Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.138087 | 1.1635 | 0.124252 |
2 | -0.162281 | -1.3674 | 0.087905 |
3 | -0.205881 | -1.7348 | 0.04356 |
4 | -0.128383 | -1.0818 | 0.141506 |
5 | 0.057606 | 0.4854 | 0.314445 |
6 | 0.034797 | 0.2932 | 0.385109 |
7 | -0.064523 | -0.5437 | 0.294182 |
8 | -0.114498 | -0.9648 | 0.168965 |
9 | 0.030114 | 0.2537 | 0.400213 |
10 | 0.000349 | 0.0029 | 0.498831 |
11 | 0.009387 | 0.0791 | 0.46859 |
12 | 0.20207 | 1.7027 | 0.046502 |
13 | -0.060184 | -0.5071 | 0.306821 |
14 | 0.034847 | 0.2936 | 0.38495 |
15 | -0.101678 | -0.8568 | 0.197231 |
16 | -0.154811 | -1.3045 | 0.098144 |
17 | 0.009685 | 0.0816 | 0.467595 |
18 | 0.074683 | 0.6293 | 0.265589 |
19 | -0.014372 | -0.1211 | 0.451977 |
20 | -0.084951 | -0.7158 | 0.238228 |
21 | -0.122737 | -1.0342 | 0.152277 |
22 | -0.12297 | -1.0362 | 0.151821 |
23 | 0.054223 | 0.4569 | 0.324572 |
24 | 0.395551 | 3.333 | 0.000684 |
25 | 0.040586 | 0.342 | 0.366685 |
26 | -0.01208 | -0.1018 | 0.459606 |
27 | -0.085236 | -0.7182 | 0.237491 |
28 | -0.108267 | -0.9123 | 0.182357 |
29 | 0.02643 | 0.2227 | 0.412203 |
30 | 0.057005 | 0.4803 | 0.316234 |
31 | 0.052751 | 0.4445 | 0.329022 |
32 | -0.152534 | -1.2853 | 0.101436 |
33 | -0.158672 | -1.337 | 0.092747 |
34 | -0.038687 | -0.326 | 0.372698 |
35 | 0.144474 | 1.2174 | 0.113748 |
36 | 0.221893 | 1.8697 | 0.032824 |
37 | -0.031927 | -0.269 | 0.394347 |
38 | 0.020161 | 0.1699 | 0.432793 |
39 | -0.079748 | -0.672 | 0.251892 |
40 | -0.030007 | -0.2528 | 0.400561 |
41 | -0.022255 | -0.1875 | 0.425893 |
42 | -0.003686 | -0.0311 | 0.487654 |
43 | -0.030244 | -0.2548 | 0.399792 |
44 | -0.024087 | -0.203 | 0.419874 |
45 | -0.015478 | -0.1304 | 0.448303 |
46 | -0.089672 | -0.7556 | 0.226197 |
47 | -0.069136 | -0.5825 | 0.281022 |
48 | 0.135985 | 1.1458 | 0.127856 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.138087 | 1.1635 | 0.124252 |
2 | -0.184875 | -1.5578 | 0.061866 |
3 | -0.162338 | -1.3679 | 0.087831 |
4 | -0.112909 | -0.9514 | 0.172317 |
5 | 0.030556 | 0.2575 | 0.398782 |
6 | -0.051005 | -0.4298 | 0.334329 |
7 | -0.099628 | -0.8395 | 0.20201 |
8 | -0.109481 | -0.9225 | 0.179695 |
9 | 0.038588 | 0.3251 | 0.373012 |
10 | -0.084628 | -0.7131 | 0.239065 |
11 | -0.033738 | -0.2843 | 0.388512 |
12 | 0.203345 | 1.7134 | 0.0455 |
13 | -0.125059 | -1.0538 | 0.147781 |
14 | 0.113235 | 0.9541 | 0.171626 |
15 | -0.114448 | -0.9644 | 0.16907 |
16 | -0.101169 | -0.8525 | 0.198411 |
17 | 0.009507 | 0.0801 | 0.468189 |
18 | 0.009444 | 0.0796 | 0.4684 |
19 | -0.084991 | -0.7161 | 0.238125 |
20 | -0.060621 | -0.5108 | 0.305538 |
21 | -0.162 | -1.365 | 0.088275 |
22 | -0.136876 | -1.1533 | 0.12632 |
23 | -0.052389 | -0.4414 | 0.33012 |
24 | 0.292643 | 2.4659 | 0.008043 |
25 | -0.074023 | -0.6237 | 0.267402 |
26 | 0.044305 | 0.3733 | 0.35501 |
27 | 0.056811 | 0.4787 | 0.316813 |
28 | -0.052329 | -0.4409 | 0.330302 |
29 | -0.024314 | -0.2049 | 0.419128 |
30 | 0.056812 | 0.4787 | 0.31681 |
31 | 0.102555 | 0.8641 | 0.19521 |
32 | -0.195949 | -1.6511 | 0.051568 |
33 | -0.129182 | -1.0885 | 0.140027 |
34 | 0.0117 | 0.0986 | 0.460873 |
35 | 0.041138 | 0.3466 | 0.364945 |
36 | -0.044488 | -0.3749 | 0.354441 |
37 | 0.016039 | 0.1351 | 0.446439 |
38 | 0.026525 | 0.2235 | 0.411893 |
39 | -0.013861 | -0.1168 | 0.453677 |
40 | 0.03762 | 0.317 | 0.376091 |
41 | -0.072531 | -0.6112 | 0.271523 |
42 | 0.015024 | 0.1266 | 0.449809 |
43 | -0.048041 | -0.4048 | 0.34342 |
44 | 0.031396 | 0.2645 | 0.396063 |
45 | 0.003096 | 0.0261 | 0.48963 |
46 | -0.017965 | -0.1514 | 0.440055 |
47 | -0.162236 | -1.367 | 0.087965 |
48 | -0.056299 | -0.4744 | 0.318342 |