Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.088417 | 0.9103 | 0.182362 |
2 | -0.020256 | -0.2085 | 0.4176 |
3 | -0.160651 | -1.654 | 0.050543 |
4 | -0.275099 | -2.8323 | 0.002766 |
5 | 0.039855 | 0.4103 | 0.341195 |
6 | -0.141431 | -1.4561 | 0.074157 |
7 | 0.054856 | 0.5648 | 0.28671 |
8 | -0.272966 | -2.8104 | 0.002948 |
9 | -0.283808 | -2.922 | 0.002126 |
10 | 0.047851 | 0.4927 | 0.311637 |
11 | 0.173575 | 1.7871 | 0.038393 |
12 | 0.481884 | 4.9613 | 1e-06 |
13 | 0.11973 | 1.2327 | 0.110207 |
14 | 0.082669 | 0.8511 | 0.198309 |
15 | -0.109871 | -1.1312 | 0.130264 |
16 | -0.137601 | -1.4167 | 0.079753 |
17 | 0.022642 | 0.2331 | 0.408063 |
18 | -0.157549 | -1.6221 | 0.05388 |
19 | 0.004369 | 0.045 | 0.482103 |
20 | -0.257139 | -2.6474 | 0.004674 |
21 | -0.124506 | -1.2819 | 0.101342 |
22 | 0.07017 | 0.7224 | 0.235807 |
23 | 0.070066 | 0.7214 | 0.236134 |
24 | 0.331196 | 3.4099 | 0.00046 |
25 | 0.186922 | 1.9245 | 0.028488 |
26 | 0.061799 | 0.6363 | 0.262989 |
27 | -0.137932 | -1.4201 | 0.079257 |
28 | -0.055005 | -0.5663 | 0.286191 |
29 | -0.061647 | -0.6347 | 0.263497 |
30 | -0.151539 | -1.5602 | 0.060848 |
31 | 0.017907 | 0.1844 | 0.427042 |
32 | -0.194228 | -1.9997 | 0.024045 |
33 | -0.101685 | -1.0469 | 0.148761 |
34 | 0.02276 | 0.2343 | 0.40759 |
35 | 0.040721 | 0.4193 | 0.33794 |
36 | 0.366549 | 3.7739 | 0.000133 |
37 | 0.115075 | 1.1848 | 0.11938 |
38 | 0.033985 | 0.3499 | 0.363556 |
39 | -0.115924 | -1.1935 | 0.117667 |
40 | -0.079753 | -0.8211 | 0.206713 |
41 | 0.015331 | 0.1578 | 0.437441 |
42 | -0.150342 | -1.5479 | 0.062318 |
43 | -0.007725 | -0.0795 | 0.46838 |
44 | -0.118149 | -1.2164 | 0.113263 |
45 | -0.105325 | -1.0844 | 0.140327 |
46 | -0.031473 | -0.324 | 0.373276 |
47 | 0.130841 | 1.3471 | 0.090412 |
48 | 0.277755 | 2.8597 | 0.002554 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.088417 | 0.9103 | 0.182362 |
2 | -0.028295 | -0.2913 | 0.38569 |
3 | -0.157665 | -1.6233 | 0.053752 |
4 | -0.256068 | -2.6364 | 0.004819 |
5 | 0.077059 | 0.7934 | 0.214666 |
6 | -0.200039 | -2.0595 | 0.020947 |
7 | 0.002297 | 0.0237 | 0.490587 |
8 | -0.395433 | -4.0712 | 4.5e-05 |
9 | -0.343296 | -3.5344 | 0.000304 |
10 | -0.139369 | -1.4349 | 0.077131 |
11 | 0.036437 | 0.3751 | 0.354154 |
12 | 0.228588 | 2.3535 | 0.010222 |
13 | -0.011487 | -0.1183 | 0.45304 |
14 | 0.098913 | 1.0184 | 0.15541 |
15 | -0.01555 | -0.1601 | 0.436554 |
16 | 0.068027 | 0.7004 | 0.242613 |
17 | -0.046918 | -0.483 | 0.315029 |
18 | -0.142043 | -1.4624 | 0.073292 |
19 | 0.012755 | 0.1313 | 0.447884 |
20 | -0.052819 | -0.5438 | 0.293858 |
21 | 0.059953 | 0.6173 | 0.269194 |
22 | 0.033528 | 0.3452 | 0.365318 |
23 | -0.034476 | -0.355 | 0.361664 |
24 | 0.051384 | 0.529 | 0.298946 |
25 | 0.209454 | 2.1565 | 0.016654 |
26 | -0.023845 | -0.2455 | 0.403272 |
27 | -0.170577 | -1.7562 | 0.040971 |
28 | 0.0423 | 0.4355 | 0.332041 |
29 | -0.088083 | -0.9069 | 0.183265 |
30 | -0.056415 | -0.5808 | 0.281295 |
31 | 0.038099 | 0.3923 | 0.347829 |
32 | -0.082478 | -0.8492 | 0.198852 |
33 | -0.053043 | -0.5461 | 0.293068 |
34 | 0.110064 | 1.1332 | 0.129848 |
35 | -0.150797 | -1.5525 | 0.061756 |
36 | 0.101217 | 1.0421 | 0.149871 |
37 | -0.004925 | -0.0507 | 0.479827 |
38 | -0.160595 | -1.6534 | 0.050601 |
39 | -0.131812 | -1.3571 | 0.088818 |
40 | 0.05293 | 0.545 | 0.293466 |
41 | -0.040518 | -0.4172 | 0.338703 |
42 | -0.095471 | -0.9829 | 0.163939 |
43 | -0.00374 | -0.0385 | 0.48468 |
44 | -0.003376 | -0.0348 | 0.486167 |
45 | 0.07749 | 0.7978 | 0.213382 |
46 | -0.098084 | -1.0098 | 0.157437 |
47 | -0.084809 | -0.8732 | 0.192273 |
48 | 0.013731 | 0.1414 | 0.443923 |