Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.119297 | 1.0052 | 0.159103 |
2 | 0.221021 | 1.8624 | 0.033346 |
3 | 0.129047 | 1.0874 | 0.140276 |
4 | 0.135663 | 1.1431 | 0.128415 |
5 | -0.045288 | -0.3816 | 0.351946 |
6 | 0.039128 | 0.3297 | 0.371301 |
7 | 0.149915 | 1.2632 | 0.105324 |
8 | 0.070417 | 0.5933 | 0.277419 |
9 | 0.161592 | 1.3616 | 0.088815 |
10 | -0.010487 | -0.0884 | 0.464917 |
11 | 0.07568 | 0.6377 | 0.262862 |
12 | 0.076967 | 0.6485 | 0.259366 |
13 | -0.019743 | -0.1664 | 0.434175 |
14 | -0.137801 | -1.1611 | 0.124739 |
15 | -0.009304 | -0.0784 | 0.468867 |
16 | 0.005983 | 0.0504 | 0.479966 |
17 | 0.017964 | 0.1514 | 0.440057 |
18 | -0.029798 | -0.2511 | 0.401239 |
19 | 0.166192 | 1.4004 | 0.08288 |
20 | -0.052886 | -0.4456 | 0.328611 |
21 | 0.008077 | 0.0681 | 0.472964 |
22 | 0.064064 | 0.5398 | 0.295508 |
23 | -0.032887 | -0.2771 | 0.39125 |
24 | 0.001439 | 0.0121 | 0.495181 |
25 | -0.0281 | -0.2368 | 0.406757 |
26 | 0.030881 | 0.2602 | 0.397728 |
27 | 0.037628 | 0.3171 | 0.376065 |
28 | 0.006504 | 0.0548 | 0.478224 |
29 | -0.00147 | -0.0124 | 0.495077 |
30 | -0.009151 | -0.0771 | 0.469376 |
31 | 0.010872 | 0.0916 | 0.463635 |
32 | -0.156663 | -1.3201 | 0.095527 |
33 | -0.089141 | -0.7511 | 0.227532 |
34 | -0.057775 | -0.4868 | 0.313944 |
35 | -0.027057 | -0.228 | 0.410156 |
36 | -0.095996 | -0.8089 | 0.210643 |
37 | -0.145676 | -1.2275 | 0.111847 |
38 | 0.060063 | 0.5061 | 0.307179 |
39 | -0.183284 | -1.5444 | 0.063472 |
40 | -0.133568 | -1.1255 | 0.132091 |
41 | -0.123192 | -1.038 | 0.151387 |
42 | -0.060125 | -0.5066 | 0.306995 |
43 | -0.057022 | -0.4805 | 0.316184 |
44 | 0.042633 | 0.3592 | 0.360244 |
45 | -0.004575 | -0.0386 | 0.484678 |
46 | -0.040999 | -0.3455 | 0.365385 |
47 | 0.039874 | 0.336 | 0.368935 |
48 | -0.050861 | -0.4286 | 0.334768 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.119297 | 1.0052 | 0.159103 |
2 | 0.209774 | 1.7676 | 0.040713 |
3 | 0.088271 | 0.7438 | 0.229732 |
4 | 0.075752 | 0.6383 | 0.262668 |
5 | -0.113979 | -0.9604 | 0.170055 |
6 | -0.002358 | -0.0199 | 0.492103 |
7 | 0.170254 | 1.4346 | 0.077897 |
8 | 0.053307 | 0.4492 | 0.327338 |
9 | 0.117529 | 0.9903 | 0.162691 |
10 | -0.11053 | -0.9313 | 0.177417 |
11 | -0.015833 | -0.1334 | 0.447121 |
12 | 0.09714 | 0.8185 | 0.207901 |
13 | -0.051208 | -0.4315 | 0.333711 |
14 | -0.171929 | -1.4487 | 0.075912 |
15 | -0.030912 | -0.2605 | 0.39763 |
16 | 0.03679 | 0.31 | 0.378735 |
17 | 0.108802 | 0.9168 | 0.18118 |
18 | -0.049746 | -0.4192 | 0.33818 |
19 | 0.113468 | 0.9561 | 0.171133 |
20 | -0.10633 | -0.896 | 0.186652 |
21 | -0.003657 | -0.0308 | 0.487751 |
22 | 0.156319 | 1.3172 | 0.096009 |
23 | -0.055037 | -0.4637 | 0.322123 |
24 | -0.029558 | -0.2491 | 0.402015 |
25 | -0.044299 | -0.3733 | 0.355028 |
26 | 0.014386 | 0.1212 | 0.451931 |
27 | 0.135156 | 1.1388 | 0.129298 |
28 | -0.113284 | -0.9545 | 0.171523 |
29 | -0.037912 | -0.3194 | 0.375162 |
30 | -0.032126 | -0.2707 | 0.393704 |
31 | -0.000165 | -0.0014 | 0.499447 |
32 | -0.069476 | -0.5854 | 0.280063 |
33 | -0.091337 | -0.7696 | 0.222038 |
34 | -0.048711 | -0.4104 | 0.341358 |
35 | 0.055205 | 0.4652 | 0.321619 |
36 | -0.028875 | -0.2433 | 0.404235 |
37 | -0.126604 | -1.0668 | 0.144842 |
38 | 0.043977 | 0.3706 | 0.356037 |
39 | -0.126406 | -1.0651 | 0.145216 |
40 | -0.043149 | -0.3636 | 0.358625 |
41 | -0.005914 | -0.0498 | 0.480199 |
42 | -0.009335 | -0.0787 | 0.468764 |
43 | 0.059774 | 0.5037 | 0.308028 |
44 | 0.137845 | 1.1615 | 0.124663 |
45 | 0.006536 | 0.0551 | 0.478117 |
46 | -0.123734 | -1.0426 | 0.150335 |
47 | 0.019779 | 0.1667 | 0.434057 |
48 | 0.053591 | 0.4516 | 0.32648 |