Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.110706 | 0.9328 | 0.177036 |
2 | 0.122887 | 1.0355 | 0.151983 |
3 | 0.274964 | 2.3169 | 0.0117 |
4 | 0.045532 | 0.3837 | 0.351187 |
5 | 0.195847 | 1.6502 | 0.051656 |
6 | 0.062962 | 0.5305 | 0.2987 |
7 | -0.054783 | -0.4616 | 0.322885 |
8 | -0.039699 | -0.3345 | 0.36949 |
9 | -0.067756 | -0.5709 | 0.284928 |
10 | 0.083247 | 0.7015 | 0.242657 |
11 | -0.072337 | -0.6095 | 0.272062 |
12 | -0.139262 | -1.1734 | 0.122271 |
13 | 0.208613 | 1.7578 | 0.041545 |
14 | -0.173564 | -1.4625 | 0.074012 |
15 | -0.01337 | -0.1127 | 0.45531 |
16 | 0.189462 | 1.5964 | 0.057417 |
17 | -0.182539 | -1.5381 | 0.064234 |
18 | -0.007459 | -0.0628 | 0.475032 |
19 | -0.0138 | -0.1163 | 0.453878 |
20 | -0.159208 | -1.3415 | 0.092014 |
21 | -0.092362 | -0.7783 | 0.219502 |
22 | -0.200969 | -1.6934 | 0.047382 |
23 | -0.162999 | -1.3735 | 0.086966 |
24 | -0.084088 | -0.7085 | 0.240465 |
25 | -0.091 | -0.7668 | 0.222877 |
26 | 0.052619 | 0.4434 | 0.329422 |
27 | -0.190188 | -1.6026 | 0.056736 |
28 | -0.097102 | -0.8182 | 0.207992 |
29 | 0.027972 | 0.2357 | 0.407174 |
30 | -0.126175 | -1.0632 | 0.145653 |
31 | 0.004157 | 0.035 | 0.486079 |
32 | -0.038883 | -0.3276 | 0.372077 |
33 | -0.245725 | -2.0705 | 0.021021 |
34 | 0.010787 | 0.0909 | 0.463918 |
35 | -0.07809 | -0.658 | 0.256334 |
36 | -0.047208 | -0.3978 | 0.345992 |
37 | -0.046166 | -0.389 | 0.34922 |
38 | -0.106736 | -0.8994 | 0.185747 |
39 | 0.034528 | 0.2909 | 0.385974 |
40 | -0.031649 | -0.2667 | 0.395246 |
41 | 0.046625 | 0.3929 | 0.347795 |
42 | 0.058644 | 0.4941 | 0.311367 |
43 | 0.058042 | 0.4891 | 0.313151 |
44 | 0.048589 | 0.4094 | 0.341732 |
45 | 0.104985 | 0.8846 | 0.189673 |
46 | -0.017997 | -0.1516 | 0.439949 |
47 | 0.093405 | 0.787 | 0.216937 |
48 | 0.086604 | 0.7297 | 0.233975 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.110706 | 0.9328 | 0.177036 |
2 | 0.112004 | 0.9438 | 0.174246 |
3 | 0.256813 | 2.1639 | 0.016917 |
4 | -0.01392 | -0.1173 | 0.453481 |
5 | 0.151719 | 1.2784 | 0.102635 |
6 | -0.039251 | -0.3307 | 0.37091 |
7 | -0.100335 | -0.8454 | 0.200353 |
8 | -0.133912 | -1.1284 | 0.131483 |
9 | -0.065289 | -0.5501 | 0.291977 |
10 | 0.130462 | 1.0993 | 0.137677 |
11 | -0.038365 | -0.3233 | 0.373721 |
12 | -0.088752 | -0.7478 | 0.228515 |
13 | 0.257703 | 2.1714 | 0.01662 |
14 | -0.179707 | -1.5142 | 0.067203 |
15 | -0.002545 | -0.0214 | 0.491476 |
16 | 0.140114 | 1.1806 | 0.120846 |
17 | -0.139749 | -1.1776 | 0.121454 |
18 | -0.077535 | -0.6533 | 0.25783 |
19 | -0.028015 | -0.2361 | 0.407034 |
20 | -0.112152 | -0.945 | 0.173929 |
21 | -0.105233 | -0.8867 | 0.189115 |
22 | -0.129857 | -1.0942 | 0.138785 |
23 | -0.101912 | -0.8587 | 0.19669 |
24 | 0.10748 | 0.9056 | 0.184094 |
25 | 0.086135 | 0.7258 | 0.235177 |
26 | 0.049246 | 0.415 | 0.339712 |
27 | -0.035207 | -0.2967 | 0.383798 |
28 | -0.095734 | -0.8067 | 0.211275 |
29 | -0.171331 | -1.4437 | 0.076616 |
30 | -0.017012 | -0.1433 | 0.443211 |
31 | -0.054224 | -0.4569 | 0.32457 |
32 | -0.045779 | -0.3857 | 0.350422 |
33 | -0.143991 | -1.2133 | 0.11452 |
34 | 0.033455 | 0.2819 | 0.38942 |
35 | -0.04562 | -0.3844 | 0.350915 |
36 | 0.087169 | 0.7345 | 0.232533 |
37 | -0.046574 | -0.3924 | 0.347954 |
38 | 0.019028 | 0.1603 | 0.436537 |
39 | 0.000697 | 0.0059 | 0.497665 |
40 | -0.056024 | -0.4721 | 0.319162 |
41 | -0.042523 | -0.3583 | 0.360589 |
42 | -0.060112 | -0.5065 | 0.307033 |
43 | 0.093626 | 0.7889 | 0.216396 |
44 | -0.125724 | -1.0594 | 0.146511 |
45 | 0.049453 | 0.4167 | 0.339079 |
46 | -0.005449 | -0.0459 | 0.481754 |
47 | 0.021588 | 0.1819 | 0.42809 |
48 | 0.101295 | 0.8535 | 0.19812 |