Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.099164 | 0.8356 | 0.203099 |
2 | 0.051873 | 0.4371 | 0.331687 |
3 | 0.007657 | 0.0645 | 0.474371 |
4 | -0.02561 | -0.2158 | 0.414885 |
5 | -0.028783 | -0.2425 | 0.404535 |
6 | 0.276427 | 2.3292 | 0.011349 |
7 | 0.024055 | 0.2027 | 0.419979 |
8 | -0.101301 | -0.8536 | 0.198105 |
9 | 0.063961 | 0.5389 | 0.295804 |
10 | -0.045424 | -0.3827 | 0.351525 |
11 | 0.073387 | 0.6184 | 0.269156 |
12 | 0.158701 | 1.3372 | 0.092706 |
13 | 0.151426 | 1.2759 | 0.103067 |
14 | -0.056507 | -0.4761 | 0.317721 |
15 | 0.072878 | 0.6141 | 0.270561 |
16 | -0.10041 | -0.8461 | 0.200178 |
17 | 0.036571 | 0.3081 | 0.379436 |
18 | 0.12417 | 1.0463 | 0.149491 |
19 | 0.157238 | 1.3249 | 0.094724 |
20 | 0.006027 | 0.0508 | 0.47982 |
21 | -0.084191 | -0.7094 | 0.240198 |
22 | -0.170219 | -1.4343 | 0.07794 |
23 | 0.073051 | 0.6155 | 0.270084 |
24 | 0.047158 | 0.3974 | 0.346147 |
25 | 0.041286 | 0.3479 | 0.364478 |
26 | -0.096609 | -0.814 | 0.209171 |
27 | -0.0985 | -0.83 | 0.204668 |
28 | -0.159171 | -1.3412 | 0.092066 |
29 | 0.064868 | 0.5466 | 0.293188 |
30 | 0.111492 | 0.9395 | 0.175342 |
31 | -0.004516 | -0.0381 | 0.484877 |
32 | 0.015153 | 0.1277 | 0.44938 |
33 | -0.091074 | -0.7674 | 0.222693 |
34 | -0.065261 | -0.5499 | 0.292056 |
35 | -0.0621 | -0.5233 | 0.301209 |
36 | 0.020321 | 0.1712 | 0.432267 |
37 | -0.066612 | -0.5613 | 0.288186 |
38 | 0.028028 | 0.2362 | 0.40699 |
39 | -0.159599 | -1.3448 | 0.091485 |
40 | -0.086458 | -0.7285 | 0.234349 |
41 | -0.131171 | -1.1053 | 0.136387 |
42 | 0.043174 | 0.3638 | 0.358547 |
43 | -0.009308 | -0.0784 | 0.468854 |
44 | -0.013717 | -0.1156 | 0.454155 |
45 | -0.081087 | -0.6833 | 0.248336 |
46 | -0.06748 | -0.5686 | 0.285711 |
47 | 0.003201 | 0.027 | 0.489279 |
48 | 0.086601 | 0.7297 | 0.233984 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.099164 | 0.8356 | 0.203099 |
2 | 0.042457 | 0.3577 | 0.360797 |
3 | -0.001497 | -0.0126 | 0.494987 |
4 | -0.028732 | -0.2421 | 0.404699 |
5 | -0.024202 | -0.2039 | 0.419497 |
6 | 0.287762 | 2.4247 | 0.008933 |
7 | -0.030912 | -0.2605 | 0.397629 |
8 | -0.144148 | -1.2146 | 0.114269 |
9 | 0.095481 | 0.8045 | 0.211885 |
10 | -0.030415 | -0.2563 | 0.399238 |
11 | 0.102974 | 0.8677 | 0.194247 |
12 | 0.065373 | 0.5508 | 0.291735 |
13 | 0.120219 | 1.013 | 0.157254 |
14 | -0.030917 | -0.2605 | 0.397613 |
15 | 0.0267 | 0.225 | 0.411321 |
16 | -0.091341 | -0.7697 | 0.222028 |
17 | 0.04746 | 0.3999 | 0.345213 |
18 | 0.077353 | 0.6518 | 0.258321 |
19 | 0.09853 | 0.8302 | 0.204596 |
20 | 0.006787 | 0.0572 | 0.477279 |
21 | -0.141634 | -1.1934 | 0.118337 |
22 | -0.142638 | -1.2019 | 0.1167 |
23 | 0.159002 | 1.3398 | 0.092296 |
24 | -0.055794 | -0.4701 | 0.319851 |
25 | -0.038676 | -0.3259 | 0.372734 |
26 | -0.160863 | -1.3555 | 0.089784 |
27 | 0.003316 | 0.0279 | 0.488895 |
28 | -0.073598 | -0.6202 | 0.268572 |
29 | 0.04985 | 0.42 | 0.337862 |
30 | 0.046244 | 0.3897 | 0.348976 |
31 | -0.045092 | -0.38 | 0.352557 |
32 | -0.002151 | -0.0181 | 0.492793 |
33 | -0.036311 | -0.306 | 0.380263 |
34 | 0.028324 | 0.2387 | 0.406029 |
35 | -0.052681 | -0.4439 | 0.329233 |
36 | -0.07518 | -0.6335 | 0.264227 |
37 | 0.005352 | 0.0451 | 0.482079 |
38 | -0.006772 | -0.0571 | 0.477327 |
39 | -0.076372 | -0.6435 | 0.26098 |
40 | 0.002451 | 0.0207 | 0.49179 |
41 | -0.070926 | -0.5976 | 0.275992 |
42 | 0.015055 | 0.1269 | 0.449705 |
43 | -0.042791 | -0.3606 | 0.359749 |
44 | -0.020559 | -0.1732 | 0.43148 |
45 | 0.034783 | 0.2931 | 0.385156 |
46 | 0.031983 | 0.2695 | 0.394167 |
47 | 0.038488 | 0.3243 | 0.373329 |
48 | 0.063136 | 0.532 | 0.298195 |