Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.16416 | 1.2609 | 0.106148 |
2 | 0.068511 | 0.5262 | 0.300345 |
3 | -0.01916 | -0.1472 | 0.44175 |
4 | 0.062682 | 0.4815 | 0.315982 |
5 | 0.10846 | 0.8331 | 0.204074 |
6 | -0.087991 | -0.6759 | 0.250882 |
7 | -0.128685 | -0.9884 | 0.163485 |
8 | -0.00792 | -0.0608 | 0.475848 |
9 | -0.067818 | -0.5209 | 0.302187 |
10 | -0.183627 | -1.4105 | 0.081827 |
11 | -0.172155 | -1.3224 | 0.095577 |
12 | -0.449527 | -3.4529 | 0.000516 |
13 | -0.03184 | -0.2446 | 0.403819 |
14 | 0.012022 | 0.0923 | 0.463371 |
15 | 0.091852 | 0.7055 | 0.24163 |
16 | -0.066933 | -0.5141 | 0.304543 |
17 | -0.136138 | -1.0457 | 0.149984 |
18 | 0.014279 | 0.1097 | 0.456517 |
19 | 0.080377 | 0.6174 | 0.269678 |
20 | 0.119714 | 0.9195 | 0.180779 |
21 | 0.023887 | 0.1835 | 0.427524 |
22 | 0.1365 | 1.0485 | 0.149348 |
23 | 0.10447 | 0.8025 | 0.212756 |
24 | 0.200574 | 1.5406 | 0.064375 |
25 | 0.04699 | 0.3609 | 0.359718 |
26 | -0.001414 | -0.0109 | 0.495686 |
27 | -0.072561 | -0.5573 | 0.289698 |
28 | -2.8e-05 | -2e-04 | 0.499913 |
29 | 0.117219 | 0.9004 | 0.18579 |
30 | -0.032934 | -0.253 | 0.400584 |
31 | -0.124482 | -0.9562 | 0.171445 |
32 | -0.171996 | -1.3211 | 0.095781 |
33 | -0.055229 | -0.4242 | 0.336474 |
34 | -0.085575 | -0.6573 | 0.256768 |
35 | -0.097597 | -0.7497 | 0.228219 |
36 | -0.193221 | -1.4842 | 0.071545 |
37 | 0.012133 | 0.0932 | 0.463033 |
38 | -0.041459 | -0.3185 | 0.375634 |
39 | 0.089042 | 0.6839 | 0.248344 |
40 | 0.046709 | 0.3588 | 0.360522 |
41 | -0.090566 | -0.6957 | 0.244689 |
42 | 0.108245 | 0.8314 | 0.204537 |
43 | 0.133462 | 1.0251 | 0.154741 |
44 | 0.160455 | 1.2325 | 0.111329 |
45 | 0.016039 | 0.1232 | 0.451184 |
46 | -0.002582 | -0.0198 | 0.492122 |
47 | 0.074913 | 0.5754 | 0.283598 |
48 | 0.140101 | 1.0761 | 0.143124 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.16416 | 1.2609 | 0.106148 |
2 | 0.042714 | 0.3281 | 0.372001 |
3 | -0.038031 | -0.2921 | 0.38561 |
4 | 0.070763 | 0.5435 | 0.294402 |
5 | 0.094263 | 0.724 | 0.235949 |
6 | -0.134051 | -1.0297 | 0.153685 |
7 | -0.107583 | -0.8264 | 0.205964 |
8 | 0.051921 | 0.3988 | 0.345735 |
9 | -0.084808 | -0.6514 | 0.258651 |
10 | -0.189622 | -1.4565 | 0.075276 |
11 | -0.074271 | -0.5705 | 0.285257 |
12 | -0.427641 | -3.2848 | 0.00086 |
13 | 0.05513 | 0.4235 | 0.336749 |
14 | 0.076355 | 0.5865 | 0.279889 |
15 | 0.089777 | 0.6896 | 0.246579 |
16 | -0.096966 | -0.7448 | 0.229671 |
17 | -0.116659 | -0.8961 | 0.186927 |
18 | -0.079903 | -0.6137 | 0.270872 |
19 | -0.03415 | -0.2623 | 0.396996 |
20 | 0.145165 | 1.115 | 0.134678 |
21 | -0.054359 | -0.4175 | 0.338901 |
22 | -0.001687 | -0.013 | 0.494853 |
23 | -0.045926 | -0.3528 | 0.36276 |
24 | -0.004262 | -0.0327 | 0.486997 |
25 | 0.107615 | 0.8266 | 0.205896 |
26 | 0.044004 | 0.338 | 0.368282 |
27 | -0.069283 | -0.5322 | 0.298301 |
28 | -0.144351 | -1.1088 | 0.136012 |
29 | 0.066578 | 0.5114 | 0.305492 |
30 | -0.022984 | -0.1765 | 0.430234 |
31 | -0.026021 | -0.1999 | 0.421136 |
32 | -0.003297 | -0.0253 | 0.489939 |
33 | -0.111801 | -0.8588 | 0.196973 |
34 | -0.071307 | -0.5477 | 0.292977 |
35 | -0.026177 | -0.2011 | 0.420668 |
36 | -0.057855 | -0.4444 | 0.329191 |
37 | 0.057346 | 0.4405 | 0.330598 |
38 | -0.12549 | -0.9639 | 0.169513 |
39 | 0.046165 | 0.3546 | 0.362076 |
40 | 0.010243 | 0.0787 | 0.468776 |
41 | -0.050506 | -0.3879 | 0.349726 |
42 | 0.07413 | 0.5694 | 0.285622 |
43 | 0.030812 | 0.2367 | 0.406866 |
44 | -0.040922 | -0.3143 | 0.37719 |
45 | -0.121905 | -0.9364 | 0.17645 |
46 | -0.001406 | -0.0108 | 0.49571 |
47 | 0.013937 | 0.107 | 0.457557 |
48 | 0.010907 | 0.0838 | 0.466757 |