Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.07338 | 0.6685 | 0.252826 |
2 | 0.115019 | 1.0479 | 0.14887 |
3 | -0.054792 | -0.4992 | 0.309487 |
4 | -0.06278 | -0.572 | 0.284449 |
5 | -0.328025 | -2.9884 | 0.001844 |
6 | 0.001528 | 0.0139 | 0.494464 |
7 | -0.274251 | -2.4985 | 0.007222 |
8 | -0.049099 | -0.4473 | 0.327908 |
9 | 0.084282 | 0.7678 | 0.22238 |
10 | 0.080102 | 0.7298 | 0.233793 |
11 | 0.03973 | 0.362 | 0.359152 |
12 | 0.248411 | 2.2631 | 0.013119 |
13 | 0.013309 | 0.1213 | 0.451891 |
14 | -0.074719 | -0.6807 | 0.248971 |
15 | -0.048894 | -0.4454 | 0.328579 |
16 | -0.141643 | -1.2904 | 0.100243 |
17 | -0.117867 | -1.0738 | 0.143007 |
18 | -0.066933 | -0.6098 | 0.271835 |
19 | -0.058882 | -0.5364 | 0.296546 |
20 | 0.07747 | 0.7058 | 0.241149 |
21 | 0.035724 | 0.3255 | 0.372826 |
22 | 0.046373 | 0.4225 | 0.336885 |
23 | 0.116048 | 1.0572 | 0.146733 |
24 | -0.016036 | -0.1461 | 0.442101 |
25 | 0.038933 | 0.3547 | 0.36186 |
26 | -0.063185 | -0.5756 | 0.283206 |
27 | -0.025063 | -0.2283 | 0.409973 |
28 | 0.002853 | 0.026 | 0.489661 |
29 | 0.148863 | 1.3562 | 0.089356 |
30 | 0.004083 | 0.0372 | 0.48521 |
31 | -0.005187 | -0.0473 | 0.481211 |
32 | 0.04264 | 0.3885 | 0.349331 |
33 | 0.028801 | 0.2624 | 0.396836 |
34 | -0.020958 | -0.1909 | 0.42452 |
35 | 0.070375 | 0.6411 | 0.261596 |
36 | -0.135495 | -1.2344 | 0.110265 |
37 | -0.025712 | -0.2342 | 0.407685 |
38 | -0.020838 | -0.1898 | 0.424949 |
39 | -0.018318 | -0.1669 | 0.433935 |
40 | -0.068439 | -0.6235 | 0.26733 |
41 | 0.065454 | 0.5963 | 0.276293 |
42 | -0.03172 | -0.289 | 0.386657 |
43 | 0.020411 | 0.186 | 0.426468 |
44 | -0.044228 | -0.4029 | 0.344017 |
45 | 0.017866 | 0.1628 | 0.435547 |
46 | 0.005335 | 0.0486 | 0.480677 |
47 | 0.012284 | 0.1119 | 0.455583 |
48 | -0.037806 | -0.3444 | 0.365697 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.07338 | 0.6685 | 0.252826 |
2 | 0.110228 | 1.0042 | 0.159095 |
3 | -0.071642 | -0.6527 | 0.25788 |
4 | -0.068266 | -0.6219 | 0.267845 |
5 | -0.312803 | -2.8498 | 0.002758 |
6 | 0.057107 | 0.5203 | 0.302131 |
7 | -0.242903 | -2.213 | 0.014823 |
8 | -0.061544 | -0.5607 | 0.288258 |
9 | 0.113885 | 1.0375 | 0.151248 |
10 | -0.053285 | -0.4855 | 0.314318 |
11 | 0.019849 | 0.1808 | 0.428468 |
12 | 0.11214 | 1.0216 | 0.154959 |
13 | -0.021456 | -0.1955 | 0.422751 |
14 | -0.113597 | -1.0349 | 0.151856 |
15 | -0.048154 | -0.4387 | 0.331008 |
16 | -0.071282 | -0.6494 | 0.258934 |
17 | 0.002588 | 0.0236 | 0.490624 |
18 | -0.093321 | -0.8502 | 0.198831 |
19 | -0.033569 | -0.3058 | 0.380252 |
20 | 0.105443 | 0.9606 | 0.169764 |
21 | -0.144897 | -1.3201 | 0.09522 |
22 | -0.017296 | -0.1576 | 0.437587 |
23 | 0.080864 | 0.7367 | 0.231689 |
24 | -0.148269 | -1.3508 | 0.090216 |
25 | 0.093324 | 0.8502 | 0.198824 |
26 | -0.094128 | -0.8575 | 0.196807 |
27 | 0.039484 | 0.3597 | 0.359986 |
28 | 0.123003 | 1.1206 | 0.132842 |
29 | 0.079365 | 0.7231 | 0.235841 |
30 | 0.098302 | 0.8956 | 0.186536 |
31 | -0.106098 | -0.9666 | 0.168276 |
32 | 0.024791 | 0.2259 | 0.410934 |
33 | 0.093446 | 0.8513 | 0.198518 |
34 | 0.002441 | 0.0222 | 0.491155 |
35 | 0.086582 | 0.7888 | 0.216238 |
36 | -0.083402 | -0.7598 | 0.224756 |
37 | 0.022734 | 0.2071 | 0.418213 |
38 | 0.009523 | 0.0868 | 0.465535 |
39 | -0.005235 | -0.0477 | 0.481038 |
40 | -0.064777 | -0.5901 | 0.278348 |
41 | -0.010244 | -0.0933 | 0.462936 |
42 | -0.014598 | -0.133 | 0.447261 |
43 | -0.001737 | -0.0158 | 0.493706 |
44 | -0.040274 | -0.3669 | 0.357307 |
45 | -0.02605 | -0.2373 | 0.406494 |
46 | 0.121742 | 1.1091 | 0.13529 |
47 | -0.088597 | -0.8072 | 0.210942 |
48 | 0.002718 | 0.0248 | 0.490153 |