Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.109197 | 0.9948 | 0.161356 |
2 | 0.149497 | 1.362 | 0.088445 |
3 | -0.035951 | -0.3275 | 0.372047 |
4 | 0.012489 | 0.1138 | 0.454844 |
5 | 0.157387 | 1.4339 | 0.077684 |
6 | 0.11125 | 1.0135 | 0.156876 |
7 | 0.064152 | 0.5844 | 0.280252 |
8 | 0.024596 | 0.2241 | 0.411622 |
9 | -0.041574 | -0.3788 | 0.352918 |
10 | -0.045146 | -0.4113 | 0.340957 |
11 | 0.252602 | 2.3013 | 0.01194 |
12 | 0.050227 | 0.4576 | 0.32422 |
13 | 0.117779 | 1.073 | 0.143186 |
14 | -0.07262 | -0.6616 | 0.25503 |
15 | -0.03246 | -0.2957 | 0.384091 |
16 | 0.023982 | 0.2185 | 0.413793 |
17 | -0.086471 | -0.7878 | 0.216533 |
18 | 0.032696 | 0.2979 | 0.383273 |
19 | -0.022801 | -0.2077 | 0.417974 |
20 | 0.060453 | 0.5507 | 0.291643 |
21 | 0.103958 | 0.9471 | 0.173167 |
22 | 0.051711 | 0.4711 | 0.319398 |
23 | 0.152385 | 1.3883 | 0.084382 |
24 | 0.062876 | 0.5728 | 0.284154 |
25 | -0.001432 | -0.0131 | 0.494809 |
26 | -0.051173 | -0.4662 | 0.321145 |
27 | -0.00646 | -0.0589 | 0.476605 |
28 | -0.003013 | -0.0274 | 0.489084 |
29 | 0.011152 | 0.1016 | 0.45966 |
30 | 0.011704 | 0.1066 | 0.45767 |
31 | 0.084738 | 0.772 | 0.221155 |
32 | -0.004305 | -0.0392 | 0.484405 |
33 | -0.024446 | -0.2227 | 0.412151 |
34 | 0.017325 | 0.1578 | 0.437485 |
35 | -0.069184 | -0.6303 | 0.265115 |
36 | -0.002766 | -0.0252 | 0.489977 |
37 | -0.162797 | -1.4832 | 0.070911 |
38 | -0.07888 | -0.7186 | 0.237194 |
39 | -0.076362 | -0.6957 | 0.244283 |
40 | -0.130379 | -1.1878 | 0.119148 |
41 | -0.094909 | -0.8647 | 0.194859 |
42 | -0.055363 | -0.5044 | 0.307666 |
43 | -0.059112 | -0.5385 | 0.295824 |
44 | 0.041725 | 0.3801 | 0.352408 |
45 | -0.000317 | -0.0029 | 0.498851 |
46 | -0.09556 | -0.8706 | 0.193244 |
47 | -0.006276 | -0.0572 | 0.47727 |
48 | -0.137063 | -1.2487 | 0.107642 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.109197 | 0.9948 | 0.161356 |
2 | 0.139233 | 1.2685 | 0.104087 |
3 | -0.067298 | -0.6131 | 0.27074 |
4 | 0.001859 | 0.0169 | 0.493264 |
5 | 0.1775 | 1.6171 | 0.054825 |
6 | 0.077913 | 0.7098 | 0.239901 |
7 | -0.004892 | -0.0446 | 0.482278 |
8 | 0.010744 | 0.0979 | 0.461132 |
9 | -0.042334 | -0.3857 | 0.350358 |
10 | -0.06758 | -0.6157 | 0.269894 |
11 | 0.269563 | 2.4558 | 0.008071 |
12 | -0.00508 | -0.0463 | 0.481598 |
13 | 0.011603 | 0.1057 | 0.458033 |
14 | -0.05527 | -0.5035 | 0.307963 |
15 | -0.009488 | -0.0864 | 0.465664 |
16 | -0.008801 | -0.0802 | 0.468143 |
17 | -0.142435 | -1.2976 | 0.099002 |
18 | 0.012317 | 0.1122 | 0.455464 |
19 | -0.001689 | -0.0154 | 0.493881 |
20 | 0.094921 | 0.8648 | 0.194829 |
21 | 0.155955 | 1.4208 | 0.079558 |
22 | -0.017003 | -0.1549 | 0.438637 |
23 | 0.143479 | 1.3072 | 0.097385 |
24 | 0.003948 | 0.036 | 0.485698 |
25 | -0.038128 | -0.3474 | 0.3646 |
26 | -0.11364 | -1.0353 | 0.151767 |
27 | -0.033874 | -0.3086 | 0.379197 |
28 | 0.025354 | 0.231 | 0.408947 |
29 | -0.041711 | -0.38 | 0.352456 |
30 | 0.082004 | 0.7471 | 0.228561 |
31 | 0.090456 | 0.8241 | 0.206123 |
32 | -0.0693 | -0.6314 | 0.264773 |
33 | -0.035655 | -0.3248 | 0.373062 |
34 | -0.06224 | -0.567 | 0.286112 |
35 | -0.118 | -1.075 | 0.142738 |
36 | -0.068795 | -0.6267 | 0.266272 |
37 | -0.097261 | -0.8861 | 0.189064 |
38 | 0.008343 | 0.076 | 0.469799 |
39 | -0.000611 | -0.0056 | 0.497786 |
40 | -0.035304 | -0.3216 | 0.374268 |
41 | -0.076607 | -0.6979 | 0.243589 |
42 | -0.051806 | -0.472 | 0.31909 |
43 | -0.061711 | -0.5622 | 0.287742 |
44 | 0.022644 | 0.2063 | 0.418533 |
45 | 0.043155 | 0.3932 | 0.347604 |
46 | -0.077464 | -0.7057 | 0.241166 |
47 | 0.065202 | 0.594 | 0.277057 |
48 | 0.015191 | 0.1384 | 0.445132 |