Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.114894 | 1.1198 | 0.132801 |
2 | -0.072439 | -0.706 | 0.240943 |
3 | -0.143735 | -1.401 | 0.082243 |
4 | -0.094402 | -0.9201 | 0.17992 |
5 | 0.022865 | 0.2229 | 0.412063 |
6 | 0.010584 | 0.1032 | 0.459027 |
7 | -0.052094 | -0.5078 | 0.306402 |
8 | -0.082176 | -0.8009 | 0.21258 |
9 | -0.104709 | -1.0206 | 0.155025 |
10 | -0.113983 | -1.111 | 0.134692 |
11 | 0.01049 | 0.1022 | 0.459388 |
12 | 0.039461 | 0.3846 | 0.350691 |
13 | 0.13554 | 1.3211 | 0.094824 |
14 | -0.075397 | -0.7349 | 0.232111 |
15 | -0.079418 | -0.7741 | 0.220407 |
16 | -0.032269 | -0.3145 | 0.376907 |
17 | -0.019046 | -0.1856 | 0.426561 |
18 | 0.005515 | 0.0537 | 0.478624 |
19 | -0.034355 | -0.3349 | 0.369237 |
20 | -0.075111 | -0.7321 | 0.232956 |
21 | -0.07633 | -0.744 | 0.229366 |
22 | -0.022375 | -0.2181 | 0.413915 |
23 | 0.246688 | 2.4044 | 0.009069 |
24 | 0.142987 | 1.3937 | 0.083336 |
25 | 0.24011 | 2.3403 | 0.01068 |
26 | -0.081991 | -0.7992 | 0.213098 |
27 | -0.082885 | -0.8079 | 0.210595 |
28 | -0.074462 | -0.7258 | 0.234883 |
29 | -0.014496 | -0.1413 | 0.44397 |
30 | -0.016297 | -0.1588 | 0.437065 |
31 | -0.067837 | -0.6612 | 0.255044 |
32 | -0.057339 | -0.5589 | 0.288781 |
33 | -0.062719 | -0.6113 | 0.271229 |
34 | -0.098434 | -0.9594 | 0.169892 |
35 | -0.014743 | -0.1437 | 0.443021 |
36 | 0.205755 | 2.0054 | 0.02388 |
37 | -0.003779 | -0.0368 | 0.485347 |
38 | -0.052172 | -0.5085 | 0.306137 |
39 | -0.071079 | -0.6928 | 0.245065 |
40 | -0.050059 | -0.4879 | 0.313369 |
41 | 0.020863 | 0.2033 | 0.419649 |
42 | 0.031372 | 0.3058 | 0.380224 |
43 | -0.000815 | -0.0079 | 0.496838 |
44 | -0.01672 | -0.163 | 0.435444 |
45 | -0.070639 | -0.6885 | 0.246406 |
46 | -0.057362 | -0.5591 | 0.288707 |
47 | 0.009401 | 0.0916 | 0.463593 |
48 | 0.250845 | 2.4449 | 0.008165 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.114894 | 1.1198 | 0.132801 |
2 | -0.086785 | -0.8459 | 0.199873 |
3 | -0.127346 | -1.2412 | 0.108791 |
4 | -0.071145 | -0.6934 | 0.244865 |
5 | 0.022299 | 0.2173 | 0.414203 |
6 | -0.024575 | -0.2395 | 0.405607 |
7 | -0.072134 | -0.7031 | 0.241866 |
8 | -0.074645 | -0.7275 | 0.23434 |
9 | -0.100662 | -0.9811 | 0.16451 |
10 | -0.131589 | -1.2826 | 0.101382 |
11 | -0.016673 | -0.1625 | 0.435627 |
12 | -0.020776 | -0.2025 | 0.419982 |
13 | 0.088178 | 0.8595 | 0.196127 |
14 | -0.131274 | -1.2795 | 0.101918 |
15 | -0.059632 | -0.5812 | 0.281233 |
16 | -0.034348 | -0.3348 | 0.369265 |
17 | -0.070352 | -0.6857 | 0.247285 |
18 | -0.068529 | -0.6679 | 0.252895 |
19 | -0.086282 | -0.841 | 0.201238 |
20 | -0.107142 | -1.0443 | 0.149501 |
21 | -0.113547 | -1.1067 | 0.135604 |
22 | -0.07766 | -0.7569 | 0.22548 |
23 | 0.208331 | 2.0306 | 0.022548 |
24 | 0.014697 | 0.1433 | 0.443197 |
25 | 0.244865 | 2.3866 | 0.009492 |
26 | -0.116206 | -1.1326 | 0.130108 |
27 | 0.034756 | 0.3388 | 0.367771 |
28 | -0.082399 | -0.8031 | 0.211953 |
29 | -0.031417 | -0.3062 | 0.380056 |
30 | -0.070166 | -0.6839 | 0.247855 |
31 | -0.07536 | -0.7345 | 0.232221 |
32 | -0.007787 | -0.0759 | 0.469831 |
33 | 0.007291 | 0.0711 | 0.471747 |
34 | -0.111914 | -1.0908 | 0.139059 |
35 | 0.020605 | 0.2008 | 0.420628 |
36 | 0.079871 | 0.7785 | 0.219107 |
37 | -0.063663 | -0.6205 | 0.268203 |
38 | -0.154618 | -1.507 | 0.067561 |
39 | -0.00386 | -0.0376 | 0.485033 |
40 | -0.107159 | -1.0445 | 0.149462 |
41 | -0.051296 | -0.5 | 0.309124 |
42 | -0.023698 | -0.231 | 0.408913 |
43 | 0.015349 | 0.1496 | 0.440698 |
44 | 0.006114 | 0.0596 | 0.476303 |
45 | -0.070529 | -0.6874 | 0.246744 |
46 | -0.139085 | -1.3556 | 0.089216 |
47 | -0.087596 | -0.8538 | 0.197686 |
48 | 0.031403 | 0.3061 | 0.380108 |