Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.144013 | 1.2961 | 0.099308 |
2 | -0.211245 | -1.9012 | 0.030416 |
3 | -0.150758 | -1.3568 | 0.089304 |
4 | -0.131798 | -1.1862 | 0.119509 |
5 | 0.055971 | 0.5037 | 0.307905 |
6 | 0.193471 | 1.7412 | 0.042719 |
7 | 0.107176 | 0.9646 | 0.168811 |
8 | 0.016296 | 0.1467 | 0.44188 |
9 | 0.029856 | 0.2687 | 0.394419 |
10 | -0.08588 | -0.7729 | 0.220909 |
11 | -0.182631 | -1.6437 | 0.052059 |
12 | 0.017009 | 0.1531 | 0.439357 |
13 | 0.080282 | 0.7225 | 0.236023 |
14 | 0.082228 | 0.7401 | 0.230705 |
15 | 0.169157 | 1.5224 | 0.0659 |
16 | -0.072361 | -0.6513 | 0.258363 |
17 | -0.057002 | -0.513 | 0.304669 |
18 | -0.10734 | -0.9661 | 0.168445 |
19 | -0.180649 | -1.6258 | 0.053934 |
20 | 0.03142 | 0.2828 | 0.389034 |
21 | 0.174062 | 1.5666 | 0.060559 |
22 | 0.037712 | 0.3394 | 0.367592 |
23 | -0.009584 | -0.0863 | 0.465738 |
24 | 0.02819 | 0.2537 | 0.400182 |
25 | -0.193358 | -1.7402 | 0.042809 |
26 | -0.21764 | -1.9588 | 0.026791 |
27 | 0.069298 | 0.6237 | 0.267294 |
28 | -0.000325 | -0.0029 | 0.498835 |
29 | -0.048092 | -0.4328 | 0.333144 |
30 | 0.065151 | 0.5864 | 0.279634 |
31 | -0.065628 | -0.5907 | 0.278198 |
32 | -0.121152 | -1.0904 | 0.139392 |
33 | -0.022695 | -0.2043 | 0.419335 |
34 | 0.02485 | 0.2237 | 0.411796 |
35 | 0.054438 | 0.4899 | 0.312749 |
36 | -0.001643 | -0.0148 | 0.49412 |
37 | -0.052238 | -0.4701 | 0.319758 |
38 | -0.08612 | -0.7751 | 0.220275 |
39 | -0.030261 | -0.2723 | 0.393023 |
40 | -0.024158 | -0.2174 | 0.414213 |
41 | -0.066996 | -0.603 | 0.274107 |
42 | -0.015766 | -0.1419 | 0.443757 |
43 | -0.008506 | -0.0766 | 0.469583 |
44 | 0.09068 | 0.8161 | 0.208413 |
45 | 0.073641 | 0.6628 | 0.254681 |
46 | -0.087737 | -0.7896 | 0.216023 |
47 | 0.032105 | 0.2889 | 0.386679 |
48 | 0.14792 | 1.3313 | 0.093416 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.144013 | 1.2961 | 0.099308 |
2 | -0.236898 | -2.1321 | 0.018015 |
3 | -0.085483 | -0.7693 | 0.221963 |
4 | -0.155319 | -1.3979 | 0.082985 |
5 | 0.051273 | 0.4615 | 0.322853 |
6 | 0.114907 | 1.0342 | 0.15207 |
7 | 0.064409 | 0.5797 | 0.281871 |
8 | 0.059377 | 0.5344 | 0.297268 |
9 | 0.109391 | 0.9845 | 0.163896 |
10 | -0.042405 | -0.3816 | 0.351861 |
11 | -0.142906 | -1.2862 | 0.101027 |
12 | 0.020849 | 0.1876 | 0.425813 |
13 | -0.021871 | -0.1968 | 0.422225 |
14 | 0.022829 | 0.2055 | 0.418864 |
15 | 0.141227 | 1.271 | 0.103675 |
16 | -0.065122 | -0.5861 | 0.279718 |
17 | 0.110553 | 0.995 | 0.161354 |
18 | -0.117812 | -1.0603 | 0.146078 |
19 | -0.161004 | -1.449 | 0.075594 |
20 | -3.3e-05 | -3e-04 | 0.499883 |
21 | 0.027366 | 0.2463 | 0.403038 |
22 | -0.067446 | -0.607 | 0.272769 |
23 | 0.046556 | 0.419 | 0.338161 |
24 | 0.110362 | 0.9933 | 0.161772 |
25 | -0.13149 | -1.1834 | 0.120054 |
26 | -0.139576 | -1.2562 | 0.10633 |
27 | 0.01429 | 0.1286 | 0.448993 |
28 | -0.142445 | -1.282 | 0.101749 |
29 | -0.160356 | -1.4432 | 0.07641 |
30 | -0.030524 | -0.2747 | 0.392117 |
31 | 0.005231 | 0.0471 | 0.481282 |
32 | -0.041364 | -0.3723 | 0.35533 |
33 | 0.023982 | 0.2158 | 0.414829 |
34 | 0.09378 | 0.844 | 0.200571 |
35 | 0.068727 | 0.6185 | 0.268977 |
36 | -0.131152 | -1.1804 | 0.120654 |
37 | -0.086569 | -0.7791 | 0.219089 |
38 | -0.08015 | -0.7214 | 0.236385 |
39 | -0.071428 | -0.6429 | 0.261068 |
40 | -0.038056 | -0.3425 | 0.366431 |
41 | -0.065109 | -0.586 | 0.279759 |
42 | -0.008379 | -0.0754 | 0.470036 |
43 | 0.02592 | 0.2333 | 0.408065 |
44 | 0.043833 | 0.3945 | 0.347125 |
45 | 0.003334 | 0.03 | 0.488067 |
46 | -0.011241 | -0.1012 | 0.459834 |
47 | 0.081073 | 0.7297 | 0.233853 |
48 | 0.096293 | 0.8666 | 0.19435 |