Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.04691 | 0.3694 | 0.356555 |
2 | 0.065048 | 0.5122 | 0.30517 |
3 | -0.006075 | -0.0478 | 0.481 |
4 | -0.288009 | -2.2678 | 0.013419 |
5 | -0.106347 | -0.8374 | 0.202798 |
6 | -0.399346 | -3.1445 | 0.001277 |
7 | -0.209988 | -1.6534 | 0.051648 |
8 | -0.124557 | -0.9808 | 0.165261 |
9 | 0.071305 | 0.5615 | 0.288256 |
10 | 0.005207 | 0.041 | 0.483714 |
11 | 0.211407 | 1.6646 | 0.050518 |
12 | 0.544044 | 4.2838 | 3.3e-05 |
13 | 0.099465 | 0.7832 | 0.218248 |
14 | 0.095978 | 0.7557 | 0.226336 |
15 | -0.059285 | -0.4668 | 0.321135 |
16 | -0.159593 | -1.2566 | 0.1068 |
17 | -0.107328 | -0.8451 | 0.200651 |
18 | -0.352473 | -2.7754 | 0.00364 |
19 | -0.138579 | -1.0912 | 0.139709 |
20 | -0.127511 | -1.004 | 0.159635 |
21 | 0.131192 | 1.033 | 0.152807 |
22 | -0.009798 | -0.0772 | 0.469376 |
23 | 0.149942 | 1.1806 | 0.121127 |
24 | 0.393229 | 3.0963 | 0.001471 |
25 | 0.064402 | 0.5071 | 0.30694 |
26 | 0.094983 | 0.7479 | 0.228676 |
27 | -0.042884 | -0.3377 | 0.368378 |
28 | -0.130973 | -1.0313 | 0.153207 |
29 | -0.087351 | -0.6878 | 0.247071 |
30 | -0.239215 | -1.8836 | 0.032157 |
31 | -0.170578 | -1.3431 | 0.092063 |
32 | 0.003513 | 0.0277 | 0.489012 |
33 | 0.055436 | 0.4365 | 0.331995 |
34 | 0.026147 | 0.2059 | 0.418779 |
35 | 0.134269 | 1.0572 | 0.147254 |
36 | 0.172212 | 1.356 | 0.090009 |
37 | 0.111796 | 0.8803 | 0.191053 |
38 | 0.074944 | 0.5901 | 0.27863 |
39 | -0.084838 | -0.668 | 0.253301 |
40 | -0.041531 | -0.327 | 0.372378 |
41 | -0.105825 | -0.8333 | 0.203946 |
42 | -0.140276 | -1.1045 | 0.136815 |
43 | -0.071416 | -0.5623 | 0.287961 |
44 | -0.0097 | -0.0764 | 0.469681 |
45 | 0.012388 | 0.0975 | 0.461306 |
46 | 0.06639 | 0.5228 | 0.301504 |
47 | 0.033987 | 0.2676 | 0.394944 |
48 | 0.113339 | 0.8924 | 0.187807 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.04691 | 0.3694 | 0.356555 |
2 | 0.062986 | 0.496 | 0.310841 |
3 | -0.011963 | -0.0942 | 0.462628 |
4 | -0.293155 | -2.3083 | 0.012166 |
5 | -0.088412 | -0.6962 | 0.244467 |
6 | -0.389488 | -3.0668 | 0.001602 |
7 | -0.255659 | -2.0131 | 0.024228 |
8 | -0.296782 | -2.3369 | 0.011346 |
9 | -0.086006 | -0.6772 | 0.250394 |
10 | -0.424915 | -3.3458 | 0.000699 |
11 | -0.211792 | -1.6677 | 0.050214 |
12 | 0.246733 | 1.9428 | 0.028294 |
13 | -0.027097 | -0.2134 | 0.415871 |
14 | -0.160238 | -1.2617 | 0.105889 |
15 | -0.008988 | -0.0708 | 0.471905 |
16 | 0.048337 | 0.3806 | 0.352398 |
17 | -0.021806 | -0.1717 | 0.432116 |
18 | -0.081089 | -0.6385 | 0.262751 |
19 | 0.132258 | 1.0414 | 0.150867 |
20 | -0.105003 | -0.8268 | 0.205762 |
21 | 0.119316 | 0.9395 | 0.175562 |
22 | -0.04256 | -0.3351 | 0.369333 |
23 | -0.037937 | -0.2987 | 0.383077 |
24 | 0.007686 | 0.0605 | 0.47597 |
25 | 0.041849 | 0.3295 | 0.371436 |
26 | -0.103474 | -0.8148 | 0.209165 |
27 | 0.054894 | 0.4322 | 0.333536 |
28 | -0.051487 | -0.4054 | 0.343286 |
29 | -0.015159 | -0.1194 | 0.452687 |
30 | -0.044562 | -0.3509 | 0.363433 |
31 | 0.006173 | 0.0486 | 0.480696 |
32 | 0.031526 | 0.2482 | 0.402387 |
33 | -0.029505 | -0.2323 | 0.408525 |
34 | 0.051306 | 0.404 | 0.343806 |
35 | 0.030355 | 0.239 | 0.405941 |
36 | -0.129529 | -1.0199 | 0.155867 |
37 | 0.063189 | 0.4976 | 0.310279 |
38 | 0.022633 | 0.1782 | 0.429569 |
39 | -0.053444 | -0.4208 | 0.337673 |
40 | -0.018281 | -0.1439 | 0.443005 |
41 | 0.016755 | 0.1319 | 0.447735 |
42 | -0.009733 | -0.0766 | 0.469581 |
43 | 0.066377 | 0.5227 | 0.301538 |
44 | 0.071137 | 0.5601 | 0.288704 |
45 | -0.071464 | -0.5627 | 0.287832 |
46 | 0.081122 | 0.6388 | 0.262667 |
47 | 0.027304 | 0.215 | 0.41524 |
48 | 0.00415 | 0.0327 | 0.487019 |