202293 |
7 | 0.020938 | 0.1764 | 0.430231 |
8 | 0.072792 | 0.6134 | 0.2708 |
9 | -0.088961 | -0.7496 | 0.227986 |
10 | -0.104828 | -0.8833 | 0.190029 |
11 | -0.067148 | -0.5658 | 0.286656 |
12 | 0.057781 | 0.4869 | 0.313924 |
13 | 0.234134 | 1.9728 | 0.026204 |
14 | 0.067571 | 0.5694 | 0.285454 |
15 | -0.066369 | -0.5592 | 0.28888 |
16 | -0.064443 | -0.543 | 0.294413 |
17 | -0.169657 | -1.4296 | 0.078615 |
18 | -0.052642 | -0.4436 | 0.329352 |
19 | 0.265917 | 2.2407 | 0.014089 |
20 | 0.127865 | 1.0774 | 0.142472 |
21 | 0.033172 | 0.2795 | 0.390331 |
22 | -0.037124 | -0.3128 | 0.37767 |
23 | 0.018065 | 0.1522 | 0.439723 |
24 | 0.021997 | 0.1854 | 0.426741 |
25 | 0.028151 | 0.2372 | 0.40659 |
26 | -0.00226 | -0.019 | 0.492429 |
27 | -0.008258 | -0.0696 | 0.47236 |
28 | -0.096973 | -0.8171 | 0.208299 |
29 | -0.055187 | -0.465 | 0.321673 |
30 | -0.216086 | -1.8208 | 0.036428 |
31 | -0.039112 | -0.3296 | 0.37135 |
32 | 0.205131 | 1.7285 | 0.044126 |
33 | 0.182317 | 1.5362 | 0.064463 |
34 | 0.001937 | 0.0163 | 0.49351 |
35 | -0.066192 | -0.5577 | 0.289387 |
36 | -0.046723 | -0.3937 | 0.347494 |
37 | -0.090532 | -0.7628 | 0.224044 |
38 | -0.046942 | -0.3955 | 0.346815 |
39 | 0.212861 | 1.7936 | 0.038568 |
40 | -0.009508 | -0.0801 | 0.468186 |
41 | -0.041968 | -0.3536 | 0.362334 |
42 | -0.009926 | -0.0836 | 0.466789 |
43 | -0.055357 | -0.4664 | 0.321163 |
44 | -0.057134 | -0.4814 | 0.315848 |
45 | 0.007145 | 0.0602 | 0.476081 |
46 | -0.01885 | -0.1588 | 0.437126 |
47 | 0.029515 | 0.2487 | 0.402156 |
48 | -0.086868 | -0.732 | 0.2333 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.097206 | 0.8191 | 0.207742 |
2 | -0.124621 | -1.0501 | 0.148622 |
3 | -0.041182 | -0.347 | 0.364808 |
4 | -0.094785 | -0.7987 | 0.213573 |
5 | -0.027205 | -0.2292 | 0.409674 |
6 | 0.083746 | 0.7057 | 0.241355 |
7 | -0.013907 | -0.1172 | 0.453522 |
8 | 0.087177 | 0.7346 | 0.232512 |
9 | -0.106308 | -0.8958 | 0.186702 |
10 | -0.054138 | -0.4562 | 0.324828 |
11 | -0.065011 | -0.5478 | 0.292776 |
12 | 0.050666 | 0.4269 | 0.335364 |
13 | 0.208276 | 1.755 | 0.041789 |
14 | -0.00042 | -0.0035 | 0.498593 |
15 | -0.016554 | -0.1395 | 0.444729 |
16 | -0.035275 | -0.2972 | 0.383578 |
17 | -0.127318 | -1.0728 | 0.143497 |
18 | -0.022727 | -0.1915 | 0.424339 |
19 | 0.225409 | 1.8993 | 0.030792 |
20 | 0.057808 | 0.4871 | 0.313844 |
21 | 0.024847 | 0.2094 | 0.417381 |
22 | -0.004355 | -0.0367 | 0.485415 |
23 | 0.125221 | 1.0551 | 0.147471 |
24 | 0.070863 | 0.5971 | 0.27617 |
25 | 0.01044 | 0.088 | 0.465075 |
26 | -0.069524 | -0.5858 | 0.279928 |
27 | -0.08779 | -0.7397 | 0.230951 |
28 | -0.078422 | -0.6608 | 0.255441 |
29 | 0.009882 | 0.0833 | 0.466935 |
30 | -0.152747 | -1.2871 | 0.101125 |
31 | -0.028304 | -0.2385 | 0.406091 |
32 | 0.074117 | 0.6245 | 0.267145 |
33 | 0.121407 | 1.023 | 0.154893 |
34 | 0.012178 | 0.1026 | 0.45928 |
35 | -0.054779 | -0.4616 | 0.322899 |
36 | 0.038988 | 0.3285 | 0.371743 |
37 | -0.108738 | -0.9162 | 0.18132 |
38 | -0.097204 | -0.8191 | 0.207748 |
39 | 0.1989 | 1.676 | 0.049072 |
40 | -0.085675 | -0.7219 | 0.23636 |
41 | 0.025275 | 0.213 | 0.415982 |
42 | -0.011029 | -0.0929 | 0.463109 |
43 | 0.030085 | 0.2535 | 0.400307 |
44 | -0.074282 | -0.6259 | 0.266689 |
45 | -0.122744 | -1.0343 | 0.152263 |
46 | -0.084728 | -0.7139 | 0.238806 |
47 | -0.041651 | -0.351 | 0.363329 |
48 | -0.09137 | -0.7699 | 0.221957 |