Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.034919 | 0.3181 | 0.375595 |
2 | -0.058001 | -0.5284 | 0.299312 |
3 | -0.103494 | -0.9429 | 0.174242 |
4 | -0.03278 | -0.2986 | 0.382979 |
5 | 0.111769 | 1.0183 | 0.155755 |
6 | 0.032842 | 0.2992 | 0.382766 |
7 | 0.01494 | 0.1361 | 0.446033 |
8 | -0.050782 | -0.4626 | 0.322413 |
9 | -0.125439 | -1.1428 | 0.128203 |
10 | -0.01511 | -0.1377 | 0.445421 |
11 | -0.139891 | -1.2745 | 0.103028 |
12 | -0.041194 | -0.3753 | 0.3542 |
13 | 0.088578 | 0.807 | 0.210992 |
14 | -0.070424 | -0.6416 | 0.261453 |
15 | -0.075121 | -0.6844 | 0.247819 |
16 | -0.102745 | -0.936 | 0.175982 |
17 | -0.083335 | -0.7592 | 0.224936 |
18 | 0.17742 | 1.6164 | 0.054904 |
19 | 0.019599 | 0.1786 | 0.429361 |
20 | 0.141616 | 1.2902 | 0.100285 |
21 | -0.091223 | -0.8311 | 0.204157 |
22 | -0.034895 | -0.3179 | 0.375677 |
23 | 0.141516 | 1.2893 | 0.100442 |
24 | 0.156655 | 1.4272 | 0.078638 |
25 | -0.085118 | -0.7755 | 0.220135 |
26 | -0.080487 | -0.7333 | 0.232729 |
27 | -0.080914 | -0.7372 | 0.231552 |
28 | 0.04144 | 0.3775 | 0.353369 |
29 | 0.06085 | 0.5544 | 0.290409 |
30 | -0.056176 | -0.5118 | 0.305079 |
31 | -0.078742 | -0.7174 | 0.237577 |
32 | -0.08344 | -0.7602 | 0.224653 |
33 | 0.055266 | 0.5035 | 0.307973 |
34 | -0.026414 | -0.2406 | 0.405211 |
35 | -0.068423 | -0.6234 | 0.267376 |
36 | 0.090512 | 0.8246 | 0.205981 |
37 | 0.010798 | 0.0984 | 0.460937 |
38 | 0.038355 | 0.3494 | 0.363825 |
39 | -0.114409 | -1.0423 | 0.150146 |
40 | 0.016936 | 0.1543 | 0.438878 |
41 | 0.082591 | 0.7524 | 0.226957 |
42 | 0.11987 | 1.0921 | 0.138982 |
43 | 0.087582 | 0.7979 | 0.213599 |
44 | -0.037591 | -0.3425 | 0.36643 |
45 | -0.153044 | -1.3943 | 0.083475 |
46 | -0.041535 | -0.3784 | 0.353049 |
47 | -0.009314 | -0.0849 | 0.466292 |
48 | 0.000374 | 0.0034 | 0.498643 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.034919 | 0.3181 | 0.375595 |
2 | -0.059292 | -0.5402 | 0.29526 |
3 | -0.09975 | -0.9088 | 0.183053 |
4 | -0.029742 | -0.271 | 0.393548 |
5 | 0.103679 | 0.9446 | 0.173812 |
6 | 0.013027 | 0.1187 | 0.452908 |
7 | 0.018875 | 0.172 | 0.431942 |
8 | -0.030411 | -0.2771 | 0.391213 |
9 | -0.113255 | -1.0318 | 0.152582 |
10 | -0.019976 | -0.182 | 0.428018 |
11 | -0.16788 | -1.5295 | 0.064976 |
12 | -0.068163 | -0.621 | 0.268153 |
13 | 0.076755 | 0.6993 | 0.243169 |
14 | -0.08909 | -0.8116 | 0.209658 |
15 | -0.076731 | -0.6991 | 0.243237 |
16 | -0.066494 | -0.6058 | 0.273153 |
17 | -0.104784 | -0.9546 | 0.17127 |
18 | 0.137484 | 1.2525 | 0.106946 |
19 | -0.024297 | -0.2214 | 0.41268 |
20 | 0.122491 | 1.1159 | 0.133832 |
21 | -0.065091 | -0.593 | 0.277395 |
22 | -0.005545 | -0.0505 | 0.479915 |
23 | 0.109407 | 0.9967 | 0.160892 |
24 | 0.149041 | 1.3578 | 0.089099 |
25 | -0.180129 | -1.6411 | 0.052285 |
26 | -0.075471 | -0.6876 | 0.246821 |
27 | -0.058433 | -0.5324 | 0.297953 |
28 | -0.012919 | -0.1177 | 0.453295 |
29 | 0.081066 | 0.7385 | 0.231132 |
30 | -0.084482 | -0.7697 | 0.221841 |
31 | -0.082202 | -0.7489 | 0.228018 |
32 | -0.021269 | -0.1938 | 0.423416 |
33 | 0.050677 | 0.4617 | 0.322755 |
34 | 0.004007 | 0.0365 | 0.485483 |
35 | -0.000676 | -0.0062 | 0.49755 |
36 | 0.032669 | 0.2976 | 0.383366 |
37 | 0.008872 | 0.0808 | 0.467888 |
38 | 0.030069 | 0.2739 | 0.392405 |
39 | -0.088277 | -0.8042 | 0.211778 |
40 | 0.04958 | 0.4517 | 0.326332 |
41 | 0.013816 | 0.1259 | 0.450071 |
42 | -0.003739 | -0.0341 | 0.486453 |
43 | 0.077176 | 0.7031 | 0.241979 |
44 | -0.024521 | -0.2234 | 0.411889 |
45 | -0.070538 | -0.6426 | 0.261116 |
46 | -0.077026 | -0.7017 | 0.242401 |
47 | -0.10602 | -0.9659 | 0.168454 |
48 | -0.053579 | -0.4881 | 0.313373 |