Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.173665 | 1.4633 | 0.073895 |
2 | 0.103424 | 0.8715 | 0.193218 |
3 | -0.096299 | -0.8114 | 0.209914 |
4 | -0.164724 | -1.388 | 0.084741 |
5 | -0.163834 | -1.3805 | 0.085884 |
6 | -0.126166 | -1.0631 | 0.145671 |
7 | -0.192691 | -1.6236 | 0.054442 |
8 | -0.20193 | -1.7015 | 0.046613 |
9 | -0.05129 | -0.4322 | 0.333462 |
10 | -0.098323 | -0.8285 | 0.205087 |
11 | 0.2675 | 2.254 | 0.013642 |
12 | 0.364558 | 3.0718 | 0.001508 |
13 | 0.327583 | 2.7603 | 0.003672 |
14 | -0.013995 | -0.1179 | 0.45323 |
15 | -0.070477 | -0.5939 | 0.277249 |
16 | -0.183361 | -1.545 | 0.063393 |
17 | -0.130875 | -1.1028 | 0.136926 |
18 | -0.10823 | -0.912 | 0.182437 |
19 | -0.119097 | -1.0035 | 0.159506 |
20 | -0.127842 | -1.0772 | 0.142516 |
21 | -0.067678 | -0.5703 | 0.285151 |
22 | -0.036992 | -0.3117 | 0.378091 |
23 | 0.189813 | 1.5994 | 0.057087 |
24 | 0.269357 | 2.2696 | 0.013134 |
25 | 0.219317 | 1.848 | 0.034384 |
26 | 0.007323 | 0.0617 | 0.475484 |
27 | -0.043308 | -0.3649 | 0.358128 |
28 | -0.120895 | -1.0187 | 0.155906 |
29 | -0.123963 | -1.0445 | 0.149892 |
30 | -0.107561 | -0.9063 | 0.183915 |
31 | -0.116952 | -0.9855 | 0.163874 |
32 | -0.121808 | -1.0264 | 0.154099 |
33 | -0.093663 | -0.7892 | 0.216305 |
34 | -0.053995 | -0.455 | 0.32526 |
35 | -0.026666 | -0.2247 | 0.411431 |
36 | 0.303753 | 2.5595 | 0.006307 |
37 | 0.140677 | 1.1854 | 0.119912 |
38 | 0.041854 | 0.3527 | 0.362692 |
39 | -0.009347 | -0.0788 | 0.468722 |
40 | -0.059511 | -0.5014 | 0.308804 |
41 | -0.065845 | -0.5548 | 0.29038 |
42 | -0.050473 | -0.4253 | 0.335955 |
43 | -0.06622 | -0.558 | 0.289306 |
44 | -0.05593 | -0.4713 | 0.319445 |
45 | -0.019809 | -0.1669 | 0.433957 |
46 | -0.090007 | -0.7584 | 0.225357 |
47 | 0.095387 | 0.8037 | 0.212113 |
48 | 0.113129 | 0.9532 | 0.17185 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.173665 | 1.4633 | 0.073895 |
2 | 0.075543 | 0.6365 | 0.263236 |
3 | -0.130688 | -1.1012 | 0.137265 |
4 | -0.143062 | -1.2055 | 0.116013 |
5 | -0.099497 | -0.8384 | 0.202316 |
6 | -0.071662 | -0.6038 | 0.273939 |
7 | -0.183866 | -1.5493 | 0.06288 |
8 | -0.207715 | -1.7502 | 0.042198 |
9 | -0.041412 | -0.3489 | 0.364081 |
10 | -0.168706 | -1.4215 | 0.079769 |
11 | 0.19981 | 1.6836 | 0.048322 |
12 | 0.266532 | 2.2458 | 0.013914 |
13 | 0.18644 | 1.571 | 0.060317 |
14 | -0.174791 | -1.4728 | 0.07261 |
15 | -0.0968 | -0.8156 | 0.208714 |
16 | -0.076186 | -0.642 | 0.261486 |
17 | -0.03509 | -0.2957 | 0.38417 |
18 | -0.022823 | -0.1923 | 0.424024 |
19 | 0.03561 | 0.3001 | 0.382506 |
20 | -0.027586 | -0.2324 | 0.408431 |
21 | 0.021715 | 0.183 | 0.42767 |
22 | -0.079496 | -0.6698 | 0.252565 |
23 | 0.090277 | 0.7607 | 0.224682 |
24 | -0.029556 | -0.249 | 0.402023 |
25 | 0.008704 | 0.0733 | 0.470871 |
26 | -0.103736 | -0.8741 | 0.192506 |
27 | 0.073715 | 0.6211 | 0.26825 |
28 | 0.003461 | 0.0292 | 0.488408 |
29 | -0.018387 | -0.1549 | 0.438658 |
30 | -0.078832 | -0.6643 | 0.25434 |
31 | -0.018856 | -0.1589 | 0.437104 |
32 | -0.103906 | -0.8755 | 0.192119 |
33 | -0.018541 | -0.1562 | 0.438148 |
34 | -0.120733 | -1.0173 | 0.156229 |
35 | -0.17968 | -1.514 | 0.067231 |
36 | 0.083867 | 0.7067 | 0.241041 |
37 | 0.023222 | 0.1957 | 0.422714 |
38 | -0.109027 | -0.9187 | 0.180686 |
39 | -0.002049 | -0.0173 | 0.493137 |
40 | -0.043443 | -0.3661 | 0.357706 |
41 | -0.010667 | -0.0899 | 0.464318 |
42 | -0.078363 | -0.6603 | 0.255598 |
43 | 0.020369 | 0.1716 | 0.432107 |
44 | 0.032483 | 0.2737 | 0.392553 |
45 | 0.012766 | 0.1076 | 0.457321 |
46 | -0.042055 | -0.3544 | 0.362058 |
47 | 0.118854 | 1.0015 | 0.159998 |
48 | -0.07989 | -0.6732 | 0.251513 |