Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.150307 | 1.3694 | 0.08729 |
2 | -0.06626 | -0.6037 | 0.273859 |
3 | 0.089997 | 0.8199 | 0.207308 |
4 | 0.116252 | 1.0591 | 0.146311 |
5 | -0.105264 | -0.959 | 0.170173 |
6 | 0.05618 | 0.5118 | 0.305065 |
7 | 0.190402 | 1.7346 | 0.043258 |
8 | -0.108963 | -0.9927 | 0.16187 |
9 | -0.201525 | -1.836 | 0.03497 |
10 | 0.082169 | 0.7486 | 0.228109 |
11 | 0.04272 | 0.3892 | 0.349063 |
12 | 0.070892 | 0.6459 | 0.260075 |
13 | 0.179793 | 1.638 | 0.052605 |
14 | 0.062248 | 0.5671 | 0.286086 |
15 | -0.107594 | -0.9802 | 0.164911 |
16 | -0.057941 | -0.5279 | 0.2995 |
17 | 0.022059 | 0.201 | 0.420607 |
18 | -0.055087 | -0.5019 | 0.308546 |
19 | -0.01166 | -0.1062 | 0.457829 |
20 | 0.027703 | 0.2524 | 0.400684 |
21 | -0.123945 | -1.1292 | 0.131035 |
22 | -0.096242 | -0.8768 | 0.191561 |
23 | -0.029341 | -0.2673 | 0.394946 |
24 | 0.010414 | 0.0949 | 0.46232 |
25 | 0.025256 | 0.2301 | 0.409292 |
26 | 0.016616 | 0.1514 | 0.440021 |
27 | 0.019714 | 0.1796 | 0.428952 |
28 | -0.084824 | -0.7728 | 0.220923 |
29 | 0.068554 | 0.6246 | 0.266987 |
30 | 0.05896 | 0.5371 | 0.296301 |
31 | -0.002939 | -0.0268 | 0.48935 |
32 | -0.045752 | -0.4168 | 0.338944 |
33 | 0.136619 | 1.2447 | 0.10838 |
34 | -0.013751 | -0.1253 | 0.450304 |
35 | -0.044103 | -0.4018 | 0.344435 |
36 | 0.041431 | 0.3775 | 0.353398 |
37 | 0.188275 | 1.7153 | 0.045014 |
38 | -0.088894 | -0.8099 | 0.210168 |
39 | -0.042835 | -0.3902 | 0.348677 |
40 | 0.112067 | 1.021 | 0.155116 |
41 | -0.055074 | -0.5017 | 0.308588 |
42 | -0.075612 | -0.6889 | 0.246416 |
43 | -0.01406 | -0.1281 | 0.449191 |
44 | 0.019469 | 0.1774 | 0.429826 |
45 | -0.045625 | -0.4157 | 0.339365 |
46 | -0.024472 | -0.2229 | 0.412062 |
47 | 0.081489 | 0.7424 | 0.229971 |
48 | -0.039312 | -0.3581 | 0.360572 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.150307 | 1.3694 | 0.08729 |
2 | -0.090906 | -0.8282 | 0.204968 |
3 | 0.118149 | 1.0764 | 0.142437 |
4 | 0.078953 | 0.7193 | 0.236989 |
5 | -0.126654 | -1.1539 | 0.125932 |
6 | 0.109497 | 0.9976 | 0.160696 |
7 | 0.134138 | 1.2221 | 0.112574 |
8 | -0.159708 | -1.455 | 0.074719 |
9 | -0.1308 | -1.1916 | 0.118398 |
10 | 0.08437 | 0.7687 | 0.222141 |
11 | -0.008623 | -0.0786 | 0.468786 |
12 | 0.173768 | 1.5831 | 0.0586 |
13 | 0.141387 | 1.2881 | 0.100646 |
14 | -0.065349 | -0.5954 | 0.276612 |
15 | -0.043028 | -0.392 | 0.34803 |
16 | -0.045475 | -0.4143 | 0.339861 |
17 | -0.071618 | -0.6525 | 0.257949 |
18 | -0.043638 | -0.3976 | 0.345986 |
19 | 0.01626 | 0.1481 | 0.441296 |
20 | -0.012534 | -0.1142 | 0.45468 |
21 | -0.049423 | -0.4503 | 0.326847 |
22 | 0.02254 | 0.2053 | 0.418903 |
23 | -0.079848 | -0.7275 | 0.234498 |
24 | -0.015458 | -0.1408 | 0.444172 |
25 | 0.039558 | 0.3604 | 0.359736 |
26 | -0.047902 | -0.4364 | 0.331836 |
27 | 0.040986 | 0.3734 | 0.354901 |
28 | -0.022908 | -0.2087 | 0.417597 |
29 | 0.112206 | 1.0222 | 0.154817 |
30 | 0.021782 | 0.1984 | 0.421592 |
31 | -0.004196 | -0.0382 | 0.484799 |
32 | -0.081678 | -0.7441 | 0.229453 |
33 | 0.170163 | 1.5503 | 0.062442 |
34 | -0.021197 | -0.1931 | 0.423672 |
35 | 0.011675 | 0.1064 | 0.457773 |
36 | 0.020315 | 0.1851 | 0.426808 |
37 | 0.133755 | 1.2186 | 0.113231 |
38 | -0.111579 | -1.0165 | 0.156165 |
39 | -0.008388 | -0.0764 | 0.469636 |
40 | 0.038175 | 0.3478 | 0.364438 |
41 | -0.142331 | -1.2967 | 0.099164 |
42 | 0.049253 | 0.4487 | 0.327403 |
43 | -0.108093 | -0.9848 | 0.163798 |
44 | -0.032612 | -0.2971 | 0.383561 |
45 | 0.08301 | 0.7563 | 0.225818 |
46 | -0.028515 | -0.2598 | 0.397838 |
47 | 0.007209 | 0.0657 | 0.473895 |
48 | 0.013769 | 0.1254 | 0.450239 |