Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.08109 | 0.6833 | 0.248328 |
2 | -0.099142 | -0.8354 | 0.203153 |
3 | -0.148135 | -1.2482 | 0.108028 |
4 | 0.038008 | 0.3203 | 0.374856 |
5 | 0.065339 | 0.5506 | 0.291832 |
6 | 0.075804 | 0.6387 | 0.262525 |
7 | 0.03251 | 0.2739 | 0.392465 |
8 | -0.092808 | -0.782 | 0.218404 |
9 | -0.098517 | -0.8301 | 0.204628 |
10 | -0.021971 | -0.1851 | 0.426828 |
11 | -0.14752 | -1.243 | 0.108974 |
12 | -0.026765 | -0.2255 | 0.411108 |
13 | 0.055249 | 0.4655 | 0.321486 |
14 | -0.065294 | -0.5502 | 0.291963 |
15 | -0.086946 | -0.7326 | 0.233102 |
16 | -0.045058 | -0.3797 | 0.352665 |
17 | -0.049842 | -0.42 | 0.337884 |
18 | -0.011574 | -0.0975 | 0.461291 |
19 | 0.065665 | 0.5533 | 0.290898 |
20 | 0.033308 | 0.2807 | 0.389896 |
21 | -0.020923 | -0.1763 | 0.430281 |
22 | 0.060629 | 0.5109 | 0.305513 |
23 | 0.191627 | 1.6147 | 0.055408 |
24 | 0.143096 | 1.2057 | 0.115959 |
25 | -0.069945 | -0.5894 | 0.278742 |
26 | -0.081123 | -0.6836 | 0.248242 |
27 | -0.070196 | -0.5915 | 0.278039 |
28 | 0.061264 | 0.5162 | 0.303653 |
29 | 0.061485 | 0.5181 | 0.303005 |
30 | -0.064526 | -0.5437 | 0.294174 |
31 | -0.086178 | -0.7261 | 0.235068 |
32 | -0.097124 | -0.8184 | 0.207939 |
33 | 0.066452 | 0.5599 | 0.288642 |
34 | -0.03291 | -0.2773 | 0.391174 |
35 | -0.027683 | -0.2333 | 0.408115 |
36 | 0.076204 | 0.6421 | 0.261435 |
37 | -0.006061 | -0.0511 | 0.479708 |
38 | 0.025815 | 0.2175 | 0.414213 |
39 | -0.133237 | -1.1227 | 0.13268 |
40 | -0.012944 | -0.1091 | 0.456727 |
41 | 0.020086 | 0.1693 | 0.43304 |
42 | 0.096401 | 0.8123 | 0.209669 |
43 | 0.07475 | 0.6299 | 0.265407 |
44 | -0.028926 | -0.2437 | 0.404069 |
45 | -0.089087 | -0.7507 | 0.227669 |
46 | -0.023708 | -0.1998 | 0.421115 |
47 | 0.020259 | 0.1707 | 0.432471 |
48 | 0.015474 | 0.1304 | 0.448315 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.08109 | 0.6833 | 0.248328 |
2 | -0.106417 | -0.8967 | 0.186459 |
3 | -0.132981 | -1.1205 | 0.133135 |
4 | 0.052464 | 0.4421 | 0.32989 |
5 | 0.032332 | 0.2724 | 0.393039 |
6 | 0.058486 | 0.4928 | 0.311834 |
7 | 0.04508 | 0.3799 | 0.352594 |
8 | -0.079449 | -0.6694 | 0.25269 |
9 | -0.068697 | -0.5789 | 0.282261 |
10 | -0.02272 | -0.1914 | 0.424364 |
11 | -0.20099 | -1.6936 | 0.047365 |
12 | -0.029348 | -0.2473 | 0.402698 |
13 | 0.038705 | 0.3261 | 0.37264 |
14 | -0.116336 | -0.9803 | 0.165141 |
15 | -0.039968 | -0.3368 | 0.368639 |
16 | -0.018283 | -0.1541 | 0.439001 |
17 | -0.092333 | -0.778 | 0.219573 |
18 | -0.016907 | -0.1425 | 0.443561 |
19 | 0.028796 | 0.2426 | 0.404491 |
20 | -0.025939 | -0.2186 | 0.413809 |
21 | 0.003999 | 0.0337 | 0.486606 |
22 | 0.063053 | 0.5313 | 0.298437 |
23 | 0.166677 | 1.4044 | 0.082273 |
24 | 0.152884 | 1.2882 | 0.100925 |
25 | -0.089346 | -0.7528 | 0.227017 |
26 | -0.061236 | -0.516 | 0.303734 |
27 | -0.071715 | -0.6043 | 0.273791 |
28 | -0.029535 | -0.2489 | 0.402092 |
29 | -0.019409 | -0.1635 | 0.435277 |
30 | -0.087684 | -0.7388 | 0.231222 |
31 | -0.033215 | -0.2799 | 0.390193 |
32 | -0.052553 | -0.4428 | 0.329623 |
33 | 0.098906 | 0.8334 | 0.203707 |
34 | -0.015713 | -0.1324 | 0.44752 |
35 | 0.002627 | 0.0221 | 0.491202 |
36 | 0.106992 | 0.9015 | 0.185178 |
37 | -0.003642 | -0.0307 | 0.487801 |
38 | 0.090133 | 0.7595 | 0.225042 |
39 | -0.113862 | -0.9594 | 0.170303 |
40 | -0.005248 | -0.0442 | 0.482426 |
41 | -0.019953 | -0.1681 | 0.433482 |
42 | -0.000959 | -0.0081 | 0.496786 |
43 | 0.011247 | 0.0948 | 0.462383 |
44 | -0.019545 | -0.1647 | 0.434828 |
45 | -0.09527 | -0.8028 | 0.212397 |
46 | -0.084576 | -0.7126 | 0.239199 |
47 | -0.028342 | -0.2388 | 0.405969 |
48 | -0.054232 | -0.457 | 0.324544 |