Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.076432 | 0.644 | 0.260817 |
2 | -0.140669 | -1.1853 | 0.119926 |
3 | -0.088209 | -0.7433 | 0.229887 |
4 | 0.046124 | 0.3887 | 0.349349 |
5 | 0.063257 | 0.533 | 0.297845 |
6 | -0.101715 | -0.8571 | 0.197145 |
7 | -0.01079 | -0.0909 | 0.463907 |
8 | 0.068278 | 0.5753 | 0.283447 |
9 | -0.166863 | -1.406 | 0.082041 |
10 | -0.18752 | -1.5801 | 0.059268 |
11 | -0.095259 | -0.8027 | 0.212423 |
12 | 0.065144 | 0.5489 | 0.292394 |
13 | 0.010197 | 0.0859 | 0.465885 |
14 | -0.087403 | -0.7365 | 0.231935 |
15 | -0.021121 | -0.178 | 0.429626 |
16 | 0.018542 | 0.1562 | 0.438146 |
17 | -0.004012 | -0.0338 | 0.486563 |
18 | 0.074117 | 0.6245 | 0.267144 |
19 | 0.038404 | 0.3236 | 0.373597 |
20 | 0.009581 | 0.0807 | 0.467941 |
21 | -0.045268 | -0.3814 | 0.352009 |
22 | 0.004756 | 0.0401 | 0.484074 |
23 | 0.087627 | 0.7384 | 0.231365 |
24 | 0.216471 | 1.824 | 0.036179 |
25 | -0.02644 | -0.2228 | 0.41217 |
26 | -0.095473 | -0.8045 | 0.211906 |
27 | -0.11648 | -0.9815 | 0.164845 |
28 | 0.044264 | 0.373 | 0.35514 |
29 | 0.148354 | 1.2501 | 0.107692 |
30 | 0.031789 | 0.2679 | 0.394793 |
31 | -0.050816 | -0.4282 | 0.334906 |
32 | -0.075807 | -0.6388 | 0.262517 |
33 | -0.050473 | -0.4253 | 0.335956 |
34 | -0.109474 | -0.9224 | 0.179711 |
35 | -0.076611 | -0.6455 | 0.260329 |
36 | 0.078464 | 0.6611 | 0.255328 |
37 | -0.031189 | -0.2628 | 0.396731 |
38 | -0.092895 | -0.7827 | 0.21819 |
39 | -0.087041 | -0.7334 | 0.232858 |
40 | 0.071082 | 0.5989 | 0.275557 |
41 | -0.0028 | -0.0236 | 0.490623 |
42 | 0.087195 | 0.7347 | 0.232467 |
43 | 0.082637 | 0.6963 | 0.244254 |
44 | 0.08114 | 0.6837 | 0.248195 |
45 | 0.013984 | 0.1178 | 0.453268 |
46 | -0.009845 | -0.083 | 0.467059 |
47 | 0.082492 | 0.6951 | 0.244635 |
48 | 0.158333 | 1.3341 | 0.093211 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.076432 | 0.644 | 0.260817 |
2 | -0.147372 | -1.2418 | 0.109203 |
3 | -0.066432 | -0.5598 | 0.288701 |
4 | 0.039413 | 0.3321 | 0.370396 |
5 | 0.035955 | 0.303 | 0.381404 |
6 | -0.107583 | -0.9065 | 0.183865 |
7 | 0.026801 | 0.2258 | 0.410992 |
8 | 0.048334 | 0.4073 | 0.342517 |
9 | -0.204978 | -1.7272 | 0.044242 |
10 | -0.147651 | -1.2441 | 0.108772 |
11 | -0.103011 | -0.868 | 0.194164 |
12 | -0.013401 | -0.1129 | 0.455207 |
13 | -0.052108 | -0.4391 | 0.330971 |
14 | -0.062351 | -0.5254 | 0.300478 |
15 | -0.030797 | -0.2595 | 0.398001 |
16 | -0.03901 | -0.3287 | 0.371673 |
17 | -0.037296 | -0.3143 | 0.377122 |
18 | 0.065937 | 0.5556 | 0.290118 |
19 | -0.023629 | -0.1991 | 0.421378 |
20 | -0.065907 | -0.5553 | 0.290204 |
21 | -0.06336 | -0.5339 | 0.297546 |
22 | -0.00136 | -0.0115 | 0.495444 |
23 | 0.032116 | 0.2706 | 0.393735 |
24 | 0.207243 | 1.7463 | 0.042545 |
25 | -0.042802 | -0.3607 | 0.359714 |
26 | -0.054381 | -0.4582 | 0.324096 |
27 | -0.095171 | -0.8019 | 0.212637 |
28 | 0.048114 | 0.4054 | 0.343196 |
29 | 0.144622 | 1.2186 | 0.113513 |
30 | 0.053635 | 0.4519 | 0.326345 |
31 | -0.033267 | -0.2803 | 0.390026 |
32 | -0.06259 | -0.5274 | 0.299781 |
33 | 0.021233 | 0.1789 | 0.429257 |
34 | -0.068899 | -0.5805 | 0.281691 |
35 | -0.032542 | -0.2742 | 0.392361 |
36 | 0.002199 | 0.0185 | 0.492633 |
37 | -0.13436 | -1.1321 | 0.130693 |
38 | -0.059316 | -0.4998 | 0.30938 |
39 | -0.010959 | -0.0923 | 0.463345 |
40 | 0.087642 | 0.7385 | 0.231328 |
41 | -0.116586 | -0.9824 | 0.164626 |
42 | 0.056326 | 0.4746 | 0.31826 |
43 | 0.040722 | 0.3431 | 0.366258 |
44 | 0.048375 | 0.4076 | 0.34239 |
45 | 0.045624 | 0.3844 | 0.350904 |
46 | 0.001074 | 0.0091 | 0.496401 |
47 | -0.002301 | -0.0194 | 0.492293 |
48 | 0.049222 | 0.4148 | 0.339788 |