Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.035892 | 0.4108 | 0.340945 |
2 | 0.194529 | 2.2265 | 0.013845 |
3 | -0.023522 | -0.2692 | 0.39409 |
4 | -0.001252 | -0.0143 | 0.494293 |
5 | 0.148478 | 1.6994 | 0.045808 |
6 | 0.058894 | 0.6741 | 0.250728 |
7 | 0.121537 | 1.391 | 0.083284 |
8 | -0.042318 | -0.4844 | 0.314472 |
9 | 0.006755 | 0.0773 | 0.469244 |
10 | -0.009983 | -0.1143 | 0.454605 |
11 | 0.009997 | 0.1144 | 0.454539 |
12 | 0.003785 | 0.0433 | 0.482755 |
13 | 0.019296 | 0.2209 | 0.412774 |
14 | -0.056972 | -0.6521 | 0.257749 |
15 | -0.053859 | -0.6164 | 0.269336 |
16 | -0.051723 | -0.592 | 0.277436 |
17 | 0.114508 | 1.3106 | 0.096142 |
18 | 0.066722 | 0.7637 | 0.223219 |
19 | 0.047388 | 0.5424 | 0.294239 |
20 | 0.123712 | 1.416 | 0.079581 |
21 | -0.124521 | -1.4252 | 0.078237 |
22 | 0.122821 | 1.4058 | 0.081082 |
23 | -0.000996 | -0.0114 | 0.495461 |
24 | 0.015604 | 0.1786 | 0.429263 |
25 | -0.040111 | -0.4591 | 0.323463 |
26 | -0.041295 | -0.4726 | 0.318625 |
27 | 0.082355 | 0.9426 | 0.173813 |
28 | -0.013846 | -0.1585 | 0.437162 |
29 | 0.050192 | 0.5745 | 0.283318 |
30 | 0.019355 | 0.2215 | 0.412515 |
31 | -0.079778 | -0.9131 | 0.181433 |
32 | -0.039836 | -0.4559 | 0.324594 |
33 | -0.06601 | -0.7555 | 0.225646 |
34 | -0.013699 | -0.1568 | 0.437823 |
35 | -0.06397 | -0.7322 | 0.232688 |
36 | -0.017298 | -0.198 | 0.421681 |
37 | 0.091917 | 1.052 | 0.14736 |
38 | -0.065209 | -0.7464 | 0.228396 |
39 | 0.066707 | 0.7635 | 0.223272 |
40 | -0.011486 | -0.1315 | 0.447805 |
41 | -0.024091 | -0.2757 | 0.391593 |
42 | -0.034966 | -0.4002 | 0.344831 |
43 | -0.000245 | -0.0028 | 0.498883 |
44 | 0.078899 | 0.903 | 0.184081 |
45 | 0.031225 | 0.3574 | 0.360689 |
46 | 0.090071 | 1.0309 | 0.152242 |
47 | 0.018077 | 0.2069 | 0.418203 |
48 | -0.116572 | -1.3342 | 0.092222 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.035892 | 0.4108 | 0.340945 |
2 | 0.19349 | 2.2146 | 0.014258 |
3 | -0.03755 | -0.4298 | 0.33403 |
4 | -0.038442 | -0.44 | 0.330333 |
5 | 0.16868 | 1.9306 | 0.027845 |
6 | 0.057922 | 0.663 | 0.254263 |
7 | 0.056628 | 0.6481 | 0.259016 |
8 | -0.0623 | -0.7131 | 0.238539 |
9 | -0.013747 | -0.1573 | 0.437611 |
10 | -0.000129 | -0.0015 | 0.499412 |
11 | -0.004736 | -0.0542 | 0.478427 |
12 | -0.030296 | -0.3468 | 0.364665 |
13 | 0.024288 | 0.278 | 0.390732 |
14 | -0.058003 | -0.6639 | 0.253968 |
15 | -0.051687 | -0.5916 | 0.277576 |
16 | -0.028225 | -0.323 | 0.373587 |
17 | 0.149909 | 1.7158 | 0.044282 |
18 | 0.068582 | 0.785 | 0.216947 |
19 | 0.000581 | 0.0067 | 0.497351 |
20 | 0.134122 | 1.5351 | 0.063585 |
21 | -0.108703 | -1.2442 | 0.107831 |
22 | 0.06748 | 0.7723 | 0.220652 |
23 | 0.021772 | 0.2492 | 0.4018 |
24 | -0.081401 | -0.9317 | 0.176609 |
25 | -0.088892 | -1.0174 | 0.155416 |
26 | -0.00645 | -0.0738 | 0.470633 |
27 | 0.084659 | 0.969 | 0.167173 |
28 | 0.001617 | 0.0185 | 0.49263 |
29 | -0.009883 | -0.1131 | 0.455056 |
30 | 0.054268 | 0.6211 | 0.267799 |
31 | -0.068236 | -0.781 | 0.218107 |
32 | -0.036681 | -0.4198 | 0.337648 |
33 | -0.027528 | -0.3151 | 0.376604 |
34 | -0.011084 | -0.1269 | 0.449624 |
35 | -0.07766 | -0.8889 | 0.187853 |
36 | -0.019781 | -0.2264 | 0.410621 |
37 | 0.126365 | 1.4463 | 0.075239 |
38 | -0.0193 | -0.2209 | 0.412756 |
39 | 0.011044 | 0.1264 | 0.449803 |
40 | 0.007759 | 0.0888 | 0.464687 |
41 | -0.004321 | -0.0495 | 0.480316 |
42 | -0.073598 | -0.8424 | 0.20056 |
43 | 0.052673 | 0.6029 | 0.273819 |
44 | 0.088348 | 1.0112 | 0.156895 |
45 | 0.015466 | 0.177 | 0.429887 |
46 | 0.024703 | 0.2827 | 0.388912 |
47 | 0.00383 | 0.0438 | 0.482553 |
48 | -0.129285 | -1.4797 | 0.070672 |