Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.012875 | 0.1173 | 0.453453 |
2 | -0.101411 | -0.9239 | 0.179108 |
3 | 0.059544 | 0.5425 | 0.294475 |
4 | -0.08816 | -0.8032 | 0.212082 |
5 | 0.051621 | 0.4703 | 0.319691 |
6 | 0.131231 | 1.1956 | 0.117635 |
7 | -0.018914 | -0.1723 | 0.431804 |
8 | -0.087405 | -0.7963 | 0.214067 |
9 | -0.06172 | -0.5623 | 0.287714 |
10 | -0.027591 | -0.2514 | 0.401076 |
11 | 0.069252 | 0.6309 | 0.264915 |
12 | -0.062752 | -0.5717 | 0.284536 |
13 | -0.105288 | -0.9592 | 0.170117 |
14 | -0.152148 | -1.3861 | 0.08471 |
15 | -0.139548 | -1.2713 | 0.103579 |
16 | -0.070858 | -0.6455 | 0.260176 |
17 | -0.176841 | -1.6111 | 0.055478 |
18 | 0.024121 | 0.2198 | 0.413301 |
19 | 0.124555 | 1.1347 | 0.129874 |
20 | -0.136648 | -1.2449 | 0.108331 |
21 | -0.059513 | -0.5422 | 0.29457 |
22 | -0.080076 | -0.7295 | 0.233867 |
23 | 0.063471 | 0.5782 | 0.282331 |
24 | 0.073953 | 0.6737 | 0.251174 |
25 | 0.080628 | 0.7346 | 0.232339 |
26 | 0.092045 | 0.8386 | 0.202061 |
27 | 0.02073 | 0.1889 | 0.425331 |
28 | -0.002065 | -0.0188 | 0.492519 |
29 | 0.101193 | 0.9219 | 0.179624 |
30 | 0.134872 | 1.2287 | 0.111321 |
31 | 0.032513 | 0.2962 | 0.383904 |
32 | -0.015153 | -0.1381 | 0.445267 |
33 | 0.030071 | 0.274 | 0.392399 |
34 | 0.075947 | 0.6919 | 0.245464 |
35 | -0.003322 | -0.0303 | 0.487964 |
36 | -0.01314 | -0.1197 | 0.452501 |
37 | 0.013418 | 0.1222 | 0.451499 |
38 | 0.001819 | 0.0166 | 0.49341 |
39 | -0.065239 | -0.5944 | 0.276945 |
40 | 0.013395 | 0.122 | 0.451582 |
41 | -0.134302 | -1.2235 | 0.112292 |
42 | -0.015902 | -0.1449 | 0.442579 |
43 | 0.101489 | 0.9246 | 0.178926 |
44 | -0.0632 | -0.5758 | 0.283161 |
45 | -0.08896 | -0.8105 | 0.209995 |
46 | -0.094979 | -0.8653 | 0.194684 |
47 | -0.113067 | -1.0301 | 0.15298 |
48 | -0.020756 | -0.1891 | 0.425239 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.012875 | 0.1173 | 0.453453 |
2 | -0.101594 | -0.9256 | 0.178678 |
3 | 0.06295 | 0.5735 | 0.283928 |
4 | -0.10206 | -0.9298 | 0.177583 |
5 | 0.070374 | 0.6411 | 0.2616 |
6 | 0.10645 | 0.9698 | 0.16748 |
7 | -0.000343 | -0.0031 | 0.498757 |
8 | -0.080801 | -0.7361 | 0.231864 |
9 | -0.06678 | -0.6084 | 0.272295 |
10 | -0.02342 | -0.2134 | 0.415783 |
11 | 0.055726 | 0.5077 | 0.306509 |
12 | -0.093689 | -0.8536 | 0.197905 |
13 | -0.091037 | -0.8294 | 0.204633 |
14 | -0.16099 | -1.4667 | 0.073119 |
15 | -0.128632 | -1.1719 | 0.122296 |
16 | -0.125201 | -1.1406 | 0.128652 |
17 | -0.256004 | -2.3323 | 0.011053 |
18 | -0.01735 | -0.1581 | 0.437394 |
19 | 0.106699 | 0.9721 | 0.166919 |
20 | -0.10787 | -0.9827 | 0.164295 |
21 | -0.090509 | -0.8246 | 0.205989 |
22 | -0.175094 | -1.5952 | 0.057236 |
23 | 0.083908 | 0.7644 | 0.223387 |
24 | -0.027058 | -0.2465 | 0.402946 |
25 | 0.019539 | 0.178 | 0.429576 |
26 | 0.066728 | 0.6079 | 0.27245 |
27 | 0.052839 | 0.4814 | 0.315753 |
28 | -0.007516 | -0.0685 | 0.472786 |
29 | -0.037261 | -0.3395 | 0.367558 |
30 | -3e-05 | -3e-04 | 0.499891 |
31 | 0.002361 | 0.0215 | 0.491444 |
32 | -0.064815 | -0.5905 | 0.278233 |
33 | 0.032135 | 0.2928 | 0.385216 |
34 | 0.023652 | 0.2155 | 0.414961 |
35 | -0.031235 | -0.2846 | 0.388343 |
36 | -0.049323 | -0.4494 | 0.327172 |
37 | -0.070004 | -0.6378 | 0.26269 |
38 | 0.033585 | 0.306 | 0.380194 |
39 | -0.023084 | -0.2103 | 0.416972 |
40 | 0.096846 | 0.8823 | 0.190079 |
41 | -0.097333 | -0.8867 | 0.188889 |
42 | 0.034358 | 0.313 | 0.377525 |
43 | 0.188748 | 1.7196 | 0.044619 |
44 | -0.017382 | -0.1584 | 0.43728 |
45 | -0.068086 | -0.6203 | 0.268383 |
46 | -0.072967 | -0.6648 | 0.254022 |
47 | 0.003857 | 0.0351 | 0.486025 |
48 | -0.030071 | -0.274 | 0.392399 |