Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.106948 | 0.9012 | 0.185274 |
2 | 0.236645 | 1.994 | 0.024996 |
3 | 0.028386 | 0.2392 | 0.405825 |
4 | 0.152006 | 1.2808 | 0.102211 |
5 | -0.056252 | -0.474 | 0.31848 |
6 | 0.058798 | 0.4954 | 0.310909 |
7 | 0.018972 | 0.1599 | 0.436723 |
8 | 0.190426 | 1.6046 | 0.056515 |
9 | 0.095287 | 0.8029 | 0.212356 |
10 | 0.241032 | 2.031 | 0.023002 |
11 | -0.088916 | -0.7492 | 0.2281 |
12 | 0.016163 | 0.1362 | 0.446028 |
13 | -0.070407 | -0.5933 | 0.277446 |
14 | -0.024225 | -0.2041 | 0.419419 |
15 | -0.143983 | -1.2132 | 0.114532 |
16 | 0.068138 | 0.5741 | 0.283843 |
17 | -0.076238 | -0.6424 | 0.261343 |
18 | 0.100202 | 0.8443 | 0.200663 |
19 | -0.052743 | -0.4444 | 0.329044 |
20 | 0.096586 | 0.8138 | 0.209227 |
21 | -0.063839 | -0.5379 | 0.296158 |
22 | -0.027629 | -0.2328 | 0.40829 |
23 | -0.089581 | -0.7548 | 0.226426 |
24 | -0.045892 | -0.3867 | 0.35007 |
25 | -0.055024 | -0.4636 | 0.322163 |
26 | 0.032916 | 0.2774 | 0.391157 |
27 | -0.106474 | -0.8972 | 0.186331 |
28 | -0.027105 | -0.2284 | 0.410001 |
29 | -0.055868 | -0.4708 | 0.319629 |
30 | -0.069986 | -0.5897 | 0.278628 |
31 | -0.054499 | -0.4592 | 0.323741 |
32 | -0.160701 | -1.3541 | 0.090001 |
33 | -0.070269 | -0.5921 | 0.277833 |
34 | -0.013025 | -0.1097 | 0.45646 |
35 | -0.030726 | -0.2589 | 0.398231 |
36 | -0.064475 | -0.5433 | 0.29432 |
37 | -0.071114 | -0.5992 | 0.275468 |
38 | -0.05812 | -0.4897 | 0.312918 |
39 | -0.067251 | -0.5667 | 0.286363 |
40 | -0.11814 | -0.9955 | 0.161444 |
41 | -0.080528 | -0.6785 | 0.249816 |
42 | -0.039333 | -0.3314 | 0.370651 |
43 | 0.020405 | 0.1719 | 0.431989 |
44 | -0.04404 | -0.3711 | 0.355839 |
45 | -0.072804 | -0.6135 | 0.270768 |
46 | -0.00699 | -0.0589 | 0.4766 |
47 | -0.038246 | -0.3223 | 0.374098 |
48 | -0.116247 | -0.9795 | 0.165327 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.106948 | 0.9012 | 0.185274 |
2 | 0.227813 | 1.9196 | 0.029464 |
3 | -0.01656 | -0.1395 | 0.44471 |
4 | 0.10362 | 0.8731 | 0.192772 |
5 | -0.086863 | -0.7319 | 0.233312 |
6 | 0.017984 | 0.1515 | 0.439991 |
7 | 0.045263 | 0.3814 | 0.352026 |
8 | 0.16794 | 1.4151 | 0.080706 |
9 | 0.077836 | 0.6559 | 0.257019 |
10 | 0.158287 | 1.3337 | 0.093275 |
11 | -0.183721 | -1.5481 | 0.063027 |
12 | -0.095055 | -0.8009 | 0.212917 |
13 | -0.021245 | -0.179 | 0.429217 |
14 | -0.036125 | -0.3044 | 0.38086 |
15 | -0.070254 | -0.592 | 0.277874 |
16 | 0.078775 | 0.6638 | 0.254495 |
17 | -0.087697 | -0.7389 | 0.231187 |
18 | 0.033871 | 0.2854 | 0.388083 |
19 | -0.019455 | -0.1639 | 0.435126 |
20 | 0.057565 | 0.4851 | 0.314567 |
21 | 0.038676 | 0.3259 | 0.372734 |
22 | -0.055374 | -0.4666 | 0.321111 |
23 | -0.034124 | -0.2875 | 0.38727 |
24 | -0.039585 | -0.3336 | 0.36985 |
25 | 0.021978 | 0.1852 | 0.426803 |
26 | 0.010659 | 0.0898 | 0.464343 |
27 | -0.079371 | -0.6688 | 0.252897 |
28 | -0.093697 | -0.7895 | 0.216223 |
29 | -0.011188 | -0.0943 | 0.46258 |
30 | -0.091026 | -0.767 | 0.222813 |
31 | 0.068412 | 0.5765 | 0.283067 |
32 | -0.126028 | -1.0619 | 0.145934 |
33 | -0.005167 | -0.0435 | 0.482698 |
34 | 0.04922 | 0.4147 | 0.339795 |
35 | 0.015752 | 0.1327 | 0.447391 |
36 | -0.056513 | -0.4762 | 0.317701 |
37 | -0.00071 | -0.006 | 0.49762 |
38 | -0.057147 | -0.4815 | 0.31581 |
39 | -0.0331 | -0.2789 | 0.390563 |
40 | -0.039684 | -0.3344 | 0.369539 |
41 | -0.052451 | -0.442 | 0.329932 |
42 | 0.049657 | 0.4184 | 0.338453 |
43 | 0.032385 | 0.2729 | 0.392868 |
44 | -0.083165 | -0.7008 | 0.242872 |
45 | -0.088971 | -0.7497 | 0.22796 |
46 | 0.05665 | 0.4773 | 0.317293 |
47 | -0.035663 | -0.3005 | 0.382337 |
48 | -0.038012 | -0.3203 | 0.374842 |