Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.018157 | 0.153 | 0.439417 |
2 | 0.04617 | 0.389 | 0.349207 |
3 | 0.044706 | 0.3767 | 0.353761 |
4 | 0.035148 | 0.2962 | 0.383986 |
5 | -0.085867 | -0.7235 | 0.235865 |
6 | 0.108348 | 0.913 | 0.182178 |
7 | 0.134731 | 1.1353 | 0.130041 |
8 | 0.081873 | 0.6899 | 0.24626 |
9 | 0.04655 | 0.3922 | 0.34803 |
10 | 0.103076 | 0.8685 | 0.194014 |
11 | -0.049052 | -0.4133 | 0.340309 |
12 | 0.078014 | 0.6574 | 0.256539 |
13 | -0.025715 | -0.2167 | 0.414539 |
14 | -0.063618 | -0.5361 | 0.296798 |
15 | -0.065372 | -0.5508 | 0.291738 |
16 | 0.042286 | 0.3563 | 0.361334 |
17 | 0.118076 | 0.9949 | 0.161576 |
18 | -0.039156 | -0.3299 | 0.371211 |
19 | 0.02323 | 0.1957 | 0.422687 |
20 | -0.16933 | -1.4268 | 0.07901 |
21 | -0.044865 | -0.378 | 0.353265 |
22 | -0.210287 | -1.7719 | 0.04035 |
23 | -0.062376 | -0.5256 | 0.300407 |
24 | -0.092002 | -0.7752 | 0.22039 |
25 | 0.048717 | 0.4105 | 0.34134 |
26 | -0.119328 | -1.0055 | 0.159042 |
27 | 0.048497 | 0.4086 | 0.342016 |
28 | -0.075959 | -0.64 | 0.262103 |
29 | -0.034637 | -0.2919 | 0.385623 |
30 | -0.123001 | -1.0364 | 0.151761 |
31 | -0.013978 | -0.1178 | 0.453288 |
32 | 0.024033 | 0.2025 | 0.420049 |
33 | -0.014388 | -0.1212 | 0.451924 |
34 | 0.005642 | 0.0475 | 0.481107 |
35 | 0.12482 | 1.0517 | 0.148241 |
36 | -0.11725 | -0.988 | 0.163262 |
37 | -0.004268 | -0.036 | 0.485708 |
38 | -0.052892 | -0.4457 | 0.328595 |
39 | -0.062589 | -0.5274 | 0.299785 |
40 | -0.076061 | -0.6409 | 0.261825 |
41 | 0.082704 | 0.6969 | 0.244079 |
42 | 0.047079 | 0.3967 | 0.346391 |
43 | -0.062408 | -0.5259 | 0.300313 |
44 | 0.098553 | 0.8304 | 0.204541 |
45 | -0.068829 | -0.58 | 0.281888 |
46 | 0.007606 | 0.0641 | 0.47454 |
47 | -0.025079 | -0.2113 | 0.416621 |
48 | -0.038621 | -0.3254 | 0.372908 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.018157 | 0.153 | 0.439417 |
2 | 0.045855 | 0.3864 | 0.350184 |
3 | 0.043178 | 0.3638 | 0.358534 |
4 | 0.031731 | 0.2674 | 0.394978 |
5 | -0.091342 | -0.7697 | 0.222027 |
6 | 0.107635 | 0.907 | 0.18375 |
7 | 0.138725 | 1.1689 | 0.123173 |
8 | 0.07708 | 0.6495 | 0.259059 |
9 | 0.029537 | 0.2489 | 0.402086 |
10 | 0.072368 | 0.6098 | 0.271977 |
11 | -0.050233 | -0.4233 | 0.33669 |
12 | 0.082279 | 0.6933 | 0.245192 |
13 | -0.046924 | -0.3954 | 0.346871 |
14 | -0.103497 | -0.8721 | 0.193052 |
15 | -0.084336 | -0.7106 | 0.23982 |
16 | 0.004862 | 0.041 | 0.48372 |
17 | 0.136742 | 1.1522 | 0.126551 |
18 | -0.059596 | -0.5022 | 0.308552 |
19 | -0.016801 | -0.1416 | 0.443913 |
20 | -0.200538 | -1.6898 | 0.04773 |
21 | 0.006374 | 0.0537 | 0.478659 |
22 | -0.175667 | -1.4802 | 0.071622 |
23 | -0.058737 | -0.4949 | 0.311089 |
24 | -0.116031 | -0.9777 | 0.165773 |
25 | 0.043495 | 0.3665 | 0.357543 |
26 | -0.087555 | -0.7378 | 0.231549 |
27 | 0.087296 | 0.7356 | 0.232207 |
28 | -0.018854 | -0.1589 | 0.437114 |
29 | -0.00114 | -0.0096 | 0.496181 |
30 | -0.013005 | -0.1096 | 0.456524 |
31 | 0.020152 | 0.1698 | 0.432825 |
32 | 0.17436 | 1.4692 | 0.0731 |
33 | -0.034118 | -0.2875 | 0.38729 |
34 | 0.044376 | 0.3739 | 0.354788 |
35 | 0.096954 | 0.8169 | 0.208346 |
36 | -0.073087 | -0.6158 | 0.269984 |
37 | 0.012807 | 0.1079 | 0.457183 |
38 | -0.060898 | -0.5131 | 0.304725 |
39 | -0.054735 | -0.4612 | 0.323031 |
40 | -0.101268 | -0.8533 | 0.198181 |
41 | 0.059314 | 0.4998 | 0.309385 |
42 | -0.052782 | -0.4447 | 0.328927 |
43 | -0.072272 | -0.609 | 0.272242 |
44 | -0.050181 | -0.4228 | 0.336849 |
45 | -0.094073 | -0.7927 | 0.215305 |
46 | 0.022753 | 0.1917 | 0.424255 |
47 | -0.006372 | -0.0537 | 0.478666 |
48 | -0.106793 | -0.8999 | 0.18562 |