Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.108379 | 0.9132 | 0.182108 |
2 | 0.093352 | 0.7866 | 0.217068 |
3 | -0.106965 | -0.9013 | 0.185238 |
4 | -0.0697 | -0.5873 | 0.279431 |
5 | -0.128857 | -1.0858 | 0.140627 |
6 | -0.042314 | -0.3565 | 0.361246 |
7 | -0.087766 | -0.7395 | 0.231013 |
8 | -0.030029 | -0.253 | 0.400488 |
9 | 0.000824 | 0.0069 | 0.49724 |
10 | -0.030031 | -0.253 | 0.400483 |
11 | -0.037045 | -0.3121 | 0.377922 |
12 | -0.058617 | -0.4939 | 0.311445 |
13 | -0.029989 | -0.2527 | 0.40062 |
14 | 0.063883 | 0.5383 | 0.29603 |
15 | 0.016152 | 0.1361 | 0.446064 |
16 | -0.060014 | -0.5057 | 0.307321 |
17 | 0.027283 | 0.2299 | 0.409419 |
18 | -0.006951 | -0.0586 | 0.47673 |
19 | -0.046016 | -0.3877 | 0.349686 |
20 | 0.0039 | 0.0329 | 0.486938 |
21 | -0.02147 | -0.1809 | 0.428477 |
22 | 0.038057 | 0.3207 | 0.374699 |
23 | 0.010496 | 0.0884 | 0.464888 |
24 | 0.016749 | 0.1411 | 0.444082 |
25 | 0.065157 | 0.549 | 0.292355 |
26 | 0.290967 | 2.4517 | 0.00834 |
27 | -0.192169 | -1.6192 | 0.054915 |
28 | 0.006762 | 0.057 | 0.477361 |
29 | -0.108319 | -0.9127 | 0.182242 |
30 | -0.075682 | -0.6377 | 0.262858 |
31 | -0.05583 | -0.4704 | 0.319744 |
32 | 0.038516 | 0.3245 | 0.373241 |
33 | -0.03376 | -0.2845 | 0.388442 |
34 | -0.02393 | -0.2016 | 0.420388 |
35 | -0.018494 | -0.1558 | 0.438303 |
36 | -0.016505 | -0.1391 | 0.444894 |
37 | -0.019474 | -0.1641 | 0.435064 |
38 | -0.005805 | -0.0489 | 0.480564 |
39 | 0.04557 | 0.384 | 0.351071 |
40 | 0.197362 | 1.663 | 0.050361 |
41 | 0.029922 | 0.2521 | 0.400836 |
42 | 0.035236 | 0.2969 | 0.383705 |
43 | 0.004141 | 0.0349 | 0.486133 |
44 | -0.020493 | -0.1727 | 0.431699 |
45 | -0.008337 | -0.0702 | 0.472096 |
46 | 0.04139 | 0.3488 | 0.364152 |
47 | -0.003847 | -0.0324 | 0.487115 |
48 | -0.004563 | -0.0385 | 0.484718 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.108379 | 0.9132 | 0.182108 |
2 | 0.082576 | 0.6958 | 0.244414 |
3 | -0.127554 | -1.0748 | 0.143054 |
4 | -0.054898 | -0.4626 | 0.32254 |
5 | -0.097273 | -0.8196 | 0.207584 |
6 | -0.021787 | -0.1836 | 0.427431 |
7 | -0.077364 | -0.6519 | 0.25829 |
8 | -0.038917 | -0.3279 | 0.371968 |
9 | 0.002027 | 0.0171 | 0.49321 |
10 | -0.061091 | -0.5148 | 0.304159 |
11 | -0.055526 | -0.4679 | 0.320654 |
12 | -0.069667 | -0.587 | 0.279525 |
13 | -0.036186 | -0.3049 | 0.380665 |
14 | 0.058428 | 0.4923 | 0.312005 |
15 | -0.02747 | -0.2315 | 0.408809 |
16 | -0.106042 | -0.8935 | 0.187297 |
17 | 0.028654 | 0.2414 | 0.404954 |
18 | -0.014936 | -0.1259 | 0.450101 |
19 | -0.077401 | -0.6522 | 0.258192 |
20 | 0.000477 | 0.004 | 0.498401 |
21 | -0.02907 | -0.2449 | 0.403603 |
22 | 0.025611 | 0.2158 | 0.414879 |
23 | -0.025299 | -0.2132 | 0.415902 |
24 | -0.014743 | -0.1242 | 0.450745 |
25 | 0.074685 | 0.6293 | 0.265583 |
26 | 0.292871 | 2.4678 | 0.008004 |
27 | -0.296493 | -2.4983 | 0.007398 |
28 | 0.008753 | 0.0738 | 0.470708 |
29 | 0.020986 | 0.1768 | 0.430071 |
30 | -0.075897 | -0.6395 | 0.262272 |
31 | -0.010378 | -0.0874 | 0.465283 |
32 | 0.019636 | 0.1655 | 0.434528 |
33 | -0.009712 | -0.0818 | 0.467504 |
34 | -0.072346 | -0.6096 | 0.272038 |
35 | -0.055627 | -0.4687 | 0.320352 |
36 | -0.001953 | -0.0165 | 0.49346 |
37 | -0.005395 | -0.0455 | 0.481933 |
38 | -0.002589 | -0.0218 | 0.491329 |
39 | -0.005751 | -0.0485 | 0.480742 |
40 | 0.152524 | 1.2852 | 0.101451 |
41 | -0.001178 | -0.0099 | 0.496055 |
42 | 0.019823 | 0.167 | 0.433909 |
43 | -0.029697 | -0.2502 | 0.401564 |
44 | 0.048899 | 0.412 | 0.34078 |
45 | 0.063404 | 0.5343 | 0.297418 |
46 | -3e-06 | 0 | 0.499988 |
47 | 0.022028 | 0.1856 | 0.426641 |
48 | -0.001035 | -0.0087 | 0.496534 |