Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.166243 | 1.4008 | 0.082817 |
2 | 0.012065 | 0.1017 | 0.459656 |
3 | -0.195275 | -1.6454 | 0.052152 |
4 | -0.082725 | -0.697 | 0.244024 |
5 | 0.151276 | 1.2747 | 0.10329 |
6 | 0.212728 | 1.7925 | 0.038658 |
7 | 0.161915 | 1.3643 | 0.088389 |
8 | -0.206999 | -1.7442 | 0.042726 |
9 | -0.185242 | -1.5609 | 0.0615 |
10 | -0.227099 | -1.9136 | 0.029854 |
11 | 0.062411 | 0.5259 | 0.300302 |
12 | 0.180019 | 1.5169 | 0.06687 |
13 | 0.103713 | 0.8739 | 0.192559 |
14 | -0.161614 | -1.3618 | 0.088785 |
15 | -0.259166 | -2.1838 | 0.016142 |
16 | -0.120025 | -1.0114 | 0.157641 |
17 | 0.168909 | 1.4233 | 0.079521 |
18 | 0.316651 | 2.6682 | 0.004721 |
19 | -0.059583 | -0.5021 | 0.308591 |
20 | -0.130804 | -1.1022 | 0.137053 |
21 | -0.167575 | -1.412 | 0.081157 |
22 | -0.110544 | -0.9315 | 0.177386 |
23 | 0.068561 | 0.5777 | 0.282647 |
24 | 0.155111 | 1.307 | 0.097717 |
25 | 0.012102 | 0.102 | 0.459532 |
26 | -0.194085 | -1.6354 | 0.053197 |
27 | -0.167898 | -1.4147 | 0.080759 |
28 | -0.136307 | -1.1485 | 0.1273 |
29 | 0.036485 | 0.3074 | 0.379707 |
30 | 0.207027 | 1.7444 | 0.042705 |
31 | 0.10129 | 0.8535 | 0.198131 |
32 | -0.079834 | -0.6727 | 0.251664 |
33 | -0.10924 | -0.9205 | 0.180222 |
34 | -0.064548 | -0.5439 | 0.294111 |
35 | 0.17839 | 1.5031 | 0.068619 |
36 | 0.073025 | 0.6153 | 0.270156 |
37 | 0.059552 | 0.5018 | 0.308683 |
38 | -0.114761 | -0.967 | 0.168414 |
39 | -0.073163 | -0.6165 | 0.269775 |
40 | -0.035265 | -0.2971 | 0.383611 |
41 | 0.026041 | 0.2194 | 0.413473 |
42 | 0.114826 | 0.9675 | 0.168278 |
43 | -0.059228 | -0.4991 | 0.309639 |
44 | -0.032932 | -0.2775 | 0.391106 |
45 | -0.113097 | -0.953 | 0.171918 |
46 | -0.058843 | -0.4958 | 0.310777 |
47 | -0.015199 | -0.1281 | 0.449229 |
48 | 0.11261 | 0.9489 | 0.172952 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.166243 | 1.4008 | 0.082817 |
2 | -0.016014 | -0.1349 | 0.446522 |
3 | -0.200234 | -1.6872 | 0.047976 |
4 | -0.018534 | -0.1562 | 0.43817 |
5 | 0.186186 | 1.5688 | 0.060566 |
6 | 0.136275 | 1.1483 | 0.127355 |
7 | 0.082479 | 0.695 | 0.244667 |
8 | -0.228175 | -1.9226 | 0.029269 |
9 | -0.069827 | -0.5884 | 0.279074 |
10 | -0.152465 | -1.2847 | 0.101538 |
11 | 0.035641 | 0.3003 | 0.382408 |
12 | 0.085495 | 0.7204 | 0.236824 |
13 | 0.030125 | 0.2538 | 0.400176 |
14 | -0.145276 | -1.2241 | 0.112477 |
15 | -0.084684 | -0.7136 | 0.238918 |
16 | -0.012506 | -0.1054 | 0.458185 |
17 | 0.182621 | 1.5388 | 0.06415 |
18 | 0.143552 | 1.2096 | 0.115224 |
19 | -0.25402 | -2.1404 | 0.017879 |
20 | -0.071508 | -0.6025 | 0.274367 |
21 | 0.100399 | 0.846 | 0.200203 |
22 | -0.073334 | -0.6179 | 0.269301 |
23 | -0.077993 | -0.6572 | 0.256594 |
24 | -0.019693 | -0.1659 | 0.43434 |
25 | -0.060195 | -0.5072 | 0.306789 |
26 | -0.059251 | -0.4993 | 0.309572 |
27 | 0.014813 | 0.1248 | 0.450511 |
28 | -0.035076 | -0.2956 | 0.384217 |
29 | -0.119267 | -1.005 | 0.159164 |
30 | 0.053891 | 0.4541 | 0.325574 |
31 | 0.12584 | 1.0603 | 0.14629 |
32 | 0.049919 | 0.4206 | 0.33765 |
33 | -0.00829 | -0.0698 | 0.472255 |
34 | -0.120899 | -1.0187 | 0.155899 |
35 | 0.076667 | 0.646 | 0.260177 |
36 | -0.087538 | -0.7376 | 0.231591 |
37 | 0.037124 | 0.3128 | 0.377671 |
38 | -0.116007 | -0.9775 | 0.165821 |
39 | 0.004985 | 0.042 | 0.483306 |
40 | 0.053425 | 0.4502 | 0.32698 |
41 | -0.042823 | -0.3608 | 0.359648 |
42 | -0.028753 | -0.2423 | 0.404632 |
43 | -0.042391 | -0.3572 | 0.361004 |
44 | 0.009336 | 0.0787 | 0.46876 |
45 | 0.019145 | 0.1613 | 0.436149 |
46 | -0.021266 | -0.1792 | 0.42915 |
47 | -0.11026 | -0.9291 | 0.178001 |
48 | -0.058758 | -0.4951 | 0.311028 |